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A Bayesian approach to system reliability when two components are dependent
Affiliation:1. Faculty of Mathematics and Statistics, Central China Normal University, PR China;2. Department of Statistics, Visva-Bharati University, Santiniketan, India;1. Y.Y. Tseng Functional Analysis Research Center and School of Mathematical Sciences, Harbin Normal University, Harbin, Heilongjiang 150025, PR China;2. Department of Mathematics, Qiqihar University, Qiqihar, Heilongjiang 161006, PR China;3. Department of Mathematics, College of William and Mary, Williamsburg, VA 23187-8795, USA;1. Department of Mathematics, Ningbo University, Ningbo 315211, PR China;2. Department of Mathematics, Beijing Jiaotong University, Beijing 100044, PR China;3. College of Mathematics and Physics, Qingdao University of Science and Technology, Qingdao 266042, PR China;1. School of Mathematics and Information Science, North China University of Water Resources and Electric Power, Zhengzhou 450011, China;2. School of Science, Henan University of Engineering, Zhengzhou 451191, China;1. Dipartimento di Matematica, Università di Pisa, Italy;2. Département d''Informatique, Université libre de Bruxelles, Belgium;1. Department of Mathematics and Applications “R. Caccioppoli”, University of Naples Federico II, via Cinthia – Complesso Universitario Monte Sant''Angelo, 80126 Naples, Italy;2. Aix Marseille Univ., CNRS, Centrale Marseille, I2M, Marseille, France;3. Université de Limoges, Laboratoire XLIM, UMR-CNRS 6172, France;4. Centre for Informatics and Applied Optimization, Federation University, Australia
Abstract:A Bayesian approach is used to estimate and to find highest posterior density intervals for R(t)=P(X12#62;t, X22#62;t) when (X1, X2) follow the Gumbel bivariate exponential distribution. Because of the complexity of the likelihood function, numerical integration must be used and, for this setting, Jacobi and Laguerre rules are employed as they arise naturally. A data set from an application is used to illustrate the procedures.
Keywords:
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