Bayesian Inference for Stress-Strength Systems

  • Chang, In-Hong (Department of Computer Science and Statistics, Chosun University) ;
  • Kim, Byung-Hwee (Department of Mathematics, Hanyang University)
  • Published : 2005.10.30

Abstract

We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

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