Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and MCMC

Table 2

Parameter estimation results considering the dependency.

Parameter	Mean	Standard error	MC error	95% HPD interval
𝜇𝛽1	−2.850	0.4472	0.0389	(−3.810, −2.072)
𝜎𝛽1	0.2788	0.2298	0.0134	(0.0299, 0.8273)
𝜎𝐵1	0.3557	0.0550	0.0016	(0.2660, 0.4792)
𝑏1	0.4850	0.0305	0.0027	(0.4222, 0.5413)
𝜇𝛽2	−7.357	1.7390	0.1635	(−11.100, −4.282)
𝜎𝛽2	0.5801	0.7412	0.0494	(0.0309, 2.444)
𝜎𝐵2	0.7259	0.1030	0.0024	(0.5546, 0.9584)
𝑏2	0.3291	0.0535	0.0049	(0.2274, 0.4367)
𝛼	3.5550	2.0620	0.1152	(0.0000, 7.4160)