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??The reliability of gas fire-extinguishing system is difficult to calculate because of the small sample size, so this paper uses Bayesian method to calculate reliability of the gaseous fire-extinguishing system. The method process includes conversion of multi-source prior information, information fusion, information check, weight calculation and reliability calculation of unit and system. The method properly solves the problem of reliability calculation by combining the field sample information with multi-source prior information.     

基于Bayes估计的金融风险值——VaR计算

初步研究了用Bayes估计计算金融风险值VaR,同时阐明了运用极值理论方法在Bayes估计下的金融风险值计算。并且借助统计计算方法——MCMC算法来求解参数的Bayes估计,有效的将Bayes思想融入到了VaR的计算中。用Bayes估计计算金融风险值VsR,可以帮助投资者将观测数据和自己所掌握的经验信息对VaR模型进行调整,使得vsR模型能够更准确地反映出金融市场的风险状况,据此做出更加正确的投资决策。     

基于Kullback信息融合方法的串联系统可靠性评估

讨论了串联系统在具有多源验前信息的情形下的可靠性评估问题,运用K u llback信息作为分布之间距离的度量,在K u llback信息的融合准则下对多个先验分布进行融合.并以融合后的先验分布作为系统的最终验前分布,对串联系统的可靠性指标进行Bayes估计.最后进行的计算机随机模拟结果表明,文中所提出的方法合理且便于应用.     

K/n(G)系统可靠性评定的多源验前信息融合方法

在多源验前信息的情况下,以k/n(G)系统为例,讨论了如何对系统的可靠性指标进行估计的问题.在多个验前信息源给出了系统可靠性指标点估计的情况下,利用多层Bayes方法及经验Bayes方法对这些数据进行融合,并给出系统可靠性指标的Bayes点估计,同时对系统可靠度的置信区间也作了讨论.仿真算例表明这种处理方法是合理有效的.     

不同先验分布下的后验分布确定土力学参数

岩土工程中各土层参数的取值是根据现场及室内试验数据,采用经典统计学方法进行确定的,但这往往忽略了先验信息的作用。与经典统计学方法不同的是,Bayes法能从考虑先验分布的角度结合样本分布去推导后验分布,为岩土参数的取值提供一种新的分析方法。岩土工程勘察可视为对总体地层的随机抽样,当抽样完成时,样本分布密度函数是确定的,故Bayes法中的后验分布取决于先验分布,因此推导出两套不同的先验分布:利用先验信息确定先验分布及共轭先验分布。通过对先验及后验分布中超参数的计算,当样本总体符合N(μ,σ2)正态分布时,对所要研究的未知参数μ和σ展开分析,综合对比不同先验分布下后验分布的区间长度,给出岩土参数Bayes推断中最佳后验分布所要选择的先验分布。结果表明:共轭情况下的后验分布总是比无信息情况下的后验区间短,概率密度函数分布更集中,取值更方便。在正态总体情形下,根据未知参数μ和σ的联合后验分布求极值方法,确定样本总体中最大概率均值μ_max和方差σ_max作为工程设计采用值,为岩土参数取值方法提供了一条新的路径,有较好的工程意义。     

带模糊参数的系统模糊可靠度分析

含模糊参数系统的可靠性理论研究具有广泛的实际应用背景,但由于模糊数运算的隶属函数表达困难,影响和制约着模糊参数系统的模糊可靠性理论与应用的研究。本文利用模糊数的结构元表示,给出了模糊表达式隶属函数确定的两种方法,进而得到了具有模糊参数的不可修复串联和并联系统模糊可靠度的隶属函数表达式。     

无失效数据情形失效率的综合估计

对指数分布的无失效数据，提出了无失效数据情形失效率的综合估计法。在失效率的先验分布为截尾Gamma分布时，给出了失效率的多层Bayes估计。在引进失效信息后，在失效率的先验分布为截尾Gamma分布时，给出了失效率的多层Bayes估计和综合估计，并给出了可靠度的综合估计，结合实际问题进行了计算。     

未确知有理数在结构可靠性分析中的应用

在结构可靠性分析中,结构抗力和作用效应受许多未确知因素的影响.通过引入未确知数学对这些未确知因素进行了处理,对结构可靠性进行了分析和计算.最后不仅给出了结果的数值,而且给出了相应的可信度,整个计算过程简洁,是结构可靠性分析的比较符合实际的、更有效的计算方法.     

