Estimating the cumulative downtime distribution of highly reliable components
Compound Bernoulli processes are motivated as satisfactory approximations to alternating renewal processes that model the availability of highly reliable components. The cumulative downtime distribution derived from a compound Bernoulli process is more tractable and can easily be estimated from data...
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Published in | Proceedings IEEE International Conference on Communications ICC '95 Vol. 1; pp. 177 - 181 vol.1 |
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Main Author | |
Format | Conference Proceeding |
Language | English |
Published |
IEEE
1995
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Abstract | Compound Bernoulli processes are motivated as satisfactory approximations to alternating renewal processes that model the availability of highly reliable components. The cumulative downtime distribution derived from a compound Bernoulli process is more tractable and can easily be estimated from data using maximum likelihood techniques. The special case of exponential repair times is examined in detail and a uniformly minimum variance unbiased estimator for the cumulative downtime distribution is derived and compared to the maximum likelihood estimator and a nonparametric estimator in terms of mean-squared error. |
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AbstractList | Compound Bernoulli processes are motivated as satisfactory approximations to alternating renewal processes that model the availability of highly reliable components. The cumulative downtime distribution derived from a compound Bernoulli process is more tractable and can easily be estimated from data using maximum likelihood techniques. The special case of exponential repair times is examined in detail and a uniformly minimum variance unbiased estimator for the cumulative downtime distribution is derived and compared to the maximum likelihood estimator and a nonparametric estimator in terms of mean-squared error. |
Author | Jeske, D.R. |
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Snippet | Compound Bernoulli processes are motivated as satisfactory approximations to alternating renewal processes that model the availability of highly reliable... |
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StartPage | 177 |
SubjectTerms | Exponential distribution Probability distribution Random variables Thumb |
Title | Estimating the cumulative downtime distribution of highly reliable components |
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