Abstract Markov Chain Monte Carlo (MCMC) methods are used to perform a Bayesian
analysis for interfailure data with constant hazard function in the presence of one or more
change-points. We also present some Bayesian criteria to discriminate different models. The
methodology is illustrated with a data set originally reported in Maguire, Pearson and Wynn
[8].

Abstract Markov Chain Monte Carlo (MCMC) methods are used to perform a Bayesian
analysis for interfailure data with constant hazard function in the presence of one or more
change-point. We also present some Bayesian criteria to discriminate different models. The
methodology is illustrated with a data set, originally reported in Maguire, Pearson and Wynn
[8].