随机结构系统基于可靠性的优化设计

提出了以梁板（薄板）为基体的随机结构系统（即结构元件的面积、长度、弹性模量和强度等均为随机变量）在随机载荷作用下,基于可靠性的优化设计方法．给出了随机结构系统安全余量和系统可靠性指标的敏度表达式;给出最佳矢量型算法．首先是用改进的一次二阶矩和随机有限元法求出安全余量的可靠性指标的表达式,然后用概率网络估算(PNET)法求出系统失效概率的公式,对该式两边求导得出了系统可靠性指标的敏度表达式,进而用最佳矢量型算法进行优化设计．在优化迭代过程中,采用梯度步和最佳矢量步相结合的方法进行计算．最后给出了一个算例,说明该方法计算效率高,收敛稳定,适合工程应用．     

二项分布下的一种贝叶斯可靠性验收试验方案

为了合理利用先验信息制定可靠性验收试验方案，以降低验收试验的费用，在进行可靠性定型试验的前提下，提出了一种先验信息加工方法，并根据生产与使用双方实际所关心的风险意义，制定了产品可靠性验收试验的一种贝叶斯方案。算例结果证实，该方案在保证了生产方与使用方利益的前提下，减少了试验量，降低了验收试验费用。说明所提出的先验信息利用方式是有效的。     

结构模糊可靠性分析方法的泛灰求解

针对现有的基于区间求解结构模糊可靠度方法的缺陷,提出了一种新的求解结构模糊可靠度方法.该方法利用泛灰数描述与结构基本变量概率分布相关的不确定参数,并将这些泛灰数引入到结构模糊可靠度计算中,得出了较为精确的结构可靠度计算结果.数值算例表明,该方法得到的结构可靠度区间更窄,实现了利用较少的信息量得到较精确的可靠度计算结果,相比传统的结构模糊可靠度计算方法能提供更多、更精确的关于结构安全程度的有用信息.     

Pattern’s reliability importance under dependence condition and different information levels

Using martingale methods in reliability theory we developed the Barlow and Proschan reliability importance of a pattern to the system reliability under dependence conditions. We allowed several levels of information to calculate the importance measure.     

大型网络基于连通可靠度的最优可靠度分配

由于网络连通可靠度计算属于NP-hard问题,当系统可靠度无法显式表达时,基于连通可靠度的大型复杂网络优化通常只能采用启发式优化算法解决．通过对复杂网络连通可靠度算法结构的分析,给出了系统连通可靠度的Taylor方程．采用遗传算法,由系统连通可靠度的Taylor方程确定种群适应值,得到一个系统最优可靠度分配方案;将最优解带入改进Minty算法或递推分解算法中,计算该最优解的连通可靠度精确值和对应的连通可靠度的Taylor展开方程;再次采用遗传算法求最优解．当最优解对应的可靠度精确值和Taylor方程算得得近似值误差小于指定精度时,则此最优解为最终的系统最优可靠度分配方案A·D2将此优化过程称为迭代遗传算法．算例显示迭代遗传算法不仅可用于大型网络的连通可靠度最优分配,而且优化迭代过程中可以得到多组阶段最优解,这些解均落在最优解附近,构成了近似最优解群,在实际工程优化中拓展了选择面．     

线性回归模型的Bayes统计推断

Bayes方法虽融合了样本信息和先验信息，但利用的先验信息都是有历史经验和专家估计所得，因此可靠度不高。该文研究了正态线性回归模型：Y=Xβ＋e，e—N（0，σ^2。L），其中σ^2已知，β为未知参数向量，对传统的Bayes方法进行了改进，即把Bayes方法中的后验信息作为改进Bayes的无验信息并融合样本信息进行统计推断，在二次损失函数下得到了β的改进的Bayes估计。由于改进的Bayes方法的先验信息中有样本信息，因此其准确度比传统的Bayes方法准确度更高。     

基于正态分布的逐批抽样检验贝叶斯控制图控制限研究

在生产条件受控的状态下,先验分布与后验分布应服从同一分布,在假设该分布为正态分布的前提下,根据贝叶斯理论推导出均值、极差和标准差的迭代计算公式,并依此计算控制图的控制限,使有效的先验批检验信息得到充分运用,弥补传统控制图在小批量生产环境下样本信息不足的缺点。研究发现,基于贝叶斯原理的统计控制图控制限随着检验批次的逐渐增加,更接近控制界限的实际值,比传统控制图的控制效果更加可靠、有效。     

