Bayesian methods for the Jelinski and Moranda and the Littlewood and Verrall models in software reliability are studied. A Gibbs sampling approach is employed to compute the Bayes estimates. In addition, prediction of future failure times and future reliabilities is examined. Model selection based on the mean squared prediction error and the prequential likelihood of the conditional predictive ordinates is developed.
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Kuo et al. (1995) studied this question.
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