• 제목/요약/키워드: bayesian reliability

검색결과 241건 처리시간 0.024초

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

  • 안다운;최주호;원준호
    • 한국전산구조공학회:학술대회논문집
    • /
    • 한국전산구조공학회 2008년도 정기 학술대회
    • /
    • 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

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

  • 권영일
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제13권1호
    • /
    • 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.

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

  • 권영일
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제14권4호
    • /
    • 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.

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

  • 서순근
    • 대한산업공학회지
    • /
    • 제43권2호
    • /
    • 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
    • /
    • 제1권2호
    • /
    • 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
    • /
    • 제19권1_2호
    • /
    • 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
    • 한국신뢰성학회:학술대회논문집
    • /
    • 한국신뢰성학회 2005년도 학술발표대회 논문집
    • /
    • 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

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

  • 이연호;이계신;이학재;김상문;문기성
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제14권3호
    • /
    • 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.

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

  • 정현석;진휘철;염봉진
    • 대한산업공학회지
    • /
    • 제20권1호
    • /
    • 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

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

  • Ahn, Suneung;Koo, Jungmo
    • 한국경영과학회:학술대회논문집
    • /
    • 한국경영과학회 2003년도 추계학술대회 및 정기총회
    • /
    • 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