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

• Type: Conference
• Year: 2003
• Where: ISIPTA
• Authors: Lev V. Utkin
• Keywords: ISIPTA 2003, Linear Programming, Mathematics, Second-order Hierarchical Uncertainty, Stress-strength Reliability