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It is of great importance to predict the reliability of long lifetime electric devices. In a previous work, an adaptive Bayesian estimator is proposed to predict the reliability of such kind of devices based on sequential experiments. However, there is no general method to establish consistency of the estimator. In this paper, we focus on this adaptive Bayesian method with sequential design. Under some mild assumptions, we obtain the consistency of the estimator.

Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments