A Lower Confidence Limit for Reliability of a Coherent System with Independent Exponential Components

Abstract

In this paper, we solve an oldest open problem of finding estimate interval for system reliability via the CHA algorithm (Chaudhuri et al 2001) following the Easterling (Jour. Amer. Statist. Asso., 1972) approach. We consider a coherent system composed of exponential components; the components arc assumed to be statistically independent. A closed form expression for the standard error of the system reliability, for a given mission of duration, is obtained. The method of calculating the 100(1- α)% lower confidence limit for the system reliability is illustrated for a simple series system with three independent exponential components. Both methods of simulation and numerical integration techniques are used for calculations. This paper basically extends the results of Easterling to any coherent system.