Bayesian analysis of ARA imperfect repair models

Franck Corset (1) , Laurent Doyen (1) , Olivier Gaudoin (1)

1 FIGAL - Fiabilité et Géométrie Aléatoire

This article proposes a Bayesian analysis of a class of imperfect repair models, the ARA models. The choice of prior distributions and the computation of posterior distributions are discussed. The presentation is unified for all ARA models and many kinds of possible priors. A numerical study on the quality of the Bayesian estimators is presented, as well as a comparison with the maximum likelihood estimators. Finally, the approach is applied to a real data set.

Mots clés: Bayesian inference; Imperfect repair; Maintenance efficiency; MCMC algorithms; Repairable systems reliability; Virtual age

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Franck Corset, Laurent Doyen, Olivier Gaudoin. Bayesian analysis of ARA imperfect repair models. Communications in Statistics - Theory and Methods, 2012, 41 (21), pp.3915-3941. ⟨10.1080/03610926.2012.698688⟩. ⟨hal-00850430⟩