DocumentCode
2864987
Title
Uncertainty analysis in reliability modeling
Author
Yin, Liang ; Smith, Marcel A J ; Trivedi, Kishor S.
Author_Institution
Duke Univ., Durham, NC, USA
fYear
2001
fDate
2001
Firstpage
229
Lastpage
234
Abstract
In reliability analysis of computer systems, models such as fault trees, Markov chains, and stochastic Petri nets (SPN) are built to evaluate or predict the reliability of the system. In general, the parameters in these models are usually obtained from field data, or by the data from systems with similar functionality, or even by guessing. In this paper, we address the parameter uncertainty problem. First, we review and classify three ways to describe the parameter uncertainty in the model: reliability bounds, confidence intervals, and probability distributions. Second, by utilizing the second-order approximation and the normal approximation, we propose an analytic method to derive the confidence interval of the system reliability from the confidence intervals of parameters in the transient solution of Markov models. Then, we study the Monte Carlo simulation method to derive the uncertainty in the system reliability, and use it to validate our proposed analytic method. Our effort makes the reliability prediction more realistic compared with the result without the uncertainty analysis
Keywords
Markov processes; Monte Carlo methods; parameter estimation; probability; reliability; reliability theory; uncertainty handling; Markov chains; Monte Carlo simulation method; computer systems; confidence interval; confidence intervals; fault trees; normal approximation; parameter uncertainty; probability distributions; reliability bounds; reliability modeling; reliability prediction; second-order approximation; stochastic Petri nets; transient solution; uncertainty analysis; Computational modeling; Fault trees; Maximum likelihood estimation; Parameter estimation; Predictive models; Reliability; Stochastic systems; Transient analysis; Uncertain systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Reliability and Maintainability Symposium, 2001. Proceedings. Annual
Conference_Location
Philadelphia, PA
ISSN
0149-144X
Print_ISBN
0-7803-6615-8
Type
conf
DOI
10.1109/RAMS.2001.902472
Filename
902472
Link To Document