Bayesian nonparametric system reliability using sets of priors

G.M. Walter, L.J.M. Aslett, F.P.A. Coolen

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

15 Citaten (Scopus)
72 Downloads (Pure)

Samenvatting

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test data these bounds are propagated to bounds on the posterior predictive distribution for the functioning probability of a new system containing components exchangeable with those used in testing. The method further enables identification of prior–data conflict at the system level based on component level test data. New results on first-order stochastic dominance for the Beta-Binomial distribution make the technique computationally tractable. Our methodological contributions can be immediately used in applications by reliability practitioners as we provide easy to use software tools.
Originele taal-2Engels
Pagina's (van-tot)67-88
TijdschriftInternational Journal of Approximate Reasoning
Volume80
DOI's
StatusGepubliceerd - 29 aug 2016

Vingerafdruk Duik in de onderzoeksthema's van 'Bayesian nonparametric system reliability using sets of priors'. Samen vormen ze een unieke vingerafdruk.

Citeer dit