An allocation scheme for estimating the reliability of a parallel-series system

DOI10.1155/2012/289035MaRDI QIDQ1929896zbMATH OpenOpenAlexWikidataFDO

Authors Zohra Benkamra, M. Terbeche, Mounir Tlemcani

Publication date 10 January 2013

Published in Advances in Decision Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1202.5334

zbMATH Keywords

Bernoulli observationsMonte Carlo simulationtwo-stage design

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)

Abstract: We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to be tested in each subsystem. When a total sample size is fixed large, asymptotic optimality is proved systematically and validated via Monte Carlo simulation.

Review text

Summary: We give a hybrid two-stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system. When the components' reliabilities are unknown, one can estimate them by sample means of Bernoulli observations. Let \(T\) be the total number of observations allowed for the system. When \(T\) is fixed, we show that the variance of the system reliability estimate can be lowered by allocation of the sample size \(T\) at components' level. This leads to a discrete optimization problem which can be solved sequentially, assuming \(T\) is large enough. First-order asymptotic optimality is proved systematically and validated \(T\) Monte Carlo simulation.

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Cites work

• A sampling scheme for estimating the reliability of a series system
• Allocation Proportional to Coefficients of Variation when Estimating the Product of Parameters
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• Optimal allocation for estimating the mean of a bivariate polynomial
• Optimal few-stage designs
• Optimal Sampling Schemes for Estimating System Reliability by Testing Components--1: Fixed Sample Sizes
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• Two stage design for estimation of mean difference in the exponential family

Cited in

(7)

• Regression modelling on reliability variation of a parallel series system of \((m, n_i)\) order with addition and removal of parallel paths
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• Bayesian sequential estimation of the reliability of a parallel-series system
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