Better Buehler confidence limits
Consider the reliability problem of finding a 1-[alpha] upper (lower) confidence limit for [theta] the probability of system failure (non-failure), based on binomial data on the probability of failure of each component of the system. The Buehler 1-[alpha] confidence limit is usually based on an estimator of [theta]. This confidence limit has the desired coverage properties. We prove that in large samples the Buehler 1-[alpha] upper confidence limit based on an approximate 1-[alpha] upper limit for [theta] is less conservative, whilst also possessing the desired coverage properties.
Year of publication: |
2001
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Authors: | Kabaila, Paul |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 2, p. 145-154
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Publisher: |
Elsevier |
Subject: | Reliability Confidence limit Discrete data |
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