An Allocation Scheme for Estimating the Reliability of a Parallel-Series System

Abstract EN

We give a hybrid two-stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system.

When the components' reliabilities are unknown, one can estimate them by sample means of Bernoulli observations.

Let T be the total number of observations allowed for the system.

When T is fixed, we show that the variance of the system reliability estimate can be lowered by allocation of the sample size T at components' level.

This leads to a discrete optimization problem which can be solved sequentially, assuming T is large enough.

First-order asymptotic optimality is proved systematically and validated T Monte Carlo simulation.