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Markov Chain Simulation for Estimating

Accelerated Life Model Parameters


Mohammadreza Azarkhail, University of Maryland
Mohammad Modarres, PhD, University of Maryland
Key Words: Accelerated Life Test, Bayesian Inference, Markov Chain Monte Carlo (MCMC) Simulation
SUMMARY the problem. Multidimensional joint distributions are generally
hard to deal with. The integrals necessary for Bayesian
In this research, Markov chain Monte Carlo (MCMC) computation require analytical or numerical approximations.
method was used to derive posterior knowledge of accelerated Among all the techniques available for this type of
life model parameters in a Bayesian inference framework. The calculations the standard Monte Carlo methods are more
concept is discussed through a case study considering the popular. But the direct sampling from an arbitrary
fatigue life of a mechanical component. In the first step a multidimensional joint distribution is limited to very simple
comprehensive model including the relationship among applications and is generally impractical. However, there are
parameters, design variables, material properties and available approaches in which samples can be generated indirectly and
prior information is constructed. The accelerated life test data by suitably modifying samples drawn from some other
are then linked to this representation using a proper likelihood appropriately chosen distributions.
function. At the final stage evolution of model parameters In the first section, brief introductions on accelerated life
during the Bayesian sequential updating are studied and the modeling and life-stress models are presented and the
convergence of whole process is verified. For further likelihood of data in conjunction with the case study is
validation, the approach is illustrated with examples using constructed. In the next section the basis of Bayesian inference
traditional MLE approach. methodology and their connections with MLE equations are
reviewed. Among available methods to fit Bayesian statistical
1 INTRODUCTION
models for model parameter of interest, the focus of this work
The Maximum Likelihood Estimator (MLE) uses is on MCMC simulation methods. In order to apply this
likelihood function of the available data directly for the model method, the WinBUGS modeling platform will be briefly
parameters estimation. These methods provide no means to introduced and used. In the case study section, our collections
incorporate prior knowledge available for the model of methods are implemented to estimate the fatigue life-stress
parameters. The possible sources for prior knowledge on distribution of a mechanical component under accelerated life
parameters can be data from previous generation of product, test conditions. In this section evolution of model parameters
engineering judgments such as upper/lower limits driven from during the Bayesian sequential updating are studied and the
conservative assumptions in design or even the best estimate convergence of whole process is verified. To address the
resulted from MLE or other regression approaches on an old differences and highlight the Bayesian inference advantages,
set of data. There is, however, another important drawback for the approach is illustrated with examples using traditional
MLE method. This method mathematically collapse when no MLE approach.
complete failure data is available. This is almost always the
2 ACCELERATED LIFE MODELING
case with highly reliable components. Highly reliable
components are very hard to break, and even if some failures In accelerated life testing, the life of the product is
become available it is usually hard to associate them to the shortened to quickly obtain failure data and estimate the
failure mechanism of interest. Such components don’t break reliability of the product [1, 2]. Accelerated life models help
unless at a stress condition, way beyond the normal level. the modeler to extrapolate the life at use level of stress using
Such conditions make the diagnostic root cause analysis the test data collected at high stress conditions. The choice of
highly challenging. Additionally, when using MLE approach model depends on the nature of dominant failure mechanisms.
the mean effect of data is often masked due to over reliance on In the following section the inverse power law (IPL) in
the mode of the likelihood function. Further, the uncertainty conjunction with lognormal life distribution is briefly
bounds provided by the local Fisher information matrix are not explained. These models will be used later in the case study
useful, when dealing with small sample sizes. section, when the likelihood function of accelerated life test
In this research, in order to incorporate prior knowledge, data is constructed.
and have a fair coverage of uncertainties, Bayesian inference
technique was used. One of the limiting factors for using 2.1 Inverse Power Law (IPL)
Bayesian inference methods is the mathematical complexity of

