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Objective Bayesian analysis of degradation model with respect to a Wiener process

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Abstract

This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process. The Jeffreys prior and reference prior for the parameters are derived, and the propriety of the posteriors under these priors is validated. Two sampling algorithms are introduced to compute the posteriors. A simulation study is conducted to investigate the performance of the objective Bayesian procedure. Finally, the authors apply the approach to a degradation data.

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Author information

Authors and Affiliations

  1. Department of Statistics, Anhui Normal University, Wuhu, 241003, China

    Lei He, Daojiang He & Mingxiang Cao

Authors
  1. Lei He
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  2. Daojiang He
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  3. Mingxiang Cao
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Corresponding author

Correspondence to Daojiang He.

Additional information

This research was supported by the National Natural Science Foundation of China under Grant Nos. 11201005, 11526070 and 11601008, the Project of National Bureau of Statistics under Grant No. 2013LZ17, the Project of Anhui Educational Committee under Grant No. gxfxZD2016015, and the Natural Science Foundation of Anhui Province under Grant No. 1408085MA07.

This paper was recommended for publication by Editor TANG Niansheng.

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He, L., He, D. & Cao, M. Objective Bayesian analysis of degradation model with respect to a Wiener process. J Syst Sci Complex 29, 1737–1751 (2016). https://doi.org/10.1007/s11424-016-5201-6

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  • DOI: https://doi.org/10.1007/s11424-016-5201-6

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