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
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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。
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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.
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