Title: Modelling complexities in reliability, and the role of simulation in Bayesian computation

Authors: Satyanshu K. Upadhyay, Adrian F.M. Smith

Addresses: Department of Statistics, Banaras Hindu University, Varanasi, India. ' Department of Mathematics, Imperial College, London, UK

Abstract: Complexities in failure behaviour are increasing day by day with the development of more and more sophisticated components (or systems), and can no longer be represented by simple tractable models. Moreover, traditional approaches to Bayesian analyses of complex models often involve non-trivial numerical integrations, which become even more difficult if the data available are subjected to censoring mechanisms, or if the parameter space is constrained. In this paper, we review how these apparent difficulties can be overcome by the use of simulation techniques.

Keywords: complex models; life testing inferences; Bayesian analysis; simulation; reliability; modelling; failure behaviour.

DOI: 10.1504/IJCEELL.1994.030293

International Journal of Continuing Engineering Education and Life-Long Learning, 1994 Vol.4 No.1/2, pp.93 - 104

Published online: 14 Dec 2009 *

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