E-Bayesian Estimation of Failure Probability under Zero-Failure Data with Double Hyper Parameters

Xian Bin Wu

doi:10.4028/www.scientific.net/AMM.190-191.977

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 190-191E-Bayesian Estimation of Failure Probability under...

E-Bayesian Estimation of Failure Probability under Zero-Failure Data with Double Hyper Parameters

Abstract:

This paper presents the Bayesian analysis of the zero-failure data with double hyper parameters a, b. We take prior distribution of failure probability pi be its conjugated distribution—Beta (pi-1, 1, 1, b) and hyper parameter b as the uniform distribution in (1, c). With quadratic loss function, If pi  (pi-1, 1), the E-Bayesian estimation of pi is . When 0 < c < si, and satisfy (I) ;(II) . The results satisfy . The properties of E-Bayesian estimation are given. A Simulation example is discussed, which shows that the method is both efficiency and easy to operate.

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Periodical:

Applied Mechanics and Materials (Volumes 190-191)

Pages:

977-981

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.190-191.977

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Online since:

July 2012

Authors:

Xian Bin Wu

Keywords:

Bayesian Estimation, Failure Probability, Reliability, Zero-Failure Data

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References

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