International Journal of Quality Innovation

Korean Society for Quality Management (한국품질경영학회)
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A Bayesian Inference for Power Law Process with a Single Change Point

  • Kim, Kiwoong (Department of Statistics, Seoul National University) ;
  • Inkwon Yeo (Division of Mathematics and Statistical Informatics Chonbuk National University) ;
  • Sinsup Cho (Department of Statistics, Seoul National University) ;
  • Kim, Jae-Joo (Department of Statistics, Seoul National University)
  • Published : 2004.09.01
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Abstract

The nonhomogeneous poisson process (NHPP) is often used to model repairable systems that are subject to a minimal repair strategy, with negligible repair times. In this situation, the system can be characterized by its intensity function. There have been many NHPP models according to intensity functions. However, the intensity function of system in use can be changed because of repair or its aging. We consider the single change point model as the modification of the power law process. The shape parameter of its intensity function is changed before and after the change point. We detect the presence of the change point using Bayesian methodology. Some numerical results are also presented.

Keywords

References

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