<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">OJS</journal-id><journal-title-group><journal-title>Open Journal of Statistics</journal-title></journal-title-group><issn pub-type="epub">2161-718X</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/ojs.2014.49069</article-id><article-id pub-id-type="publisher-id">OJS-50509</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  Two-Sample Bayesian Predictive Analyses for an Exponential Non-Homogeneous Poisson Process in Software Reliability
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>lbert</surname><given-names>Orwa Akuno</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Luke</surname><given-names>Akong’o Orawo</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Ali</surname><given-names>Salim Islam</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>Department of Mathematics, Egerton University, Egerton, Kenya</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>orwaakuno@gmail.com(LOA)</email>;<email>orawo2000@yahoo.com(LAO)</email>;<email>asislam54@yahoo.com(ASI)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>13</day><month>10</month><year>2014</year></pub-date><volume>04</volume><issue>09</issue><fpage>742</fpage><lpage>750</lpage><history><date date-type="received"><day>4</day>	<month>August</month>	<year>2014</year></date><date date-type="rev-recd"><day>9</day>	<month>September</month>	<year>2014</year>	</date><date date-type="accepted"><day>29</day>	<month>September</month>	<year>2014</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  The Goel-Okumoto software reliability model is one of the earliest attempts to use a non-homogeneous Poisson process to model failure times observed during software test interval. The model is known as exponential NHPP model as it describes exponential software failure curve. Parameter estimation, model fit and predictive analyses based on one sample have been conducted on the Goel-Okumoto software reliability model. However, predictive analyses based on two samples have not been conducted on the model. In two-sample prediction, the parameters and characteristics of the first sample are used to analyze and to make predictions for the second sample. This helps in saving time and resources during the software development process. This paper presents some results about predictive analyses for the Goel-Okumoto software reliability model based on two samples. We have addressed three issues in two-sample prediction associated closely with software development testing process. Bayesian methods based on non-informative priors have been adopted to develop solutions to these issues. The developed methodologies have been illustrated by two sets of software failure data simulated from the Goel-Okumoto software reliability model.
 
</p></abstract><kwd-group><kwd>Nonhomogeneous Poisson Process</kwd><kwd> Software Reliability Models</kwd><kwd> Non-Informative Priors</kwd><kwd> Bayesian Approach</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>Software reliability is defined as the probability of failure free software operations for a specified period of time in a specified environment [<xref ref-type="bibr" rid="scirp.50509-ref1">1</xref>] . The reliability of any software is of great interest to the software developers before a decision is made to release the software into the market. Software developers need correct and concise information about how reliable software is before they decide to release the software into the market as single software defect can cause system failure and to avoid these failures, reliable software is required [<xref ref-type="bibr" rid="scirp.50509-ref2">2</xref>] . Software reliability is achieved through testing during the software development stage [<xref ref-type="bibr" rid="scirp.50509-ref3">3</xref>] . The usual way of removing bugs from a software system is by running test cases on the software system similar to the way users will operate it in their particular environment. However, the emulation of end-user environment during the test interval is difficult, expensive and time consuming especially when there are multiple types of end-users in different environments. Software reliability modeling can be used to address this dilemma especially when reliability testing on two software systems can be achieved in one testing period. Software reliability modeling can provide the basis for planning reliability growth tests, monitoring progress, estimating current reliability, forecasting and predicting future reliability improvements [<xref ref-type="bibr" rid="scirp.50509-ref4">4</xref>] . Predictive analyses help in conducting forecasting and prediction. A prediction interval is usually constructed to provide the time frame when the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x5.png" xlink:type="simple"/></inline-formula> future failure observation will occur with a pre-determined confidence level [<xref ref-type="bibr" rid="scirp.50509-ref5">5</xref>] .</p><p>An Exponential Nonhomogeneous Poisson Process with intensity function</p><disp-formula id="scirp.50509-formula37"><label>(1)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x6.png"  xlink:type="simple"/></disp-formula><p>is the earliest software reliability model to be developed. Such a model is a NHPP and is mostly referred to as the Goel-Okumoto (1979) software reliability model, after the researchers Goel and Okumoto who first introduced it in 1979.</p><p>The model described in Equation (1) is a software reliability model and has been applied to a number of software testing environments and its application and usefulness in describing and assessing software failures has been conducted by various authors. For instance, [<xref ref-type="bibr" rid="scirp.50509-ref6">6</xref>] used Kolmorgorov-Sminorv goodness-of-fit test for checking the adequacy of the software reliability model and they also presented they also presented software failure data which, after study, depicted that the failure rate, i.e. the number of failures per hour, seemed to be decreasing with time. One-sample Bayesian predictive analysis on the model has also been conducted, [<xref ref-type="bibr" rid="scirp.50509-ref7">7</xref>] . However, there is no literature on two-sample Bayesian predictive analyses on the model.