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Probabilistic Safety Assessment and Management
A collection of papers presented at the PSAM 7 – ESREL ’04 conference in June 2004, reflecting a wide variety of disciplines, such as principles and theory of reliability and risk analysis, systems modelling and simulation, consequence assessment, human and organisational factors, structural reliability methods, software reliability and safety, insights and lessons from risk studies and management/decision making. This volume covers both well-established practices and open issues in these fields, identifying areas where maturity has been reached and those where more development is needed.
Reliability and Maintenance of Complex Systems
Complex high-technology devices are in growing use in industry, service sectors, and everyday life. Their reliability and maintenance is of utmost importance in view of their cost and critical functions. This book focuses on this theme and is intended to serve as a graduate-level textbook and reference book for scientists and academics in the field. The chapters are grouped into five complementary parts that cover the most important aspects of reliability and maintenance: stochastic models of reliability and maintenance, decision models involving optimal replacement and repair, stochastic methods in software engineering, computational methods and simulation, and maintenance management systems. This wide range of topics provides the reader with a complete picture in a self-contained volume.
Statistics in Science
An inference may be defined as a passage of thought according to some method. In the theory of knowledge it is customary to distinguish deductive and non-deductive inferences. Deductive inferences are truth preserving, that is, the truth of the premises is preserved in the con clusion. As a result, the conclusion of a deductive inference is already 'contained' in the premises, although we may not know this fact until the inference is performed. Standard examples of deductive inferences are taken from logic and mathematics. Non-deductive inferences need not preserve truth, that is, 'thought may pass' from true premises to false conclusions. Such inferences can be expansive, or, ampliative in ...
Introduction to Probability and Statistics for Science, Engineering, and Finance
Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the role and scope of statistics and probability in various fields. The text first introduces the basics needed to understand and create
Engineering Reliability
Engineering reliability concerns failure data analysis, the economics of maintenance policies, and system reliability. This textbook develops the use of probability and statistics in engineering reliability and maintenance problems. The author uses probability models in the analysis of failure data, decisions relative to planned maintenance, and prediction relative to preliminary design. Some of the outstanding features include the analysis of failure data for both continuous and discrete probability from a finite population perspective, probability models derived from engineering considerations, an introduction to influence diagrams and decision making, and use of the operational Bayesian approach. The approach is fresh and interesting; it is motivated from problems in engineering and physical sciences and uses examples to illustrate the methodology. These examples, along with the use of real failure time data, will help the reader apply the techniques to real industrial situations.
Introduction à l'analyse probabiliste des risques industriels
L'analyse probabiliste des risques technologiques et industriels est maintenant bien acceptée par les scientifiques et les autorités réglementaires. Cette analyse a été utilisée dans le domaine de la conception, de l'exploitation et de la maintenance des installations industrielles comme les installations à risques Seveso (chimie, pétrochimie, armement, transport), ou dans les domaines de haute technologie tels le spatial et le nucléaire où la réglementation impose justement l'élaboration d'un rapport de sûreté dès la conception et un suivi des résultats pendant toute la durée d'exploitation de l'installation. Cet ouvrage présente très simplement les différentes démarche...
Synthesis and Analysis Methods for Safety and Reliability Studies
This book originates from the NATO Advanced Study Institute on Synthesis and Analysis Methods for Safety and Reliability Studies held at Sogesta Conference Centre, Urbino, Italy, 3-14 July 1978. The Institute, co-directed by Prof. E.J. Henley and Dr. G. Volta, was attended by 67 persons from twelve countries. The focus of the Institute was on theoretical and applied aspects of reliability and risk analysis methodologies. The Institute was composed of lectures, workshops and gu~ded discussions. From the large quantity of written material that was used and produced during the Institute, a number of papers introducing the most relevant research results and trends in the field have been selected...
Statistics, Testing, and Defense Acquisition
The Panel on Statistical Methods for Testing and Evaluating Defense Systems had a broad mandate-to examine the use of statistics in conjunction with defense testing. This involved examining methods for software testing, reliability test planning and estimation, validation of modeling and simulation, and use of modem techniques for experimental design. Given the breadth of these areas, including the great variety of applications and special issues that arise, making a contribution in each of these areas required that the Panel's work and recommendations be at a relatively general level. However, a variety of more specific research issues were either brought to the Panel's attention by members...
Credit Risk
In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions ...
Modeling And Analysis Of Dependable Systems: A Probabilistic Graphical Model Perspective
The monographic volume addresses, in a systematic and comprehensive way, the state-of-the-art dependability (reliability, availability, risk and safety, security) of systems, using the Artificial Intelligence framework of Probabilistic Graphical Models (PGM). After a survey about the main concepts and methodologies adopted in dependability analysis, the book discusses the main features of PGM formalisms (like Bayesian and Decision Networks) and the advantages, both in terms of modeling and analysis, with respect to classical formalisms and model languages.Methodologies for deriving PGMs from standard dependability formalisms will be introduced, by pointing out tools able to support such a process. Several case studies will be presented and analyzed to support the suitability of the use of PGMs in the study of dependable systems.
