Bayesian Analysis of the Survival Function and Failure Rate of Weibull Distribution with Censored Data英文文献资料.docVIP

HindawiPublishingCorporation MathematicalProblemsinEngineering Volume2012,ArticleID329489,18pages doi:10.1155/2012/329489 ResearchArticle BayesianAnalysisoftheSurvival FunctionandFailureRateofWeibull Distribution withCensoredData ChrisBambeyGuure 1andNoorAkmaIbrahim1,2 1InstituteforMathematical Research,Universiti PutraMalaysia,43400Serdang,Selangor,Malaysia 2Department ofMathematics, Universiti PutraMalaysia,43400Serdang,Selangor,Malaysia Correspondence shouldbeaddressedtoChrisBambeyGuure,bam.bey1@ Received17August2012;Accepted 18September 2012 Academic Editor:CarloCattani Copyright q2012C.B.GuureandN.A.Ibrahim. Thisisanopen access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction inanymedium,providedtheoriginalworkisproperlycited. The survival function of the Weibull distribution determines the probability that a unit or an individual willsurvivebeyondacertainspeci?ed timewhilethefailurerateistherateatwhicha randomly selected individual known to be alive at time t?1will die at time t.The classical approach for estimating the survival function and the failure rate is the maximum likelihood method. In this study, we strive to determine the best method, by comparing the classical maximum likelihood against theBayesian estimators using aninformative prior andaproposed data-dependent prior known as generalised noninformative prior. The Bayesian estimation is considered under threeloss functions. Due tothecomplexity indealing with theintegrals using theBayesian estimator,Lindley’s approximation procedureisemployed toreducetheratioofthe integrals. Forthepurposeofcomparison, themeansquarederrorMSEandtheabsolutebiasare obtained. Thisstudyisconducted viasimulation byutilising di?erentsample sizes.Weobserved from the study that the generalised prior we assumed performed better than the others under linearexponential lossfunctionwithrespecttoMSEandundergeneralentropylossfuncti