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0-7803-9766-5/07/$25.00 ©2007 IEEE
Applications of IPL model in fatigue life of simple because this is the probability that the component remains
metals, due to mechanical loading [3, 4] and due to thermal reliable at the censored time. Therefore, the likelihood of M
cycling [5, 6] are well established. Using the IPL model, the independent right censored observations will be the product of
component life t (for example time or cycle to failure) is the reliability functions and can be combined with equation 4
assumed to be linearly proportional to the inverse power of the to build the likelihood function for the entire population as
applied stress. In terms of an equation, the fatigue life will be shown in equation 5.
equated to the product of the inverse power of stress and a N

proportionality constant (i.e. 1/K). L(t1 , t2 ,..., t N | θ ) ∝ ∏ f (ti | θ ) (4)


i =1
The accelerated life model suggests a one to one mapping N M
between life distributions at different stress levels, meaning L(t1 , t2 ,..., t N , T1 , T2 ,....TM | θ ) ∝ ∏ f (ti | θ )∏ R(T j | θ ) (5)
that the same stress-life relationship holds for any percentile of i =1 j =1
life distributions. For example in case of lognormal where,
distribution, the scale factor (µ) which is simply the logarithm θ = the vector of model parameters, (θ1, θ2, …, θn)
of median life is replaced by a function of stress driven from N = the number of complete failure observations
the IPL relationship. The life-stress multivariate distribution M = the number of right censored observations
shown in equation 1 is the mathematical realization of this Tj = right censored observations
approach. The cumulative density function can be respectively ti = complete failure observations
estimated by integrating the probability density function f (t) f (t) = probability density function
as illustrated in equation 2. The reliability at a given time t, is R (t) = reliability function
now defined as the compliment event of the failure probability The likelihood function is used differently in the Bayesian
(equation 3). The reliability function will be used later when and MLE frameworks. In the Bayesian method the prior
the likelihood function of the right censored data is knowledge available for the model parameters is updated
constructed. using Equations 5 as conditional likelihood of data. In the
 1  log(t ) + log( K ) + n log( S )  2  MLE approach instead, the most probable set of values of the
exp  −    parameter vector θ, are found by maximizing this likelihood as
 2 σ  
f (t | S , K , n, σ ) =  (1) a standalone function.
σ t 2π
t 3 BAYESIAN INFERENCE BASICS
F (t | S , K , n, σ ) = ∫ f ( x | S , K , n, σ )dx (2)
0 In the Bayesian inference approach, the state of
R (t ) = 1 − F (t ) (3) (3) knowledge about a random variable is reconstructed
where, considering new available data [9]. In reliability applications
f (t) = the probability density function we are interested in time-to-failure (TTF) distribution as basis
F (t) = the cumulative probability function for the statistical definition of reliability. Nevertheless, this is
R(t) = the reliability function the joint distribution of parameters which is often updated in
t = time to failure the Bayesian analysis, because it is easier to build the
S = stress level likelihood of test results given the model parameters. Having
K = proportionality constant the posterior distribution of model parameters, the updated
n = the power parameter of IPL model distribution of TTF can be obtained by the expression
presented in equation 6.
σ = the variance or shape factor of lognormal distribution
g (t | data ) = ∫ h(t | θ ) f (θ | data)dθ (6)
θ
2.2 Likelihood of Data
where,
Fisher [7] based his maximum likelihood measure on an g (t/Data) = the posterior time-to-failure distribution
implied Bayesian uniform prior for the parameters, and he h (t/θ) = the TTF distribution given the model parameters
names the method as leading to “the most probable set of f(θ/Data) = the posterior distribution of model parameters
values” for the parameters [8]. Fisher suggested that the ratio θ = the vector of model parameters, (θ1, θ2, …, θn)
of the likelihood function and its maximum may be used to
find confidence intervals for the model parameters and derived Model
it in case of normal sampling curves. for
Let [f (t) × dt], be the chance of a failure observation Failure
Likelihood
Data
falling within the range dt. Fisher [7] introduces the method of L( Failure Data | θ )
Failure
maximum likelihood by claiming that the factor dt is Data
independent of the theoretical curve, and the probability is
Prior Posterior
proportional to f (t) [8]. Therefore, the likelihood of N Bayesian
f0 (θ) Inference f (θ) = L( θ | Failure Data)
independent time-to-failure observations will be proportional
to the product of the probability distribution function at the Figure 1- Bayesian Inference Outline
time of failures, as shown in equation 4. For right censored
observations, the likelihood will be the reliability function, Figure 1 depicts the outline of the Bayesian inference

