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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Bibliographic Details
Published inJournal of statistical planning and inference Vol. 16; no. 3; pp. 267 - 275
Main Authors Abdel-Wahid, A.R., Winterbottom, A.
Format Journal Article
LanguageEnglish
Published Lausanne Elsevier B.V 1987
New York,NY Elsevier Science
Amsterdam
Subjects
Applied sciences
Asymptotic expansion
Exact sciences and technology
Operational research and scientific management
Operational research. Management science
Reliability posterior distribution
Reliability theory. Replacement problems
Saddlepoint method
Reliability posterior distribution
Saddlepoint method
Asymptotic expansion
62N05
System reliability
Reliability
Statistical estimation
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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.
ISSN:0378-3758
1873-1171
DOI:10.1016/0378-3758(87)90079-6