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Estimation of system reliability in Brownian stress-strength models based on sample paths

  • Stochastic Models
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Abstract

Reliability of many stochastic systems depends on uncertain stress and strength patterns that are time dependent. In this paper, we consider the problem of estimating the reliability of a system when bothX(t) andY(t) are assumed to be independent Brownian motion processes, whereX(t) is the system stress, andY(t) is the system strength, at timet.

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Authors and Affiliations

  1. Division of Statistics and Statistical Consulting Laboratory, Northern Illinois University, 60115-2854, DeKalb, IL, USA

    Nader Ebrahimi & T. Ramallingam

Authors
  1. Nader Ebrahimi
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  2. T. Ramallingam
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Additional information

This research was partially supported by the Air-Force Office of Scientific Research Grants AFOSR-89-0402 and AFOSR-90-0402.

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Ebrahimi, N., Ramallingam, T. Estimation of system reliability in Brownian stress-strength models based on sample paths. Ann Inst Stat Math 45, 9–19 (1993). https://doi.org/10.1007/BF00773665

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  • DOI: https://doi.org/10.1007/BF00773665

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