215
approach. The available information about the model generally impractical. The MCMC method provides an
parameter vector θ. in the form of prior distribution f0 (θ), is alternative in which samples can be generated indirectly and
transformed to a new state of knowledge, represented by by suitably modifying samples drawn from some other
posterior distribution f (θ). The likelihood function represents appropriate distributions [11].
data in the Bayesian framework, and determines how much A Markov Chain is a sequence of random variables θt (i.e.
the data may influence the prior knowledge. the model parameter vector at trial t) for which, for any trial t,
The mathematical description of Bayesian transformation the distribution of θt given all previous θ’s depends only on
is defined by equation 7. The normalization factor appeared in the recent value, θt-1. Figure 2 is a pictorial representation of
the denominator, is inevitable when dealing with conditional this concept.
probability calculations.
L( DATA | θ ) f 0 (θ )
f (θ ) = f (θ | DATA) = (7) θ1 θ2 θ3 … θt-1 θt
∫ L( DATA | θ ) f0 (θ )dθ
θ Figure 2- Chain of Iterations for Parameters Vector
where,
θ = the vector of model parameters, (θ1, θ2, …, θn) MCMC process starts with an initial guess for the
f (θ) = the posterior joint distribution of parameters parameter vector θ and calculates the new set of parameters
f0(θ) = the prior joint distribution of parameters utilizing the features of the target posterior distribution. Like
L(data | θ) = the likelihood of data given the model parameters other Markov processes, the procedure is only allowed to use
In practice we are usually interested in features of this the latest values, when calculating the next trial. In common
distribution including the updated marginal and conditional Markov chain practices there are three main elements
distribution of each parameter given the provided information. including initial state, transition distribution (i.e. transition
The marginal distribution of a single parameter is defined by matrix in the discrete case) and final state. The initial state and
equation 8. The marginal distribution is estimated by transition distribution are usually known, and the main goal is
integrating the posterior joint distribution f (θ) over the rage of to identify the form of the limiting state (i.e. the invariant
other parameters as shown in equation 8. The other important stationary distribution of the process). MCMC method is an
outcome of the posterior joint distribution is the conditional attempt to solve the inverse of this problem in which the
distribution of each parameter, when other elements of vector stationary distribution (i.e. the posterior distribution) and the
θ are given. The conditional distribution is constructed by initial state are given and it is the transition distribution that
substituting the known parameters in the joint distribution f needs to be identified [11].
(θ). Here again the function needs to be scaled by a In practice there may be many transition distributions to
normalization factor as demonstrated in equation 9 in order to choose from, the Gibbs transition kernel is one of them. In this
be consistent with the basic characteristics of the distribution method the parameter vector is decomposed to its elements. At
functions. each step the most updated elements are used to make the
conditional distributions of each parameter given the others
f (θ j , θˆ− j ) (defined by equation 9), and new samples are drawn using this
g j (θ j , θˆ− j ) = (8)
f (θ , θˆ )dθ
∫θ j −j j
distribution. The Gibbs transitions are fairly straightforward
j
and converge to the target distribution after limited trials
f j (θ j ) = ∫ (θ1 , θ2 ,..., θ j ,...., θ n )dθ− j (9) depends on the dimension of the parameter vector θ. More
θ− j
discussions on Gibbs sampling, related MCMC methods,
where, convergence criteria and alternative methods can be found in
θ = (θ1, … , θj-1, θj+1, … , θn) Gelfand [12] and Smith [13].
 −j
θ i = is the given value for θi
The integrals necessary for Bayesian computation require 5 WINBUGS: A TOOL FOR BAYESIAN INFERENCE
analytic or numerical approximations. Among all the
techniques available for this type of calculations the standard WinBUGS is the Windows version of BUGS (Bayesian
Bayes Monte Carlo methods are more popular [10] Inference Using Gibbs Sampling) software. It is originally
developed by the Medical Research Council (MRC),
4 MARKOV CHAIN MONTE CARLO SIMULATION Biostatistics Unit at Cambridge, UK [14], to make practical
MCMC methods available for applied statisticians. Ongoing
Consider f (θ), the posterior joint distribution of the development of WinBUGS is conducted by the MRC
model parameters as defined by equation 7. In Monte Carlo Biostatistics Unit and the Imperial College School of
based simulations, the ultimate goal is generating some Medicine at St Mary’s, London. An educational version of this
samples of the distribution, just enough to estimate its software is available, and can be used unrestricted, after free
features. Theoretically any target distribution can be online registration. For more information about the
duplicated by drawing infinite samples. In practice, however, background, applications and brief introduction to modeling in
when dealing with real applications, an acceptable range of WinBUGS see Cowles [16].
accuracy is usually reached by a practical number of samples. WinBUGS has been widely used for the Bayesian
But the direct sampling from an arbitrary multidimensional inference in medical applications, but it has been seldom
joint distribution is limited to very simple applications and is exercised in reliability engineering for accelerated life test

