Estimating reliability parameters under insufficient information

Estimating reliability parameters under insufficient information

The paper presents an algorithm to search for the lower bound of the Bayesian estimate of the parameter of exponential distribution in the case where it is known that a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in sensivity a...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Cybernetics and systems analysis 2010-05, Vol.46 (3), p.443-459
Hauptverfasser: Golodnikov, A. N., Ermoliev, Yu. M., Knopov, P. S.
Format: Artikel
Sprache:eng
Schlagworte:
Accidents
Algorithms
Analysis
Artificial Intelligence
Bayesian analysis
Control
Cybernetics
Estimates
Failure rates
Lower bounds
Mathematical models
Mathematics
Mathematics and Statistics
Methods
Nuclear energy
Nuclear power plants
Optimization
Probability
Processor Architectures
Quantiles
Random variables
Risk assessment
Sensitivity analysis
Software Engineering/Programming and Operating Systems
Studies
Systems analysis
Systems Theory
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The paper presents an algorithm to search for the lower bound of the Bayesian estimate of the parameter of exponential distribution in the case where it is known that a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in sensivity analysis of Bayesian estimates of failure rates to the choice of a priori distribution in the exponential failure model.
ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-010-9219-9