next up previous contents
Next: Analysis Up: Model Previous: Hierarchical Population Model

Directed Graph

The relationship between the random variables and observables for the model may be represented by a directed graph as outlined in Section gif. This is done for this model in Figure gif.

  figure660
Figure: Directed Acyclic Graph for Growth Model.  

Shown in the directed acyclic graph are the relationships between the various parameters of interest. The crack specific parameters yield, through integration of the differential equation, a deterministic link to the mean crack length tex2html_wrap_inline2811 . The observed data is assumed to be normally distributed around the mean. This is shown as a probabilistic link directed from tex2html_wrap_inline2811 to tex2html_wrap_inline2815 . The variance is common to all cracks, and is outside the plate of variables.

The model proposes that tex2html_wrap_inline2817 come from a normal with mean M and variance tex2html_wrap_inline2821 , and tex2html_wrap_inline2823 come from a normal with mean tex2html_wrap_inline2825 and variance tex2html_wrap_inline2827 . It is assumed that the tex2html_wrap_inline2725 are exchangeable, which is consistent with a hierarchical population model. This is represented in the directed graph by hyperparameters tex2html_wrap_inline2831 .

The distribution assumed for the hyperparameters is somewhat arbitrary and comes about from consideration of the allowable values for tex2html_wrap_inline2833 and tex2html_wrap_inline2835 . Specifically, the tex2html_wrap_inline2837 transforms [0,1] to tex2html_wrap_inline2841 , and tex2html_wrap_inline2843 ensures tex2html_wrap_inline2835 positive.

Recall that the aim is to estimate the reliability for the specimen, R(N). Since this is defined as the probability that none of the cracks has reached the threshold length, tex2html_wrap_inline2031 , it may be written;

  equation669

It is demonstrated later that the exchangeability within the model simplifies the evaluation of R(N) greatly.



Cathal Walsh
Sat Jan 22 17:09:53 GMT 2000