Better Buehler confidence limits

Paul Kabaila

Statistics & Probability Letters, 2001, vol. 52, issue 2, 145-154

Abstract: Consider the reliability problem of finding a 1-[alpha] upper (lower) confidence limit for [theta] the probability of system failure (non-failure), based on binomial data on the probability of failure of each component of the system. The Buehler 1-[alpha] confidence limit is usually based on an estimator of [theta]. This confidence limit has the desired coverage properties. We prove that in large samples the Buehler 1-[alpha] upper confidence limit based on an approximate 1-[alpha] upper limit for [theta] is less conservative, whilst also possessing the desired coverage properties.

Keywords: Reliability; Confidence; limit; Discrete; data (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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