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Estimation of Reliability Parameters Under Incomplete Primary Information |
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| Authors: | |
| Institution: | (1) Candidate of physico-mathematical sciences and lead researcher at the V.M. Glushkov Institute of Cybernetics, Ukrainian Academy of Sciences, Kyiv, Ukraine;(2) Doctor of physico-mathematical sciences and department head at the V.M. Glushkov Institute of Cybernetics, Ukrainian Academy of Sciences, Ukrainian;(3) Candidate of physico-mathematical sciences and a departmental scientific secretary at the V.M. Glushkov Institute of Cybernetics, Ukrainian Academy of Sciences, Ukrainian |
| Abstract: | We consider the procedure for small-sample estimation of reliability parameters. The main shortcomings of the classical methods and the Bayesian approach are analyzed. Models that find robust Bayesian estimates are proposed. The sensitivity of the Bayesian estimates to the choice of the prior distribution functions is investigated using models that find upper and lower bounds. The proposed models reduce to optimization problems in the space of distribution functions. |
| Keywords: | Reliability parameters Bayesian procedures Incomplete information |
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