This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posterior...This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posteriors under these priors is validated.Two sampling algorithms are introduced to compute the posteriors.A simulation study is conducted to investigate the performance of the objective Bayesian procedure.Finally,the authors apply the approach to a degradation data.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.11201005,11526070 and 11601008the Project of National Bureau of Statistics under Grant No.2013LZ17+1 种基金the Project of Anhui Educational Committee under Grant No.gxfx ZD2016015the Natural Science Foundation of Anhui Province under Grant No.1408085MA07
文摘This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener process.The Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posteriors under these priors is validated.Two sampling algorithms are introduced to compute the posteriors.A simulation study is conducted to investigate the performance of the objective Bayesian procedure.Finally,the authors apply the approach to a degradation data.