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Uncertainty Bounds for a Monotone Multistate System

Published online by Cambridge University Press:  27 July 2009

Helge Langseth  and
Bo Henry Lindqvist
Helge Langseth
Affiliation:
SINTEF Industrial Management, Department of Safety and Reliability N-7034 Trondheim, Norway
Bo Henry Lindqvist
Affiliation:
Norwegian University of Science and Technology, Department of Mathematical Sciences N-7034 Trondheim, Norway
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Abstract

We consider a monotone multistate system with conditionally independent components given the component reliabilities, and random component reliabilities. Upper and lower bounds are derived for the moments of the random reliability function, extending results for binary systems. The second moment is given special attention, as this quantity is used to calculate the standard deviation of the system reliability estimate. The motivation for the paper is to establish a basis for uncertainty analysis and Bayesian estimation in connection with multistate systems.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 12 , Issue 2 , April 1998 , pp. 239 - 260
Copyright
Copyright © Cambridge University Press 1998

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