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摘要
Bayesian inference of a generalized Weibull stress-strength model (SSM) with more than one strength component is considered. For this problem, properly assigning priors for the reliabilities is challenging due to the presence of nuisance parameters. Matching priors, which are priors matching the posterior probabilities of certain regions with their frequentist coverage probabilities, are commonly used but difficult to derive in this problem. Instead, we apply an alternative method and derive a matching prior based on a modification of the profile likelihood. Simulation studies show that this proposed prior performs well in terms of frequentist coverage and estimation even when the sample sizes are minimal. The prior is applied to two real datasets.
- 出版日期2013-3
- 单位华东师范大学
