BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION

The complete-data likelihood function of Weibull distribution with multiple change points for IIRCT is obtained by filling in missing life data using inverse transformation method. The full conditional distributions of change-point positions and other unknown parameters are obtained. Every parameter...

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Main Author: HE ChaoBing
Format: Article
Language:zho
Published: Editorial Office of Journal of Mechanical Strength 2016-01-01
Series:Jixie qiangdu
Subjects:
Online Access:http://www.jxqd.net.cn/thesisDetails#10.16579/j.issn.1001.9669.2016.03.017
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author HE ChaoBing
author_facet HE ChaoBing
author_sort HE ChaoBing
collection DOAJ
description The complete-data likelihood function of Weibull distribution with multiple change points for IIRCT is obtained by filling in missing life data using inverse transformation method. The full conditional distributions of change-point positions and other unknown parameters are obtained. Every parameter is sampled by Gibbs sampler. and the means of Gibbs samples are taken as Bayesian estimations of the parameters. The concrete steps of MCMC methods are given. The random simulation results show that the estimations are fairly accurate and the effect is good.
format Article
id doaj-art-e2ea913d9da542bdb2371c66ae604365
institution Kabale University
issn 1001-9669
language zho
publishDate 2016-01-01
publisher Editorial Office of Journal of Mechanical Strength
record_format Article
series Jixie qiangdu
spelling doaj-art-e2ea913d9da542bdb2371c66ae6043652025-01-15T02:36:28ZzhoEditorial Office of Journal of Mechanical StrengthJixie qiangdu1001-96692016-01-013852252530594984BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATIONHE ChaoBingThe complete-data likelihood function of Weibull distribution with multiple change points for IIRCT is obtained by filling in missing life data using inverse transformation method. The full conditional distributions of change-point positions and other unknown parameters are obtained. Every parameter is sampled by Gibbs sampler. and the means of Gibbs samples are taken as Bayesian estimations of the parameters. The concrete steps of MCMC methods are given. The random simulation results show that the estimations are fairly accurate and the effect is good.http://www.jxqd.net.cn/thesisDetails#10.16579/j.issn.1001.9669.2016.03.017Complete-data likelihood functionFull conditional distributionMCMC methodGibbs samplingMetropolis-Hastings algorithm
spellingShingle HE ChaoBing
BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
Jixie qiangdu
Complete-data likelihood function
Full conditional distribution
MCMC method
Gibbs sampling
Metropolis-Hastings algorithm
title BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
title_full BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
title_fullStr BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
title_full_unstemmed BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
title_short BAYESIAN PARAMETER ESTIMATION OF WEIBULL DISTRIBUTION WITH MULTIPLE CHANGE POINTS FOR RANDOM CENSORING TEST MODEL WITH INCOMPLETE INFORMATION
title_sort bayesian parameter estimation of weibull distribution with multiple change points for random censoring test model with incomplete information
topic Complete-data likelihood function
Full conditional distribution
MCMC method
Gibbs sampling
Metropolis-Hastings algorithm
url http://www.jxqd.net.cn/thesisDetails#10.16579/j.issn.1001.9669.2016.03.017
work_keys_str_mv AT hechaobing bayesianparameterestimationofweibulldistributionwithmultiplechangepointsforrandomcensoringtestmodelwithincompleteinformation