Bayesian analysis of masked series system lifetime data from a family of lifetime distributions

We consider the Bayesian analysis of lifetime data obtained from multi-component series systems when lifetime of each component of the system follows a ‘family of lifetime distributions’. We obtain Bayes estimates of parameters included in this family using incomplete system lifetime data under competing risk model. In order to show the applicability of results to the real life problems, we present analysis of a real data set of electric appliances in which failures occur due to several causes. We also give an ad-hoc technique to generate sample observations from a complicated distribution.

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