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Reliability bound based on the maximum entropy principle with respect to the first truncated moment

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Abstract

Various reliability methods have been suggested in the literature, but the bound of an estimated reliability has received less attention. The maximum entropy principle is used to obtain the reliability bound with respect to the first moment truncated for the first time. Compared to the previous methods of probability bounding based on given moments, our method is demonstrated to generate a tight upper bound that is practically useful for engineering applications. Numerical examples have shown that a good upper bound of probability of failure is well obtained up to four given moments, but with more moments a divergence problem can occur.

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Authors and Affiliations

  1. Department of Mechanical Engineering, KAIST, Daejeon, 305-701, Korea

    Young Hwa Sung & Byung Man Kwak

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  1. Young Hwa Sung
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  2. Byung Man Kwak
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Correspondence to Byung Man Kwak.

Additional information

This paper was recommended for publication in revised form by Associate Editor Jooho Choi

Young Hwa Sung received his B.S. and M.S. in Mechanical Engineering from KAIST in 2002 and 2004, respectively. He is currently a Ph.D. candidate in the Department of Mechanical Engineering at KAIST. His research interests lie in the area of reliability analysis and design optimization.

Byung Man Kwak received his B.S. in Mechanical Engineering from Seoul National University in 1967, and Ph.D. in 1974 from the University of Iowa. Professor Kwak is currently Samsung Chair Professor in the Department of Mechanical Engineering of KAIST and Director of KAIST Mobile Harbor Project. His areas of interest are optimal design and applications. He is former President of the Korean Society of Mechanical Engineers, a fellow of the American Society of Mechanical Engineers, member of the Korean Academy of Science and Technology and the National Academy of Engineering of Korea. He was awarded the Korea Engineering Prize in 2005, a presidential award.

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Sung, Y.H., Kwak, B.M. Reliability bound based on the maximum entropy principle with respect to the first truncated moment. J Mech Sci Technol 24, 1891–1900 (2010). https://doi.org/10.1007/s12206-010-0622-y

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  • DOI: https://doi.org/10.1007/s12206-010-0622-y

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