4.3 Article

Estimation of the limiting availability of a repairable series system with stationary dependent sequences

Journal

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume 91, Issue 17, Pages 3593-3602

Publisher

TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2021.1943666

Keywords

Availability; series system; dependent sequences; consistency; asymptotic normality

Funding

  1. National Natural Science Foundation of China [12071233, 11926347, 11971247]
  2. Natural Science Foundation of Colleges of Jiangsu Province [18KJB110003]
  3. PhD Candidate Research Innovation Fund of Nankai University

Ask authors/readers for more resources

The paper discusses the impact of the independence assumption on availability estimation when dependence actually exists. Consistency and asymptotic normality of the estimator of limiting availability are derived under regular conditions. Simulations are conducted to study the effect of dependence on availability estimation.
The independence assumption would lead to poor estimation of the availability and even misleading conclusions when dependence actually exists. In this paper, we provide the estimation of the limiting availability of a repairable series system when the failure times and repair times are two independent sequences of stationary dependent random variables. Furthermore, consistency and asymptotic normality of the estimator of the limiting availability are derived under some regular conditions. Finally, we investigate the limiting availability for a first-order exponential moving average (EMA1) process and a first-order exponential autoregressive (EAR(1)) process. Simulations are presented to study the impact of dependence on the estimation of the limiting availability.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.3
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available