216
data analysis. In this research, WinBUGS platform is used to These data covers the middle range stress as shown with
run the necessary MCMC sampling for Bayesian inference of rectangles in Figure 3.
accelerated life test data. In the following case study, the
updated joint distribution of parameters is finally compared Stress-Life Chart
with classical MLE best estimate and confidence intervals, to Entire Available Data

highlight the issues and verify the procedure. Material Handbook Data Material Lab Data Accelerated Life Tes t Data
100.0
6 CASE STUDY

Consider a component that experiences a cyclic load as a


part of a mechanical system operation. The applied alternating
stress makes fatigue, the dominant failure mechanism for this Run out

Stress (ksi)
component. Further study of failures available from prototype 10.0
testing confirms the fatigue crack growth as the dominant
failure mechanism as well. Different models of this
mechanical system use different sizes of the very same
component in terms of thickness and other dimensions to meet
the model design goals including capacity and other
performance characteristics. Due to this design commonality, 1.0
0.001 0.01 0.1 1 10 100 1000 10000
the same design happens to experience different stresses when Life (hrs)
it is used in different models even at the same test conditions.
Sophisticated finite element (FE) analysis reveals the
Figure 3- Stress-Life Chart for the Entire Available Data
minimum and maximum applied stress on the component for a
given model of this mechanical unit, operating in particular 6.2 Estimation of Model Parameters
test condition.
Having the stress and complete time-to-failure or right
6.1 Available Data censored data, the Bayesian inference procedure can be
applied. Different set of data as introduced in previous section
The accelerated life test data available for different types will be used to update the joint distribution of model
of this mechanical system indicates no complete failures. In parameters in a sequential manner. In this research, the life
the other words, all accelerated life tests are treated as right distribution and its corresponding accelerated life test model is
censored data regarding this component as shown with assumed to fit a lognormal-IPL likelihood function as
triangles in Figure 3. Dealing with highly reliable component, explained in previous sections.
testing in stress close to the use stress level or running short In the first step a non-informative (uniform) prior
tests, just not enough to experience any failure, are different distribution can be assigned to the model parameters. The
causes that may limit the number of failures in accelerated life generic data available in material handbooks, the material lab
tests. The maximum allowed stress is one of crucial limiting test results and available accelerated life test data can be then
factors especially when the component is tested within the used sequentially to improve the state of knowledge about the
system as a final product. In most applications there are many parameters. The evolution of model parameters through the
control, safety and self activation mechanisms that limit the Bayesian updating process is illustrated in Figure 4. Since the
applied stress on internal components. Nevertheless, even parameter K is too small, the natural logarithm of this
censored data are valuable since they show up in likelihood parameter is shown.
functions and influence the calculated parameters anyway. But Having the entire available data as either complete failure
the MLE equations resulting from log-likelihood function, or censored times, one may take the MLE approach and
lead to trivial answers when no complete failure data is calculate the best estimate and corresponding confidence
available. bounds of model parameters at each step.
Despite the unfortunate accelerated life test results, some The MLE results are calculated using the commercial
generic data became available from standard fatigue tests. This software ALTA [17]. The symmetric normal distribution for
set of data are scattered at high stress region as shown with parameters as demonstrated in Table 1 is simply resulted from
stars in Figure 3. The standard fatigue tests can be performed normal distribution assumption made by Fisher. Having the
in high stresses, because the test samples are tested externally Bayesian inference results plotted in Figure 4, the parameters
and without influence of limiting control and safety devices.
n and σ seem almost normally distributed. The symmetric
In addition to standard data available in the literature,
normal type distribution for natural logarithm of K however,
specific external tests were performed on fatigue samples
suggests a lognormal distribution for parameter K.
made of the same material. The purpose of these tests was to
Evaluating the model parameters the universal life-stress
create some data in the middle range stresses where the
model of the component is now accomplished, meaning that
generic data are hard to find. In these tests, fatigue samples
the life model of the component at any given stress level can
made of material mold, are machined as close as possible to be estimated. Note that even little changes in model
the final product in terms of dimension, surface finish and
parameters may result in a very big difference in the
other characteristics of stress concentration sensitive areas.

