Evaluation of reliability of a production process is a critical issue in sustainability assessment In this article we consider the sample size determination problem when time-to-failure is modeled by a Rayleigh distribution Following a hybrid Bayesian-frequentist approach, the selection of the number of units is based on the so-called probability of success (PoS) of the experiment, that is the expected value of the power function with respect to a design prior distribution for the unknown parameter (the mode of the failure time distribution) This method works properly only if PoS is a representative summary of the distribution of the power function induced by the design prior Using conjugate design priors, we obtain the explicit expression for the density of the power function for one-sided tests on the Rayleigh parameter The non-conjugate case is addressed via simulation When the shape of the density of the power suggests that PoS is not adequate, an alternative summary is proposed, yielding a probability criterion for sample size determination An application to time-to-failure of an air conditioning system is used for illustration

On the Probability of Success of a Reliability Experiment / De Santis, Fulvio; Gubbiotti, Stefania; Mariani, Francesco. - (2026), pp. 41-52.

On the Probability of Success of a Reliability Experiment

Fulvio De Santis;Stefania Gubbiotti;Francesco Mariani
2026

Abstract

Evaluation of reliability of a production process is a critical issue in sustainability assessment In this article we consider the sample size determination problem when time-to-failure is modeled by a Rayleigh distribution Following a hybrid Bayesian-frequentist approach, the selection of the number of units is based on the so-called probability of success (PoS) of the experiment, that is the expected value of the power function with respect to a design prior distribution for the unknown parameter (the mode of the failure time distribution) This method works properly only if PoS is a representative summary of the distribution of the power function induced by the design prior Using conjugate design priors, we obtain the explicit expression for the density of the power function for one-sided tests on the Rayleigh parameter The non-conjugate case is addressed via simulation When the shape of the density of the power suggests that PoS is not adequate, an alternative summary is proposed, yielding a probability criterion for sample size determination An application to time-to-failure of an air conditioning system is used for illustration
2026
Statistical Learning, Sustainability and Impact Evaluation. SIS 2023, Ancona, Italy, June 21–23
978-3-032-10629-2
Bayesian analysis; power function; probability of success; Rayleigh model; sample size determination
02 Pubblicazione su volume::02a Capitolo o Articolo
On the Probability of Success of a Reliability Experiment / De Santis, Fulvio; Gubbiotti, Stefania; Mariani, Francesco. - (2026), pp. 41-52.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1767061
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