dc.date.accessioned | 2013-03-12T08:18:29Z | |
dc.date.available | 2013-03-12T08:18:29Z | |
dc.date.issued | 2010 | en_US |
dc.date.submitted | 2011-07-08 | en_US |
dc.identifier.uri | http://hdl.handle.net/10852/10319 | |
dc.description.abstract | In the present paper we consider a multistate monotone system of multistate components. Following a Bayesian approach, the ambition is to arrive at the posterior distributions of the system availabilities and unavailabilities to the various levels in a fixed time interval based on both prior information and data on both the components and the system. We argue that a realistic approach is to start out by describing our uncertainty on the component availabilities and unavailabilities to the various levels in a fixed time interval, based on both prior information and data on the components, by the moments up till order m of their marginal distributions. From these moments analytic bounds on the corresponding moments of the system availabilities and unavailabilities to the various levels in a fixed time interval are arrived at. Applying these bounds and prior system information we may then fit prior distributions of the system availabilities and unavailabilities to the various levels in a fixed time interval. These can in turn be updated by relevant data on the system. This generalizes results given in (Natvig and Eide 1987) considering a binary monotone system of binary components at a fixed point of time. Furthermore, considering a simple network system, we show that the analytic bounds can be slightly improved by straightforward simulation techniques. | eng |
dc.language.iso | eng | en_US |
dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
dc.relation.ispartof | Preprint series. Statistical Research Report http://urn.nb.no/URN:NBN:no-23420 | en_US |
dc.relation.uri | http://urn.nb.no/URN:NBN:no-23420 | |
dc.rights | © The Author(s) (2010). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
dc.title | Bayesian Assessment of Availabilities and Unavailabilities of Multistate Monotone Systems | en_US |
dc.type | Research report | en_US |
dc.date.updated | 2011-07-08 | en_US |
dc.rights.holder | Copyright 2010 The Author(s) | |
dc.creator.author | Natvig, Bent | en_US |
dc.creator.author | Gåsemyr, Jørund | en_US |
dc.creator.author | Reitan, Trond | en_US |
dc.subject.nsi | VDP::410 | en_US |
dc.identifier.urn | URN:NBN:no-28568 | en_US |
dc.type.document | Forskningsrapport | en_US |
dc.identifier.duo | 132118 | en_US |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10319/1/stat-res-03-10.pdf | |