کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
806320 | 1468252 | 2013 | 14 صفحه PDF | دانلود رایگان |
• We map the common-cause alpha factor model down to a smaller group.
• Treating mapped data like observed data is much too conservative.
• Mapped alpha factors have a joint posterior distribution that cannot be Dirichlet.
• We approximate the mapped alpha factors' complicated posterior distribution.
• Bayesian mapping up is also possible, but highly sensitive to the prior.
When mapping the common-cause alpha factor model from a group of one size to one of another size, the following facts are shown: (1) mapping data down and treating the mapped data like observed data is much too conservative; (2) mapping alpha factors down puts restrictions on the resulting alphas, so their joint distribution cannot be Dirichlet; (3) if the mapped alpha factors' posterior distributions are moderately bell-shaped, the joint distribution can be approximated well by using correlated logistic-normal conditional probabilities and (4) Bayesian mapping up is possible, but highly sensitive to the prior distribution in the top group.
Journal: Reliability Engineering & System Safety - Volume 118, October 2013, Pages 118–131