Bayesian accelerated life testing under competing log-location-scale family of causes of failure.

*(English)*Zbl 1342.65052Summary: This article provides Bayesian analyses of data arising from multi-stress accelerated life testing of series systems. The component log-lifetimes are assumed to independently belong to some log-concave location-scale family of distributions. The location parameters are assumed to depend on the stress variables through a linear stress translation function. Bayesian analyses and associated predictive inference of reliability characteristics at usage stresses are performed using Gibbs sampling from the joint posterior. The developed methodology is numerically illustrated by analyzing a real data set through Bayesian model averaging of the two popular cases of Weibull and log-normal, with the later getting a special focus in this article as a slightly easier example of the log-location-scale family. A detailed simulation study is also carried out to compare the performance of various Bayesian point estimators for the log-normal case.

##### MSC:

65C60 | Computational problems in statistics (MSC2010) |

62N05 | Reliability and life testing |

##### Keywords:

data augmentation; Gibbs sampling; log-concave densities; model averaging; predictive inference; reliability; stress translation function; series system
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\textit{C. Mukhopadhyay} and \textit{S. Roy}, Comput. Stat. 31, No. 1, 89--119 (2016; Zbl 1342.65052)

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