• Title/Summary/Keyword: 2-stage bayesian procedure

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Development of the 'Three-stage' Bayesian procedure and a reliability data processing code (3단계 베이지안 처리절차 및 신뢰도 자료 처리 코드 개발)

  • 임태진
    • Korean Management Science Review
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    • v.11 no.2
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    • pp.1-27
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    • 1994
  • A reliability data processing MPRDP (Multi-Purpose Reliability Data Processor) has been developed in FORTRAN language since Jan. 1992 at KAERI (Korean Atomic Energy Research Institute). The purpose of the research is to construct a reliability database(plant-specific as well as generic) by processing various kinds of reliability data in most objective and systematic fashion. To account for generic estimates in various compendia as well as generic plants' operating experience, we developed a 'three-stage' Bayesian procedure[1] by logically combining the 'two-stage' procedure[2] and the idea for processing generic estimates[3]. The first stage manipulates generic plant data to determine a set of estimates for generic parameters,e.g. the mean and the error factor, which accordingly defines a generic failure rate distribution. Then the second stage combines these estimates with the other ones proposed by various generic compendia (we call these generic book type data). This stage adopts another Bayesian procedure to determine the final generic failure rate distribution which is to be used as a priori distribution in the third stage. Then the third stage updates the generic distribution by plant-specific data resulting in a posterior failure rate distribution. Both running failure and demand failure data can be handled in this code. In accordance with the growing needs for a consistent and well-structured reliability database, we constructed a generic reliability database by the MPRDP code[4]. About 30 generic data sources were reviewed and available data were collected and screened from them. We processed reliability data for about 100 safety related components frequently modeled in PSA. The underlying distribution for the failure rate was assumed to be lognormal or gamma, according to the PSA convention. The dependencies among the generic sources were not considered at this time. This problem will be approached in further study.

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Bayesian Approach to the Prediction in the Censored Sample from Rayleigh Population

  • Ko, Jeong-Hwan;Kim, Young-Hoon;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.71-77
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    • 1997
  • S independent sample 0,1,2, $\cdots$, s-1 (or stages 0,1,2, $\cdots$, s-1) are available from the Raleigh population. Procedure for predicting any order statistic in the $(s+1)^{th}$ sample is developed by obtaining the predictive distribution at stage s. Bounds for the sample size at stage S, in order to have the variance at stage S less than that at stage (s-1), are obtained.

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A Development on Reliability Data Integration Program (신뢰도 데이터 합성 program의 개발)

  • Rhie, Kwang-Won;Park, Moon-Hi;Oh, Shin-Kyu;Han, Jeong-Min
    • Journal of the Korean Society of Safety
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    • v.18 no.4
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    • pp.164-168
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    • 2003
  • Bayes theorem, suggested by the British Mathematician Bayes (18th century), enables the prior estimate of the probability of an event under the condition given by a specific This theorem has been frequently used to revise the failure probability of a component or system. 2-Stage Bayesian procedure was firstly published by Shultis et al. (1981) and Kaplan (1983), and was further developed based on the studies of Hora & Iman (1990) Papazpgolou et al., Porn(1993). For a small observed failure number (below 12), the estimated reliability of a system or component is not reliable. In the case in which the reliability data of the corresponding system or component can be found in a generic reliability reference book, however, a reliable estimation of the failure probability can be realized by using Bayes theorem, which jointly makes use of the observed data (specific data) and the data found in reference book (generic data).