Variate Generation in Reliability

Lawrence M. Leemis
Additional contact information
Lawrence M. Leemis: The College of William & Mary

Chapter Chapter 4 in Simulation Methods for Reliability and Availability of Complex Systems, 2010, pp 85-103 from Springer

Abstract: Abstract This chapter considers (1) the generation of random lifetimes via density-based and hazard-based methods, (2) the generation of certain stochastic processes that are useful in reliability and availability analysis, and (3) the generation of random lifetimes for the accelerated life and proportional hazards models. The accurate modeling of failure time distributions is critical for the development of valid Monte Carlo and discrete-event simulation models for applications in reliability and survival analysis. Once an accurate model has been established, it is oftentimes the case that the complexity of the model requires an analysis by simulation. The associated variate generation algorithms for common stochastic models are introduced here. Although the generation of random lifetimes is typically applied to reliability and survival analysis in a simulation setting, their use is widespread in other disciplines as well. The more diverse wider literature on generating random objects includes generating random combinatorial objects, generating random matrices, generating random polynomials, generating random colors, generating random geometric objects, and generating random spawning trees.

Keywords: Poisson Process; Hazard Function; Failure Time; Renewal Process; Counting Process (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:ssrchp:978-1-84882-213-9_4

Ordering information: This item can be ordered from
http://www.springer.com/9781848822139

DOI: 10.1007/978-1-84882-213-9_4

Access Statistics for this chapter

More chapters in Springer Series in Reliability Engineering from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().