A simple procedure for Bayesian estimation of the Weibull distribution

IEEE Transactions on Reliability

Volumn 54, Issue 4, 2005, Pages 612-616

  Kaminskiy, Mark P ^a   Krivtsov, Vasiliy V ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b FORD MOTOR COMPANY   (United States)

Author keywords

Bayesian estimation; Conjugate prior; Weibull distribution

Indexed keywords

APPROXIMATION THEORY; INTEGRAL EQUATIONS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RELIABILITY THEORY; STATISTICAL METHODS;

BAYESIAN ESTIMATION; CONJUGATE PRIOR; STANDARD DEVIATION;

WEIBULL DISTRIBUTION;

EID: 29344444787     PISSN: 00189529     EISSN: None     Source Type: Journal    
DOI: 10.1109/TR.2005.858093     Document Type: Article

References (7)

1. B. M. Ayyub, Elicitation of Expert Opinions for Uncertainty and Risks. Boca Raton, FL: CRC Press, 2002.
2. G. E. P. Box and C. Tiao, Bayesian Inference in Statistical Analysis. Reading, MA: Addison-Wesley Publishing Company, 1973.
3. I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products, A. Jeffrey, Ed. New York: (Translated from the Russian by Scripta Technica, Inc.,) Academic Press, 2000.
4. H. Martz and R. Waller, Bayesian Reliability Analysis. New York: John Wiley & Sons, 1982.
5. M. Modaress, M. Kaminksiy, and V. Krivtsov, Reliability Engineering and Risk Analysis: A Practical Guide. New York: Marcel Dekker Inc., 1999.
6. R. Soland, "Use of the Weibull Distribution in Bayesian Decision Theory," Research Analysis Corporation, McLean, VA, Report no. RAC-TP-225, 1966.
7. R. Soland, "Bayesian analysis of the Weibull process with unknown scale and shape parameters," IEEE Transactions on Reliability, vol. R-18, pp. 181-184, 1969.