Posterior properties of the Weibull distribution for censored data
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Publication:2216950
Abstract: The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the parameters of the Weibull distribution in the presence of complete or right-censored data. Additionally, we proposed sufficient conditions to verify if the obtained posterior moments are finite. These results can be achieved by checking the behavior of the improper priors, which are applied in different objective priors to illustrate the usefulness of the new results. As an application of our theorem, we prove that if the improper prior leads to a proper posterior, the posterior mean, as well as other higher moments of the scale parameter, are not finite and, therefore, should not be used.
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Cites work
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Cited in
(12)- Posterior Distribution and Loss Functions for Parameter Estimation in Weibull Processes
- A Note on the Prior Distributions of Weibull Parameters for the Reliability Function
- A note on nonexistence of posterior moments
- Properties of k -record posteriors for the Weibull model
- Specifying prior distributions in reliability applications
- On the posterior property of the Rician distribution
- A Spatially Correlated Competing Risks Time-to-Event Model for Supercomputer GPU Failure Data
- Posterior properties with censored responses using the gamma distribution
- Objective Bayesian inference for the Exponential-Logarithmic distribution
- Classical and objective Bayesian approaches to estimating the process capability index \(C_{pc}\) for the Dhillon process distribution
- An objective prior from cumulative probabilities for censored data
- Bayesian analysis of Birnbaum-Saunders distribution with partial information
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