Semi-Parametric Approach for Software Reliability Evaluation Using Mixed Gamma Distributions
نویسندگان
چکیده
This paper proposes a semi-parametric software reliability model (SRM) based on a mixed gamma distribution, so-called the mixed gamma SRM. In addition, we develop the parameter estimation method for the mixed gamma SRM. Concretely, the estimation method is based on the Bayesian estimation and the parameter estimation algorithm is described by MCMC (Markov chain Monte Carlo) method with grouped data. In numerical experiment, we compare the mixed gamma SRM with several parametric SRMs, and examine the performance on the fitting ability of proposed model.
منابع مشابه
A comparison of parametric and non-parametric methods of standardized precipitation index (SPI) in drought monitoring (Case study: Gorganroud basin)
The Standardized Precipitation Index (SPI) is the most common index for drought monitoring. Although the calculation of this index is usually done by using the gamma distribution fitting of precipitation data, studies have shown that for accurate monitoring of drought, the optimal distribution of precipitation in each month should be determined. On the other hand, in non-stationary time series,...
متن کاملReliability analysis for preventive maintenance based on classical and Bayesian semi-parametric degradation approaches using locomotive wheel-sets as a case study
This paper undertakes a general reliability study using both classical and Bayesian semi-parametric degradation approaches. The goal is to illustrate how degradation data can be modelled and analysed to flexibly determine reliability to support preventive maintenance strategy making, based on a general data-driven framework. With the proposed classical approach, both accelerated life tests (ALT...
متن کاملEvaluation Approaches of Value at Risk for Tehran Stock Exchange
The purpose of this study is estimation of daily Value at Risk (VaR) for total index of Tehran Stock Exchange using parametric, nonparametric and semi-parametric approaches. Conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated VaR and also to compare the performance of mentioned approaches. In most cases, based on backtesting statistics Results, ...
متن کاملThe Negative Binomial Distribution Efficiency in Finite Mixture of Semi-parametric Generalized Linear Models
Introduction Selection the appropriate statistical model for the response variable is one of the most important problem in the finite mixture of generalized linear models. One of the distributions which it has a problem in a finite mixture of semi-parametric generalized statistical models, is the Poisson distribution. In this paper, to overcome over dispersion and computational burden, finite ...
متن کاملBayesian semi-parametric analysis for locomotive wheel degradation using gamma frailties
A reliability study based on a Bayesian semi-parametric framework is performed in order to explore the impact of the position of a locomotive wheel on its service lifetime and to predict its other reliability characteristics. A piecewise constant hazard regression model is used to analyse the lifetime of locomotive wheels using degradation data and taking into account the bogie on which the whe...
متن کامل