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International Society of Science and Applied Technologies |
| Bayesian Inference on the Multicomponent Stress-Strength Model under Type-I Hybrid Censoring | ||||
| Author | Tzong-Ru Tsai
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| Co-Author(s) | Yulong Lio; Jyun-You Chiang; Ya-Wen Chang
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| Abstract | In this study, we investigate the Bayesian estimation procedure with the important sampling scheme for evaluating the stress-strength model of multicomponent systems. All strength variables of components are characterized by a generalized exponential distribution and are subject to generalized exponential distributed stress. The performance comparison between the proposed Bayesian estimation method with the maximum likelihood estimation method is studied based on the criteria of the bias and mean squared error under different sample sizes. We find the BEM with the important sampling scheme is more competitive to evaluate the stress-strength model of multicomponent systems.
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| Keywords | Bayesian method; generalized exponential distribution; highest probability density interval; Markov chain Monte Carlo method; multicomponent stress-strength model | |||
| Article #: RQD28-71 | ||||
Proceedings of 28th ISSAT International Conference on Reliability & Quality in Design |