Approximating Reliability of a System with Doubly Bounded Performance Functions

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:	Ahmadi, Javid Amir ; Saralees, Nadarajah
Published in:	Economic Quality Control. - De Gruyter. - Vol. 21.2006, 2, p. 243-250
Publisher:	De Gruyter

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010736088