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Bayesian Reanalysis of the Challenger O‐Ring Data

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  • Coire J. Maranzano
  • Roman Krzysztofowicz

Abstract

A Bayesian forecasting model is developed to quantify uncertainty about the postflight state of a field‐joint primary O‐ring (not damaged or damaged), given the O‐ring temperature at the time of launch of the space shuttle Challenger in 1986. The crux of this problem is the enormous extrapolation that must be performed: 23 previous shuttle flights were launched at temperatures between 53 °F and 81 °F, but the next launch is planned at 31 °F. The fundamental advantage of the Bayesian model is its theoretic structure, which remains correct over the entire sample space of the predictor and that affords flexibility of implementation. A novel approach to extrapolating the input elements based on expert judgment is presented; it recognizes that extrapolation is equivalent to changing the conditioning of the model elements. The prior probability of O‐ring damage can be assessed subjectively by experts following a nominal‐interacting process in a group setting. The Bayesian model can output several posterior probabilities of O‐ring damage, each conditional on the given temperature and on a different strength of the temperature effect hypothesis. A lower bound on, or a value of, the posterior probability can be selected for decision making consistently with expert judgment, which encapsulates engineering information, knowledge, and experience. The Bayesian forecasting model is posed as a replacement for the logistic regression and the nonparametric approach advocated in earlier analyses of the Challenger O‐ring data. A comparison demonstrates the inherent deficiency of the generalized linear models for risk analyses that require (1) forecasting an event conditional on a predictor value outside the sampling interval, and (2) combining empirical evidence with expert judgment.

Suggested Citation

  • Coire J. Maranzano & Roman Krzysztofowicz, 2008. "Bayesian Reanalysis of the Challenger O‐Ring Data," Risk Analysis, John Wiley & Sons, vol. 28(4), pages 1053-1067, August.
  • Handle: RePEc:wly:riskan:v:28:y:2008:i:4:p:1053-1067
    DOI: 10.1111/j.1539-6924.2008.01081.x
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    References listed on IDEAS

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    1. Krzysztofowicz, Roman & Long, Dou, 1991. "Forecast sufficiency characteristic: Construction and application," International Journal of Forecasting, Elsevier, vol. 7(1), pages 39-45, May.
    2. Harsanyi, John C, 1978. "Bayesian Decision Theory and Utilitarian Ethics," American Economic Review, American Economic Association, vol. 68(2), pages 223-228, May.
    3. Krzysztofowicz, Roman & Long, Dou, 1991. "Beta likelihood models of probabilistic forecasts," International Journal of Forecasting, Elsevier, vol. 7(1), pages 47-55, May.
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    Cited by:

    1. Jayaraman, Deepan & Ramu, Palaniappan, 2023. "L-moments and Bayesian inference for probabilistic risk assessment with scarce samples that include extremes," Reliability Engineering and System Safety, Elsevier, vol. 235(C).

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