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Approximate Bayesian intervals for the reliability of series systems from mixed subsystem test data

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  • Harold Lampkin
  • Alan Winterbottom

Abstract

The determination of exact Bayesian intervals for the reliability of a series system from subsystem test data gives rise to computational difficulties involving severe loss of computing precision as the number of subsystems in the system increases. The end points of Bayesian intervals are percentage points of the posterior distribution and these are shown to be well approximated by Cornish and Fisher expansions when the number of subsystems is small. As the number of subsystems in the system increases even greater accuracy is guaranteed by the asymptotic nature of the expansions. The system posterior distribution function is also shown to be well approximated by an Edgeworth expansion.

Suggested Citation

  • Harold Lampkin & Alan Winterbottom, 1983. "Approximate Bayesian intervals for the reliability of series systems from mixed subsystem test data," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(2), pages 313-317, June.
    • Handle: RePEc:wly:navlog:v:30:y:1983:i:2:p:313-317
    DOI: 10.1002/nav.3800300212
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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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