Bayesian Confidence Limits for the Reliability of Cascade Exponential Subsystems

The problem treated here is that of deriving exact Bayesian confidence intervals for the reliability of a cascade system consisting of N independent subsystems each having an exponential distribution of life with a failure rate which is estimated from life test data. The posterior probability density function of the system reliability is derived in closed form, using the method of the Mellin integral transform. The posterior distribution function is obtained, yielding Bayesian confidence limits on the total system reliability. These results, which are believed to be new for N > 3, have an immediate application to problems of reliability evaluation and test planning.