Empirical Bayesian estimation of wiener process with integrated degradation data and life data

Wei An Yan, Baowei Song, Zhaoyong Mao, Guilin Duan

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

9 Scopus citations

Abstract

Empirical Bayesian (EB) estimation and the maximum likelihood estimation (MLE) for parameters and the reliability of products for which the performance degradation process modeled by wiener process are obtained. Using both historical degradation data and life data, the hype-parameters of prior distribution are obtained reasonably, then Empirical Bayesian estimation is obtained. Finally, an real example is presented to show the validity of the proposed method.

Original languageEnglish
Title of host publicationQR2MSE 2013 - Proceedings of 2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering
Pages183-188
Number of pages6
DOIs
StatePublished - 2013
Event2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2013 - Sichuan, China
Duration: 15 Jul 201318 Jul 2013

Publication series

NameQR2MSE 2013 - Proceedings of 2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering

Conference

Conference2013 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2013
Country/TerritoryChina
CitySichuan
Period15/07/1318/07/13

Keywords

  • empirical Bayesian estimation
  • hype-parameters
  • life data
  • performance degradation data
  • wiener process

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