Approximating Reliability of a System with Doubly Bounded Performance Functions

Javid Amir Ahmadi and Nadarajah Saralees
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Javid Amir Ahmadi: Department of Industrial Engineering, Amirkabir University of Technology, Tehran, P.O. Box 15875-4413, Iran
Nadarajah Saralees: School of Mathematics, University of Manchester, Manchester M60 1QD, UK

Stochastics and Quality Control, 2006, vol. 21, issue 2, 243-250

Abstract: The purpose of this paper is to derive an approximation of the reliability of a system with doubly bounded performance functions. The problem is illustrated through the probability of an n dimensional hyper cube of the multivariate normal distribution. An approximation method is presented to evaluate this probability based on n + 2 computations of the CDF of the multi-normal distribution.

Keywords: hyper cube; multivariate normal distribution; approximation; reliability (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1515/EQC.2006.243

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