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Chapter 10 describes Bayesian methods for parameter estimation and updating of structural reliability in the light of observations. The chapter begins with a description of the sources and types of uncertainties. Uncertainties are categorized as aleatory or epistemic; however, it is argued that this distinction is not fundamental and makes sense only within the universe of models used for a given project. The Bayesian updating formula is then developed as the product of a prior distribution and the likelihood function, yielding the posterior (updated) distribution of the unknown parameters. Selection of the prior and formulation of the likelihood are discussed in detail. Formulations are presented for parameters in probability distribution models, as well as in mathematical models of physical phenomena. Three formulations are presented for reliability analysis under parameter uncertainties: point estimate, predictive estimate, and confidence interval of the failure probability. The discussion then focuses on the updating of structural reliability in the light of observed events that are characterized by either inequality or equality expressions of one or more limit-state functions. Also presented is the updating of the distribution of random variables in the limit-state function(s) in the light of observed events, e.g., the failure or non-failure of a system.
This paper is concerned with the estimation of the variance for the multitype Galton-Watson process X = {Xn = (Xn(1),…, Xn(p)); n ≧ 0}. Two estimators for the variance matrix are obtained and asymptotic results for the estimators are given. The first is a maximum likelihood estimator based upon knowledge of individual offspring sizes, the second estimator is based on parent-offspring type combination counts only. Estimators for the asymptotic variances of the Asmussen and Keiding estimator and Becker estimator are also proposed.
For a supercritical branching process x = {xn; n ≧ 0, x0 = 1} with random environments, define when xn > 0; and = 1 when xn = 0. When x is assumed to satisfy the standard regularity assumptions, under the non-extinction hypothesis, is a strongly consistent and asymptotically unbiased estimator for the criticality parameter π and is asymptotically normal. A strongly consistent estimator,
is also proposed for the associated variance, σ2.
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