Skip to main content
Log in

Reliability Approximation for Markov Chain Imbeddable Systems

  • Published:
Methodology And Computing In Applied Probability Aims and scope Submit manuscript

Abstract

In the present article, a simple method is developed for approximating the reliability of Markov chain imbeddable systems. The approximating formula reduces the problem to the reliability assessment of smaller systems with structure similar to the original systems. Two specific reliability structures which have attracted considerable research interest recently (r-within-consecutive-k-out-of-n system and two dimensional r-within-k 1 × k 2-out-of-n 1 × n 2 system) are studied by the new approach and numerical calculations are carried out, which reveal the high quality of our approximations. Several possible extensions and generalizations are also presented in brief.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • S. Aki, “Waiting time problems for a sequence of discrete random variables,” Annals of the Institute of Statistical Mathematics vol. 44 pp. 363-378, 1992.

    Google Scholar 

  • A. D. Barbour, O. Chryssaphinou, and M. Roos, “Compound Poisson approximation in systems reliability,” Naval Research Logistics vol. 43 pp. 251-264, 1996.

    Google Scholar 

  • R. E. Barlow and F. Proschan, Statistical Theory of Reliability and Life Testing, To Begin with: Silver Spring, MD, 1981.

  • M. V. Boutsikas, “Contribution to the theory of associated random variables,” PhD Thesis, University of Athens, 2000 (in Greek).

  • M. V. Boutsikas and M. V. Koutras, “Generalized reliability bounds for coherent structures,” Journal of Applied Probability vol. 37 pp. 778-794, 2000.

    Google Scholar 

  • M. T. Chao and J. C. Fu, “A limit theorem for certain repairable systems,” Annals of the Institute of Statistical Mathematics vol. 41 pp. 809-818, 1989.

    Google Scholar 

  • M. T. Chao and J. C. Fu, “The reliability of a large series system under Markov structure,” Advances in Applied Probability vol. 23 pp. 894-908, 1991.

    Google Scholar 

  • M. T. Chao, J. C. Fu, and M. V. Koutras, “Survey of Reliability studies of consecutive-k-out-of-n:F and related systems,” IEEE Transactions on Reliability vol. 44 pp. 120-127, 1995.

    Google Scholar 

  • J. Chen and J. Glaz, “Two-dimensional discrete scan statistics,” Statistics and Probability Letters vol. 31 pp. 59-68, 1996.

    Google Scholar 

  • J. Chen and J. Glaz, “Approximations and inequalities for the distribution of a scan statistic for 0–1 Bernoulli trials,” Advances in the Theory and Practice of Statistics: A volume in Honor of S. Kotz (edited by N. L. Johnson and N. Balakrishnan), pp. 285-298, Wiley: New York, 1997.

    Google Scholar 

  • M. Ebneshahrashoob and M. Sobel, “Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas,” Statistics and Probability Letters vol. 9 pp. 5-11, 1990.

    Google Scholar 

  • W. Feller, An Introduction to Probability Theory and its Applications, vol. 1 3rd ed. Wiley: New York, 1968.

    Google Scholar 

  • J. C. Fu, “Distribution theory of runs and patterns associated with a sequence of multistate trials,” Statistica Sinica vol. 6 pp. 957-974, 1996.

    Google Scholar 

  • J. C. Fu and M. V. Koutras, “Poisson approximations for two-dimensional patterns,” Annals of the Institute of Statistical Mathematics vol. 46 pp. 179-192, 1994.

    Google Scholar 

  • J. C. Fu and M. V. Koutras, “Reliability bounds for coherent structures with independent components,” Statistics & Probability Letters vol. 22 pp. 137-148, 1995.

    Google Scholar 

  • J. C. Fu and W. Y. Lou, “On reliabilities of certain linearly connected engineering systems,” Statistics & Probability Letters vol. 12 pp. 291-296, 1991.

    Google Scholar 

  • J. Glaz, “Moving window detection for discrete data,” IEEE Transactions on Information Theory vol. 29 pp. 457-462, 1983.

    Google Scholar 

  • J. Glaz and B. McK. Johnson, “Probability inequalities for multivariate distributions with dependence structures,” Journal of American Statistical Association vol. 79 pp. 436-441, 1984.

    Google Scholar 

  • J. Glaz and J. I. Naus, “Tight bounds and approximations for scan statistic probabilities for discrete data,” The Annals of Applied Probability vol. 1 pp. 306-318, 1991.

    Google Scholar 

  • W. S. Griffith, “On consecutive k-out-of-n failure systems and their generalizations,” Reliability and Quality Control pp. 157-165, 1986.

  • V. V. Karwe and J. I. Naus, “New recursive methods for scan statistic probabilities,” Computational Statistics & Data analysis vol. 23 pp. 389-402, 1997.

    Google Scholar 

  • M. V. Koutras, “On a Markov chain approach for the study of reliability structures,” Journal of Applied Probability vol. 33 pp. 357-367, 1996.

    Google Scholar 

  • M. V. Koutras and V. A. Alexandrou, “Sooner waiting time problems in a sequence of trinomial trials,” Journal of Applied Probability vol. 34 pp. 593-609, 1997.

    Google Scholar 

  • J. I. Naus, “Approximations for distributions of scan statistics,” Journal of the American Statistical Association vol. 77 pp. 177-183, 1982.

    Google Scholar 

  • J. B. Nelson, “Minimal order models for false alarm calculations on sliding windows,” IEEE Transactions on Aerospace & Electronic systems vol. 14 pp. 351-363, 1978.

    Google Scholar 

  • A. Salvia and W. Lasher, “2-dimensional consecutive-k-out-of-n:F models,” IEEE Transactions on Reliability vol. 39 pp. 382-385, 1990.

    Google Scholar 

  • E. Samuel-Cahn, “Simple approximations to the expected waiting time for a cluster of any given size for point processes,” Advances in Applied probability vol. 15 pp. 21-38, 1983.

    Google Scholar 

  • B. Saperstein, “On the occurrence of n successes within N Bernoulli trials,” Technometrics vol. 15 pp. 809-818, 1973.

    Google Scholar 

  • B. Saperstein, “Note on a clustering problem,” Journal of Applied Probability vol. 12 pp. 629-632, 1975.

    Google Scholar 

  • B. Saperstein, “The analysis of attribute moving averages: MIL-STD-105D reduced inspection plans,” Sixth Conference on Stochastic Processes and applications, Tel Aviv, 1976.

  • E. Seneta, Non-Negative Matrices and Markov Chains, 2nd ed., Springer-Verlag, NY, 1981.

    Google Scholar 

  • K. Sheng and J. I. Naus, “Matching fixed rectangles in 2-dimension,” Statistics and Probability Letters vol. 26 pp. 83-90, 1996.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Boutsikas, M.V., Koutras, M.V. Reliability Approximation for Markov Chain Imbeddable Systems. Methodology and Computing in Applied Probability 2, 393–411 (2000). https://doi.org/10.1023/A:1010062218369

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1010062218369

Navigation