UNCERTAINTY BOUNDS FOR A MONOTONE MULTISTATE SYSTEM

Authors
LANGSETH H LINDQVIST BH
Citation
H. Langseth et Bh. Lindqvist, UNCERTAINTY BOUNDS FOR A MONOTONE MULTISTATE SYSTEM, Probability in the engineering and informational sciences, 12(2), 1998, pp. 239-260
Citations number
18
Categorie Soggetti
Statistic & Probability","Operatione Research & Management Science","Engineering, Industrial","Statistic & Probability","Operatione Research & Management Science
Journal title
Probability in the engineering and informational sciences → ACNP
ISSN journal
02699648
Volume
12
Issue
2
Year of publication
1998
Pages
239 - 260
Database
ISI
SICI code
0269-9648(1998)12:2<239:UBFAMM>2.0.ZU;2-M
Abstract
We consider a monotone multistate system with conditionally independen t components given the component reliabilities, and random component r eliabilities. Upper and lower bounds are derived for the moments of th e random reliability function, extending results for binary systems. T he second moment is given special attention, as this quantity is used to calculate the standard deviation of the system reliability estimate . The motivation for the paper is to establish a basis for uncertainty analysis and Bayesian estimation in connection with multistate system s.