• Title of article

    Bayesian methodology for reliability model acceptance

  • Author/Authors

    Ruoxue Zhang ، نويسنده , , Sankaran Mahadevan، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    9
  • From page
    95
  • To page
    103
  • Abstract
    This paper develops a methodology to assess the reliability computation model validity using the concept of Bayesian hypothesis testing, by comparing the model prediction and experimental observation, when there is only one computational model available to evaluate system behavior. Time-independent and time-dependent problems are investigated, with consideration of both cases: with and without statistical uncertainty in the model. The case of time-independent failure probability prediction with no statistical uncertainty is a straightforward application of Bayesian hypothesis testing. However, for the life prediction (time-dependent reliability) problem, a new methodology is developed in this paper to make the same Bayesian hypothesis testing concept applicable. With the existence of statistical uncertainty in the model, in addition to the application of a predictor estimator of the Bayes factor, the uncertainty in the Bayes factor is explicitly quantified through treating it as a random variable and calculating the probability that it exceeds a specified value. The developed method provides a rational criterion to decision-makers for the acceptance or rejection of the computational model.
  • Keywords
    hypothesis testing , Bayesian statistics , model validation , Statistical uncertainty , Bayes factor , Model uncertainty , Model testing
  • Journal title
    Reliability Engineering and System Safety
  • Serial Year
    2003
  • Journal title
    Reliability Engineering and System Safety
  • Record number

    1187125