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

时间:2017-12-26浏览:186设置

时间:1229日上午10:00

地点:法商南楼135

报告人:何道江教授

报告题目:Objective Bayesian analysis for the accelerated degradation model using Wiener process with measurement errors

报告摘要:The Wiener process as a degradation model acts an important role in the degradationanalysis. In thistalk, we propose an objective Bayesian analysis for an accelerationdegradation Wiener model which is subjected to measurement errors. The Jeffreys prior and referencepriors under different group orderings are first derived, the propriety of the posteriors isthen validated. It is shown that two of the reference priors can yield proper posteriors while theothers cannot. A simulation study is carried out to investigate the frequentist performance of theapproach compared to the maximum likelihood method. Finally, the approach is applied to analyzea real data.


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