The approximation of system reliability posterior distributions
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 asymp...
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Published in | Journal of statistical planning and inference Vol. 16; no. 3; pp. 267 - 275 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Lausanne
Elsevier B.V
1987
New York,NY Elsevier Science Amsterdam |
Subjects | |
Online Access | Get full text |
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Summary: | 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 monotonic increasing in the reliability of each component. |
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ISSN: | 0378-3758 1873-1171 |
DOI: | 10.1016/0378-3758(87)90079-6 |