Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4949360 | Computational Statistics & Data Analysis | 2017 | 16 Pages |
Abstract
Jelinski Moranda (JM) model is frequently used in software reliability. The objective Bayesian inference was proposed to estimate the parameters of JM model. Jeffreys prior and reference priors have been derived. Besides, the properties of corresponding posteriors were deduced and some modifications were made which made the posterior distributions proper. Then Gibbs sampling was utilized to obtain the Bayesian estimators, credible intervals and coverage probabilities of the parameters. Comparisons in the efficiency of the maximum likelihood estimators and Bayesian estimators under different priors for various sample sizes have been done by simulations and a real data set was analyzed for illustrative purpose.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Yongqiang Lian, Yincai Tang, Yijun Wang,