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Key Words: Bayes method, Reliability demonstration, Prior distribution, Binomial subsystem data, Beta distribution.
4. APPROACH
4.1 General Procedure
meets the consumer’s and producer’s requirements can be - Posterior P(R >RJ or MTBF represents system MTBF
- Posterior P(MTBF >€I) R, is a specified reliability value
derived using existing methods. This approach is illustrated in
Fig 1.
Though the approach illustrated in Fig 1 is applicable for all Fig 1 : Proposed Bayesian Reliability Demonstration Approach for
Systems that Only have Subsystem Test Data
types of systems, this paper is only focused on the attribute
reliability systems that are in series. The collected subsystem
test data are binomially dish-ibuted, i.e. in terms of number of There are other LCB methods like the Likelihood Ratio
units tested and number of failures. For other types of system, method proposed by Madansky (Ref. 8) and the Maximum
the same approach can be used with an appropriate confidence Likelihood Estimator method proposed by Rosenblatt (Ref. 9).
bound model. However, they are only applicable for the case where there is
at least one failure per subsystem. They also do not agree with
4.2 Selection of Lower Confidence Bound the optimum bounds as well as the Mann’s A 0 LCB
especially when extremely high reliabilities are involved.
A literature search was c o n d u c t e d t o identify m e t h o d s that Some numerical comparisons between t h e s e bounds are made
derive lower confidence bounds of the system reliability based in Ref. 6 .
on subsystem reliability data. Mann’s Approximately
Optimum Lower Confidence Bound ( A 0 LCB) (see Ref. 5 - 4.3 Defining System Prior Using Mann s A 0 LCB
6 ) is selected as the Lower Confidence Bound model required
in the proposed approach. It is applicable to subsystem data In Bayesian Reliability Demonstration, the prior distribution
that are binomially distributed. is critically important as it depicts the confidence in the
Though the Exact Method proposed by Lipow and Riley system reliability prior to the reliability demonstration and
(Ref. 7) generates optimum (correspond to shortest intervals) influences the eventual confidence after the reliability
lower confidence bounds, it is tedious as iterative computing demonstration. When the prior confidence is high the sample
is required and a uniformly distributed random number must size required for the reliability demonstration is small.
Thus the derivation of Beta parameters is straight-forward if For example, if the required posterior confidence are :
subjective confidence statements about the system reliability
as in equations (1) and (2) can be defined. It is simply solving Consumer : Posterior P(R 2 R, I Accept) 2 1 - 0’ (9)
for a and b from the two simultaneous equations (3) and (4).
However, subjective statements are always subjected to Producer : Posterior P(R I R, I Reject) 1 1 - U* (10)
controversy. For cases where system level test data are
available, other objective methods like method of Marginal where
Maximum Likelihood and method of Moments that are
described in Ref. 1 can be used to determine the prior R represents the system reliability
distribution. For our case where only subsystem test data are RL is the consumer’s Reliability requirement
available, it is proposed to use Mann’s A 0 LCB model (Ref. Ru is the Reliability specified by the producer
6) to generate equations similar to (1) & (2), i.e. 1 - 0’and 1 - a*are preselected high assurance values
lLP(Accept I R ) g( R ) dR
= 1-p'
P(R20. 8869) = 0.80 and
where
0.88691 = 0.80
g(R) =Prior probability density function of R.
and
P(Accept I R) = P(number of failures in the test of n
samples 5 c I R) ,
P(Reject I R) = P(number of failures in the test of n
1- g( p
a+ 1)(0.8507)"1b~1~f(1- 0.8507)' = 0.90
samples > c I R)
which are functions of n, c, and R . The values of the Beta parameters a and b can be computed
from these two simultaneous equations with the help of
For a Beta prior distribution and binomial sampling, spreadsheet using trial and error. They are estimated as a = 24
and b = 2. Thus the system prior distribution is identified as
(a +b-I)! Beta(24,2).
g(R) = R"-'(l- R)*-' ;a, b 1 1.
(a -I)!@ - l)!
In this example, it is desired to derive a Bayesian system
reliability demonstration test plan that satisfies the following
P(Accept consumer's posterior confidence requirement on the system
reliability :
Subsystem 1 2 3 4 5 6 7 8
No. of Tests 40 40 35 35 30 30 25 25
No. of Failures 1 0 0 0 0 0 0 0
Lin Mei Ten Dr. Min Xie is an academic staff in the Systems and Industrial Engineering
DSO National Laboratories Department at the National University of Singapore. He has published
20 Science Park Drive numerous papers in international journals and is the author of two books. He
Singapore Science Park is a senior member of IEEE and is a member of ASQC and SRE. Dr. Xie
Singapore 1 18230 received his M.S. from the Royal Institute of Technology in Stockholm, and
Singapore his Ph. D. degree in Quality Technology from Linkoping University in
Internet (E-mail): tlinmei@dso.org.sg Sweden in 1987.