ESTIMATION OF SYSTEM RELIABILITY IN BROWNIAN STRESS-STRENGTH MODELS BASED ON SAMPLE PATHS

被引：15

作者：

EBRAHIMI, N ^{[1
]}

RAMALLINGAM, T ^{[1
]}

机构：

[1] NO ILLINOIS UNIV,STAT CONSULTING LAB,DE KALB,IL 60115

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 01期

关键词：

STRESS-STRENGTH MODEL; STOPPED PROCESS; MAXIMUM LIKELIHOOD ESTIMATOR; BINARY PERFORMANCE PROCESS; BROWNIAN MOTION; HOMOGENEOUS MARKOV PROCESS; NONHOMOGENEOUS MARKOV PROCESS; 1ST PASSAGE TIME; INVERSE GAUSSIAN DISTRIBUTION;

D O I：

10.1007/BF00773665

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Reliability of many stochastic systems depends on uncertain stress and strength patterns that are time dependent. In this paper, we consider the problem of estimating the reliability of a system when both X(t) and Y(t) are assumed to be independent Brownian motion processes, where X(t) is the system stress, and Y(t) is the system strength, at time t.

引用

页码：9 / 19

页数：11

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