</p><p>This paper therefore focuses on two-sample Bayesian predictive analyses on the model whose intensity function is described in Equation (1). First, three issues in two-sample predictions that may be experienced during the development testing stage of the software are identified and their corresponding predictive distributions are thereafter developed in Section 2. The main results for the two-sample prediction are presented in Section 3. The developed methodologies are illustrated in Section 6 using simulated two-software failure data. Discussion is given in Section 7 and finally, mathematical proofs are given in the Appendix.</p></sec><sec id="s2"><title>2. Issues in Two-Sample Software Reliability Prediction</title><p>In this section, three issues associated closely with software development testing process are presented and their predictive distributions are developed using Bayesian approach. For the purposes of the three predictive issues, it is assumed that a reliability growth testing is performed on a software and the cumulative number of failures of the software in the time interval<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x7.png" xlink:type="simple"/></inline-formula>, denoted by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x8.png" xlink:type="simple"/></inline-formula> is observed. It is further assumed that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x9.png" xlink:type="simple"/></inline-formula> follows the NHPP with intensity function given in Equation (1).</p><p>Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x10.png" xlink:type="simple"/></inline-formula> be the observed failure times. Failure data is said to be failure-truncated when testing stops after a predetermined <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x11.png" xlink:type="simple"/></inline-formula> number of failures occur. The <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x12.png" xlink:type="simple"/></inline-formula> failure times are denoted by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x13.png" xlink:type="simple"/></inline-formula> where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x14.png" xlink:type="simple"/></inline-formula>. Failure data is said to be time truncated if testing stops at a predetermined time<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x15.png" xlink:type="simple"/></inline-formula>. The corresponding observed failure data is denoted by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x16.png" xlink:type="simple"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x17.png" xlink:type="simple"/></inline-formula>. Now, let us consider two software systems and assume that their cumulative inter-failure times obey the Goel-Okumoto (1979) software reliability model with observed data being either <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x18.png" xlink:type="simple"/></inline-formula> or<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x19.png" xlink:type="simple"/></inline-formula>. Based on <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x20.png" xlink:type="simple"/></inline-formula> or<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x20.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x21.png" xlink:type="simple"/></inline-formula>, we are interested in the following problems:</p><p>A1: How to predict the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x22.png" xlink:type="simple"/></inline-formula> failure time of the second software system;</p><p>B1: How to predict the number of failures that will occur in the time interval <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x23.png" xlink:type="simple"/></inline-formula> for the second software system.</p><p>C1: How to predict the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x24.png" xlink:type="simple"/></inline-formula> failure time <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x25.png" xlink:type="simple"/></inline-formula> of the second software system supposing that the number of failures in <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x26.png" xlink:type="simple"/></inline-formula> for the second software system is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x24.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x25.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x26.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x27.png" xlink:type="simple"/></inline-formula> but the exact occurrence times are unavailable.</p>Posterior and Predictive Distributions<p>Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x28.png" xlink:type="simple"/></inline-formula> represent <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x28.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x29.png" xlink:type="simple"/></inline-formula> or<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x28.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x29.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x30.png" xlink:type="simple"/></inline-formula>. The joint density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x28.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x29.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x30.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x31.png" xlink:type="simple"/></inline-formula> is therefore</p><disp-formula id="scirp.50509-formula38"><label>. (2)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x32.png"  xlink:type="simple"/></disp-formula><p>Case 1: when the shape parameter <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x33.png" xlink:type="simple"/></inline-formula> is known, the following non informative prior distribution of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x33.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x34.png" xlink:type="simple"/></inline-formula> is adopted</p><disp-formula id="scirp.50509-formula39"><label>. (3)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x35.png"  xlink:type="simple"/></disp-formula><p>Thus, the posterior distribution of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x36.png" xlink:type="simple"/></inline-formula> is given by</p><disp-formula id="scirp.50509-formula40"><label>. (4)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x37.png"  xlink:type="simple"/></disp-formula><p>Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x38.png" xlink:type="simple"/></inline-formula> be the random variable being predicted. The posterior predictive distribution of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x38.