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EXACT BAYESIAN ESTIMATION OF SYSTEM RELIABILITY WITH POTENTIAL MISCLASSIFICATIONS IN SAMPLING

N. TURKKAN

Department of Mathematics and Statistics, Université de Moncton, Moncton, NB E1A 3E9, Canada

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and

T. PHAM-GIA

Department of Mathematics and Statistics, Université de Moncton, Moncton, NB E1A 3E9, Canada

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https://doi.org/10.1142/S0218539304001488Cited by:1 (Source: Crossref)

Abstract

We provide the exact expression of the reliability of a system under a Bayesian approach, using beta distributions as both native and induced priors at the system level, and allowing uncertainties in sampling, expressed under the form of misclassifications, or noises, that can affect the final posterior distribution. Exact 100(1-α)% highest posterior density credible intervals, for system reliability, are computed, and comparisons are made with results from approximate methods proposed in the literature.

Keywords:

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