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 :
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