The approximation of system reliability posterior distributions. (English) Zbl 0651.62092
To obtain system reliability estimates, we consider the Bayesian approach in which the difficulties are largely due to the intractability of the posterior distribution of system reliability. Several approximate methods are described and their effectiveness compared. In particular, we introduce asymptotic expansions and saddlepoint methods and these are shown to give very good approximations for percentage points and for the distribution function of system reliability. The methods are applied to coherent systems. The reliability function of such systems is monotonically increasing in the reliability of each component.
Keywords:
posterior distribution of system reliability; asymptotic expansions; saddlepoint methods; approximations for percentage points; coherent systemsReferences:
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