A Second-Order Uncertainty Model of Independent Random Variables: An Example of the Stress-Strength Reliability
نویسنده
چکیده
A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex nonlinear optimization problem for reducing the second-order model to the firstorder one can be represented as a finite set of simple linear programming problems with a finite number of constraints. The stress-strength reliability analysis by unreliable information about statistical parameters of the stress and strength exemplifies the model. Numerical examples illustrate the proposed algorithm for computing the stress-strength reliability.
منابع مشابه
Inference on Pr(X > Y ) Based on Record Values From the Power Hazard Rate Distribution
In this article, we consider the problem of estimating the stress-strength reliability $Pr (X > Y)$ based on upper record values when $X$ and $Y$ are two independent but not identically distributed random variables from the power hazard rate distribution with common scale parameter $k$. When the parameter $k$ is known, the maximum likelihood estimator (MLE), the approximate Bayes estimator and ...
متن کاملSequential-Based Approach for Estimating the Stress-Strength Reliability Parameter for Exponential Distribution
In this paper, two-stage and purely sequential estimation procedures are considered to construct fixed-width confidence intervals for the reliability parameter under the stress-strength model when the stress and strength are independent exponential random variables with different scale parameters. The exact distribution of the stopping rule under the purely sequential procedure is approximated ...
متن کاملOn the Product and Ratio of Laplace and Bessel Random Variables
For given random variables X and Y , the distributions of the product |XY | and the ratio |X/Y | are of interest in many areas of the sciences. In traditional portfolio selection models, certain cases involve the product of random variables. The best examples of this are in the case of investment in a number of different overseas markets. In portfolio diversification models (see, e.g., Grubel [...
متن کاملDistributions of the Ratios of Independent Kumaraswamy Variables and System Reliability Applications
In this article, first of all, the Kumaraswamy distribution is introduced. Then, the joint and marginal distributions of W = X1/X2 and T = X1/X1+X2 where X1 and X2 are independent Kumaraswamy random variables, are obtained and the moments of these random variables are computed. The distribution of random variables W and T can be used in reliability studies and statistical models...
متن کاملModeling of Epistemic Uncertainty in Reliability Analysis of Structures Using a Robust Genetic Algorithm
In this paper the fuzzy structural reliability index was determined through modeling epistemic uncertainty arising from ambiguity in statistical parameters of random variables. The First Order Reliability Method (FORM) has been used and a robust genetic algorithm in the alpha level optimization method has been proposed for the determination of the fuzzy reliability index. The sensitivity level ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2003