Robust Bayesian reliability for complex systems under prior-data conflict

Walter, G.; Coolen, F.P.A.

doi:10.1061/ajrua6.0000974

Robust Bayesian reliability for complex systems under prior-data conflict

Walter, G.; Coolen, F.P.A.

Authors

G. Walter

Professor Frank Coolen frank.coolen@durham.ac.uk
Professor

Abstract

This paper considers the quantification of system reliability in scenarios in which data, that is, failures or the absence of failures, occurring from the system’s use over time, are considered surprising from the perspective of prior information. A generalized, or imprecise, Bayesian approach is presented for general system structures in which the component lifetimes have Weibull distributions with a known shape parameter. For the scale parameter, a specific set of prior distributions is assumed that enables the prior-data conflict to be reflected through the increased imprecision in the posterior reliability bounds.

Citation

Walter, G., & Coolen, F. (2018). Robust Bayesian reliability for complex systems under prior-data conflict. Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, 4(3), Article 04018025. https://doi.org/10.1061/ajrua6.0000974

Journal Article Type	Article
Acceptance Date	Feb 28, 2018
Online Publication Date	Jun 14, 2018
Publication Date	Sep 1, 2018
Deposit Date	Feb 22, 2018
Publicly Available Date	Feb 23, 2018
Journal	Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Print ISSN	2376-7642
Publisher	American Society of Civil Engineers
Peer Reviewed	Peer Reviewed
Volume	4
Issue	3
Article Number	04018025
DOI	https://doi.org/10.1061/ajrua6.0000974

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Copyright Statement
This material may be downloaded for personal use only. Any other use requires prior permission of the American Society of Civil Engineers. This material may be found at https://doi.org/10.1061/ajrua6.0000974