Bayesian Analysis of Pareto Reliability With Dependent Masked Data

In this paper, we consider a series system with two s-independent components, each of which has a Pareto distributed lifetime. We assume the lifetime data from the system are masked, and the masking probability is dependent. Noninformative prior, and conjugate prior are considered; and Gibbs sampling method is used to obtain the estimators of the unknown parameters, the reliability function, and the hazard function. A numeric example demonstrates how to apply the theoretical results.

[1]  James O. Berger,et al.  Bayesian Analysis for the Poly-Weibull Distribution , 1993 .

[2]  Thorn J. Hodgson,et al.  Maximum likelihood analysis of component reliability using masked system life-test data , 1988 .

[3]  B. Arnold,et al.  Bayesian inference for pareto populations , 1983 .

[4]  Sanjib Basu,et al.  Bayesian analysis of competing risks with partially masked cause of failure , 2003 .

[5]  Masami Miyakawa,et al.  Analysis of Incomplete Data in Competing Risks Model , 1984, IEEE Transactions on Reliability.

[6]  Ammar M. Sarhan,et al.  Estimation of components reliability in a parallel system using masked system life data , 2003, Appl. Math. Comput..

[7]  Frank M. Guess,et al.  System life data analysis with dependent partial knowledge on the exact cause of system failure , 1994 .

[8]  J. S. Usher.  Weibull component reliability-prediction in the presence of masked data , 1996, IEEE Trans. Reliab..

[9]  D. Lindley,et al.  Multivariate distributions for the life lengths of components of a system sharing a common environment , 1986, Journal of Applied Probability.

[10]  Yizhou Yang,et al.  Bayes estimation for the Pareto failure-model using Gibbs sampling , 1996, IEEE Trans. Reliab..

[11]  I Guttman,et al.  Dependent masking and system life data analysis: Bayesian inference for two-component systems , 1995, Lifetime data analysis.

[12]  Necip Doganaksoy,et al.  Interval estimation from censored and masked system-failure data , 1991 .

[13]  Satyanshu K. Upadhyay,et al.  Bayes results for classical Pareto distribution via Gibbs sampler, with doubly-censored observations , 1997 .

[14]  L. Kuo,et al.  Bayesian reliability modeling for masked system lifetime data , 2000 .

[15]  Ammar M. Sarhan,et al.  Estimations of parameters in Pareto reliability model in the presence of masked data , 2003, Reliab. Eng. Syst. Saf..