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Fuzzy Bayesian system reliability assessment based on exponential distribution
Authors:Hsien-Chung Wu
Affiliation:Department of Mathematics, National Kaohsiung Normal University, Kaohsiung 802, Taiwan
Abstract:The Bayesian system reliability assessment under fuzzy environments is proposed in this paper. In order to apply the Bayesian approach, the fuzzy parameters are assumed as fuzzy random variables with fuzzy prior distributions. The (conventional) Bayesian estimation method will be used to create the fuzzy Bayes point estimator of system reliability based on Exponential distribution by invoking the well-known theorem called “Resolution Identity” in fuzzy sets theory. On the other hand, we also provide the computational procedures to evaluate the membership degree of any given Bayes point estimate of system reliability. In order to achieve this purpose, we transform the original problem into a nonlinear programming problem. This nonlinear programming problem is then divided into four subproblems for the purpose of simplifying computation. Finally, the subproblems can be solved by using any commercial optimizers, e.g., GAMS or LINGO (LINDO).
Keywords:Bayes point estimators   Failure rate   Fuzzy real numbers   Lifetime data   Nonlinear programming   System reliability
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