A Reliability Evaluation Method for Gamma Processes with Multiple Random Effects

Abstract

The multi-random-effects gamma process has a better characterization effect for degraded data with individual differences. In this paper, a reliability evaluation method for gamma stochastic processes with multiple random effects is studied. The mathematical model of multiple random effects gamma process was established. The model parameters estimation method was established based on the Bayesian approach. The prior distribution acquisition method was discussed, and the parameters of the multiple randomeffects gamma process were estimated by the MCMC-Gibbs method. The correctness of the model and method was verified by numerical simulation, the influence of algorithm parameters on the algorithm solving process was studied. In the fourth part, the reliability of aviation hydraulic rotary joints was studied by using multiple random effects gamma processes.

Keywords

• gamma stochastic process
• Bayesian method
• reliability evaluation