Bayesian Reliability Analysis of The Power Law Process and Statistical Modeling of Computer and Network Vulnerabilities with Cybersecurity Applicationn
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Saudi Digital Library
Abstract
As most of mankind now lives in an era of high dependence on multiple technologies and
complex systems to store and manage sensitive information, researchers are constantly urged to
obtain and improve measurements and methodologies that have the ability to evaluate systems
reliability and security. The objectives of the present dissertation are to improve the Bayesian
reliability estimation of a software package where the Power Law Process, also known as Non-
Homogeneous Poisson Process, is the underlying failure model and to develop a set of statistical
models evaluating computer operating systems vulnerabilities. Furthermore, we develop a reliability
function of a computer network system using the Common Vulnerability Scoring System framework.
In the context of software reliability, we propose a Bayesian Reliability analysis approach of
the Power Law Process under the Higgins-Tsokos loss function for modeling software failure times.
We demonstrate, using real data, that the shape parameter of the Power Law Process behaves
as a random variable. Based on Monte Carlo simulations and using real data, we show that the Bayesian estimate of the shape parameter and the proposed estimate of the scale parameter perform
better compared to approximate maximum likelihood estimates, while they are sensitive to a prior
selection. Using this result, we obtained a Bayesian reliability estimate of the Power Law Process.
The results of this study have the potential to contribute not only to the reliability analysis field
but also to other fields that employ the Power Law Process.
We further illustrate the robustness of the Higgins-Tsokos loss function verses the commonly
used squared-error loss function in Bayesian Reliability analysis of the Power Law Process. Based
on extensive Monte Carlo simulations and using real data, the Bayesian estimate of the shape parameter and the proposed estimate of the scale parameter were not only as robust as the Bayesian
estimates under the squared-error loss function, but also performed better. The reliability function
of the Power Law Process is a function of the intensity function; therefore the relative efficiency
is used to compare the intensity function estimates. The intensity function using the Bayesian estimate of the shape parameter under the Higgins-Tsokos loss function and its influence on the
scale parameter estimate is more efficient than using the Bayesian estimate under the squared-error loss function. Moreover, using Monte Carlo simulations for different sample sizes, we show the efficiency and best performance of Bayesian reliability analysis under the Higgins-Tsokos loss function, recognizing that it is sensitive to selections of its parameters values and the shape parameter’s prior
density function. An interactive user interface application was developed to simply, without any
prior coding knowledge required of the user, compute and visualize the Bayesian and maximum
likelihood estimates of the intensity and reliability functions of the Power Law Process for a given
dataset.
In addition, we propose a new approach using Copula theory to obtain Bayesian estimates of
the Power Law Process intensity function parameters. We first demonstrate, using real data, the
random behaviors of the shape and scale parameters of the Power Law Process. We then show
the applicability of Copula theory in capturing the dependency structure of the subject parameters
and develop a bivariate probability distribution that best characterizes their bivariate probabilistic
behaviors. Copula-based Bayesian analysis, under the squared-error loss function and the developed
bivariate probability distribution, was studied, where Copula-based Bayesian estimates of the shape
and scale parameters of the Power Law Process are obtained simultaneously, considering both
parameters unknown and ran