Bayesian Nonparametric System Reliability using Sets of Priors

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test...

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Bibliographic Details
Published in:arXiv.org 2016-02
Main Authors: Gero, Walter, Aslett, Louis J M, Coolen, Frank P A
Format: Article
Language:English
Subjects:
Bayesian analysis
Binomial distribution
Component reliability
Software development tools
Software reliability
System reliability
Test procedures
Online Access:Get full text
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Summary:An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test data these bounds are propagated to bounds on the posterior predictive distribution for the functioning probability of a new system containing components exchangeable with those used in testing. The method further enables identification of prior-data conflict at the system level based on component level test data. New results on first-order stochastic dominance for the Beta-Binomial distribution make the technique computationally tractable. Our methodological contributions can be immediately used in applications by reliability practitioners as we provide easy to use software tools.
ISSN:2331-8422
DOI:10.48550/arxiv.1602.01650