Robust Bayesian reliability for complex systems under prior-data conflict

Gero Walter, Frank P.A. Coolen

Research output: Contribution to journalArticleAcademicpeer-review

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Abstract

This paper considers the quantification of system reliability in scenarios in which data, that is, failures or the absence of failures, occurring from the system's use over time, are considered surprising from the perspective of prior information. A generalized, or imprecise, Bayesian approach is presented for general system structures in which the component lifetimes have Weibull distributions with a known shape parameter. For the scale parameter, a specific set of prior distributions is assumed that enables the prior-data conflict to be reflected through the increased imprecision in the posterior reliability bounds.

Original languageEnglish
Article number04018025
JournalASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Volume4
Issue number3
DOIs
Publication statusPublished - 1 Sep 2018

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Large scale systems
Weibull distribution

Bibliographical note

First version submitted 2016-07-30, final revised version submitted 2017-12-09

Cite this

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Robust Bayesian reliability for complex systems under prior-data conflict. / Walter, Gero; Coolen, Frank P.A.

In: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, Vol. 4, No. 3, 04018025, 01.09.2018.

Research output: Contribution to journalArticleAcademicpeer-review

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