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Higher-order normal approximation approach for highly reliable system assessment
Li, Zhaohui1,2; Yu, Dan1,2; Liu, Jian3; Hu, Qingpei1,2
2019-07-31
Source PublicationIISE TRANSACTIONS
ISSN2472-5854
Pages13
AbstractIn 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.
KeywordSystem reliability assessment highly reliable system Winterbottom-extended Cornish-Fisher expansion reliability-based expansion log-location-scale family
DOI10.1080/24725854.2019.1630869
Language英语
Funding ProjectNational 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 Research AreaEngineering ; Operations Research & Management Science
WOS SubjectEngineering, Industrial ; Operations Research & Management Science
WOS IDWOS:000481237000001
PublisherTAYLOR & FRANCIS INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/35507
Collection系统科学研究所
Corresponding AuthorHu, Qingpei
Affiliation1.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
Recommended Citation
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.
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