Reparameterized weibull distribution: A bayes study using hamiltonian monte carlo
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F20%3A10247247" target="_blank" >RIV/61989100:27240/20:10247247 - isvavai.cz</a>
Result on the web
<a href="https://esrel2019.org/" target="_blank" >https://esrel2019.org/</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3850/978-981-11-2724-3_0494-cd" target="_blank" >10.3850/978-981-11-2724-3_0494-cd</a>
Alternative languages
Result language
angličtina
Original language name
Reparameterized weibull distribution: A bayes study using hamiltonian monte carlo
Original language description
The Weibull distribution is the widely used distribution not only in reliability but also in many other fields. There are two parameterized forms of this distribution which are most frequently used. As we will show in the paper, these forms indeed affect Bayesian inference via Markov chain Monte Carlo methods. Although our study suggests the ways to successfully apply Bayesian inference mainly via Hamiltonian Monte Carlo, any other Markov chain Monte Carlo methods can easily be adopted. Maximum likelihood estimators using cross-entropy method is also given along with Bayesian estimators. A simulation study has also been conducted to compare the parameter estimation of the two forms. A real data set is given in order to demonstrate the suggested ways for the Weibull distribution.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/EF16_019%2F0000867" target="_blank" >EF16_019/0000867: Research Centre of Advanced Mechatronic Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 29th European Safety and Reliability Conference (ESREL) : 22–26 September 2019, Hannover, Germany
ISBN
978-981-11-2724-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
997-1004
Publisher name
Research Publishing
Place of publication
Singapur
Event location
Hannover
Event date
Sep 22, 2019
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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