Bayesian nonparametric system reliability using sets of priors

DOI10.1016/J.IJAR.2016.08.005zbMATH Open1401.62202DBLPjournals/ijar/WalterAC17arXiv1602.01650OpenAlexW2252290497WikidataQ62764462 ScholiaQ62764462MaRDI QIDQ2374513FDOQ2374513

Authors: Gero Walter, Louis J. M. Aslett, Frank P. A. Coolen 

Publication date: 15 December 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1602.01650

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zbMATH Keywords

Bayesian nonparametricssystem reliabilityimprecise probabilityprior-data conflictsurvival signature

Mathematics Subject Classification ID

Reliability and life testing (62N05)

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Cited In (4)

• PRIOR RELIABILITY ASSESSMENTS BASED ON COHERENT IMPRECISE PROBABILITIES
• The approximation of system reliability posterior distributions
• Discussion of: ``Specifying prior distributions in reliability applications
• The imprecise Dirichlet model for multilevel system reliability

Uses Software

• R
• ReliabilityTheory

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