On Confidence Limits for the Reliability of Systems
Myhre, Janet M. ; Saunders, Sam C.
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 1463-1472 / Harvested from Project Euclid
The asymptotic chi-square distribution of the log-likelihood ratio is used to obtain approximate confidence intervals for the reliability of any system which may be represented by a monotone function of Bernoulli variates. This generalizes the results of A. Madansky, Technometrics, November 1965, for series, parallel and series-parallel systems. The method used is to parameterize the log-likelihood equation so as to find the interval of parameter values which keeps the log-likelihood less than or equal to the specified quantile of the chi-square distribution. This is done by introducing an operator depending upon the parameter, a fixed point of which is the solution of the likelihood ratio equation, and by showing the operator is a contractive map and hence has a unique fixed point depending continuously on the parameter. The solution can be found simply by iteration.
Publié le : 1968-10-14
Classification: 
@article{1177698125,
     author = {Myhre, Janet M. and Saunders, Sam C.},
     title = {On Confidence Limits for the Reliability of Systems},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 1463-1472},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698125}
}
Myhre, Janet M.; Saunders, Sam C. On Confidence Limits for the Reliability of Systems. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  1463-1472. http://gdmltest.u-ga.fr/item/1177698125/