Probability-informed testing for reliability assurance through Bayesian hypothesis methods

https://doi.org/10.1016/j.ress.2009.11.006Get rights and content

Abstract

Bayesian inference techniques play a central role in modern risk and reliability evaluations of complex engineering systems. These techniques allow the system performance data and any relevant associated information to be used collectively to calculate the probabilities of various types of hypotheses that are formulated as part of reliability assurance activities. This paper proposes a methodology based on Bayesian hypothesis testing to determine the number of tests that would be required to demonstrate that a system-level reliability target is met with a specified probability level. Recognizing that full-scale testing of a complex system is often not practical, testing schemes are developed at the subsystem level to achieve the overall system reliability target. The approach uses network modeling techniques to transform the topology of the system into logic structures consisting of series and parallel subsystems. The paper addresses the consideration of cost in devising subsystem level test schemes. The developed techniques are demonstrated using several examples. All analyses are carried out using the Bayesian analysis tool WinBUGS, which uses Markov chain Monte Carlo simulation methods to carry out inference over the network.

Introduction

As systems are designed and constructed for application, frequently the question of testing to demonstrate a desired level of reliability arises. For example, in the nuclear power generation industry, regulatory standards mandate that “risk important” components be demonstrably able to achieve their claimed reliability values [1], [2]. For space applications, the use of human-crewed space vehicles heightens the desire to achieve an acceptable level of reliability to provide assurance that fatality risks are low. While this desire to have acceptable reliability levels is pervasive, formal methods to demonstrate compliance with target reliability levels are not commonly known or employed. It is the focus of this paper to provide such methods by providing a theoretical discussion of the Bayesian approach and applying that method to representative problems.

We will begin the discussion by simply posing the following question:

How many trials are needed to show that the unreliability of a device (i.e., the probability it fails on demand) is 0.001 with 50% probability?

The short answer to this question is that we use Bayesian methods [3] via Bayes’ Theorem, to determine how many trials (or tests to use test-engineering terminology) are required to ensure – with probability of at least 50% – that the device unreliability is no larger than 0.001. To see how this approach is useful, we first need to review the fundamentals of the Bayesian approach in Section 2. In Section 3, we address the problem of determining the number of tests of a single device required for reliability assurance in the case of no prior information. Then, in Section 4, we cover the same problem but for the case where prior information is available. In Section 5 we address the analysis methods required when determining Bayesian reliability assurance tests for complex systems. Lastly, we provide conclusions in Section 6.

Section snippets

Review of Bayesian concepts

We will begin the presentation of the Bayesian1 method of induction, or simply the “Bayes” method, by noting that logic theory uses a variety of deductive and inductive methods. Logic theory relies on two plausibility statements, the so-called “strong” and “weak” statements:

Strong:If A, then BB is falsethus, A is false
Weak:If A, then BB is truethus, A is

Bayesian hypothesis testing with little prior information

First, let us return to our original question, but we will take a naïve approach by interpreting the problem, “the unreliability of a device (on demand) is 0.001,” as implying that there is no uncertainty in the probability of failure on demand, p. We are looking for the necessary number of trials (denoted by n) to achieve a “comfort” level on the device reliability. The number of failures is assumed to be x=0 (if the device is as reliable as we claim, we would not expect to see any failures in

Bayesian hypothesis testing with prior information

While the Bayesian approach to hypothesis testing is viable when there is no prior information, in many real-world situations, much prior information is available for the device in question. Under these conditions, the general approach to determine testing requirements does not change. However, a difficult part of the analysis is frequently the process of translating prior information into the probabilistic format necessary to apply Bayes’ Theorem.

Recall that information is, in the Bayes

Estimating test requirements for complex systems

In this section, we will examine arrangements into a system of the three components from Section 4, where Component 1 is described by Database I, Component 2 is described by Database II, and Component 3 is described by Database III. A goal for failure probability is now set at the system level, and the number of tests required to demonstrate this goal with a specified probability is determined. In other words, we will allocate a number of trials that will provide desired overall system

Conclusions

Frequentist estimates have been commonly used to suggest testing methods—however, the frequentist approach to inference does not allow useful past information to be incorporated. In contrast, the Bayesian approach that we have described in this paper allows the analyst to incorporate additional sources of information and provides probabilities of observable events (tests), and these estimates take into account the epistemic uncertainty inherent in the problem.

For simple cases such as

Acknowledgements

This paper has been authorized by Battelle Energy Alliance, LLC (BEA) under Contract no. DE-AC07-05ID14517 with the US Department of Energy. The Government and BEA make no express or implied warranty as to the conditions of the research or any intellectual property, generated information, or product made or developed under this technical assistance project, or the ownership, merchantability, or fitness for a particular purpose of the research or resulting product; that the goods, services,

References (16)

  • N. Siu et al.

    Bayesian parameter estimation in probabilistic risk assessment

    Reliability Engineering and System Safety

    (1998)
  • D.L. Kelly et al.

    Bayesian inference in probabilistic risk assessment—the current state of the art

    Reliability Engineering and System Safety

    (2009)
  • Dube DA, Atwood CL, Eide SA, Mrowca BB, Youngblood RW, Zeek DP. Independent verification of the Mitigating Systems...
  • NRC Inspection Manual. Inspection Procedure 62706, Maintenance Rule,...
  • T. Bayes

    An essay towards solving a problem in the doctrine of chances

    Philosophical Transactions of the Royal Society

    (1763)
  • E. Jaynes

    Probability theory—the logic of science

    (2003)
  • Barlow RE. Engineering reliability. American Statistical Association and the Society for Industrial and Applied...
  • NASA/SP-2009-569. Bayesian inference for NASA probabilistic risk and reliability analysis. NASA Scientific and...
There are more references available in the full text version of this article.

Cited by (6)

  • Bayesian post-processing of Monte Carlo simulation in reliability analysis

    2022, Reliability Engineering and System Safety
    Citation Excerpt :

    For the conceptually similar problem of reliability estimation based on data collected from sampling tests, [18] discusses how to consider available prior information. Another relevant discussion of how to account for prior information in the more general context of Bayesian hypothesis testing can be found in [17]. Bayesian post-processing of the outcome of a MCS is straightforward and inexpensive.

  • Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting

    2018, Reliability Engineering and System Safety
    Citation Excerpt :

    On the other hand, the problem of time variant reliability estimation, through dynamic testing, has received relatively much less attention. In the broader context of reliability testing of engineering systems, the idea of accelerated testing and related issues has been widely investigated (see, for example, [41–46]). These studies focus on long-range degradation of systems due to reasons, such as, corrosion and fatigue, and, also consider reliability models for instrumented systems via Bayesian model updating procedures.

  • Optimal number of tests to achieve and validate product reliability

    2014, Reliability Engineering and System Safety
    Citation Excerpt :

    The problem of reliability demonstration has gained large interest in recent years, due to the increasing industrial demands, under physical, functional and time considerations [2]. Most of the works in the literature are based on the Bayesian techniques, either by using the failure free time period testing [1], or by using failure data within a Bayesian procedure in order to carry out inference analysis on product reliability [3,4]. In these approaches, the reliability and the confidence intervals have been previously stipulated by the customer.

View full text