Approximating Reliability of a System with Doubly Bounded Performance Functions

Abstract The purpose of this paper is to derive an approximation of the reliability of a system with doubly bounded performance functions. The problem is illustrated through the probability of an n dimensional hyper cube of the multivariate normal distribution. An approximation method is presented to evaluate this probability based on n + 2 computations of the CDF of the multi-normal distribution.

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Year of publication:	2006
Authors:	Javid, Amir Ahmadi ; Nadarajah, Saralees
Published in:	Stochastics and Quality Control. - Walter de Gruyter GmbH & Co. KG, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 21.2006, 2, p. 243-250
Publisher:	Walter de Gruyter GmbH & Co. KG
Subject:	hyper cube \| multivariate normal distribution \| approximation \| reliability

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Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	English
Other identifiers:	10.1515/EQC.2006.243 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014590814