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bayesian d-optimal design for regression-based stopping time of a system under the δ-shock model
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نویسنده
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farhadian reza ,jafari habib
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منبع
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journal of statistical modelling: theory and applications - 2024 - دوره : 5 - شماره : 2 - صفحه:165 -174
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چکیده
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according to the δ-shock model, the system fails when the inter-arrival time between two successive shocks falls below a given critical threshold, δ. therefore, the system's failure depends on both the probabilistic behavior of the inter-arrival times and the threshold δ. as a result, the factors affecting these two variables also influence the system's stopping time. in this paper, we consider a regression model with an explanatory factor for the system's stopping time and then apply the bayesian d-optimal criterion to obtain optimal designs. assuming a uniform prior, the obtained bayesian optimal designs all have a general form corresponding to the design space.
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کلیدواژه
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bayesian d-optimal design ,δ-shock model ,fisher information matrix ,intershock time ,stopping time
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آدرس
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razi university, department of statistics, iran, razi university, department of statistics, iran
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پست الکترونیکی
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h.jafari@razi.ac.ir
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Authors
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