Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate

Authors:
A. A. Shumskaya
Affiliations:
Physics and Engineering Institute of the National Technical University of Ukraine "Kiev Politechnical Institute," Kiev, Ukraine kuznetsov@probability.kiev.ua
Venue:
Cybernetics and Systems Analysis
Year:
2003

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Abstract

A new fast simulatiom method for evaluation of unavailability of a repairable system is proposed. Failure-free operation time and repair time have distribution functions of a general type. It is proved that for components with significantly different reliabilities, this method provides unbiased estimates with a bounded relative error. Two numerical examples are considered.