Accession Number:

AD0743633

Title:

A Monte Carlo Technique Using Component Failure Test Data to Approximate Reliability Confidence Limits of Systems with Components Characterized by the Weibull Distribution

Descriptive Note:

Master's thesis

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING

Personal Author(s):

• Lannon, Robert G.

Report Date:

1972-03-01

Pagination or Media Count:

64.0

Abstract:

The paper develops a Monte Carlo technique which, with a digital computer, determines confidence limits for system reliability of complex systems containing components characterized by the Weibull distribution. The component distribution shape and scale parameters are estimated by the method of maximum likelihood from component failure times while the location parameter is assumed known. The asymptotic distribution of these maximum likelihood estimators and a Monte Carlo simulation are used to determine confidence limits on system reliability. As an example, confidence limits are calculated for two systems of up to eight components in combinations of series and parallel configurations using 99, 499, 999, and 2999 simulations. Accuracy of the confidence limits is found to be satisfactory after being checked by a method using a double Monte Carlo technique.

Descriptors:

• *RELIABILITY
• COMPUTER PROGRAMS
• THESES
• STATISTICAL DISTRIBUTIONS
• CONFIDENCE LIMITS
• DIGITAL COMPUTERS
• SAMPLING
• MONTE CARLO METHOD

Subject Categories:

• Statistics and Probability
• Manufacturing and Industrial Engineering and Control of Production Systems

Distribution Statement:

APPROVED FOR PUBLIC RELEASE