Interfailure Data with Constant Hazard Function in the Presence of Change-Points

Markov Chain Monte Carlo (MCMC) methods are used to perform a Bayesian analysis for interfailure data with constant hazard function in the presence of one or more change-points. We also present some Bayesian criteria to discriminate different models. The methodology is illustrated with a data set o...

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Bibliographic Details
Main Authors: Jorge Alberto Achcar, Selene Loibel, Marinho G. Andrade
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2007-06-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/49
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author Jorge Alberto Achcar
Selene Loibel
Marinho G. Andrade
author_facet Jorge Alberto Achcar
Selene Loibel
Marinho G. Andrade
author_sort Jorge Alberto Achcar
collection DOAJ
description Markov Chain Monte Carlo (MCMC) methods are used to perform a Bayesian analysis for interfailure data with constant hazard function in the presence of one or more change-points. We also present some Bayesian criteria to discriminate different models. The methodology is illustrated with a data set originally reported in Maguire, Pearson and Wynn [8].
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spelling doaj.art-a5afef06421247d7936214c255959dd32022-12-22T04:02:46ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712007-06-015210.57805/revstat.v5i2.49Interfailure Data with Constant Hazard Function in the Presence of Change-PointsJorge Alberto Achcar 0Selene Loibel 1Marinho G. Andrade 2Universidade Federal de São CarlosUniversidade Federal de São CarlosUniversidade Federal de São Carlos Markov Chain Monte Carlo (MCMC) methods are used to perform a Bayesian analysis for interfailure data with constant hazard function in the presence of one or more change-points. We also present some Bayesian criteria to discriminate different models. The methodology is illustrated with a data set originally reported in Maguire, Pearson and Wynn [8]. https://revstat.ine.pt/index.php/REVSTAT/article/view/49constant hazardchange-pointsGibbs samplingMCMC algorithms
spellingShingle Jorge Alberto Achcar
Selene Loibel
Marinho G. Andrade
Interfailure Data with Constant Hazard Function in the Presence of Change-Points
Revstat Statistical Journal
constant hazard
change-points
Gibbs sampling
MCMC algorithms
title Interfailure Data with Constant Hazard Function in the Presence of Change-Points
title_full Interfailure Data with Constant Hazard Function in the Presence of Change-Points
title_fullStr Interfailure Data with Constant Hazard Function in the Presence of Change-Points
title_full_unstemmed Interfailure Data with Constant Hazard Function in the Presence of Change-Points
title_short Interfailure Data with Constant Hazard Function in the Presence of Change-Points
title_sort interfailure data with constant hazard function in the presence of change points
topic constant hazard
change-points
Gibbs sampling
MCMC algorithms
url https://revstat.ine.pt/index.php/REVSTAT/article/view/49
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