The Annals of Mathematical Statistics

Approximate Confidence Limits for Complex Systems with Exponential Component Lives

J. M. Myhre and Sam C. Saunders

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Abstract

The asymptotic distribution of the log-likelihood ratio is shown to provide a method of determining approximate confidence bounds for the reliability function of any coherent system when each component has an exponential life with unknown failure rate and component performance data are provided in the form: number of failures (minimum of one) and total operating time. Thus the method applies under all general types of censoring. This extends the results of the authors, Ann. Math. Statist. (1968), on confidence limits for coherent structures with binomial data on the component's reliability. Methods similar to those previously utilized are combined with some special properties of the exponential distribution to obtain the results.

Article information

Source
Ann. Math. Statist., Volume 42, Number 1 (1971), 342-348.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177693517

Digital Object Identifier
doi:10.1214/aoms/1177693517

Mathematical Reviews number (MathSciNet)
MR275609

Zentralblatt MATH identifier
0218.62115

JSTOR
links.jstor.org

Citation

Myhre, J. M.; Saunders, Sam C. Approximate Confidence Limits for Complex Systems with Exponential Component Lives. Ann. Math. Statist. 42 (1971), no. 1, 342--348. doi:10.1214/aoms/1177693517. https://projecteuclid.org/euclid.aoms/1177693517


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