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x39.png" xlink:type="simple"/></inline-formula> is then given as</p><disp-formula id="scirp.50509-formula41"><label>. (5)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x40.png"  xlink:type="simple"/></disp-formula><p>Hence the Bayesian UPL of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x41.png" xlink:type="simple"/></inline-formula> with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x42.png" xlink:type="simple"/></inline-formula> denoted as <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x41.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x42.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x43.png" xlink:type="simple"/></inline-formula> must satisfy</p><disp-formula id="scirp.50509-formula42"><label>. (6)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x44.png"  xlink:type="simple"/></disp-formula></sec><sec id="s3"><title>3. Main Results for the Two-Sample Prediction</title><p>Proposition 1 (for issue A1)</p><p>The Bayesian UPL of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x45.png" xlink:type="simple"/></inline-formula> (i.e. the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x46.png" xlink:type="simple"/></inline-formula> failure time of the second software system) with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x46.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x47.png" xlink:type="simple"/></inline-formula> when <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x45.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x46.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x47.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x48.png" xlink:type="simple"/></inline-formula> is known is</p><disp-formula id="scirp.50509-formula43"><label>. (7)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x49.png"  xlink:type="simple"/></disp-formula><p>Proposition 2 (for issue B1)</p><p>The probability that the number of failures <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x50.png" xlink:type="simple"/></inline-formula> in the time interval <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x50.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x51.png" xlink:type="simple"/></inline-formula> for the second system does not exceed a pre-determined nonnegative integer<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x50.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x51.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x52.png" xlink:type="simple"/></inline-formula>, when <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x50.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x51.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x52.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x53.png" xlink:type="simple"/></inline-formula> is known is</p><disp-formula id="scirp.50509-formula44"><label>. (8)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x54.png"  xlink:type="simple"/></disp-formula><p>Proposition 3 (for issue C1)</p><p>Given that the number of failures in <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x55.png" xlink:type="simple"/></inline-formula> for the second software is<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x56.png" xlink:type="simple"/></inline-formula>, the Bayesian UPL of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x57.png" xlink:type="simple"/></inline-formula> with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x58.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x56.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x57.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x58.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x59.png" xlink:type="simple"/></inline-formula> satisfying the equation</p><disp-formula id="scirp.50509-formula45"><label>. (9)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x60.png"  xlink:type="simple"/></disp-formula></sec><sec id="s4"><title>4. Data Simulation</title><p>In this section, two software failure data sets are generated from the Goel-Okumoto (1979) software reliability model. The two data sets are simulated using the same model and parameters. The simulated data is used to illustrate the methodologies developed for the two sample Bayesian predictive analyses. The simulation procedure was as follows. The Goel-Okumoto (1979) model is as given in Equation (1).</p><p>The values of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula> were fixed. A value of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula> from the set <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x64.png" xlink:type="simple"/></inline-formula> was selected. The study used T = 200. The simulation used in the study is for illustrative purposes only. Nevertheless, there is a practical interpretation to the choices of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x64.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x65.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x64.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x66.png" xlink:type="simple"/></inline-formula>. Case studies e.g. [<xref ref-type="bibr" rid="scirp.50509-ref8">8</xref>] have shown that a software fault density at the system testing stage is frequently on the order of five bugs per 1000 lines of code. The choice of α = 100 could be thought of as symbolizing a practically large software system that is on the order of 20,000 lines of codes. The choices for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x64.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x67.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x63.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x64.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x65.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x66.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x67.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x68.png" xlink:type="simple"/></inline-formula> together imply that most of the failures will be discovered during the simulated test period. Following the forgoing discussion, the following steps were used to simulate two data sets from the Goel-Okumoto (1979) software reliability model:</p><p>Step 1:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x69.png" xlink:type="simple"/></inline-formula>.