• 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