Higher-order normal approximation approach for highly reliable system assessment

Zhaohui Li, Dan Yu, Jian Liu and Qingpei Hu

IISE Transactions, 2020, vol. 52, issue 5, 555-567

Abstract: In this study, the issue of system reliability assessment (SRA) based on component failure data is considered. In industrial statistics, the delta method has become a popular approach for confidence interval approximation. However, for high reliability systems, usually the assessment is confronted with very limited component sample size, variant multi-parameter lifetime models, and complex system structure. Along with strict requirement on assessment accuracy and computational efficiency, existing approaches barely work under these circumstances. In this article, a normal approximation approach is proposed for determining the lower confidence limit of system reliability using components’ time-to-failure data. The polynomial adjustment method is adopted to construct higher-order approximate confidence limit. The main contribution of this work is constructing an integrated methodology for SRA. Specifically, a reliability-based Winterbottom-extended Cornish-Fisher (R-WCF) expansion method for log-location-scale family is elaborated. The proposed methodology exceeds the efficient limitation of Cramer Rao’s theory. Numerical studies are conducted to illustrate the effectiveness of the proposed approach, and results show that the R-WCF approach is more efficient than the delta method for highly reliable system assessment, especially with ultra-small sample size. Supplementary materials are available for this article. Go to the publisher’s online edition of IISE Transactions.

Date: 2020
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/24725854.2019.1630869 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:uiiexx:v:52:y:2020:i:5:p:555-567

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/uiie20

DOI: 10.1080/24725854.2019.1630869

Access Statistics for this article

IISE Transactions is currently edited by Jianjun Shi

More articles in IISE Transactions from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().