Reliability analysis for Weibull distribution with homogeneous heavily censored data based on Bayesian and least-squares methods

摘要

The reliability for Weibull distribution with homogeneous heavily censored data is analyzed in this study. The universal model of heavily censored data and existing methods, including maximum likelihood, least-squares, E-Bayesian estimation, and hierarchical Bayesian methods, are introduced. An improved method is proposed based on Bayesian inference and least-squares method. In this method, the Bayes estimations of failure probabilities are focused on for all the samples. The conjugate prior distribution of failure probability is set, and an optimization model is developed by maximizing the information entropy of prior distribution to determine the hyper-parameters. By integrating the likelihood function, the posterior distribution of failure probability is then derived to yield the Bayes estimation of failure probability. The estimations of reliability parameters are obtained by fitting distribution curve using least-squares method. The four existing methods are compared with the proposed method in terms of applicability, precision, efficiency, robustness, and simplicity. Specifically, the closed form expressions concerning E-Bayesian estimation and hierarchical Bayesian methods are derived and used. The comparisons demonstrate that the improved method is superior. Finally, three illustrative examples are presented to show the application of the proposed method.