Title

Confidence intervals for reliability and quantile functions with application to NASA space flight data

Authors

Authors

A. Heard;M. Pensky

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

IEEE Trans. Reliab.

Keywords

confidence intervals; generalized gamma distribution; Jeffreys; non-informative prior; GENERALIZED GAMMA-DISTRIBUTION; BINOMIAL PROPORTION; DISTRIBUTIONS; Computer Science, Hardware & Architecture; Computer Science, Software; Engineering; Engineering, Electrical & Electronic

Abstract

This paper considers the construction of confidence intervals for a cumulative distribution function F(z), and its inverse quantile function F-1(u), at some fixed points z, and u on the basis of an i.i.d. sample (X) under bar = {X-i}(i=1)(n), where n is relatively small. The sample is modeled as having a flexible, generalized gamma distribution with all three parameters being unknown. Hence, the technique can be considered as an alternative,to non-parametric confidence intervals, when X is a continuous random variable. The confidence intervals are constructed on the basis of Jeffreys noninformative prior. Performance of the resulting confidence intervals is studied via Monte Carlo simulations, and compared to the performance of nonparametric confidence intervals based on binomial proportion. It is demonstrated that the confidence intervals are robust; when data comes from Poisson or geometric distributions, confidence intervals based on a generalized gamma distribution outperform nonparametric confidence intervals. The theory is applied to the assessment of the reliability of the Pad Hypergol Servicing System of the Shuttle Orbiter.

Journal Title

Ieee Transactions on Reliability

Volume

55

Issue/Number

4

Publication Date

1-1-2006

Document Type

Article

Language

English

First Page

591

Last Page

601

WOS Identifier

WOS:000242547400004

ISSN

0018-9529

Share

COinS