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Communications in Statistics - Theory and Methods Volume 41, 2012 - Issue 21: The Seventh International Conference on Mathematical Methods in Reliability: Theory, Methods, and Applications
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Original Articles

Bayesian Analysis of ARA Imperfect Repair Models

Franck Corset Laboratoire Jean Kuntzmann, Grenoble University, Grenoble, FranceCorrespondence[email protected]
,
Laurent Doyen Laboratoire Jean Kuntzmann, Grenoble University, Grenoble, France
&
Olivier Gaudoin Laboratoire Jean Kuntzmann, Grenoble University, Grenoble, France
Pages 3915-3941 | Received 13 Jan 2012, Accepted 24 May 2012, Published online: 14 Sep 2012
 
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Abstract

This article proposes a Bayesian analysis of a class of imperfect repair models, the ARA models. The choice of prior distributions and the computation of posterior distributions are discussed. The presentation is unified for all ARA models and many kinds of possible priors. A numerical study on the quality of the Bayesian estimators is presented, as well as a comparison with the maximum likelihood estimators. Finally, the approach is applied to a real data set.

Mathematics Subject Classification:

Acknowledgment

This research is supported by a grant from EDF R&D. The authors thank Emmanuel Remy for his helpful comments.

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