</p><p>Step 2: Generate a random number<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x70.png" xlink:type="simple"/></inline-formula>.</p><p>Step 3:<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x71.png" xlink:type="simple"/></inline-formula>, if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x71.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x72.png" xlink:type="simple"/></inline-formula>, stop.</p><p>Step 4: Generate a random number U.</p><p>Step 5: If<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x73.png" xlink:type="simple"/></inline-formula>, set<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x73.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x74.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x73.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x75.png" xlink:type="simple"/></inline-formula>.</p><p>Step 6: Go to step 2.</p><p>In the above steps, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula>is known as the intensity function and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula> is such that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula>. the last value of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x79.png" xlink:type="simple"/></inline-formula> represents the number of events time<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x80.png" xlink:type="simple"/></inline-formula>, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x81.png" xlink:type="simple"/></inline-formula> are the event times. The above procedure of simulation is referred to as the thinning algorithm since it ‘thins’ the homogeneous Poisson points. It is the most efficient simulation procedure in the sense that it has the fewest number of rejected events times when <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x82.png" xlink:type="simple"/></inline-formula> is near <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x78.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x79.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x80.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x81.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x82.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x83.png" xlink:type="simple"/></inline-formula> throughout the interval [<xref ref-type="bibr" rid="scirp.50509-ref9">9</xref>] . Using the above procedure, the following two data sets were generated. The first data set is assumed to be the software failure times from the first software and the second data set is assumed to be the failure times from the second software.</p><p>Software one: 8.9345, 27.0177, 34.5816, 54.8606, 83.5715, 111.4006, 139.8851, 157.4743, 181.0868, 182.8410.</p><p>Software two: 2.3159, 16.2530, 20.5721, 23.3416, 42.8030, 46.7417, 61.0926, 63.8807, 75.1330, 80.7768, 97.3435, 117.9091, 129.3157, 138.0590, 169.3410, 172.7516, 186.0293, 193.1918, 198.5999.</p></sec><sec id="s5"><title>5. Maximum Likelihood Estimation</title><p>Suppose the observation of the failure times occurred in the time interval <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x84.png" xlink:type="simple"/></inline-formula> where T = 200, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x85.png" xlink:type="simple"/></inline-formula> faults were observed at the failure times<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x84.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x85.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x86.png" xlink:type="simple"/></inline-formula>. The joint density of the failure times is as in Equation (2). Taking the log-likelihood function of Equation (2) gives</p><disp-formula id="scirp.50509-formula46"><label>. (10)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x87.png"  xlink:type="simple"/></disp-formula><p>Differentiating <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x88.png" xlink:type="simple"/></inline-formula> with respect to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x88.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x89.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x88.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x89.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x90.png" xlink:type="simple"/></inline-formula> and equating to zero gives</p><disp-formula id="scirp.50509-formula47"><label>(11)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x91.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.50509-formula48"><label>. (12)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x92.png"  xlink:type="simple"/></disp-formula><p>Solving Equation (11) and Equation (12) we obtain</p><disp-formula id="scirp.50509-formula49"><label>(13)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x93.png"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.50509-formula50"><label>. (14)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x94.png"  xlink:type="simple"/></disp-formula><p>A necessary and sufficient condition for Equation (13) and Equation (14) to have a unique and positive solution <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x95.png" xlink:type="simple"/></inline-formula> is that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x96.png" xlink:type="simple"/></inline-formula>, [<xref ref-type="bibr" rid="scirp.50509-ref10">10</xref>] . That is, the ML estimates of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x96.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x97.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x95.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x96.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x97.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x98.png" xlink:type="simple"/></inline-formula> will exist only and only if</p><p>two times the mean failure time is less than<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x99.png" xlink:type="simple"/></inline-formula>. In most cases, the precision in the difference <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x99.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x100.png" xlink:type="simple"/></inline-formula> in the denominator of the second part in the RHS of Equation (14) will be poor since <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x99.