On Bayesian estimation of system reliability

Abstract

For a system with n s-independent components, the uncertainty regarding the reliability of components for a fixed point of time is expressed by a Bayesian probability distribution. Using the moments of these distributions, the exact moments of the system reliability distribution are derived, from which a discrete probability density function is obtained on the basis of the principle of maximum entropy. Taking this distribution as a prior distribution for system reliability, a posterior density function for the system reliability is constructed either using the data obtained from life tests conducted at a system level or from field data. For tracking the evolution of the reliability distribution over time, a modified Kalman filter technique, along with use of a Bayesian procedure, is proposed. This method is simple, elegant and easy to compute.