Bayesian Analysis of the Brown–Proschan Model

Nguyen Dinh Tuan (), Dijoux Yann () and Fouladirad Mitra ()
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Nguyen Dinh Tuan: Université de Technologie de Troyes, 12 rue Marie Curie, CS 42060, 10004 Troyes cedex, France
Dijoux Yann: Université de Technologie de Troyes, 12 rue Marie Curie, CS 42060, 10004 Troyes cedex, France
Fouladirad Mitra: Université de Technologie de Troyes, 12 rue Marie Curie, CS 42060, 10004 Troyes cedex, France

Stochastics and Quality Control, 2015, vol. 30, issue 1, 9-20

Abstract: The paper presents a Bayesian approach of the Brown–Proschan imperfect maintenance model. The initial failure rate is assumed to follow a Weibull distribution. A discussion of the choice of informative and non-informative prior distributions is provided. The implementation of the posterior distributions requires the Metropolis-within-Gibbs algorithm. A study on the quality of the estimators of the model obtained from Bayesian and frequentist inference is proposed. An application to real data is finally developed.

Keywords: Imperfect Repair; Maintenance Efficiency; Bayesian Inference; Metropolis-Within-Gibbs Algorithm (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1515/eqc-2015-6002

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