International Journal of Computer Applications |
Foundation of Computer Science (FCS), NY, USA |
Volume 18 - Number 4 |
Year of Publication: 2011 |
Authors: Ashwini K. Srivastava, Vijay Kumar |
10.5120/2271-2926 |
Ashwini K. Srivastava, Vijay Kumar . Software Reliability Data Analysis with Marshall-Olkin Extended Weibull Model using MCMC Method for Non-Informative Set of Priors. International Journal of Computer Applications. 18, 4 ( March 2011), 31-39. DOI=10.5120/2271-2926
In this paper, the two-parameter Marshall-Olkin Extended Weibull (MOEW) model is considered to analyze the software reliability data. The Markov Chain Monte Carlo (MCMC) method is used to compute the Bayes estimates of the model parameters. In this paper, it is assumed that the parameters have non-informative set of priors and they are independently distributed. Under the above priors, we use Gibbs algorithm in OpenBUGS to generate MCMC samples from the posterior density function. Based on the generated samples, we can compute the Bayes estimates of the unknown parameters and also can construct highest posterior density credible intervals. We also compute the maximum likelihood estimate and associated confidence intervals to compare the performances of the Bayes estimators with the classical estimators. One data analysis is performed for illustrative purposes.