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??The linear accelerated model is often used to the statistical analysis of constant stress accelerated life test, whereas it does not relate well with the facts. By adopting the power functional accelerated model, the relationship of sample quantiles among different constant stress levels is obtained, which can lead to the estimations of the parameters in accelerated model and the characteristic coefficient vectors by virtue of the least square method, then the life-time data transformation between different stress levels can be operated. For complete data and censoring data, a Dirichlet process prior is introduced to gain the posterior distribution and the nonparametric Bayesian estimation of the reliability function, meanwhile, the consistency of the posterior estimators is proved. Finally, a real life example of Metal-Oxide-Semiconductor capacitors is analyzed to illustrate the effect of our model.     

基于粒子群优化Kriging模型的边坡可靠度分析

采用传统极限平衡法进行边坡可靠度分析时,不可避免会遇到一个问题,即边坡功能函数形式的高度非线性以及隐含性.对于隐式功能函数,传统的求解方法是通过对功能函数进行多次迭代,从而得到安全系数值.但是由于功能函数的形式较为复杂,导致迭代计算的过程变得尤为繁琐且效率低下.鉴于传统边坡可靠度分析中存在的安全系数计算繁琐耗时的问题,...     

Interval statistic based reliability analysis method on small sample hot test of satellite thruster

As one of the most important components of satellites, the thruster must maintain high reliability, but the assessment is difficult when lacking test failure data. When conducting hot test of the satellite thruster, we encountered the problem of reliability assessment on type-I censored data with only one failure, which is common for small sample tests. This paper proposes a novel interval statistic based reliability analysis method, which can fulfill the life information from the failure time to the censored time ignored by conventional methods, and improve the assessment accuracy. In this paper, a life distribution model is established by proper failure mechanism analysis and prior test information exploitation. As thrust chamber burning-through has been considered as the main failure mode, life test of the chamber coating was conducted under different thermal conditions to obtain the model parameter. Based on the interval statistic theory, a detailed derivation is illustrated. Then, reliability assessment and life prediction for the satellite thruster in both transfer orbit phase and synchronous orbit phase have been achieved, and the results show that our method performs very well, which provides an important way for dealing with test data with only one failure.     

Reliability and covariance estimation of weighted k-out-of-n multi-state systems

In the literature of reliability engineering, reliability of the weighted k-out-of-n system can be calculated using component reliability based on the structure function. The calculation usually assumes that the true component reliability is completely known. However, this is not the case in practical applications. Instead, component reliability has to be estimated using empirical sample data. Uncertainty arises during this estimation process and propagates to the system level. This paper studies the propagation mechanism of estimation uncertainty through the universal generating function method. Equations of the complete solution including the unbiased system reliability estimator and the corresponding unbiased covariance estimator are derived. This is a unified approach. It can be applied to weighted k-out-of-n systems with multi-state components, to weighted k-out-of-n systems with binary components, and to simple series and parallel systems. It may also serve as building blocks to derive estimators of system reliability and uncertainty measures for more complicated systems.     

Generalized beta prior models on fraction defective in reliability test planning

In many reliability analyses, the probability of obtaining a defective unit in a production process should not be considered constant even though the process is stable and in control. Engineering experience or previous data of similar or related products may often be used in the proper selection of a prior model to describe the random fluctuations in the fraction defective. A generalized beta family of priors, several maximum entropy priors and other prior models are considered for this purpose. In order to determine the acceptability of a product based on the lifelengths of some test units, failure-censored reliability sampling plans for location-scale distributions using average producer and consumer risks are designed. Our procedure allows the practitioners to incorporate a restricted parameter space into the reliability analysis, and it is reasonably insensitive to small disturbances in the prior information. Impartial priors are used to reflect prior neutrality between the producer and the consumer when a consensus on the elicited prior model is required. Nonetheless, our approach also enables the producer and the consumer to assume their own prior distributions. The use of substantial prior information can, in many cases, significantly reduce the amount of testing required. However, the main advantage of utilizing a prior model for the fraction defective is not necessarily reduced sample size but improved assessment of the true sampling risks. An example involving shifted exponential lifetimes is considered to illustrate the results.