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基于MCMC模拟方法的带变点的NHPP软件可靠性模型
引用本文:晏爱君,刘三阳. 基于MCMC模拟方法的带变点的NHPP软件可靠性模型[J]. 数学理论与应用, 2010, 0(3): 125-128
作者姓名:晏爱君  刘三阳
作者单位:西安电子科技大学数学系,西安710071
摘    要:本文主要讨论软件测试过程中NHPP模型参数发生变化的情形,并用Bayes方法对GGO模型进行变点分析,运用基于Gibbs抽样的MCMC方法模拟出参数后验分布的马尔科夫链,最后借助于BUGS软件包对软件故障数据集Musa进行建模仿真,其结果表明该模型在软件可靠性变点分析中的直观性和有效性。

关 键 词:可靠性  贝叶斯分析  变点分析  MCMC

NHPP Software Reliability Models with Change- Point Based on MCMC Simulation Method
Yan Aijun Liu Sanyang. NHPP Software Reliability Models with Change- Point Based on MCMC Simulation Method[J]. Mathematical Theory and Applications, 2010, 0(3): 125-128
Authors:Yan Aijun Liu Sanyang
Affiliation:Yan Aijun Liu Sanyang ( Math. Dept. Xidian University of Science and Technology, Xi an, 710071 )
Abstract:This paper mainly discussed the case that parameters of NHPP models were change in the software testing process. Bayesian method was constructed to change - point analysis based on GGO model. The MCMC method based on Gibbs sampling was used to simulate the Markov chain of the parameters' posterior distribution . Finally, using the BUGS package to simulate the software failure data Mnsa ,the results of which prove the model to be objective and valid in the change - point analiysis for software reliability.
Keywords:Reliability Bayesian analysis Change point analysis Markov chain Monte Carlo(MCMC)
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