Abundant test data are required in assessment of weapon performance.When weapon test data are insufficient,Bayesian analyses in small sample circumstance should be considered and the test data should be provided by simulations.The several Bayesian approaches are discussed and some limitations are founded. An improvement is put forward after limitations of Bayesian approaches available are analyzed and the improved approach is applied to assessment of some new weapon performance. Abundant test data are required in assessment of weapon performance. When weapon test data are insufficient, Bayesian analyzes in small sample circumstance should be considered and the test data should be provided by simulations. Several several of these bayesian are discussed and some limitations were founded. An improvement is put forward after limitations of Bayesian approaches available are analyzed and the improved approach is applied to assessment of some new weapon performance.