Bayesian estimation of the parameters of the Bivariate Generalized Exponential Distribution

• Grant number: 12/20314-7
• Support Opportunities: Scholarships in Brazil - Master
• Start date: June 01, 2013
• End date: February 28, 2014
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Fernando Antonio Moala
• Grantee: Leandro Fernandes Coladello
• Host Institution: Faculdade de Ciências e Tecnologia (FCT). Universidade Estadual Paulista (UNESP). Campus de Presidente Prudente. Presidente Prudente , SP, Brazil

Abstract

Generally, studies of reliability systems in engineering assume independence between times of component failures. However, in many applications we could have correlated failure times and system reliability can be modified by this assumption. This way, we would have two times T1 and T2 failures associated with each component and these times under a bivariate distribution. This problem is of great interest in industrial applications and engineering.Thus, this project will address the use of the methodology of copula functions to derive various bivariate distributions whose marginals are univariate generalized exponential distributions.To obtain estimates of the parameters and of the reliability function of these proposed distributions will be used Bayesian methods.The samples from the joint distribution of interest are subsequently simulated using MCMC methods (Markov Chain Monte Carlo).Applied examples will be presented to illustrate the proposed methodology: examples with simulated data and examples of real data sets.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

COLADELLO, Leandro Fernandes. Estimação Bayesiana dos parâmetros da distribuição Exponencial Generalizada Bivariada. 2014. Master's Dissertation - Universidade Estadual Paulista (Unesp). Faculdade de Ciências e Tecnologia. Presidente Prudente Presidente Prudente.