Bayesian reliability analysis with imprecise prior probabilities

The Bayesian framework for statistical inference offers the possibility of taking expert opinions into account, and is therefore attractive in practical problems concerning the reliability of technical systems. Probability is the only language in which uncertainty can be consistently expressed, and this requires the use of prior distributions for reporting expert opinions. In this paper an extension of the standard Bayesian approach based on the theory of imprecise probabilities and intervals of measures is developed. It is shown that this is necessary to take the nature of experts' knowledge into account. The application of this approach in reliability theory is outlined. The concept of imprecise probabilities allows us to accept a range of possible probabilities from an expert for events of interest and thus makes the elicitation of prior information simpler and clearer. The method also provides a consistent way for combining the opinions of several experts.     

Reliability Estimation for Accelerated Life Tests Based on a Cox Proportional Hazard Model with Error Effect

In this paper, a Cox proportional hazard model with error effect applied on the study of an accelerated life test is investigated. Statistical inference under Bayesian methods by using the Markov chain Monte Carlo techniques is performed in order to estimate the parameters involved in the model and predict reliability in an accelerated life testing. The proposed model is applied to the analysis of the knock sensor failure time data in which some observations in the data are censored. The failure times at a constant stress level are assumed to be from a Weibull distribution. The analysis of the failure time data from an accelerated life test is used for the posterior estimation of parameters and prediction of the reliability function as well as the comparisons with the classical results from the maximum likelihood estimation. Copyright © 2017 John Wiley & Sons, Ltd.     

Bayesian reliability: Combining information

ABSTRACT

One of the most powerful features of Bayesian analyses is the ability to combine multiple sources of information in a principled way to perform inference. This feature can be particularly valuable in assessing the reliability of systems where testing is limited. At their most basic, Bayesian methods for reliability develop informative prior distributions using expert judgment or similar systems. Appropriate models allow the incorporation of many other sources of information, including historical data, information from similar systems, and computer models. We introduce the Bayesian approach to reliability using several examples and point to open problems and areas for future work.     

Application of Bayesian Methods for Age‐Dependent Reliability Analysis

In this article, the authors present a general methodology for age‐dependent reliability analysis of degrading or ageing components, structures and systems. The methodology is based on Bayesian methods and inference—its ability to incorporate prior information and on ideas that ageing can be thought of as age‐dependent change of beliefs about reliability parameters (mainly failure rate), when change of belief occurs not only because new failure data or other information becomes available with time but also because it continuously changes due to the flow of time and the evolution of beliefs. The main objective of this article is to present a clear way of how practitioners can apply Bayesian methods to deal with risk and reliability analysis considering ageing phenomena. The methodology describes step‐by‐step failure rate analysis of ageing components: from the Bayesian model building to its verification and generalization with Bayesian model averaging, which as the authors suggest in this article, could serve as an alternative for various goodness‐of‐fit assessment tools and as a universal tool to cope with various sources of uncertainty. The proposed methodology is able to deal with sparse and rare failure events, as is the case in electrical components, piping systems and various other systems with high reliability. In a case study of electrical instrumentation and control components, the proposed methodology was applied to analyse age‐dependent failure rates together with the treatment of uncertainty due to age‐dependent model selection. Copyright © 2013 John Wiley & Sons, Ltd.     

Satellite and satellite subsystems reliability: Statistical data analysis and modeling

Reliability has long been recognized as a critical attribute for space systems. Unfortunately, limited on-orbit failure data and statistical analyses of satellite reliability exist in the literature. To fill this gap, we recently conducted a nonparametric analysis of satellite reliability for 1584 Earth-orbiting satellites launched between January 1990 and October 2008. In this paper, we extend our statistical analysis of satellite reliability and investigate satellite subsystems reliability. Because our dataset is censored, we make extensive use of the Kaplan–Meier estimator for calculating the reliability functions. We derive confidence intervals for the nonparametric reliability results for each subsystem and conduct parametric fits with Weibull distributions using the maximum likelihood estimation (MLE) approach. We finally conduct a comparative analysis of subsystems failure, identifying the “culprit subsystems” that drive satellite unreliability. The results here presented should prove particularly useful to the space industry for example in redesigning subsystem test and screening programs, or providing an empirical basis for redundancy allocation.     

