• Title/Summary/Keyword: bayesian reliability

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The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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Bayesian parameter estimation and prediction in NHPP software reliability growth model (NHPP소프트웨어 신뢰도 성장모형에서 베이지안 모수추정과 예측)

  • Chang, Inhong;Jung, Deokhwan;Lee, Seungwoo;Song, Kwangyoon
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.755-762
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    • 2013
  • In this paper we consider the NHPP software reliability model. And we deal with the maximum likelihood estimation and the Bayesian estimation with conjugate prior for parameter inference in the mean value function of Goel-Okumoto model (1979). The parameter estimates for the proposed model is presented by MLE and Bayes estimator in data set. We compare the predicted number of faults with the actual data set using the proposed mean value function.

Error Analysis of Equivalence Ratio using Bayesian Statistics (베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구)

  • Ahn, Joongki;Park, Ik Soo;Lee, Ho-il
    • Journal of the Korean Society of Propulsion Engineers
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    • v.22 no.2
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    • pp.131-137
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    • 2018
  • This paper analyzes the probability of failure for the equivalence ratio error. The control error of the equivalence ratio is affected by the aleatory and epistemic uncertainties. In general, reliability analysis techniques are easily incorporated to handle the aleatory uncertainty. However, the epistemic uncertainty requires a new approach, as it does not provide an uncertainty distribution. The Bayesian inference incorporates the reliability analysis results to handle both uncertainties. The result gives a distribution of failure probability, whose equivalence ratio does not meet the requirement. This technique can be useful in the analysis of most engineering systems, where the aleatory and epistemic uncertainties exist simultaneously.

Bayesian Estimation based K-1 Gas-Mask Shelf Life Assessment using CSRP Test Data (CSRP 시험데이터를 사용한 베이시안 추정모델 기반 K-1 방독면 저장수명 분석)

  • Kim, Jong-Hwan;Jung, Chi-jung;Kim, Hyunjung
    • Journal of the Korea Institute of Military Science and Technology
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    • v.21 no.1
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    • pp.124-132
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    • 2018
  • This paper presents a shelf life assessment for K-1 military gas masks in the Republic of Korea using test data of Chemical Materiels Stockpile Reliability Program(CSRP). For the shelf life assessment, over 2,500 samples between 2006 and 2015 were collected from field tests and analyzed to estimate a probability of proper and improper functionality using Bayesian estimation. For this, three stages were considered; a pre-processing, a processing and an assessment. In the pre-processing, major components which directly influence the shelf life of the mask were statistically analyzed and selected by applying principal component analysis from all test components. In the processing, with the major components chosen in the previous stage, both proper and improper probability of gas masks were computed by applying Bayesian estimation. In the assessment, the probability model of the mask shelf life was analyzed with respect to storage periods between 0 and 29 years resulting in between 66.1 % and 100 % performances in accuracy, sensitivity, positive predictive value, and negative predictive value.

Bayesian Reliability Estimation for the Rayleigh Model under the Censored Sample with Incomplete Information

  • Kim, Yeung-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.1
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    • pp.39-51
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    • 1995
  • This paper deals with the problem of obtaining some Bayes estimators of Rayleigh reliability function in a time censored sampling with incomplete information. Using the priors about a reliability function some Bayes estimators are proposed and studied under squared error loss and Harris loss.

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Investigation of modal identification and modal identifiability of a cable-stayed bridge with Bayesian framework

  • Kuok, Sin-Chi;Yuen, Ka-Veng
    • Smart Structures and Systems
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    • v.17 no.3
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    • pp.445-470
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    • 2016
  • In this study, the Bayesian probabilistic framework is investigated for modal identification and modal identifiability based on the field measurements provided in the structural health monitoring benchmark problem of an instrumented cable-stayed bridge named Ting Kau Bridge (TKB). The comprehensive structural health monitoring system on the cable-stayed TKB has been operated for more than ten years and it is recognized as one of the best test-beds with readily available field measurements. The benchmark problem of the cable-stayed bridge is established to stimulate investigations on modal identifiability and the present paper addresses this benchmark problem from the Bayesian prospective. In contrast to deterministic approaches, an appealing feature of the Bayesian approach is that not only the optimal values of the modal parameters can be obtained but also the associated estimation uncertainty can be quantified in the form of probability distribution. The uncertainty quantification provides necessary information to evaluate the reliability of parametric identification results as well as modal identifiability. Herein, the Bayesian spectral density approach is conducted for output-only modal identification and the Bayesian model class selection approach is used to evaluate the significance of different modes in modal identification. Detailed analysis on the modal identification and modal identifiability based on the measurements of the bridge will be presented. Moreover, the advantages and potentials of Bayesian probabilistic framework on structural health monitoring will be discussed.

Bayesian reliability estimation in a stress-strength system

  • Chang, In-Hong;Oh, Soo-Jin
    • Journal of Applied Reliability
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    • v.11 no.2
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    • pp.151-165
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    • 2011
  • We consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions with index, scale, and shape parameters. We first derive group-ordering reference priors using the reparametrization. We next provide the sufficient condition for propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of parameter of interest in some special cases.

Bayesian Estimation for the Reliability of Stress-Strength Systems Using Noninformative Priors

  • Kim, Byung-Hwee
    • International Journal of Reliability and Applications
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    • v.2 no.2
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    • pp.117-130
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    • 2001
  • Consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions. We first treat the orthogonal reparametrization and then, using this reparametrization, derive Jeffreys'prior, reference prior, and matching priors. We next provide the suffcient condition for propriety of posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of the parameter of interest in some special cases.

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RELIABILITY ANALYSIS FOR THE TWO-PARAMETER PARETO DISTRIBUTION UNDER RECORD VALUES

  • Wang, Liang;Shi, Yimin;Chang, Ping
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1435-1451
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    • 2011
  • In this paper the estimation of the parameters as well as survival and hazard functions are presented for the two-parameter Pareto distribution by using Bayesian and non-Bayesian approaches under upper record values. Maximum likelihood estimation (MLE) and interval estimation are derived for the parameters. Bayes estimators of reliability performances are obtained under symmetric (Squared error) and asymmetric (Linex and general entropy (GE)) losses, when two parameters have discrete and continuous priors, respectively. Finally, two numerical examples with real data set and simulated data, are presented to illustrate the proposed method. An algorithm is introduced to generate records data, then a simulation study is performed and different estimates results are compared.

Reliability Analysis of Geotechnical Properties in Incheon Port Area (인천항 지역의 지반정수 신뢰성 분석)

  • Shin, Eun-Chul;Jeon, Jae-Ku;Kim, Hyoung-Jun;Lee, Chung-Ho
    • Proceedings of the Korean Geotechical Society Conference
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    • 2009.03a
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    • pp.952-960
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    • 2009
  • Foundation soils are greatly influenced on the stability of structures. The soft clay deposited in Incheon Port area is named either nomally consolidated clay or unconsolidated clay. New harbor structures will be constructed in Incheon Port area. Not sufficient soil boring datum are obtained from the filed soil exploration due to limited time and cost. The harbor construct site is pretty large area and the soils are not homogenous. This paper presented the result of reliability analysis which was performed by both Bayesian approach and analysis of variance.

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