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Nonparametric Estimation Of A Distribution Subject To A Stochastic Precedence Constraint, Miguel A. Arcones, Paul H. Kvam, Francisco J. Samaniego
Nonparametric Estimation Of A Distribution Subject To A Stochastic Precedence Constraint, Miguel A. Arcones, Paul H. Kvam, Francisco J. Samaniego
Department of Math & Statistics Faculty Publications
For any two random variables X and Y with distributions F and G defined on [0,∞), X is said to stochastically precede Y if P(X≤Y) ≥ 1/2. For independent X and Y, stochastic precedence (denoted by X≤spY) is equivalent to E[G(X–)] ≤ 1/2. The applicability of stochastic precedence in various statistical contexts, including reliability modeling, tests for distributional equality versus various alternatives, and the relative performance of comparable tolerance bounds, is discussed. The problem of estimating the underlying distribution(s) of experimental data under the assumption that they obey a …
Common Cause Failure Prediction Using Data Mapping, Paul H. Kvam, J. Glenn Miller
Common Cause Failure Prediction Using Data Mapping, Paul H. Kvam, J. Glenn Miller
Department of Math & Statistics Faculty Publications
To estimate power plant reliability, a probabilistic safety assessment might combine failure data from various sites. Because dependent failures are a critical concern in the nuclear industry, combining failure data from component groups of different sizes is a challenging problem. One procedure, called data mapping, translates failure data across component group sizes. This includes common cause failures, which are simultaneous failure events of two or more components in a group. In this paper, we present methods for predicting future plant reliability using mapped common cause failure data. The prediction technique is motivated by discrete failure data from emergency diesel generators …
Discrete Predictive Analysis In Probabilistic Safety Assessment, Paul Kvam, J. Glenn Miller
Discrete Predictive Analysis In Probabilistic Safety Assessment, Paul Kvam, J. Glenn Miller
Department of Math & Statistics Faculty Publications
This paper presents methods for predicting future numbers of component failures for probabilistic safety assessments (PSAs). The research is motivated and illustrated by discrete failure data from the nuclear industry, including failure counts for emergency diesel generators, pumps, and motor operated valves. Failure counts are modeled with Poisson and binomial distributions. Multiple-failure environments create extra problems for predictive inference, and are a primary focus of this paper. Common cause failures (CCFs), in particular, refer to the simultaneous failure of system components due to an external event. CCF prediction is investigated, and approximate inference methods are derived for various CCF models.