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x100.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x101.png" xlink:type="simple"/></inline-formula> will always be very close to unity. This brings a numerical difficulty in finding the root of Equation (14). An alternative form of Equation (14) that overcomes this difficulty is</p><disp-formula id="scirp.50509-formula51"><label>. (15)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x102.png"  xlink:type="simple"/></disp-formula><p>A numerical procedure known as the Newton Raphson method can be used to solve Equation (13) and Equation (15). The Newton Raphson method requires choosing of initial values of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x104.png" xlink:type="simple"/></inline-formula>. Consequently, α = 95 and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x104.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x105.png" xlink:type="simple"/></inline-formula> were chosen as the initial values. There is no any other explanation to the choosing of the initial values other than the fact that they are very close to the values α = 100 and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x104.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x106.png" xlink:type="simple"/></inline-formula> that were used during the simulation of the two software failure data sets in Section 4.6. Consequently, the ML estimates <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x104.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x107.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x104.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x107.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x108.png" xlink:type="simple"/></inline-formula> for software one were obtained.</p></sec><sec id="s6"><title>6. Real Example for Two-Sample Bayesian Prediction</title><p>Here, we use the two software data sets simulated in Section 4.6 to illustrate the developed propositions in Section 4.4 for two sample Bayesian prediction problems. Assuming that the two software systems were observed in the time interval<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x109.png" xlink:type="simple"/></inline-formula>, and their successive failure times are given by:</p><p>Software one: 8.9345, 27.0177, 34.5816, 54.8606, 83.5715, 111.4006, 139.8851, 157.4743, 181.0868, 182.8410.</p><p>Software two: 2.3159, 16.2530, 20.5721, 23.3416, 42.8030, 46.7417, 61.0926, 63.8807, 75.1330, 80.7768, 97.3435, 117.9091, 129.3157, 138.0590, 169.3410, 172.7516, 186.0293, 193.1918, 198.5999.</p><p>The two software failure times are simulated from the same Goel-Okumoto (1979) software reliability model. The three issues in the two sample prediction in chapter three are addressed as follows:</p><p>Issue A2: First, we assume that the failure times of the second software were not observed. Based on the failure data of software one, the maximum likelihood estimate of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x110.png" xlink:type="simple"/></inline-formula> is given by 0.001022177. When <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x111.png" xlink:type="simple"/></inline-formula> is known to be 0.001022177, and from Equation (7), the Bayesian UPL for the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x112.png" xlink:type="simple"/></inline-formula> failure time of the second software with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x113.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x111.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x112.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x113.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x114.png" xlink:type="simple"/></inline-formula> such that</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x115.png" xlink:type="simple"/></inline-formula>.</p><p>Issue B2: if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x116.png" xlink:type="simple"/></inline-formula>, then from Equation (8), the probability that the number of failures in the time interval <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x117.png" xlink:type="simple"/></inline-formula> for the second software not exceeding a pre-determined nonnegative integer<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x117.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x118.png" xlink:type="simple"/></inline-formula>, is<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x117.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x118.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x119.png" xlink:type="simple"/></inline-formula>.</p><p>Issue C2: suppose that the number of observed failures of the second software during <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula> is<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x121.png" xlink:type="simple"/></inline-formula>. Based on the failure data of the second software, if<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x122.png" xlink:type="simple"/></inline-formula>, then from Equation (9), the Bayesian UPL for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x122.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x123.png" xlink:type="simple"/></inline-formula> with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x122.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x123.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x124.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x120.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x121.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x122.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x123.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x124.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x125.png" xlink:type="simple"/></inline-formula></p></sec><sec id="s7"><title>7. Discussion</title><p>Several issues may arise during development testing of a software system especially when the Goel-Okumoto (1979) software reliability model has been used to model the failure process of the software system. This paper has provided solutions to three issues associated closely with software development testing process. Bayesian approach with non-informative prior has been used to address the three issues. Explicit solutions to the issues have been obtained. These solutions may prove useful to software engineers in determining when to modify, debug and terminate the software development testing process.