Weibull Shared Frailty Model Based on MCMC Method and Its Application in Reliability

Lin Jing1、 Han Yuqi1、 Zhu Huiming2

Strategic Study of CAE ›› 2006, Vol. 8 ›› Issue (2) : 55-60.

PDF(3479 KB)
PDF(3479 KB)
Strategic Study of CAE ›› 2006, Vol. 8 ›› Issue (2) : 55-60.
Academic Papers

Weibull Shared Frailty Model Based on MCMC Method and Its Application in Reliability

  • Lin Jing1、 Han Yuqi1、 Zhu Huiming2

Author information +
History +

Abstract

Aimed at the fault of the traditional hypothesis that the lifetimes of the individuals obey the independent identically distribution, this paper constructs the Bayesian Weibull shared frailty model. As for the products whose lifetime distribution belongs to Weibull distribution, this paper brings forward the MCMC method based on Gibbs sampling to simulate dynamically the Markov chain of the parameters' posterior distribution. It also gives out the parameters´ Bayesian estimation of the Weibull shared frailty model in the condition of the random truncated test and the prior distribution of the frailty belonging to the Gamma distribution. The precision of the numeration can thus be improved. Also, this paper utilizes the data's simulation to show the process of setting the model by using the WinBUGS package, and proves the objectivity and validity of the model.

Keywords

Bayesian analysis / reliability / MCMC simulation / Gibbs sampling / Weibull distribution / shared frailty model

Cite this article

Download citation ▾
Lin Jing,Han Yuqi,Zhu Huiming. Weibull Shared Frailty Model Based on MCMC Method and Its Application in Reliability. Strategic Study of CAE, 2006, 8(2): 55‒60
AI Summary AI Mindmap
PDF(3479 KB)

Accesses

Citations

Detail

Sections
Recommended

/