Estimating reliability parameters under insufficient information

DOI10.1007/s10559-010-9219-9zbMath1288.62038OpenAlexW1996349418MaRDI QIDQ2452826

A. N. Golodnikov, Pavel S. Knopov, Yury M. Ermoliev

Publication date: 5 June 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-010-9219-9

zbMATH Keywords

optimizationdistribution functionquantilelower-bound estimateBayesian estimate

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Reliability and life testing (62N05)

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Cites Work

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• Reliability analysis of systems described by fault trees with efficiency
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• Rare events in queueing systems -- A survey
• Robust Bayesian analysis given priors on partition sets
• Numerical method of minimizing convex functionals in the class of distribution functions satisfying nonlinear constraints
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians

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