论文标题
在可靠性申请中指定先前的分布
Specifying Prior Distributions in Reliability Applications
论文作者
论文摘要
尤其是在面对有限信息的可靠性数据(例如,少数失败)时,使用贝叶斯推理方法有很大的动机。其中包括使用特定材料中的失败模式的物理学或以前的经验中使用信息的选项,以指定信息丰富的先验分布。另一个优点是能够做出统计推断的能力,而不必依靠(失败数量很小)来证明非bayesian方法是合理的。非bayesian方法的用户面临多种构建不确定性间隔(WALD,可能性和各种自举方法)的方法,当数据中的信息很少时,它们可以给出实质上不同的答案。对于贝叶斯推断,只有一种方法可以构建平等可靠的间隔,但是有必要提供先验的分布以完全指定模型。已经完成了许多工作来找到默认的先前分布,这些分布将提供具有良好(精确)频繁覆盖属性的推理方法。本文回顾了其中的一些工作,并提供,评估并说明了这些方法对可靠性数据的实际现实(例如,非平凡的审查)的实用性扩展和改编。
Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or previous experience with a failure mode in a particular material to specify an informative prior distribution. Another advantage is the ability to make statistical inferences without having to rely on specious (when the number of failures is small) asymptotic theory needed to justify non-Bayesian methods. Users of non-Bayesian methods are faced with multiple methods of constructing uncertainty intervals (Wald, likelihood, and various bootstrap methods) that can give substantially different answers when there is little information in the data. For Bayesian inference, there is only one method of constructing equal-tail credible intervals-but it is necessary to provide a prior distribution to fully specify the model. Much work has been done to find default prior distributions that will provide inference methods with good (and in some cases exact) frequentist coverage properties. This paper reviews some of this work and provides, evaluates, and illustrates principled extensions and adaptations of these methods to the practical realities of reliability data (e.g., non-trivial censoring).