Bayesian reliability analysis of a k-out-of-m system and the estimation of sample size and censoring time

In the absence of lifetime data on a complete system, it is desirable to use operational experience on its components in the Bayesian analysis of the system. The present study deals with Bayesian reliability analysis of a k-out-of-m system using two types of censored failure information. In another development, Bayesian confidence intervals for unreliability have been used for estimating the sample size and the censoring time needed to get sufficient failure information.     

Fuzzy belief propagation in constrained Bayesian networks with application to maintenance decisions

Bayesian networks have been widely applied to domains such as medical diagnosis, fault analysis, and preventative maintenance. In some applications, because of insufficient data and the complexity of the system, fuzzy parameters and additional constraints derived from expert knowledge can be used to enhance the Bayesian reasoning process. However, very few methods are capable of handling the belief propagation in constrained fuzzy Bayesian networks (CFBNs). This paper therefore develops an improved approach which addresses the inference problem through a max-min programming model. The proposed approach yields more reasonable inference results and with less computational effort. By integrating the probabilistic inference drawn from diverse sources of information with decision analysis considering a decision-maker's risk preference, a CFBN-based decision framework is presented for seeking optimal maintenance decisions in a risk-based environment. The effectiveness of the proposed framework is validated based on an application to a gas compressor maintenance decision problem.     

Integration of computation and testing for reliability estimation

This paper develops a methodology to integrate reliability testing and computational reliability analysis for product development. The presence of information uncertainty such as statistical uncertainty and modeling error is incorporated. The integration of testing and computation leads to a more cost-efficient estimation of failure probability and life distribution than the tests-only approach currently followed by the industry. A Bayesian procedure is proposed to quantify the modeling uncertainty using random parameters, including the uncertainty in mechanical and statistical model selection and the uncertainty in distribution parameters. An adaptive method is developed to determine the number of tests needed to achieve a desired confidence level in the reliability estimates, by combining prior computational prediction and test data. Two kinds of tests — failure probability estimation and life estimation — are considered. The prior distribution and confidence interval of failure probability in both cases are estimated using computational reliability methods, and are updated using the results of tests performed during the product development phase.     

Statistical Inference on Constant Stress Accelerated Life Tests under Generalized Gamma Lifetime Distributions

We will discuss the reliability analysis of the constant stress accelerated life tests when a parameter in the generalized gamma lifetime distribution is linear in the stress level. Statistical inference on the estimation of the underlying model parameters as well as the mean time to failure and the reliability function will be addressed on the basis of the maximum likelihood approach. Large sample theory will be derived for the goodness of fit of the data. Some simulation study and an illustrative real example will be presented to show the appropriateness of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

Power approximations for failure‐time regression models

Reliability experiments determine which factors drive product reliability. Often, the reliability or lifetime data collected in these experiments tend to follow distinctly non‐normal distributions and typically include censored observations. The experimental design should accommodate the skewed nature of the response and allow for censored observations, which occur when products do not fail within the allotted test time. To account for these design and analysis considerations, Monte‐Carlo simulations are frequently used to evaluate experimental design properties. Simulation provides accurate power calculations as a function of sample size, allowing researchers to determine adequate sample sizes at each level of the treatment. However, simulation may be inefficient for comparing multiple experiments of various sizes. We present a closed‐form approach for calculating power, based on the noncentral chi‐squared approximation to the distribution of the likelihood ratio statistic for large samples. The solution can be used to rapidly compare multiple designs and accommodate trade‐space analyses between power, effect size, model formulation, sample size, censoring rates, and design type. To demonstrate the efficiency of our approach, we provide a comparison to estimates from simulation.     

