An application of the MTP2 property on bounds on system reliability

J. Gåsemyr and B. Natvig

Naval Research Logistics (NRL), 1997, vol. 44, issue 8, 741-755

Abstract: This paper is concerned with the joint prior distribution of the dependent reliabilities of the components of a binary system. When this distribution is MTP2 (Multivariate Totally Positive of Order 2), it is shown in general that this actually makes the machinery of Natvig and Eide [7] available to arrive at the posterior distribution of the system's reliability, based on data both at the component and system level. As an illustration in a common environmental stress case, the joint prior distribution of the reliabilities is shown to have the MTP2 property. We also show, similarly to Gåsemyr and Natvig [3], for the case of independent components given component reliabilities how this joint prior distribution may be based on the combination of expert opinions. A specific system is finally treated numerically. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 741–755, 1997

Date: 1997
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https://doi.org/10.1002/(SICI)1520-6750(199712)44:83.0.CO;2-A

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:44:y:1997:i:8:p:741-755

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