</p><p>Non-informative prior has been used in this paper to develop the methodologies to the said three issues. However, informative priors may also prove useful in deriving the methodologies. We leave this open for future research. Further, this paper has only derived the methodologies for known shape parameter<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x126.png" xlink:type="simple"/></inline-formula>. It may be interesting to derive solutions for the same problems for the case when the shape parameter <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x126.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x127.png" xlink:type="simple"/></inline-formula> is unknown. The procedures presented in this paper can also be extended to other NHPPs such as the Musa-Okumoto process, the delayed S-shaped process and the Cox-Lewis process.</p></sec><sec id="s8"><title>Appendix (Proofs of Proposition 1-3)</title><p>The following identity is used in proving some of the propositions. The identity is given without proof.</p><disp-formula id="scirp.50509-formula52"><label>(A.1)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x128.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x129.png" xlink:type="simple"/></inline-formula> is any positive integer, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x130.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x130.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x131.png" xlink:type="simple"/></inline-formula> are two real numbers <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x130.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x132.png" xlink:type="simple"/></inline-formula> is an increasing and differentiable function, and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x129.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x130.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x131.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x132.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x133.png" xlink:type="simple"/></inline-formula>.</p><p>Proof of Proposition 1</p><p>We know that given<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula>, the <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula> failure times <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula> have the same distribution as the order statistics corresponding to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula> independent random variables with density<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x138.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x138.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x139.png" xlink:type="simple"/></inline-formula>which reduces to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x138.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x139.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x140.png" xlink:type="simple"/></inline-formula>. This implies that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x138.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x139.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x141.png" xlink:type="simple"/></inline-formula>. This is to say that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x134.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x135.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x136.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x137.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x138.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x139.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x140.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x141.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x142.png" xlink:type="simple"/></inline-formula>. Consequently,</p><disp-formula id="scirp.50509-formula53"><label>. (A.2)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x143.png"  xlink:type="simple"/></disp-formula><p>The joint density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x144.png" xlink:type="simple"/></inline-formula> is also given by Equation (2). Equation (2) divided by Equation (A.2) yields the density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x144.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x145.png" xlink:type="simple"/></inline-formula> and we have</p><disp-formula id="scirp.50509-formula54"><label>(A.3)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x146.png"  xlink:type="simple"/></disp-formula><p>Replacing <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x147.png" xlink:type="simple"/></inline-formula> by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x147.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x148.png" xlink:type="simple"/></inline-formula>, for the second system, we have the density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x147.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x148.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x149.png" xlink:type="simple"/></inline-formula> being given as</p><disp-formula id="scirp.50509-formula55"><label>. (A.4)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x150.png"  xlink:type="simple"/></disp-formula><p>From Equation (5) and Equation (A.4) we have</p><disp-formula id="scirp.50509-formula56"><label>(A.5)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x151.png"  xlink:type="simple"/></disp-formula><p>From Equation (6) and Equation (A.5), we have</p><disp-formula id="scirp.50509-formula57"><label>. (A.6)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x152.png"  xlink:type="simple"/></disp-formula><p>Equation (A.6) implies the formula in Equation (7) .</p><p>Proof of Proposition 2</p><p>The study is interested in predicting the number of failures (denoted by<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x153.png" xlink:type="simple"/></inline-formula>) of the second system occurring in the time interval<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x153.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x154.png" xlink:type="simple"/></inline-formula>. Obviously,</p><disp-formula id="scirp.50509-formula58"><label>. (A.7)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x155.png"  xlink:type="simple"/></disp-formula><p>For any level<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x156.png" xlink:type="simple"/></inline-formula>, the Bayesian Upper prediction limit for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x156.