The combined use of data and expert estimates in population variability analysis

Reliability Engineering and System Safety

Volumn 83, Issue 3, 2004, Pages 311-321

  Droguett, Enrique Lopez ^a   Groen, Frank ^b   Mosleh, Ali ^b  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Bayes theorem; Expert opinion; Likelihood function; Population variability; Prior distribution

Indexed keywords

COMPUTATIONAL METHODS; ERROR ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; RELIABILITY;

BAYES THEOREM; BAYESIAN APPROACH; LIKELIHOOD FUNCTIONS; POPULATION VARIABILITY;

POPULATION STATISTICS;

EID: 0346341084     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2003.10.007     Document Type: Article

References (22)

1. Kaplan S. On a 'two-stage' Bayesian procedure for determining failure rates from experimental data. IEEE Trans Power Appar Syst. PAS-102:(1):1983;195-199.
2. Martz H., Waller. Bayesian reliability analysis. 1991;Krieger Publishing Company, Florida.
3. Singpurwalla N.D. Foundational issues in reliability and risk analysis. SIAM Rev. 30:(2):1988;264-282.
4. Siu N.O., Kelly D.L. Bayesian parameter estimation in probabilistic risk assessment. Reliab Engng Syst Safety. 62:(1-2):1998;89-116.
5. Vaurio J. On analytic empirical Bayes estimation of failure rates, plus discussion. Risk Anal. 7:1987;329-338.
6. Hora S.C., Iman R.L. Bayesian modeling of initiating event frequencies at nuclear power plants. Risk Anal. 10:1990;. p. 102-9.
7. Pörn K. The two-stage Bayesian method used for the T-book application. Reliab Engng Syst Safety. 51:(2):1996;169-179.
8. Deely J.J., Lindley D.V. Bayes Empirical Bayes. J Am Stat Assoc. 76:(376):1981;833-841.
9. Frohner F. Analytic Bayesian solution of the two-stage Poisson-type problem in probabilistic risk analysis. Risk Anal. 5:(3):1985;217-234.
10. Kaplan S. The two-stage Poisson-type problem in probabilistic risk analysis. Risk Anal. 5:(3):1985;227-230.
11. Hofer E. On two-stage Bayesian modeling of initiating event frequencies and failure rates. Reliab Engng Syst Safety. 66:(1):1999;97-99.
12. Hofer E., Hora S.C., Iman R.L., Peschke J. On the solution approach for Bayesian modeling of initiating event frequencies and failure rates. Risk Anal. 17:(2):1997;249-252.
13. Mosleh A., Apostolakis G. The assessment of probability distributions from expert opinions with an application to seismic fragility curves. Risk Anal. 6:(4):1986;447-461.
14. Mosleh A., Apostolakis G. The development of a generic data base for failure rates. International Topical Meeting on Probabilistic Safety Methods and Applications, San Francisco, CA. 1985;. p. 48-1-48-10.
15. Mosleh A. Bayesian modeling of expert-to-expert variability and dependence in estimating rare event frequencies. Reliab Engng Syst Safety. 38:(1-3):1992.
16. Jouini M.N., Clemen R.T. Copula models for aggregating expert opinions. Oper Res. 44:(3):1996;444-457.
17. Droguett EL, Mosleh A. A framework for quantifying model uncertainty. Technical Report. University of Maryland; 1999.
18. Pickard, Lowe, Garrick, Inc. Seabrook station risk management and emergency planning study, prepared for Public Service Company of New Hampshire and Yankee Atomic Electric Company, PLG-0432; December 1985.
19. RISKMAN, Integrated Quantitative Risk Assessment Package. Newport Beach, CA: PLG Inc.
20. Meyer W., Hennings W. Prior distributions in two-stage Bayesian estimation of failure rates. Kafka P., Schüller G.I. Proceedings of the ESREL'99, 10th European Conference. vol. 2:1999;893-898 A.A. Balkema, The Netherlands.
21. Chib S., Greenberg E. Understanding the Metropolis-Hastings algorithm. Am Stat. 49:(4):1995;327-335.
22. Gilks W.R., Richardson W.R., Spiegelhalter D.J. Markov chain Monte Carlo in practice. 1996;Chapman & Hall, London.