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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 4
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Original Articles

The E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter

Ming HanSchool of Science, Ningbo University of Technology, Ningbo, ChinaCorrespondence[email protected]
Pages 1606-1620 | Received 04 Jul 2014, Accepted 19 Feb 2015, Published online: 08 Mar 2016
 
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ABSTRACT

Han introduced an E-Bayesian estimation method for estimating a system failure probability and revealed the relationship between the E-Bayesian estimates under three different prior distributions of hyperparameters in 2007. In this article, formulas of the hierarchical Bayesian estimation of a system failure probability are investigated and, furthermore, the relationship between hierarchical Bayesian estimation and E-Bayesian estimation is discussed. Finally, numerical example and application example are provided for illustrative purpose.

MATHEMATICS SUBJECT CLASSIFICATION:

Acknowledgements

The author wishes to thank Professor Xizhi Wu, who checked the article and gave the author very helpful suggestions.

Funding

This work was supported partly by the Ningbo Natural Science Foundation (No. 2013A610108).

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