Bayesian sequential estimation of the reliability of a parallel-series system

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Publication:482432

DOI10.1016/J.AMC.2013.05.010zbMATH Open1302.62216arXiv1204.0549OpenAlexW2078881803MaRDI QIDQ482432FDOQ482432


Authors: Zohra Benkamra, M. Terbeche, Mounir Tlemcani Edit this on Wikidata


Publication date: 30 December 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The allocation at subsystems or components level may be random. Based on the sampling schemes for parallel and series systems separately, we propose a hybrid sequential scheme for the parallel-series system. Asymptotic optimality of the Bayes risk associated with quadratic loss is proved with the help of martingale convergence properties.


Full work available at URL: https://arxiv.org/abs/1204.0549




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