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Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure

Roy, Soumya and Mukhopadhyay, Chiranjit (2014) Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure. In: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 43 (10-12,). pp. 2429-2451.

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Official URL: http://dx.doi.org/10.1080/03610926.2013.823503

Abstract

Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.

Item Type: Journal Article
Additional Information: Copyright for this article belongs to the TAYLOR & FRANCIS INC, 520 CHESTNUT STREET, STE 850, PHILADELPHIA, PA 19106 USA
Keywords: Series system; Common shape parameter; Stress translation function; Gibbs sampling; Log-concavity; 62N05
Department/Centre: Division of Interdisciplinary Research > Management Studies
Depositing User: Id for Latest eprints
Date Deposited: 25 Jul 2014 10:22
Last Modified: 25 Jul 2014 10:22
URI: http://eprints.iisc.ac.in/id/eprint/49438

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