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A bayesian estimation of reliability based on the extended gamma process as prior over the cumulative hazard function

  • Carlo Ferreri
Article
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Abstract

The Dykstra and Laud's extended gamma process is assumed as prior process over the cumulative hazard function, Δ(t), for a bayesian nonparametric estimation of the reliability functionR(t) from both exact and censored data. Particular cases and interpretative aspects are discussed also in the light of an illustrative example.

AMS 1970 subject classification

Primary 62G99 secondary 62F15 

Key words and phrases

Cumulative hazard rates reliability function Bayes estimates extended gamma process 

Riassunto

Il cosiddetto «extended gamma process», proposto da Dykstra and Laud, viene assunto come processo stocastico per la funzione Λ(t)=−lnR(t) ai fini di una stima bayesiana non parametrica della funzione di affidabilitàR(t). Sono inoltre esaminati, pure alla luce di un esempio illustrativo, aspetti interpretativi e alcuni casi particolari.

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References

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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Carlo Ferreri
    • 1
  1. 1.Dipartimento di Scienze StatisticheUniversità di BolognaBolognaI'ltalia

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