217
component life or other related variables. result in significant changes in reliability related calculations
Ln(K)
such as acceleration factors.
Ln(K) Ln(K) Ln(K)
Ln(K)
0.3 0.3
0.3 0.3 Acceleration Factor - Test1 Acceleration Factor - Test2 Acceleration Factor - Test3
0.2
0.2 0.2
0.2
0.2 0.15 0.3 00.4
.4
0.1
0.1 0.1
0.1 0.3
.3
0.1 0.1 0.2
0.0
0.0 0.0
0.0
00.2
.2
0.0 0.05 0.1 00.1
.1
-40.0
-40.0 -30.0
-30.0 -20.0
-20.0 -40.0
-40.0 -30.0
-30.0 -20.0
-20.0
-40.0 -30.0 -20.0 0.0 0.0 00.0
.0
n n
n n
n 20 .0 40 .0 0 .0 20.0
20.0 40.0
40 .0
0.8 0 .0 0 .0 20 .0 40 .0
0.8 0.8 1.0
1.0
0.6 0.6
0.6
0.6
0.4 0.4
0.4 0.5 mean 2.50% 5.00% 10.00% 25.00% 50.00% 75.00% 90.00% 95.00% 97.50%
0.4 0.5
0.2
0.2
0.2 0.2
0.0 AF-T1 22.89 17.07 17.77 18.6 20.09 22.16 24.81 28.13 30.57 33.11
0.0
0.0 0.0 0.0
0.0
5.0 10.0 15.0
15.0
5.0
5.0 10.0
10.0 15.0
15.0 5.0
5.0 10.0
10.0 15.0
15.0
AF-T2 15.5 12 12.43 12.94 13.84 15.09 16.66 18.59 20 21.45
σ σ
σ σ
σ AF-T3 10.34 8.327 8.58 8.879 9.405 10.12 11.01 12.09 12.87 13.66
3.0 3 .0
3 .0 3.0
3.0 3.0
2.0
.0 2.0
Figure 5- Acceleration Factor for Three Different Tests
2.0
2.0 2 2.0
1.0
1 .0 1.0
1.0 1.0
0.0
0.0
0.0
0 .0
0.0
0 .0 11.0
.0 22.0
.0
0.0
0.0
0.0 2.0
Using Bayesian Inference Results
0.0
0.0 1.0
1.0 2.0
2.0 0.0 1.0
1.0 2.0
Mean 2.50% 50% 97.50% Mean 2.50%
Mean 2.50% 50% 97.50%
50% 97.50% Mean 2.50%
2.50% 50%
50% 97.50%
97.50%
Mean
Ln(K) -25.97
-25.97 -29.38
-29.38 -25.93
-25.93 -22.86
-22.86
-23.73 -28.22
Ln(K) -23.73 -28.22 -23.61
-23.61 -19.77
-19.77 Ln(K) Ln(K) -26.84
Ln(K) -26.84 -30.38
-30.38 -26.69
-26.69 -24.22
-24.22 mean 2.5% 5.0% 10.0% 25.0% 50.0% 75.0% 90.0% 95.0% 97.5%
n 9.36 7.987 9.321
9.321 10.92 n
n 10.12 8.995
10.12 8.995 10.1
10.1 11.33
11.33 n
n 10.42 9.462 10.37 11.68
9.36 7.987 10.92 10.42 9.462 10.37 11.68
σ 0.8565 0.6043 0.8301 1.258
σ
σ 0.9559 0.7051
0.9559 0.7051 0.936
0.936 1.327
1.327 σ
σ 0.9489 0.7012
0.9489 0.7012 0.9274
0.9274 1.32
1.32 AF-T1 21.61 16.36 17.11 18.01 19.63 21.61 23.77 25.92 27.29 28.54
AF-T2 14.76 11.56 12.03 12.58 13.57 14.76 16.05 17.30 18.10 18.83
Generic Data from Handbooks Generic Data
Generic Data from
from Handbooks
Handbooks Generic Data from Handbooks
+Fatigue Test
Test of
of Material
Material Samples
Samples+Fatigue
+Fatigue Test
Test of
of Material
Material Samples
Samples AF-T3 9.93 8.07 8.34 8.67 9.25 9.93 10.67 11.38 11.82 12.23
+Fatigue
+ ALT Data
Table 2-Best Estimate and Confidence Intervals of
Figure 4- Evolution of Model Parameters Using Bayesian Acceleration Factors Using MLE
Inference Approach
7 CONCLUSIONS
In order to highlight the difference between the two
methods here the acceleration factors for three given tests are The success in MLE approach strongly depends on
estimated. Consider test number 1, 2 and 3 with stress levels presence of complete failure data to get MLE equations
5.76, 5.55 and 5.34 ksi respectively. Further assume 4.27 ksi mathematically meaningful. In real applications, it is often
for the component stress level at the normal operational impossible to mix different types of data similar to our case
conditions. The acceleration factor is defined as the ratio study. In those applications MLE approach fails to provide
between life at use level of stress and the life at the accelerated any answer.
test condition as shown in equation 10. Nevertheless, the Bayesian inference approach, allow
different type of data to be considered, step by step and in a
Mean 2.50% 50% 97.50% sequential manner as shown in this paper. For example,
Generic Data From Handbooks
Ln(K) -23.46 -26.77 -23.46 -20.15 consider the case in which instead of generic data there was
n 9.27 8.12 9.27 10.42
σ 0.7447 0.539 0.7447 1.029
some expert judgment available about the parameters of the
Mean 2.50% 50% 97.50% life model. The censored accelerated life test data would not
Generic Data from Handbooks +
Fatigue Test of Material
Ln(K) -25.87 -28.81 -25.87 -22.93 be useful by any means if one took the MLE approach.
Samples
n 10.08 9.03 10.08 11.14
Because there is no formal way to mix information about
σ 0.861 0.644 0.861 1.149
Mean 2.50% 50% 97.50%
model parameters with failure or censored data in the MLE
Generic Data from Handbooks +
Ln(K) -26.40 -28.97 -26.40 -23.82 procedure.
Fatigue Test of Material
Samples + ALT Data
n 10.27 9.34 10.27 11.20 Finally, MCMC simulation was employed as a powerful
σ 0.854 0.641 0.854 1.139
method for the Bayesian related calculations and WinBUGS
Table 1- Best Estimate and Confidence Intervals of Model which is a useful tool for Bayesian inference, shows an
Parameters Using MLE excellent potential for applications to reliability engineering.

