2004•Asia Pacific Journal of Operational ResearchRequires access

BOOTSTRAP CONFIDENCE INTERVALS FOR STEADY-STATE AVAILABILITY

Jae‐Hak Lim, Sang Wook Shin, Dae Kyung Kim, Dong Ho Park

Abstract

Steady-state availability, denoted by A, has been widely used as a measure to evaluate the reliability of a repairable system. In this paper, we develop new confidence intervals for steady-state availability based on four bootstrap methods; standard bootstrap confidence interval, percentile bootstrap confidence interval, bootstrap-t confidence interval, and bias-corrected and accelerated confidence interval. We also investigate the accuracy of these bootstrap confidence intervals by calculating the coverage probability and the average length of intervals.

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Available abstract

Key concepts: Confidence interval, Robust confidence intervals, CDF-based nonparametric confidence interval, Confidence distribution, Statistics, Percentile, Tolerance interval, Coverage probability