Accession Number:

ADA191648

Title:

Sensitivity Analysis for the System Reliability Function

Descriptive Note:

Technical rept. Dec 86-Dec 87

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPTOF OPERATIONS RESEARCH

Personal Author(s):

• Fishman, George S.

Report Date:

1987-12-01

Pagination or Media Count:

54.0

Abstract:

Sensitivity analysis, which represents an integral part of virtually every study of system reliability, measures variation in this quantity in response to changes in component reliabilities or in system design. Replacing old components with new ones with higher reliabilities affects system reliability. As time elapses, system reliability deteriorates when a non replacement policy for components all affect system reliability. Sampling variation in component reliability estimates induce sampling variation in the corresponding system reliability estimate. Having access to a model that accurately predicts these changes in system behavior allows one to make considerably more well informed decisions for maintaining or enhancing performance. This paper presents a method for estimating variation in system reliability in response to variation in component reliabilities. It describes a Monte Carlo sampling plan that on each of w sets of distinct component reliabilities. It describes a Monte Carlo sampling plan that on each replication provides sample data that contribute to the estimation of system reliability for each w sets of distinct component reliabilities. The sets may represent alternative component replacement plans, deteriorating component reliabilities at a succession of time points or extremal points of simultaneous component reliability interval estimates Fishman 1987. For purposes of exposition, we focus on s-t reliability but emphasize that the concepts discussed here also apply to other definitions of system reliability. Keywords Coefficients Polynomials Confidence intervals.

Descriptors:

• *MONTE CARLO METHOD
• *RELIABILITY
• POLICIES
• ESTIMATES
• VARIATIONS
• RESPONSE
• COEFFICIENTS
• PLANNING
• POLYNOMIALS
• SAMPLING
• REPLACEMENT
• CONFIDENCE LIMITS
• INTERVALS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE