基于MCMC方法的威布尔回归模型及其在可靠性中的应用

Jing Lin, Yuqi Han, Huiming Zhu, Jie Chen
{"title":"基于MCMC方法的威布尔回归模型及其在可靠性中的应用","authors":"Jing Lin, Yuqi Han, Huiming Zhu, Jie Chen","doi":"10.3969/J.ISSN.1004-731X.2006.05.020","DOIUrl":null,"url":null,"abstract":"Weibull regression model was discussed,which is used widely in the family of Bayesian accelerated failure-time models.As for the productions whose life distributions belong to Weibull distribution,the MCMC method was brought forward based on Gibbs sampling to simulate dynamically the Markov Chain of the parameters' posterior distribution.From this,the parameters' Bayesian estimation of the Weibull regression model was given in the condition of the random truncated test and when the prior distribution of the failure rate belonged to the Gamma distribution,which improved the precision of the numeration.Also the data's simulation was utilized to show the process of setting the model by using the BUGS package.It proves the objectivity and validity of the model.","PeriodicalId":66490,"journal":{"name":"计算机仿真","volume":"1 1","pages":"1161-1163"},"PeriodicalIF":0.0000,"publicationDate":"2006-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Weibull Regression Model Based on MCMC Method and Its Application in Reliability\",\"authors\":\"Jing Lin, Yuqi Han, Huiming Zhu, Jie Chen\",\"doi\":\"10.3969/J.ISSN.1004-731X.2006.05.020\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Weibull regression model was discussed,which is used widely in the family of Bayesian accelerated failure-time models.As for the productions whose life distributions belong to Weibull distribution,the MCMC method was brought forward based on Gibbs sampling to simulate dynamically the Markov Chain of the parameters' posterior distribution.From this,the parameters' Bayesian estimation of the Weibull regression model was given in the condition of the random truncated test and when the prior distribution of the failure rate belonged to the Gamma distribution,which improved the precision of the numeration.Also the data's simulation was utilized to show the process of setting the model by using the BUGS package.It proves the objectivity and validity of the model.\",\"PeriodicalId\":66490,\"journal\":{\"name\":\"计算机仿真\",\"volume\":\"1 1\",\"pages\":\"1161-1163\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2006-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"计算机仿真\",\"FirstCategoryId\":\"1093\",\"ListUrlMain\":\"https://doi.org/10.3969/J.ISSN.1004-731X.2006.05.020\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"计算机仿真","FirstCategoryId":"1093","ListUrlMain":"https://doi.org/10.3969/J.ISSN.1004-731X.2006.05.020","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2

摘要

讨论了贝叶斯加速失效时间模型中应用最广泛的威布尔回归模型。对于寿命分布属于威布尔分布的产品,提出了基于Gibbs抽样的MCMC方法,动态模拟参数后验分布的马尔可夫链。由此,给出了随机截断检验条件下、故障率先验分布属于Gamma分布时Weibull回归模型参数的贝叶斯估计,提高了计算精度。并利用数据仿真演示了利用BUGS包建立模型的过程。验证了模型的客观性和有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Weibull Regression Model Based on MCMC Method and Its Application in Reliability
Weibull regression model was discussed,which is used widely in the family of Bayesian accelerated failure-time models.As for the productions whose life distributions belong to Weibull distribution,the MCMC method was brought forward based on Gibbs sampling to simulate dynamically the Markov Chain of the parameters' posterior distribution.From this,the parameters' Bayesian estimation of the Weibull regression model was given in the condition of the random truncated test and when the prior distribution of the failure rate belonged to the Gamma distribution,which improved the precision of the numeration.Also the data's simulation was utilized to show the process of setting the model by using the BUGS package.It proves the objectivity and validity of the model.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
22147
期刊介绍:
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信