Objective Bayesian analysis of JM model in software reliability

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• 作者：Yongqiang Lian p>lianyongqiang123@163.comp> ; Yincai Tangp> ; p>p>yctang@stat.ecnu.edu.cnp> ; Yijun Wang
• 关键词：Software reliability ; Objective Bayesian analysis ; Jeffreys prior ; Reference prior ; Probability matching prior ; Gibbs sampling
• 刊名：Computational Statistics & Data Analysis
• 出版年：2017
• 出版时间：May 2017
• 年：2017
• 卷：109
• 期：Complete
• 页码：199-214
• 全文大小：502 K
• 卷排序：109

文摘

Jeffreys prior and reference priors for JM (Jelinski Moranda) model parameters are derived. Probability matching priors are obtained for JM model parameters. Objective Bayesian estimates are better than MLE when sample size is small.