Objective Bayesian Analysis of Degradation Model with Respect to a Wiener Process

作     者：HE Lei HE Daojiang CAO Mingxiang 

作者机构：Department of StatisticsAnhui Normal University 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2016年第29卷第6期

页      面：1737-1751页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.11201005,11526070 and 11601008 the Project of National Bureau of Statistics under Grant No.2013LZ17 the Project of Anhui Educational Committee under Grant No.gxfx ZD2016015 the Natural Science Foundation of Anhui Province under Grant No.1408085MA07 

主　　题：Degradation model Jeffreys prior objective Bayes reference prior. 

摘      要：This paper proposes an objective Bayesian method to study the degradation model with respect to a Wiener *** Jeffreys prior and reference prior for the parameters are derived,and the propriety of the posteriors under these priors is *** sampling algorithms are introduced to compute the posteriors.A simulation study is conducted to investigate the performance of the objective Bayesian ***,the authors apply the approach to a degradation data.