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Failure probability for generalized uncertainty models

Failure Probability Under Parameter Uncertainty

Failure Probability Under Parameter Uncertainty

... Failure probability under parameter uncertainty ∗ ...analysis, failure is equivalent to the event of a random risk factor exceeding a given ...threshold. Failure probabilities can be ...

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Uncertainty quantification in the assessment of seismic failure probability of nonstructural components using surrogate models

Uncertainty quantification in the assessment of seismic failure probability of nonstructural components using surrogate models

... approach for which the excitation is defined at the surface tends to quasi-systematically underestimate the risk of failure. To avoid this and knowing that in the non-linear case, the deconvolution problem is ...

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Bounds on survival probability given mean probability of failure per demand; And the paradoxical advantages of uncertainty

Bounds on survival probability given mean probability of failure per demand; And the paradoxical advantages of uncertainty

... In the rest of this paper, section 2 discusses causes of parameter uncertainty and consequent prediction errors. Next follow some mathematical results: section 3 states upper and lower bounds on the reliability ...

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Bounds on survival probability given mean probability of failure per demand; and the paradoxical advantages of uncertainty

Bounds on survival probability given mean probability of failure per demand; and the paradoxical advantages of uncertainty

... In the rest of this paper, section 2 discusses causes of parameter uncertainty and consequent prediction errors. Next follow some mathematical results: section 3 states upper and lower bounds on the reliability ...

37

Bounds on survival probability given mean probability of failure per demand; And the paradoxical advantages of uncertainty

Bounds on survival probability given mean probability of failure per demand; And the paradoxical advantages of uncertainty

... In the rest of this paper, section 2 discusses causes of parameter uncertainty and consequent prediction errors. Next follow some mathematical results: section 3 states upper and lower bounds on the reliability ...

36

Generalized Bradley-Terry Models and Multi-Class Probability Estimates

Generalized Bradley-Terry Models and Multi-Class Probability Estimates

... multi-class probability estimates by coupling all pairwise classification ...obtain probability estimates under this framework, this paper introduces a generalized Bradley-Terry model in which paired ...

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Generalized Bradley-Terry Models and Multi-class Probability Estimates

Generalized Bradley-Terry Models and Multi-class Probability Estimates

... The convergence is proved under mild conditions. The proposed model has some potential applications. For example, in tennis or bad- minton, if a player participates in many singles and doubles, this general model can ...

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Probability-based Approaches for Incorporating Uncertainty into Water Resource Models

Probability-based Approaches for Incorporating Uncertainty into Water Resource Models

... model uncertainty using iterative methods. The role of rainfall-inflow models in assessing reservoir performance is limited by the required cost and expertise of creating accurate detailed ...Capturing ...

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The Effect Of Probability And Uncertainty Models On Hedge Fund Performance Analysis

The Effect Of Probability And Uncertainty Models On Hedge Fund Performance Analysis

... econometric models show that there is presence of persistence in market timing skill “for some managers” during the period between sub-sample period 1 and sub- sample period 2 ...

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Designs for generalized linear models with several variables and model uncertainty

Designs for generalized linear models with several variables and model uncertainty

... Sections 3 and 5, where it is shown that the methods in this paper have advantages over the use of standard factorial designs. A further example from our own consulting is an investigation by a food manufacturing ...

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Specification testing for transformation models with an application to generalized accelerated failure-time models

Specification testing for transformation models with an application to generalized accelerated failure-time models

... MPH models] is also rather special, but it is mathematically ...GAFT models, especially MPH models, it is obvious that a formal speci…cation test of these models would be useful for empirical ...

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Regular Variation and the Identification of Generalized Accelerated Failure-Time Models

Regular Variation and the Identification of Generalized Accelerated Failure-Time Models

... GAFT models, and rely on multivariate versions of restrictions on the behavior of g near 0, as in Theorem ...GAFT models, including those in this paper, can be adapted to a class of mixed hitting-time ...

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Uncertainty quantification of optimal threshold failure probability for predictive maintenance using confidence structures

Uncertainty quantification of optimal threshold failure probability for predictive maintenance using confidence structures

... a generalized approach in producing confi- dence ...the uncertainty associated with the sampled quantity which stems from the process of inferring observations as well as the effects of imprecision in the ...

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Classes of Ordinary Differential Equations Obtained for the Probability Functions of Linear Failure Rate and Generalized Linear Failure Rate Distributions

Classes of Ordinary Differential Equations Obtained for the Probability Functions of Linear Failure Rate and Generalized Linear Failure Rate Distributions

... linear failure rate (hazard) and generalized linear failure rate (hazard) distributions are uniquely identified by their linear hazard ...the probability functions of linear failure ...

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Estimating the Probability of Earthquake Occurrence and Return Period Using Generalized Linear Models

Estimating the Probability of Earthquake Occurrence and Return Period Using Generalized Linear Models

... estimated probability of an earthquake occurrence and return period are statistical predicted values, cal- culated from a set of earthquake data of ...the probability of exceedance in 50 years and 100 years ...

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Uncertainty Quantification in the Estimation of Probability Distributions on Parameters in Size-Structured Population Models

Uncertainty Quantification in the Estimation of Probability Distributions on Parameters in Size-Structured Population Models

... estimated probability distributions in size-structured mosquitofish populations in both parametric and non-parametric settings with several computational ...the probability distributions studied here and ...

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A Generalized Non-parametric Approach for Uncertainty Evaluation in Travel Time Prediction Models

A Generalized Non-parametric Approach for Uncertainty Evaluation in Travel Time Prediction Models

... developing models that possess a good predictive ...or uncertainty margin that exists around the predicted point ...modeling uncertainty in predicted values of travel time are those presented by ...

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Generalized empirical likelihood tests in time series models with potential identification failure

Generalized empirical likelihood tests in time series models with potential identification failure

... identified models, see inter alia Dufour (1997), Staiger and Stock (1997), Stock and Wright (2000), Kleibergen (2001, 2002), Caner (2003), Dufour and Taamouti (2003), Moreira (2003), Otsu (2003), Andrews and ...

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A robust Bayesian approach to modelling epistemic uncertainty in common-cause failure models.

A robust Bayesian approach to modelling epistemic uncertainty in common-cause failure models.

... Another aspect we neglected in this paper is the calculation of (imprecise) credible intervals— credible intervals are the Bayesian equivalent of confidence intervals, and allow us to judge the uncertainty due to ...

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Probability and uncertainty in Keynes's The General Theory

Probability and uncertainty in Keynes's The General Theory

... theoretical models incorporated features which were not at all evident in the magnum opus, but which conformed more closely to orthodox ...these models also thought they were improving the original ...

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