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x157.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x156.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x157.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x158.png" xlink:type="simple"/></inline-formula> satisfying</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x159.png" xlink:type="simple"/></inline-formula>.</p><p>Here, an equivalent problem is considered. For any given positive integer<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x160.png" xlink:type="simple"/></inline-formula>, we want to compute the probability that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x160.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x161.png" xlink:type="simple"/></inline-formula> i.e.</p><disp-formula id="scirp.50509-formula59"><label>. (A.8)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x162.png"  xlink:type="simple"/></disp-formula><p>When <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x163.png" xlink:type="simple"/></inline-formula> is known, from Equation (A.7) and Equation (4) we have</p><disp-formula id="scirp.50509-formula60"><label>. (A.9)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x164.png"  xlink:type="simple"/></disp-formula><p>Rearranging Equation (A.9) we obtain</p><disp-formula id="scirp.50509-formula61"><label>. (A.10)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x165.png"  xlink:type="simple"/></disp-formula><p>Equation (A.9) implies the formula in Equation (8) .</p><p>Proof of Proposition 3</p><p>First, we want to find the conditional density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x166.png" xlink:type="simple"/></inline-formula> given<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x166.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x167.png" xlink:type="simple"/></inline-formula>, from Equation (2),</p><disp-formula id="scirp.50509-formula62"><label>. (A.11)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x168.png"  xlink:type="simple"/></disp-formula><p>After integrating Equation (A.11) with respect to <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x169.png" xlink:type="simple"/></inline-formula> we obtain</p><disp-formula id="scirp.50509-formula63"><label>. (A.12)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x170.png"  xlink:type="simple"/></disp-formula><p>Further integrating Equation (A.12) with respect to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x171.png" xlink:type="simple"/></inline-formula>, yields</p><disp-formula id="scirp.50509-formula64"><label>. (A.13)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x172.png"  xlink:type="simple"/></disp-formula><p>Therefore, the conditional density of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x173.png" xlink:type="simple"/></inline-formula> given <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x173.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x174.png" xlink:type="simple"/></inline-formula> is</p><disp-formula id="scirp.50509-formula65"><label>(A.14)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x175.png"  xlink:type="simple"/></disp-formula><p>Which is independent of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x176.png" xlink:type="simple"/></inline-formula>. When <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x176.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x177.png" xlink:type="simple"/></inline-formula> is known, Equation (5) can be re-written as</p><disp-formula id="scirp.50509-formula66"><graphic  xlink:href="http://html.scirp.org/file/8-1240405x178.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x179.png" xlink:type="simple"/></inline-formula> is given by Equation (A.14) and</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x180.png" xlink:type="simple"/></inline-formula>is given by Equation (4). Hence<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x180.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x181.png" xlink:type="simple"/></inline-formula>.</p><p>Given<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x182.png" xlink:type="simple"/></inline-formula>, the Bayesian UPL of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x182.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x183.png" xlink:type="simple"/></inline-formula> with level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x182.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x184.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x182.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x183.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x184.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x185.png" xlink:type="simple"/></inline-formula> such that</p><disp-formula id="scirp.50509-formula67"><label>. (A.15)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x186.png"  xlink:type="simple"/></disp-formula><p>If<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x187.png" xlink:type="simple"/></inline-formula>, Equation (A.15) becomes</p><disp-formula id="scirp.50509-formula68"><label>. (A.16)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x188.png"  xlink:type="simple"/></disp-formula><p>Solving the integral part of Equation (A.16), we obtain</p><disp-formula id="scirp.50509-formula69"><label>. (A.17)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/8-1240405x189.png"  xlink:type="simple"/></disp-formula><p>Thus, the Bayesian UPL of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x190.png" xlink:type="simple"/></inline-formula> with confidence level <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x190.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x191.png" xlink:type="simple"/></inline-formula> is <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x190.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x191.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/8-1240405x192.png" xlink:type="simple"/></inline-formula> that satisfies Equation (A.17).</p></sec></body><back><ref-list><title>References</title><ref id="scirp.50509-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">Nuria, T.R. 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