Higher-order normal approximation approach for highly reliable system assessment

doi:10.1080/24725854.2019.1630869

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	Higher-order normal approximation approach for highly reliable system assessment
	Li, Zhaohui 1,2; Yu, Dan1,2 ; Liu, Jian 3; Hu, Qingpei1,2
刊名	IISE TRANSACTIONS
	2019-07-31
页码	13
关键词	System reliability assessment highly reliable system Winterbottom-extended Cornish-Fisher expansion reliability-based expansion log-location-scale family
ISSN号	2472-5854
DOI	10.1080/24725854.2019.1630869
英文摘要	In this study, the issue of system reliability assessment (SRA) based on component failure data is considered. In industrial statistics, the delta method has become a popular approach for confidence interval approximation. However, for high reliability systems, usually the assessment is confronted with very limited component sample size, variant multi-parameter lifetime models, and complex system structure. Along with strict requirement on assessment accuracy and computational efficiency, existing approaches barely work under these circumstances. In this article, a normal approximation approach is proposed for determining the lower confidence limit of system reliability using components' time-to-failure data. The polynomial adjustment method is adopted to construct higher-order approximate confidence limit. The main contribution of this work is constructing an integrated methodology for SRA. Specifically, a reliability-based Winterbottom-extended Cornish-Fisher (R-WCF) expansion method for log-location-scale family is elaborated. The proposed methodology exceeds the efficient limitation of Cramer Rao's theory. Numerical studies are conducted to illustrate the effectiveness of the proposed approach, and results show that the R-WCF approach is more efficient than the delta method for highly reliable system assessment, especially with ultra-small sample size. are available for this article. Go to the publisher's online edition of IISE Transactions.
资助项目	National Key R&D Programs of the Ministry of Science and Technology of China[2018YFB0704304] ; National Center for Mathematics and Interdisciplinary Sciences ; Key Laboratory of Systems and Control
WOS研究方向	Engineering ; Operations Research & Management Science
语种	英语
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000481237000001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/35506]
专题	系统科学研究所
通讯作者	Hu, Qingpei
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Ctr Qual & Data Sci, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Univ Arizona, Dept Syst & Ind Engn, Tucson, AZ 85721 USA
推荐引用方式 GB/T 7714	Li, Zhaohui,Yu, Dan,Liu, Jian,et al. Higher-order normal approximation approach for highly reliable system assessment[J]. IISE TRANSACTIONS,2019:13.
APA	Li, Zhaohui,Yu, Dan,Liu, Jian,&Hu, Qingpei.(2019).Higher-order normal approximation approach for highly reliable system assessment.IISE TRANSACTIONS,13.
MLA	Li, Zhaohui,et al."Higher-order normal approximation approach for highly reliable system assessment".IISE TRANSACTIONS (2019):13.