DocumentCode
1354344
Title
A Modified Monte Carlo Technique for Confidence Limits of System Reliability Using Pass-Fail Data
Author
Chao, Anne ; Huwang, L-C
Author_Institution
Institute of Applied Mathematics; National Tsing Hua University; Hsin-Chu; Taiwan-R.O. CHINA.
Issue
1
fYear
1987
fDate
4/1/1987 12:00:00 AM
Firstpage
109
Lastpage
112
Abstract
A Monte Carlo technique of Rice & Moore is modified to give a more accurate procedure for approximating confidence limits on system reliability using binomial component data. The modified lower confidence limit not only improves the Rice & Moore results but also compares well with most of the currently available methods for special series systems. Simulation results show that the modified method performs better in maintaining the nominal coverage probabilities than the original Rice & Moore procedure.
Keywords
Chaos; Maximum likelihood estimation; Minimax techniques; Monte Carlo methods; Reliability theory; Statistical distributions; Statistics; Binomial distribution; Bootstrap; Confidence interval; Monte Carlo simulation;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.1987.5222312
Filename
5222312
Link To Document