Bayesian parameter and reliability estimate of Weibull failure time distribution

Bayes and frequentist estimators are obtained for the two-parameter Weibull failure time distribution with uncensored observations as well as the survival/reliability and hazard function. The Weibull distribution is used extensively in life testing and reliability/ survival analysis. The Bayes appro...

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Main Authors: Guure, Chris Bambey, Ibrahim, Noor Akma, Adam, Mohd Bakri, Al Omari, Mohammed Ahmed, Bosomprah, Samuel
Format: Article
Language:English
Published: Malaysian Mathematical Sciences Society and Universiti Sains Malaysia 2014
Online Access:http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf
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author Guure, Chris Bambey
Ibrahim, Noor Akma
Adam, Mohd Bakri
Al Omari, Mohammed Ahmed
Bosomprah, Samuel
author_facet Guure, Chris Bambey
Ibrahim, Noor Akma
Adam, Mohd Bakri
Al Omari, Mohammed Ahmed
Bosomprah, Samuel
author_sort Guure, Chris Bambey
collection UPM
description Bayes and frequentist estimators are obtained for the two-parameter Weibull failure time distribution with uncensored observations as well as the survival/reliability and hazard function. The Weibull distribution is used extensively in life testing and reliability/ survival analysis. The Bayes approach is obtained using Lindleys approximation technique with standard non-informative (vague) prior and a proposed generalisation of the noninformative prior. A simulation study is carried out to compare the performances of the methods. It is observed from the study that the unknown parameters, the reliability and hazard functions are best estimated by Bayes using linear exponential loss with the proposed prior followed by general entropy loss function.
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spelling upm.eprints-366232015-10-09T07:21:48Z http://psasir.upm.edu.my/id/eprint/36623/ Bayesian parameter and reliability estimate of Weibull failure time distribution Guure, Chris Bambey Ibrahim, Noor Akma Adam, Mohd Bakri Al Omari, Mohammed Ahmed Bosomprah, Samuel Bayes and frequentist estimators are obtained for the two-parameter Weibull failure time distribution with uncensored observations as well as the survival/reliability and hazard function. The Weibull distribution is used extensively in life testing and reliability/ survival analysis. The Bayes approach is obtained using Lindleys approximation technique with standard non-informative (vague) prior and a proposed generalisation of the noninformative prior. A simulation study is carried out to compare the performances of the methods. It is observed from the study that the unknown parameters, the reliability and hazard functions are best estimated by Bayes using linear exponential loss with the proposed prior followed by general entropy loss function. Malaysian Mathematical Sciences Society and Universiti Sains Malaysia 2014 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf Guure, Chris Bambey and Ibrahim, Noor Akma and Adam, Mohd Bakri and Al Omari, Mohammed Ahmed and Bosomprah, Samuel (2014) Bayesian parameter and reliability estimate of Weibull failure time distribution. Bulletin of the Malaysian Mathematical Sciences Society, 37 (3). pp. 611-632. ISSN 0126-6705; ESSN: 2180-4206 http://www.emis.de/journals/BMMSS/vol37_3_1.html
spellingShingle Guure, Chris Bambey
Ibrahim, Noor Akma
Adam, Mohd Bakri
Al Omari, Mohammed Ahmed
Bosomprah, Samuel
Bayesian parameter and reliability estimate of Weibull failure time distribution
title Bayesian parameter and reliability estimate of Weibull failure time distribution
title_full Bayesian parameter and reliability estimate of Weibull failure time distribution
title_fullStr Bayesian parameter and reliability estimate of Weibull failure time distribution
title_full_unstemmed Bayesian parameter and reliability estimate of Weibull failure time distribution
title_short Bayesian parameter and reliability estimate of Weibull failure time distribution
title_sort bayesian parameter and reliability estimate of weibull failure time distribution
url http://psasir.upm.edu.my/id/eprint/36623/1/Bayesian%20parameter%20and%20reliability%20estimate%20of%20Weibull%20failure%20time%20distribution.pdf
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