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Bayesian Analysis of a Superimposed Renewal Process

Mukhopadhyay, Chiranjit and Samuel, Mathews P (2011) Bayesian Analysis of a Superimposed Renewal Process. In: Communications in Statistics - Theory and Methods, 40 (2). pp. 279-303.

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Abstract

Stochastic behavior of an aero-engine failure/repair process has been analyzed from a Bayesian perspective. Number of failures/repairs in the component-sockets of this multi-component system are assumed to follow independent renewal processes with Weibull inter-arrival times. Based on the field failure/repair data of a large number of such engines and independent Gamma priors on the scale parameters and log-concave priors on the shape parameters, an exact method of sampling from the resulting posterior distributions of the parameters has been proposed. These generated parameter values are next utilised in obtaining the posteriors of the expected number of system repairs, system failure rate, and the conditional intensity function, which are computed using a recursive formula.

Item Type: Journal Article
Additional Information: Copyright of this article belongs to Taylor and Francis Group.
Keywords: Censoring; Failure rate; Log-concavity; Posterior sampling; Reliability; Renewal equation; Series system; Weibull inter-arrival times
Department/Centre: Division of Information Sciences > Management Studies
Date Deposited: 08 Nov 2010 09:58
Last Modified: 08 Nov 2010 09:58
URI: http://eprints.iisc.ernet.in/id/eprint/33674

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