Better Buehler confidence limits
โ Scribed by Paul Kabaila
- Book ID
- 104301574
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 142 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
Consider the reliability problem of รฟnding a 1 -upper (lower) conรฟdence limit for ร the probability of system failure (non-failure), based on binomial data on the probability of failure of each component of the system. The Buehler 1conรฟdence limit is usually based on an estimator of ร. This conรฟdence limit has the desired coverage properties. We prove that in large samples the Buehler 1 -upper conรฟdence limit based on an approximate 1 -upper limit for ร is less conservative, whilst also possessing the desired coverage properties.
๐ SIMILAR VOLUMES
The Buehler 1 -upper conรฟdence limit is as small as possible, subject to the constraints that (a) its coverage probability never falls below 1 -and (b) it is a non-decreasing function of a designated statistic T . We provide two new results concerning the in uence of T on the e ciency of this conรฟde