Bayes Adaptive Estimation of the Point of Shift to the Wear-Out Phase of Reliability Systems

摘要

A new family of life distributions, called the wear-out distributions, is developed on the basis of a failure rate function, which is a constant up to the change-point and strictly increasing afterwards. Properties of these wear-out distributions are derived and a Bayes adaptive procedure is developed for the estimation of the change point. Recursive formulae are given for the determination of the posterior probability that the change has occurred and of its Bayes estimator. The results of numerical simulations are given to illustrate the properties of the adaptive procedure. (Author)