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A Bayesian Estimation of the Reliability of Coherent Structures

Author

Listed:
  • David V. Mastran

    (The George Washington University, Washington, D.C.)

  • Nozer D. Singpurwalla

    (The George Washington University, Washington, D.C.)

Abstract

We develop a procedure for estimating the reliability of a coherent structure of independent components when a prior distribution is assigned to the reliability of the structure function and when failure data on either the structure, its components, or on both are available. We generalize our results by obtaining bounds on the moments of the posterior distribution of the reliability of the structure when its components are associated. We illustrate our procedures by simple examples.

Suggested Citation

  • David V. Mastran & Nozer D. Singpurwalla, 1978. "A Bayesian Estimation of the Reliability of Coherent Structures," Operations Research, INFORMS, vol. 26(4), pages 663-672, August.
  • Handle: RePEc:inm:oropre:v:26:y:1978:i:4:p:663-672
    DOI: 10.1287/opre.26.4.663
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    Cited by:

    1. Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Post-Print hal-03634370, HAL.
    2. Jackson, Chris & Mosleh, Ali, 2012. "Bayesian inference with overlapping data for systems with continuous life metrics," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 217-231.
    3. Jackson, Chris & Mosleh, Ali, 2016. "Bayesian inference with overlapping data: Reliability estimation of multi-state on-demand continuous life metric systems with uncertain evidence," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 124-135.
    4. Popov, Peter, 2013. "Bayesian reliability assessment of legacy safety-critical systems upgraded with fault-tolerant off-the-shelf software," Reliability Engineering and System Safety, Elsevier, vol. 117(C), pages 98-113.
    5. Jorgen-Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Annals of Operations Research, Springer, vol. 326(1), pages 295-316, July.
    6. Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2023. "Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03634370, HAL.
    7. Roger Zoh & Alyson Wilson & Scott Vander Wiel & Earl Lawrence, 2018. "The negative log-gamma prior distribution for Bayesian assessment of system reliability," Journal of Risk and Reliability, , vol. 232(3), pages 308-319, June.

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