Premium
Sequential Confidence Interval Estimation for System Availability
Author(s) -
Cha Ji Hwan,
Lee Sangyeol,
Jeon Jongwoo
Publication year - 2006
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.693
Subject(s) - confidence interval , sequential estimation , interval (graph theory) , estimation , interval estimation , mathematics , statistics , state (computer science) , computer science , algorithm , engineering , systems engineering , combinatorics
In this paper we develop a sequential procedure of constructing the fixed accuracy confidence intervals for the steady state availability of a repairable system. It is shown that the confidence interval is asymptotically consistent and the proposed stopping rule is asymptotically efficient as the width of the interval approaches zero. We provide some examples that illustrate the benefit of the proposed methodology compared with a conventional approach. Copyright © 2005 John Wiley & Sons, Ltd.