The approximation of system reliability posterior distributions

DOI10.1016/0378-3758(87)90079-6MaRDI QIDQ1106601zbMATH OpenOpenAlexFDO

Authors A. R. Abdel-Wahid, A. Winterbottom

Publication date 1987

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(87)90079-6

zbMATH Keywords

approximations for percentage pointsasymptotic expansionscoherent systemsposterior distribution of system reliabilitysaddlepoint methods

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05)

Review text

To obtain system reliability estimates, we consider the Bayesian approach in which the difficulties are largely due to the intractability of the posterior distribution of system reliability. Several approximate methods are described and their effectiveness compared. In particular, we introduce asymptotic expansions and saddlepoint methods and these are shown to give very good approximations for percentage points and for the distribution function of system reliability. The methods are applied to coherent systems. The reliability function of such systems is monotonically increasing in the reliability of each component.

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Cites work

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Cited in

(6)

• Reliabilities for feedback systems and their saddlepoint approximation.
• scientific article; zbMATH DE number 3965280 (Why is no real title available?)
• System reliability analysis with saddlepoint approximation
• scientific article; zbMATH DE number 1008386 (Why is no real title available?)
• scientific article; zbMATH DE number 1044019 (Why is no real title available?)
• scientific article; zbMATH DE number 883214 (Why is no real title available?)

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