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arXiv · 1804.06466

Objective Bayesian Inference for Repairable System Subject to Competing Risks

Marco Pollo·Vera Tomazella·Gustavo Gilardoni·Pedro L. Ramos·Marcio J. Nicola·Francisco Louzada
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Abstract

Competing risks models for a repairable system subject to several failure modes are discussed. Under minimal repair, it is assumed that each failure mode has a power law intensity. An orthogonal reparametrization is used to obtain an objective Bayesian prior which is invariant under relabelling of the failure modes. The resulting posterior is a product of gamma distributions and has appealing properties: one-to-one invariance, consistent marginalization and consistent sampling properties. Moreover, the resulting Bayes estimators have closed-form expressions and are naturally unbiased for all the parameters of the model. The methodology is applied in the analysis of (i) a previously unpublished dataset about recurrent failure history of a sugarcane harvester and (ii) records of automotive warranty claims introduced in [1]. A simulation study was carried out to study the efficiency of the methods proposed.

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Marco Pollo, Vera Tomazella, Gustavo Gilardoni, Pedro L. Ramos, Marcio J. Nicola, Francisco Louzada. 2018-04-17. Objective Bayesian Inference for Repairable System Subject to Competing Risks. https://arxiv.org/abs/1804.06466

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