Monte Carlo simulation is used to assess the statistical properties of some Bayes procedures in situations where only a few data on a system governed by a NHPP (nonhomogeneous Poisson process) can be collected and where there is little or imprecise prior information available. In particular, in the case of failure truncated data, two Bayes procedures are analyzed. The first uses a uniform prior PDF (probability distribution function) for the power law and a noninformative prior PDF for alpha , while the other uses a uniform PDF for the power law while assuming an informative PDF for the scale parameter obtained by using a gamma distribution for the prior knowledge of the mean number of failures in a given time interval. For both cases, point and interval estimation of the power law and point estimation of the scale parameter are discussed. Comparisons are given with the corresponding point and interval maximum-likelihood estimates for sample sizes of 5 and 10. The Bayes procedures are computationally much more onerous than the corresponding maximum-likelihood ones, since they in general require a numerical integration. In the case of small sample sizes, however, their use may be justified by the exceptionally favorable statistical properties shown when compared with the classical ones. In particular, their robustness with respect to a wrong assumption on the prior beta mean is interesting.
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