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Bayesian estimation of a reliability function with extended gamma prior knowledge. (Estimación bayesiana de una función de fiabilidad con conocimiento a priori gamma expendido.) (Spanish. English summary) Zbl 0645.62099

Summary: The problem of estimating a reliability function is established, in the nonparametric Bayesian context, but using parametric techniques. The extended gamma process is defined whose sample paths may be assumed to be increasing hazard rates by properly choosing the parameter functions of the process. Estimators are obtained in this process, and their Bayesian asymptotic properties are studied. To finish, an application is simulated.

MSC:

62N05 Reliability and life testing
62F15 Bayesian inference
62G05 Nonparametric estimation
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References:

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