标题： 基于贝叶斯的并联-串联系统的可靠性序贯估计 显示英文标题

标题： Bayesian sequential estimation of the reliability of a parallel-series system

摘要： 我们给出了一个用于估计并联-串联系统的可靠性的风险规避解决方案。 我们采用贝塔-二项分布模型来描述部件的可靠性，并假设经验的总样本量是固定的。 子系统或部件层面的分配可能是随机的。 基于并联系统和串联系统各自的抽样方案，我们提出了一个用于并联-串联系统的混合序贯方案。 借助鞅收敛性质，证明了与二次损失相关的贝叶斯风险的渐近最优性。 显示英文摘要

摘要： We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The allocation at subsystems or components level may be random. Based on the sampling schemes for parallel and series systems separately, we propose a hybrid sequential scheme for the parallel-series system. Asymptotic optimality of the Bayes risk associated with quadratic loss is proved with the help of martingale convergence properties.