Bayesian reliability modeling for masked system lifetime data

Lynn Kuo and Tae Young Yang

Statistics & Probability Letters, 2000, vol. 47, issue 3, 229-241

Abstract: In the masked system lifetime data, the exact component that causes the system's failure is often unknown. For each series system at test, we observe its system's failure time and a set of components that includes the component actually causing the system to fail. The objective is to make inferences for the reliability of the components. In this paper we consider various probability models for the conditional masking probabilities that identify the set of possible failed components given the true cause of failure and the system's failure time. In addition to exponential distributions for the component lifetimes, we consider Weibull distributions. A Bayesian approach that uses Gibbs sampling will be developed for each of the models. Model selection by a predictive approach will also be developed. We show that improved inference can be obtained by modeling the masking probabilities.

Keywords: Competing; risk; Gibbs; sampling; Incomplete; data; Latent; variable; model (search for similar items in EconPapers)
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00160-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:47:y:2000:i:3:p:229-241

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().