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ISIPTA
2003
IEEE

A Second-Order Uncertainty Model of Independent Random Variables: An Example of the Stress-Strength Reliability

13 years 9 months ago
A Second-Order Uncertainty Model of Independent Random Variables: An Example of the Stress-Strength Reliability
A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex nonlinear optimization problem for reducing the second-order model to the firstorder one can be represented as a finite set of simple linear programming problems with a finite number of constraints. The stress-strength reliability analysis by unreliable information about statistical parameters of the stress and strength exemplifies the model. Numerical examples illustrate the proposed algorithm for computing the stress-strength reliability. Keywords stress-strength reliability, imprecise probabilities, second-order uncertainty, natural extension, previsions, linear programming
Lev V. Utkin
Added 04 Jul 2010
Updated 04 Jul 2010
Type Conference
Year 2003
Where ISIPTA
Authors Lev V. Utkin
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