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An application of the MTP 2 property on bounds on system reliability
Author(s) -
Gåsemyr J.,
Natvig B.
Publication year - 1997
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/(sici)1520-6750(199712)44:8<741::aid-nav3>3.0.co;2-a
Subject(s) - reliability (semiconductor) , joint probability distribution , component (thermodynamics) , joint (building) , property (philosophy) , computer science , order (exchange) , distribution (mathematics) , reliability engineering , econometrics , statistics , mathematics , engineering , economics , structural engineering , mathematical analysis , power (physics) , physics , philosophy , epistemology , finance , quantum mechanics , thermodynamics
This paper is concerned with the joint prior distribution of the dependent reliabilities of the components of a binary system. When this distribution is MTP 2 (Multivariate Totally Positive of Order 2), it is shown in general that this actually makes the machinery of Natvig and Eide [7] available to arrive at the posterior distribution of the system's reliability, based on data both at the component and system level. As an illustration in a common environmental stress case, the joint prior distribution of the reliabilities is shown to have the MTP 2 property. We also show, similarly to Gåsemyr and Natvig [3], for the case of independent components given component reliabilities how this joint prior distribution may be based on the combination of expert opinions. A specific system is finally treated numerically. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 741–755, 1997