Bayesian nonparametric system reliability using sets of priors

DOI10.1016/J.IJAR.2016.08.005MaRDI QIDQ2374513zbMATH OpenOpenAlexDBLPWikidataFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

Bayesian nonparametricssystem reliabilityimprecise probabilityprior-data conflictsurvival signature

Mathematics Subject Classification ID

Reliability and life testing (62N05)

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.

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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

Describes a project that uses

Uses Software

• ReliabilityTheory
• R

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