Weibull extension model: A Bayes study using Markov chain Monte Carlo simulation

Ashutosh Gupta, Bhaswati Mukherjee and S.K. Upadhyay

Reliability Engineering and System Safety, 2008, vol. 93, issue 10, 1434-1443

Abstract: Several generalizations of the two-parameter Weibull model have been proposed to model data sets that exhibit complex non-monotone shapes of hazard rate function. The present paper focuses on one such generalization referred to as the Weibull extension model in the literature. Complete Bayesian analysis of the model has been provided using Markov chain Monte Carlo simulation. Finally, a thorough study has been conducted for checking the adequacy of the model for a given data set using some of the graphical and numerical methods based on predictive simulation ideas. A real data set is considered for illustration.

Keywords: Bathtub hazard rate; Weibull extension model; Markov chain Monte Carlo; Hybrid algorithm; Model validation; Predictive simulation; Partial predictive p-value (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:93:y:2008:i:10:p:1434-1443

DOI: 10.1016/j.ress.2007.10.008

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