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Greatest Lower Bounds of System Failure Probability on a Time Interval Under Incomplete Information About the Distribution Function of Time to Failure

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Abstract

The authors solve problems of finding the greatest lower bounds for the probability F (\( \upsilon \)) - F (u),0< u < \( \upsilon \) < ∞, in the set of distribution functions F (x) of nonnegative random variables with unimodal density with mode m, u < m < \( \upsilon \), and fixed two first moments.

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Correspondence to L. S. Stoikova.

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Translated from Kibernetika i Sistemnyi Analiz, No. 6, November–December, 2016, pp. 84–94.

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Stoikova, L.S., Krasnikov, S.N. Greatest Lower Bounds of System Failure Probability on a Time Interval Under Incomplete Information About the Distribution Function of Time to Failure. Cybern Syst Anal 52, 905–914 (2016). https://doi.org/10.1007/s10559-016-9892-4

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  • DOI: https://doi.org/10.1007/s10559-016-9892-4

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