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Approximating Reliability of a System with Doubly Bounded Performance Functions

Author

Listed:
  • Javid Amir Ahmadi

    (Department of Industrial Engineering, Amirkabir University of Technology, Tehran, P.O. Box 15875-4413, Iran)

  • Nadarajah Saralees

    (School of Mathematics, University of Manchester, Manchester M60 1QD, UK)

Abstract

The purpose of this paper is to derive an approximation of the reliability of a system with doubly bounded performance functions. The problem is illustrated through the probability of an n dimensional hyper cube of the multivariate normal distribution. An approximation method is presented to evaluate this probability based on n + 2 computations of the CDF of the multi-normal distribution.

Suggested Citation

  • Javid Amir Ahmadi & Nadarajah Saralees, 2006. "Approximating Reliability of a System with Doubly Bounded Performance Functions," Stochastics and Quality Control, De Gruyter, vol. 21(2), pages 243-250, January.
    • Handle: RePEc:bpj:ecqcon:v:21:y:2006:i:2:p:243-250:n:7
    DOI: 10.1515/EQC.2006.243
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