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On the reliability, availability and bayes confidence intervals for multicomponent systems

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  • William E. Thompson
  • Robert D. Haynes

Abstract

The problem of computing reliability and availability and their associated confidence limits for multi‐component systems has appeared often in the literature. This problem arises where some or all of the component reliabilities and availabilities are statistical estimates (random variables) from test and other data. The problem of computing confidence limits has generally been considered difficult and treated only on a case‐by‐case basis. This paper deals with Bayes confidence limits on reliability and availability for a more general class of systems than previously considered including, as special cases, series‐parallel and standby systems applications. The posterior distributions obtained are exact in theory and their numerical evaluation is limited only by computing resources, data representation and round‐off in calculations. This paper collects and generalizes previous results of the authors and others. The methods presented in this paper apply both to reliability and availability analysis. The conceptual development requires only that system reliability or availability be probabilities defined in terms acceptable for a particular application. The emphasis is on Bayes Analysis and the determination of the posterior distribution functions. Having these, the calculation of point estimates and confidence limits is routine. This paper includes several examples of estimating system reliability and confidence limits based on observed component test data. Also included is an example of the numerical procedure for computing Bayes confidence limits for the reliability of a system consisting of N failure independent components connected in series. Both an exact and a new approximate numerical procedure for computing point and interval estimates of reliability are presented. A comparison is made of the results obtained from the two procedures. It is shown that the approximation is entirely sufficient for most reliability engineering analysis.

Suggested Citation

  • William E. Thompson & Robert D. Haynes, 1980. "On the reliability, availability and bayes confidence intervals for multicomponent systems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 27(3), pages 345-358, September.
    • Handle: RePEc:wly:navlog:v:27:y:1980:i:3:p:345-358
    DOI: 10.1002/nav.3800270302
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    Cited by:

    1. Jen Tang & Kwei Tang & Herbert Moskowitz, 1997. "Exact bayesian estimation of system reliability from component test data," Naval Research Logistics (NRL), John Wiley & Sons, vol. 44(1), pages 127-146, February.

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