Bayesian Estimation and Prediction for the Power Law Process with Left-Truncated Data

[摘要] The power law process (PLP) (i.e., the nonhomogeneous Poisson process with power intensity law) is perhaps the most widely used model for analyzing failure data from reliability growth studies. Statistical inferences and prediction analyses for the PLP with left-truncated data with classical methods were extensively studied by Yu et al. (2008) recently. However, the topics discussed in Yu et al. (2008) only included maximum likelihood estimates and confidence intervals for parameters of interest, hypothesis testing and goodness-of-fit test. In addition, the prediction limits of future failure times for failure-truncated case were also discussed. In this paper, with Bayesian method we consider seven totally different prediciton issues besides point estimates and prediction limits for xn+k. Specifically, we develop estimation and prediction methods for the PLP in the presence of left-truncated data by using the Bayesian method. Bayesian point and credible interval estimates for the parameters of interest are derived. We show how five single-sample and three two-sample issues are addressed by the proposed Bayesian method. Two real examples from an engine development program and a repairable system are used to illustrate the proposed methodologies.

[学科分类] 土木及结构工程学

[关键词] Bayesian method;nonhomogeneous Poisson process;prediction intervals