Monte Carlo simulation of system reliability

  • Authors:
  • Thomas L. Fagan;Myron A. Wilson

  • Affiliations:
  • -;-

  • Venue:
  • ACM '68 Proceedings of the 1968 23rd ACM national conference
  • Year:
  • 1968

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Abstract

A number of authors have considered the problem of synthesizing an interval estimate of system reliability from component test data, test time and number of failures. Among those who have treated the topic analytically are Lipow; Springer and Thompson; Lindstrom and Madden; Garner and Vail; Nishime, Conner and Wells; Madansky, Dempskey, and Rubenstein. 1-10 In this brief working paper we present a Monte Carlo simulation procedure which enables synthesis of the probability distributions of reliability parameters where the components are individually exponential. Confidence limits are interpreted as percentiles of the system distribution. The technique permits testing, comparison and verification of the analytical methods cited above.