Bayesian inference for probabilistic risk assessment : a by Dana Kelly, Curtis Smith PDF

By Dana Kelly, Curtis Smith

ISBN-10: 1849961867

ISBN-13: 9781849961868

ISBN-10: 1849961875

ISBN-13: 9781849961875

Bayesian Inference for Probabilistic danger Assessment presents a Bayesian beginning for framing probabilistic difficulties and acting inference on those difficulties. Inference within the publication employs a contemporary computational method often called Markov chain Monte Carlo (MCMC). The MCMC method should be carried out utilizing custom-written workouts or present basic objective advertisement or open-source software. This booklet makes use of an open-source software referred to as OpenBUGS (commonly often called WinBUGS) to resolve the inference difficulties which are described. A strong characteristic of OpenBUGS is its computerized collection of a suitable MCMC sampling scheme for a given challenge. The authors offer research “building blocks” that may be transformed, mixed, or used as-is to resolve a number of not easy problems.

The MCMC strategy used is carried out through textual scripts just like a macro-type programming language. Accompanying such a lot scripts is a graphical Bayesian community illustrating the weather of the script and the final inference challenge being solved. Bayesian Inference for Probabilistic danger evaluation also covers the $64000 subject matters of MCMC convergence and Bayesian version checking.

Bayesian Inference for Probabilistic possibility Assessment is aimed toward scientists and engineers who practice or evaluation hazard analyses. It presents an analytical constitution for combining facts and data from numerous assets to generate estimates of the parameters of uncertainty distributions utilized in probability and reliability models.

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5th percentile of xobs with this prior distribution is 0. 4. We wish to examine whether it is reasonable to pool the data from these 11 sources to estimate a single failure rate, k, in a Poisson aleatory model. One check we can do is to generate replicate failure counts from the posterior predictive distribution. OpenBUGS can generate a plot of the 95% credible interval from this distribution, with the observed data overlaid. This is obtained from the menu sequence Inference ? Comparisons ? Model Fit.

Assume that 32 valve failures were reported in a particular year for 8 facilities. Each facility has 210 such valves and is in operation the entire year. a. b. What is the simplest aleatory model that could be used to described the number of valve failures? What is the unknown parameter in this model? Find the posterior mean and 90% credible interval for the unknown parameter under the following prior distributions: 38 3 Bayesian Inference for Common Aleatory Models i. ii. iii. iv. 4 failures/106 h and variance 73/1012 h2.

A lognormal distribution with mean 1E-4/year and error factor 5 is going to be used as a prior distribution for a failure rate k. Data is provided for failures, where two failures were recorded over the last two years of cumulative operation. a. b. Find the 5th and 95th percentiles of the lognormal prior distribution. Find the mean, 5th and 95th percentiles of the posterior distribution. 3. 7, 16, 20, 25. 052/min. Find a posterior mean repair rate and 90% interval. 4. Assume that failures to start of a component can be described by a binomial distribution with probability of failure on demand, p.

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Bayesian inference for probabilistic risk assessment : a practitioner's guidebook by Dana Kelly, Curtis Smith

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