• Title/Summary/Keyword: bayesian reliability

Search Result 241, Processing Time 0.028 seconds

Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2008.04a
    • /
    • pp.602-607
    • /
    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

  • PDF

Design of Bayesian Zero-Failure Reliability Demonstration Test and Its Application (베이지안 신뢰성입증시험 설계와 활용)

  • Kwon, Young Il
    • Journal of Applied Reliability
    • /
    • v.13 no.1
    • /
    • pp.1-10
    • /
    • 2013
  • A Bayesian zero-failure reliability demonstration test method for products with exponential lifetime distribution is presented. Beta prior distribution for reliability of a product is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantees specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

Design of Bayesian Zero-Failure Reliability Demonstration Test for Products with Weibull Lifetime Distribution (와이불 수명분포를 갖는 제품에 대한 베이지안 신뢰성 입증시험 설계)

  • Kwon, Young Il
    • Journal of Applied Reliability
    • /
    • v.14 no.4
    • /
    • pp.220-224
    • /
    • 2014
  • A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

A Statistical Design of Bayesian Two-Stage Reliability Demonstration Test for Product Qualification in Development Process (개발단계의 제품 인증을 위한 베이지언 2단계 신뢰성 실증시험의 통계적 설계)

  • Seo, Sun-Keun
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.43 no.2
    • /
    • pp.147-153
    • /
    • 2017
  • In order to demonstrate a target reliability with a specified confidence level, a new two-stage Bayesian Reliability Demonstration Test (RDT) plans that is known to be more effective than a corresponding single-stage one is proposed and developed by Bayesian framework with beta prior distribution for Weibull life time distribution. A numerical example is provided to illustrate the proposed RDT plans and compared with other non-Bayesian and Bayesian plans. Comparative results show that the proposed Bayesian two-stage plans have some merits in terms of required and expected testing time and probability of acceptance.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
    • /
    • v.1 no.2
    • /
    • pp.81-87
    • /
    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

  • PDF

APPROXIMATE CONFIDENCE LIMITS OF THE RELIABILITY PERFORMANCES FOR A COLD STANDBY SERIES SYSTEM

  • SHI YIMIN;SRI XIAOLIN;XU YONG
    • Journal of applied mathematics & informatics
    • /
    • v.19 no.1_2
    • /
    • pp.439-445
    • /
    • 2005
  • This paper is to investigate the approximate confidence limits of the reliability performances (such as failure rate, reliability function and average life) for a cold standby series system. The Bayesian approximate upper confidence limit of failure rate is obtained firstly, and next Bayesian approximate lower confidence limits for reliability function and average life are presented. The expressions for calculating Bayesian lower confidence limits of the reliability function and average life are also obtained, and an illustrative example is examined numerically by means of the Monte-Carlo simulation. Finally, the accuracy of confidence limits is discussed.

Bayesian Approach for Software Reliability Growth Model with Random Cost

  • Kim Hee Soo;Shin Mi Young;Park Dong Ho
    • Proceedings of the Korean Reliability Society Conference
    • /
    • 2005.06a
    • /
    • pp.259-264
    • /
    • 2005
  • In this paper, we generalize the software reliability growth model by assuming that the testing cost and maintenance cost are random and adopts the Bayesian approach to determine the optimal software release time. Numerical examples are provided to illustrate the Bayesian method for certain parametric models.

  • PDF

A Study of Economical Sample Size for Reliability Test of One-Shot Device with Bayesian Techniques (베이지안 기법을 적용한 일회성 장비의 경제적 시험 수량 연구)

  • Lee, Youn Ho;Lee, Kye Shin;Lee, Hak Jae;Kim, Sang Moon;Moon, Ki Sung
    • Journal of Applied Reliability
    • /
    • v.14 no.3
    • /
    • pp.162-168
    • /
    • 2014
  • This paper discusses the application of Bayesian techniques with test data on similar products for performing the Economical Reliability Test of new one-shot device. Using the test data on similar products, reliability test required lower sample size currently being spent in order to demonstrate a target reliability with a specified confidence level. Furthermore, lower sample size reduces cost, time and various resources on reliability test. In this paper, we use similarity as calculating weight of similar products and analyze similarity between new and similar product for comparison of the essential function.

Development and Comparisons of Bayesian Acceptance Sampling Plans for the Exponential Lifetime Distribution (지수 수명분포에 대한 Bayesian 합격판정 샘플링계획의 개발 및 비교에 관한 연구)

  • Jeong, Hyun-Seok;Jin, Hwi-Chul;Yum, Bong-Jin
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.20 no.1
    • /
    • pp.15-25
    • /
    • 1994
  • The Bayesian approach to reliability acceptance sampling has several advantages over the non-Bayesian approach. For instance, the former usually requires less amount of testing time and smaller sample sizes than the latter. In this article, a Bayesian acceptance sampling plan(ASP) based on a failure-free period life test is developed under the assumption of exponential lifetime distribution, and is compared with the corresponding Bayesian hybrid ASP in terms of the expected completion time. It is found that the proposed ASP tends to have a smaller expected completion time than the Bayesian hybrid ASP as the prior assessment of the reliability of a lot becomes optimistic, and vice versa. Tables of failure-free period Bayesian ASP's are also included.

  • PDF

An Application of Markov Chain and Bayesian Network for Dynamic System Reliability Assessment (동적 시스템의 신뢰도 평가를 위한 마코프체인과 베이지안망의 적용에 관한 연구)

  • Ahn, Suneung;Koo, Jungmo
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 2003.11a
    • /
    • pp.346-349
    • /
    • 2003
  • This paper is intended to assess a system reliability that is changed as time passes. The proposed methodology consists of two steps: (1) predicting probabilities that each component fails at specific time by using a Markov Chain model and (2) calculating reliability of the whole system via Bayesian network. The proposed methodology includes extended Bayesian network model reflecting the case that components are mutually dependent.

  • PDF