Reliability Statistics in PyMC

probability
pymc
time-to-failure
calibration
Author

Nathaniel Forde

Published

January 10, 2023

Abstract
Reliability assessment with Survival analysis in PyMC

Reliability Statistics and Calibrated Prediction

This project was inspired by the need to apply survival analysis techniques in software engineering to predict and quantify the failure time distribution of software products. The focus was on parameteric modelling of failure distributions and the notion of calibrated predictions of failure times.

The project culminated in a publication to the official PyMC documentation that can be found online here or downloaded as notebook here

Linearised MLE fits to Failure time data