Bayes Analysis of Reliability for Complex Systems

Eugene Y. Chang and William E. Thompson
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Eugene Y. Chang: ESL Inc., Vienna, Virginia
William E. Thompson: ARINC Research Corporation, Annapolis, Maryland

Operations Research, 1976, vol. 24, issue 1, 156-168

Abstract: We present a method for computing Bayes confidence limits for the reliability of an arbitrary series-parallel system consisting of failure independent modules. Each module has an internal structure of one or more failure independent devices in series, and each device consists of one operating component with identical nonoperating standby components. Each component is assumed to have exponential distribution of life with unknown failure rates that must be estimated from test data. We outline a systematic procedure to compute the posterior distribution of system reliability, from which exact confidence limits can be obtained. The posterior distribution function is developed in terms of an expansion in shifted Chebyshev polynomials of the second kind whose convergence properties and numerical evaluation are well suited for practical applications.

Date: 1976
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