Mathematical reliability: an expository perspective.

MaRDI QIDQ1422041zbMATH OpenFDO

Authors

Publication date 17 February 2004

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

finance networks recurrent events software reliability

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Reliability, availability, maintenance, inspection in operations research (90B25)

Review text

This book aims at giving a comprehensive review on the state of the art in models, methods and applications in mathematical reliability in contrast to engineering reliability. The book is divided into seven parts. Part I is entitled ``Network and Systems and contains three articles: ``The Signature of a Coherent System by \textit{Philip J. Boland} and \textit{Francisco J. Samaniego} introducing and exploiting the concept of the signature of a coherent system which assumes iid components and is defined by \(s^t =(s_1,\ldots,s_n)\) with \(s_i = P(T=X_{(i)})\) for \(i=1,\ldots,n\) where \(T\) is the system's lifetime and \(X_i\) the lifetime of the \(i\)th component, and \(X_{(i)}\) the corresponding order statistics. ``System Reliability Optimization: An Overview by \textit{Way Kuo} and \textit{Rajendra Prasad}, who review papers published after 1977 focusing on improving the system reliability by varying the redundancy allocation and reassigning the components. ``Methods for Assessing Network Reliability by \textit{Andrew W. Swift} describing briefly some methods for calculating approximately network reliability in the case of known and unknown system structure. Part II is entitled ``Recurrent Events and contains three articles: ``Modelling Heterogeneity: Hierarchical Bayesian Approach by \textit{Elja Arjas} and \textit{Madhuchhanda Bhattacharjee}, who give up the often unrealistic assumption of identical distributions and make an attempt to model heterogeneity in distribution by introducing one or more layer of a latent variable. ``Spatial Neutral to the Right Processes by \textit{Kjell A. Doksum} and \textit{Lancelot F. James}, who develop a spatial extension of the concept of neutral to the right (NTR) priors, which is described as follows: Let \(P\) be a distribution on the real line, then for each partition \(B_1,\ldots,B_k\) with \(B_j = (s_{j-1},s_j]\), \(j=1^,\ldots,k\), \(s_0 = -\infty\), \(s_k = \infty\), \(s_i < s_j\) for \(i<j\), \(P(B_1), \ldots,P(B_k)\) is such that each \(P(B_i)\) has the same distribution as \(V_i\prod_{j=1}^{i-1} (1-V_j)\), where \(V_1,V_2,\ldots\) is a collection of independent non-negative random variables. Each choice of distributions \(V_i\) gives a new NTR prior. ``Models for Recurrent Events in Reliability and Survival Analysis by \textit{Edsel A. Peña} and \textit{Myles Hollander}, who review and introduce a number of models for describing recurrent events taking into account the effects of interventions after an occurrence as well as the accumulating damages by repeated occurrences. Part III is entitled ``Information and Design and contains three articles: ``Information Functions for Reliability by \textit{Nader Ebrahimi} and \textit{Ehsan S. Soofi} applying and illustrating by examples the use of the Kullback-Leibler information and Shannon's entropy to a number of questions arising in reliability analysis. ``Experiments for Reliability Assessment and Improvement by \textit{Vijay N. Nair, Luis A. Escobar} and \textit{Michael S. Hamada}, who propose to apply experimental design to accelerated life tests in order to reduce the cost and improve the benefits. ``Analysis of Computer and Physical Experimental Life Time Data by \textit{Alyson G. Wilson, C. Shane Reese, Michael S. Hamada} and \textit{Harry F. Martz}, who combine different data sets obtained by experts' opinions, by computational experiments and finally by physical experiments. The used models are log normal distributions with certain prior distributions. These are recursively improved using the three data sets and Markov chain Monte Carlo simulation. Part IV is entitled ``The Failure Rate Function and Burn-in and contains two articles: ``The Shape of Failure Rate Mixtures by \textit{Henry W. Block} and \textit{Thomas H. Savits}, who investigate the failure rate functions of mixtures of different probability distribution aiming at answering several questions, e.g., when do mixtures have a bathtub-shaped failure rate function. ``Burn-in - Sequential Stop and Go Strategies by \textit{Uwe Jensen} and \textit{Fabia Spizzichino} investigating sequential burn-in strategies assuming dependent lifetimes and a given cost and reward structure. Part V is entitled ``Software Reliability and Random Environments and contains two articles: ``Managing Software Development Process by \textit{I. Robert Chiang} and \textit{Lynn Kuo} proposing to divide the overall software development process in a sequence of construction cycles each starting with a developing phase and ending with a coordination phase. Assuming that faults follow a non-homogeneous Poisson process a method for determining an appropriate sequence of construction cycles is derived. ``Reliability Modelling and Analysis in Random Environments by \textit{Süleyman Özekici} and \textit{Refik Soyer}, who address different issues relevant to reliability assessment of systems and viewed under the assumption of varying environment. Formulas for optimal testing times are provided and a Bayesian analysis is proposed. Part VI is entitled ``Reliability in Composites and Orthopedics and contains two articles: ``Failure and Brittle Fibers and Components by \textit{J. D. Lynch} and \textit{W. J. Padgett}, who model composite materials as complex load-sharing systems and investigate the failure rate properties. Moreover they propose an inverse Gaussian accelerated test model for describing accumulation of damage. ``Modelling the Reliability of Hip Replacements by \textit{Simon P. Wilson} proposing and investigating a hierarchical model for the growth of cracks in hip transplants allowing for reliability predictions by means of Markov chain Monte Carlo simulation. The final Part VII is entitled ``Reliability in Finance and Forensics and contains two articles: ``The Price of Failure by \textit{Nicholas James Lynn} looking at credit derivatives subject to default risks and applying reliability models for analyzing the pricing of bonds. ``Warranty: A Surrogate of Reliability by \textit{Nozer D. Singpurwalla}, who investigates the problem of fixing warranties from the viewpoint of fair games involving three interpretations of probability, namely the objective one for designing a warranty, the subjective one for ratifying a warranty, and the logical one for assessing the fairness of a warranty.

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