The article deals with the problem of reducing the volume of tests of complex systems by using a priori data on the reliability of their elements. At the preliminary stage, the a priori distribution of the probability of failure of the system as a whole is determined. To do this, the results of element tests are processed and the parameters of the a posteriori probability distribution of element failure are determined based on the Bayesian procedure. The type of distribution law (beta distribution) is chosen from the conjugacy condition. Statistical modeling of the system failure probability of a known structural-logical reliability scheme is performed for random values of the failure probabilities of each element, set in accordance with the obtained distribution law. The system failure probability distribution law is formed as a mixture of beta distributions; the advantage of this distribution law is a fairly high accuracy of the simulation data description and conjugacy to the binomial distribution. The parameters of a mixture of beta distributions are determined using the EM (Expectation-Maximization) algorithm. The quality of selection of the desired distribution density is checked using the nonparametric Kolmogorov criterion. When testing the system, after each experiment, the a posteriori density of the probability distribution is recalculated; it is represented as a mixture of beta distributions with a constant proportion of components. The parameters of each element of the mixture are easily determined by the results of the experiment. As a point Bayesian estimate, the average value calculated from the a posteriori distribution is taken, the confidence interval for a given confidence probability is found as the central interval. An example is given and the possibility of minimizing the number of tests is shown.
Exact calculation of a posteriori probability distribution with distributed computing systems