COMPARISON OF TWO METHODS OF OBTAINING CONFIDENCE INTERVALS FOR SYSTEM RELIABILITY
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA MATHEMATICS RESEARCH LAB
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Some specific comparisons are made in the note between the use of the asymptotic Chi-square distribution of the likelihood ratio and the asymptotic normality of the maximum likelihood estimates to obtain confidence interval for reliabilities of arbitrary systems when only failure data on the components is known. In all the comparisons made, using moderate samples and systems of average complexity, the asymptotic Chi-square appears to give much more accurate confidence intervals. Although the asymptotic Chi-square method requires machine computation for all but the simplest systems while the asymptotic normal method can be done easily by desk calculater, these examples would indicate the Chi-square method would be superior in most practical instances.
- Statistics and Probability
- Manufacturing and Industrial Engineering and Control of Production Systems