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Weibull extension model: A Bayes study using Markov chain Monte Carlo simulation

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  • Gupta, Ashutosh
  • Mukherjee, Bhaswati
  • Upadhyay, S.K.

Abstract

Several generalizations of the two-parameter Weibull model have been proposed to model data sets that exhibit complex non-monotone shapes of hazard rate function. The present paper focuses on one such generalization referred to as the Weibull extension model in the literature. Complete Bayesian analysis of the model has been provided using Markov chain Monte Carlo simulation. Finally, a thorough study has been conducted for checking the adequacy of the model for a given data set using some of the graphical and numerical methods based on predictive simulation ideas. A real data set is considered for illustration.

Suggested Citation

  • Gupta, Ashutosh & Mukherjee, Bhaswati & Upadhyay, S.K., 2008. "Weibull extension model: A Bayes study using Markov chain Monte Carlo simulation," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1434-1443.
    • Handle: RePEc:eee:reensy:v:93:y:2008:i:10:p:1434-1443
    DOI: 10.1016/j.ress.2007.10.008
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    References listed on IDEAS

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    6. Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis, 2007. "Optimum Burn-in Time for a Bathtub Shaped Failure Distribution," Methodology and Computing in Applied Probability, Springer, vol. 9(1), pages 1-20, March.
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    Cited by:

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    2. Tien Thanh Thach & Radim Bris, 2020. "Improved new modified Weibull distribution: A Bayes study using Hamiltonian Monte Carlo simulation," Journal of Risk and Reliability, , vol. 234(3), pages 496-511, June.
    3. Abba, Badamasi & Wang, Hong & Bakouch, Hassan S., 2022. "A reliability and survival model for one and two failure modes system with applications to complete and censored datasets," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    4. Li, Der-Chiang & Lin, Liang-Sian, 2013. "A new approach to assess product lifetime performance for small data sets," European Journal of Operational Research, Elsevier, vol. 230(2), pages 290-298.
    5. Negreiros, Ana Cláudia Souza Vidal de & Lins, Isis Didier & Moura, Márcio José das Chagas & Droguett, Enrique López, 2020. "Reliability data analysis of systems in the wear-out phase using a (corrected) q-Exponential likelihood," Reliability Engineering and System Safety, Elsevier, vol. 197(C).

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