Title :
Empirical Bayesian estimation of wiener process with integrated degradation data and life data
Author :
Wei-An Yan ; Baowei Song ; Zhaoyong Mao ; Guilin Duan
Author_Institution :
Coll. of Marine, Northwestern Polytech. Univ., Xi´an, China
Abstract :
Empirical Bayesian (EB) estimation and the maximum likelihood estimation (MLE) for parameters and the reliability of products for which the performance degradation process modeled by wiener process are obtained. Using both historical degradation data and life data, the hype-parameters of prior distribution are obtained reasonably, then Empirical Bayesian estimation is obtained. Finally, an real example is presented to show the validity of the proposed method.
Keywords :
Bayes methods; maximum likelihood estimation; product life cycle management; stochastic processes; EB; MLE; empirical Bayesian estimation; historical degradation data; hype-parameters; integrated degradation data; life data; maximum likelihood estimation; performance degradation process; wiener process; Bayes methods; Capacitors; Degradation; Educational institutions; Films; Maximum likelihood estimation; Reliability; empirical Bayesian estimation; hype-parameters; life data; performance degradation data; wiener process;
Conference_Titel :
Quality, Reliability, Risk, Maintenance, and Safety Engineering (QR2MSE), 2013 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4799-1014-4
DOI :
10.1109/QR2MSE.2013.6625561
