Sequential confidence interval estimation for system availability

Ji Hwan Cha, Sangyeol Lee, Jongwoo Jeon

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)165-176
Number of pages12
JournalQuality and Reliability Engineering International
Volume22
Issue number2
DOIs
StatePublished - Mar 2006

Keywords

  • Asymptotic consistency
  • Asymptotic efficiency
  • Sequential confidence interval
  • Steady state availability
  • Stopping rule

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