An allocation scheme for estimating the reliability of a parallel-series system (Q1929896)
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English | An allocation scheme for estimating the reliability of a parallel-series system |
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An allocation scheme for estimating the reliability of a parallel-series system (English)
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10 January 2013
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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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two-stage design
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Bernoulli observations
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Monte Carlo simulation
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