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Objective Bayesian analysis for the accelerated degradation model using Wiener process with measurement errors

Daojiang He ,

Department of Statistics, Anhui Normal University, Wuhu, People's Republic of China

djheahnu@163.com

Yunpeng Wang ,

Department of Statistics, Anhui Normal University, Wuhu, People's Republic of China

Mingxiang Cao

Department of Statistics, Anhui Normal University, Wuhu, People's Republic of China

Pages 27-36 | Received 18 Jul. 2017, Accepted 14 Apr. 2018, Published online: 15 May. 2018,
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ABSTRACT

The Wiener process as a degradation model plays an important role in the degradation analysis. In this paper, we propose an objective Bayesian analysis for an acceleration degradation Wiener model which is subjected to measurement errors. The Jeffreys prior and reference priors under different group orderings are first derived, the propriety of the posteriors is then validated. It is shown that two of the reference priors can yield proper posteriors while the others cannot. A simulation study is carried out to investigate the frequentist performance of the approach compared to the maximum likelihood method. Finally, the approach is applied to analyse a real data.

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