3rd International Symposium on
Imprecise Probabilities and Their Applications

ISIPTA '03

University of Lugano
Lugano, Switzerland
14-17 July 2003

ELECTRONIC PROCEEDINGS

Lev Utkin

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

Abstract

A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex non-linear optimization problem for reducing the second-order model to the first-order 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

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Authors addresses:

Department of Computer Science,
St. Petersburg Forest Technical Academy
Institutski per. 5,
St. Petersburg, 194021

E-mail addresses:

Lev Utkin lvu@utkin.usr.etu.spb.ru


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