APPROXIMATE CONFIDENCE LIMITS FOR COMPLEX SYSTEMS WITH EXPONENTIAL TIME UNTIL FAILURE OF THE COMPONENTS

Abstract

The asymptotic distribution of the log-likelihood ratio is shown to provide a method of determining approximate confidence limits for any coherent system when each component has an exponential life with unknown failure rate and component performance data are provided in the form, number of failures (minimum of one) and total operating time. Some computational methods to facilitate the determination of the lower confidence bound at a given level are provided in the important case of a series system. A numerical comparison is made between the nominal confidence level and the actual confidence level, by counting the number of times the true reliability is caught within the confidence bound determined by the likelihood ratio method using repeated computations from random numbers generated with a specified distribution.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1968
Accession Number
AD0682117

Entities

People

  • J. M. Myhre
  • Sam C. Saunders

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Binomials
  • Complex Systems
  • Computational Science
  • Confidence Limits
  • Equations
  • Inequalities
  • Intervals
  • Mathematics
  • Numbers
  • Observation
  • Probability
  • Random Variables
  • Real Numbers
  • Reliability
  • Scientific Research
  • Test Equipment

Readers

  • Regression Analysis.
  • Statistical inference.