Comparison of Monte Carlo Techniques for Obtaining System-Reliability Confidence Limits

Digital computer techniques are developed using a) asymptotic distributions of maximum likelihood estimators, and b) a Monte Carlo technique, to obtain approximate system reliability s-confidence limits from component test data. 2-Parameter Weibull, gamma, and logistic distributions are used to model the component failures. The components can be arranged in any system configuration: series, parallel, bridge, etc., as long as one can write the equation for system reliability in terms of component reliability. Hypothetical networks of 3, 5, and 25 components are analyzed as examples. Univariate and bivariate asymptotic techniques are compared with a double Monte Carlo method. The bivariate asymptotic technique is shown to be fast and accurate. It can guide decisions during the research and development cycle prior to complete system testing and can be used to supplement system failure data.

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