Bayes estimation of residual life by fusing multisource information

Residual life estimation is essential for reliability engineering. Traditional methods may experience difficulties in estimating the residual life of products with high reliability, long life, and small sample. The Bayes model provides a feasible solution and can be a useful tool for fusing multisource information. In this study, a Bayes model is proposed to estimate the residual life of products by fusing expert knowledge, degradation data, and lifetime data. The linear Wiener process is used to model degradation data, whereas lifetime data are described via the inverse Gaussian distribution. Therefore, the joint maximum likelihood (ML) function can be obtained by combining lifetime and degradation data. Expert knowledge is used according to the maximum entropy method to determine the prior distributions of parameters, thereby making this work different from existing studies that use non-informative prior. The discussion and analysis of different types of expert knowledge also distinguish our research from others. Expert knowledge can be classified into three categories according to practical engineering. Methods for determining prior distribution by using the aforementioned three types of data are presented. The Markov chain Monte Carlo is applied to obtain samples of the parameters and to estimate the residual life of products due to the complexity of the joint ML function and the posterior distribution of parameters. Finally, a numerical example is presented. The effectiveness and practicability of the proposed method are validated by comparing it with residual life estimation that uses non-informative prior. Then, its accuracy and correctness are proven via simulation experiments.     

Analysis of split‐plot reliability experiments with subsampling

Reliability experiments are important for determining which factors drive product reliability. The data collected in these experiments can be challenging to analyze. Often, the reliability or lifetime data collected follow distinctly nonnormal distributions and include censored observations. Additional challenges in the analysis arise when the experiment is executed with restrictions on randomization. The focus of this paper is on the proper analysis of reliability data collected from a nonrandomized reliability experiments. Specifically, we focus on the analysis of lifetime data from a split‐plot experimental design. We outline a nonlinear mixed‐model analysis for a split‐plot reliability experiment with subsampling and right‐censored Weibull distributed lifetime data. A simulation study compares the proposed method with a two‐stage method of analysis.     

A new approach for estimating parameters of two-parameter bathtub-shaped lifetime distribution under modified progressive hybrid censoring

The lifetime distributions with bathtub-shaped hazard rate functions and censoring scheme have been used widely in life testing and reliability engineering. This paper develops a new approach for estimating parameters of an important two-parameter lifetime data analysis model with bathtub-shaped hazard rate function under the assumption that sample is modified progressively hybrid censored. One of the most frequently used methodologies, maximum likelihood (ML) estimation, is used for estimating unknown parameters. The estimates of unknown parameters are proposed using popular Newton–Raphson algorithm because the estimators cannot be obtained in closed forms. It is well known that the convergence of Newton–Raphson algorithm is affected by an initial point. Therefore, a new Newton–Raphson algorithm with an adaptive initial point within the exact joint confidence region has been suggested to compute the ML estimation. Extensive numerical simulations show that the proposed algorithm converges all the times and it is effective. Finally, one real-world data set from engineering is analysed to illustrate the application of the proposed  method.     

Bayesian Inference and Life Testing Plan for the Weibull Distribution in Presence of Progressive Censoring

This article deals with the Bayesian inference of unknown parameters of the progressively censored Weibull distribution. It is well known that for a Weibull distribution, while computing the Bayes estimates, the continuous conjugate joint prior distribution of the shape and scale parameters does not exist. In this article it is assumed that the shape parameter has a log-concave prior density function, and for the given shape parameter, the scale parameter has a conjugate prior distribution. As expected, when the shape parameter is unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley's approximation to compute the Bayes estimates and the Gibbs sampling procedure to calculate the credible intervals. For given priors, we also provide a methodology to compare two different censoring schemes and thus find the optimal Bayesian censoring scheme. Monte Carlo simulations are performed to observe the behavior of the proposed methods, and a data analysis is onducted for illustrative purposes.     

Reliability inference for VGA adapter from dual suppliers based on contaminated type‐I interval‐censored data

Type‐I interval‐censoring scheme only documents the number of failed units within two prespecified consecutive exam times at the larger time point after putting all units on test at the initial time schedule. It is challenging to use the collected information from type‐I interval‐censoring scheme to evaluate the reliability of unit when not all admitted units are operated or tested at the same initial time and a majority of units are randomly selected to replace the failed test units at unrecorded time points. Moreover, the lifetime distribution of all pooled units from dual resources usually follows a mixture distribution. To overcome these two problems, a two‐stage inference process that consists of a data‐cleaning step and a parameter estimation step via either Markov chain Monte Carlo (MCMC) algorithm or profile likelihood method is proposed based on the contaminated type‐I interval‐censored sample from a mixture distribution with unknown proportion. An extensive simulation study is conducted under the mixture smallest extreme value distributions to evaluate the performance of the proposed method for a case study. Finally, the proposed methods are applied to the mixture lifetime distribution modeling of video graphics array adapters for the support of reliability decision.     

