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Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point

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  • Abdel-Aty Y.

    (Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt, and Institut für Mathematische Stochastik, Technische Universität Dresden, D-01062 Dresden, Germany)

  • Franz J.

    (Institut für Mathematische Stochastik, Technische Universität Dresden, D-01062 Dresden, Germany)

  • Mahmoud M. A. W.

    (Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt)

Abstract

Suppose that a number of items is put on operation and that their life times are identically exponentially distributed up to a time a, when the operating conditions change resulting in a different failure intensity of the exponential distribution for those items which have survived the change-point a. Predictions are made for the lifetime of operating items on condition of observed failures of a part of the items before and after the change-point a. The predictions are based on an Bayes approach, which is briefly introduced. Numerical examples are given to illustrate the results.

Suggested Citation

  • Abdel-Aty Y. & Franz J. & Mahmoud M. A. W., 2003. "Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 195-207, January.
    • Handle: RePEc:bpj:ecqcon:v:18:y:2003:i:2:p:195-207:n:3
    DOI: 10.1515/EQC.2003.195
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    References listed on IDEAS

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    1. P.C. Consul, 1984. "On The Distributions Of Order Statistics For A Random Sample Size," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 38(4), pages 249-256, December.
    2. D. Gupta & R. C. Gupta, 1984. "On The Distribution Of Order Statistics For A Random Sample Size," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 38(1), pages 13-19, March.
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