Lifeuse  Suse 
n REFERENCES
Af = =  (10)
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8. Hald, A., 1999, “On the Maximum Likelihood in Relation Mohammadreza Azarkhail is a graduate research assistant and
to Inverse Probability and Least Squares.” Statistical PhD candidate at Reliability Engineering Program in the
Science, Vol. 14, No. 2, pp. 214-222. University of Maryland. His research areas are physics of
9. Congdon, P., 2003, Applied Bayesian Modeling, Wiley failure and accelerated life modeling of mechanical
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11. Brooks, S. P., 1998, “Markov Chain Monte Carlo Method Reliability Engineering from University of Maryland and
and its Application,” The Statistician, Vol. 47, No. 1, pp. Bachelor and Master’s degrees in Mechanical Engineering
69-100, Royal Statistical Society. from Sharif University of Technology in Tehran, Iran.
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Based Approaches to Calculate Marginal Densities”, Mohammad Modarres, PhD
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14. MRC Biostatistics Unit, “The WinBugs Project,” Mohammad Modarres is a Professor of Reliability
Cambridge, UK. Engineering at University of Maryland, College Park. His
15. Spiegelhalter, D., Thomas, A., Best, N., and Lunn, D., research areas are probabilistic risk assessment, uncertainty
2003, WinBugs 1.4 Manual. analysis, and Physics of Failure Modeling. In the past 23 years
16. Cowles, M. K., 2004, “Review of WinBUGS 1.4”, The that he has been with the University of Maryland, he has
American Statistician, Vol. 58, 4, ABI/INFORM Global, served as a consultant to several governmental agencies,
pp. 330-336. private organizations and national laboratories in areas related
17. ReliaSoft Corporation, “The Accelerated Testing Life to risk analysis. Professor Modarres has over 200 papers in
Data Analysis Software,” Tucson, Arizona 85710, USA. archival journals and proceedings of conferences and three
books in various areas of risk and reliability engineering. He is
BIOGRAPHIES a University of Maryland Distinguished Scholar-Teacher. Dr.
Mohammadreza Azarkhail, PhD Candidate Modarres received his Ph.D. in Nuclear Engineering from
Reliability Engineering Program Massachusetts Institute of Technology in 1980 and his M.S. in
Department of Mechanical Engineering Mechanical Engineering from Massachusetts Institute of
University of Maryland Technology in 1977.

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