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A classical and Bayesian estimation of a k-components load-sharing parallel system

机译:k分量分担并行系统的经典和贝叶斯估计

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摘要

The present study proposes the classical and Bayesian treatment to the estimation problem of parameters of a k-components load-sharing parallel system in which some of the components follow a constant failure-rate and the remaining follow a linearly increasing failure-rate. In the classical setup, the maximum likelihood estimates of the load-share parameters with their variances are obtained. (1?γ)100% individual, simultaneous, Bonferroni simultaneous and two bootstrap confidence intervals for the parameters have been constructed. Further, on recognizing the fact that life testing experiments are very time consuming, the parameters involved in the failure time distributions of the system are expected to follow some random variations. Therefore, Bayes estimates along with their posterior variances of the parameters are obtained by assuming gamma and Jeffrey’s invariant priors. Markov Chain Monte Carlo techniques such as a Gibbs sampler have also been used to obtain the Bayes estimates and highest posterior density credible intervals when all the parameters follow gamma priors.
机译:本研究提出了一种经典的和贝叶斯方法来处理k分量负载共享并行系统的参数估计问题,其中一些分量遵循恒定的失效率,其余分量遵循线性增加的失效率。在经典设置中,获得了负载分配参数及其方差的最大似然估计。构造了参数的(1?γ)100%个体,同时,Bonferroni同时和两个自举置信区间。此外,在认识到寿命测试实验非常耗时的事实之后,预计系统故障时间分布中涉及的参数将遵循一些随机变化。因此,贝叶斯估计值及其参数的后验方差是通过假设伽玛和杰弗里的不变先验来获得的。当所有参数都遵循伽玛先验值时,还使用了马尔可夫链蒙特卡罗技术(例如Gibbs采样器)来获取贝叶斯估计值和最高后验密度可信区间。

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