Using partial probability weighted moments and partial maximum entropy to estimate quantiles from censored samples

The maximum entropy principle constrained by probability weighted moments is an useful technique for unbiasedly and efficiently estimating the quantile function of a random variable from a sample of complete observations. However, censored or incomplete data are often encountered in engineering reliability and lifetime distribution analysis. This paper presents a new distribution free method for the estimation of the quantile function of a non-negative random variable using a censored sample of data, which is based on the principle of partial maximum entropy (MaxEnt) in which partial probability weighted moments (PPWMs) are used as constraints. Numerical results and practical examples presented in the paper confirm the accuracy and efficiency of the proposed partial MaxEnt quantile function estimation method for censored samples.     

Software reliability analysis for safety-critical and control systems

The transition from analog to digital safety-critical instrumentation and control (I&C) systems has introduced new challenges for software experts to deliver increased software reliability. Since the 1970s, researchers are continuing to propose software reliability models for reliability estimation of software. However, these approaches rely on the failure history for the assessment of reliability. Due to insufficient failure data, these models fail to predict the reliability of safety critical systems. This paper utilizes the Bayesian update methodology and proposes a framework for the reliability assessment of the safety-critical systems (SCSs). The proposed methodology is validated using experiments performed on real data of 12 safety-critical control systems of nuclear power plants.     

Reliability Data Analysis for Life Test Designed Experiments with Sub‐Sampling

The ability to model lifetime data from life test experiments is of paramount importance to all manufacturers, engineers and consumers. The Weibull distribution is commonly used to model the data from life tests. Standard Weibull analysis assume completely randomized designs. However, not all life test experiments come from completely randomized designs. Experiments involving sub‐sampling require a method for properly modeling the data. We provide a Weibull nonlinear mixed models (NLLMs) methodology for incorporating random effects in the analysis. We apply this methodology to a reliability life test on glass capacitors. We compare the NLLMs methodology to other available methods for incorporating random effects in reliability analysis. A simulation study reveals the method proposed in this paper is robust to both model misspecification and increasing levels of variance on the random effect. Copyright © 2012 John Wiley & Sons, Ltd.     

Reliability Assessment of Metallized Film Capacitors using Reduced Degradation Test Sample

Metallized film capacitor is a type of product with a long lifetime and high reliability. It is difficult to assess the lifetime and reliability using the traditional statistical inference method which is based on the large number of testing data. This paper presents a new testing methodology, called T‐performance degradation test, by dividing the test process into several stages. In each stage, the sample size of working capacitors under test decreases stage by stage until the test lasts enough time with few survival capacitors. Leveraging the T‐performance degradation data, this paper further presents a reliability assessment model to predict the lifetime of the high‐performance capacitors. Finally, the reliability assessment model is demonstrated on a type of high‐performance metallized film capacitors used in the energy module of the laser facility. Copyright © 2012 John Wiley & Sons, Ltd.     

A Framework for Reliability Prediction During Product Development Process Incorporating Engineering Judgments

This paper presents a comprehensive framework for reliability prediction during the product development process. Early in the product development process, there is typically little or no quantitative evidence to predict the reliability of the new concept except indirect or qualitative information. The proposed framework addresses the issue of utilizing qualitative information in the reliability analysis. The framework is based on the Bayesian approach. The fuzzy logic theory is used to enhance the capability of the Bayesian approach to deal with qualitative information. This paper proposes to extract the information from various design tools and design review records and incorporate it into the Bayesian framework through a fuzzy inference system. The Weibull distribution is considered as failure/survival time distribution with the assumption of a known value of shape factor. Initial parameters of the Weibull distribution are estimated from warranty data of prior systems to estimate the initial Bayesian parameter ( λ_t). The applicability of the framework is illustrated via an example.