TY - GEN
T1 - Validation of method of moments for uncertainty propagation in reliability estimation
AU - Rausch, Mitchell
AU - Liao, Haitao
PY - 2007
Y1 - 2007
N2 - The method of moments and probabilistic methods such as simulation are usually employed for uncertainty propagation. In particular, the method of moments has been widely used in reliability engineering to calculate the expected value and variance of a reliability estimate given uncertain parameter estimates. However, applying this method in an attempt to obtain the reliability estimate and its variance sometimes can present significant error. Hence, it is important to understand the applicable conditions that the source of uncertainty must uphold to control estimation error. In this paper, two cases are analyzed. The first case involves the Exponential distribution with the failure rate defined according to the Normal distribution. The second case deals with the Weibull distribution with the parameter estimates following the Uniform distribution. Derivations are provided to quantify the error in approximation.
AB - The method of moments and probabilistic methods such as simulation are usually employed for uncertainty propagation. In particular, the method of moments has been widely used in reliability engineering to calculate the expected value and variance of a reliability estimate given uncertain parameter estimates. However, applying this method in an attempt to obtain the reliability estimate and its variance sometimes can present significant error. Hence, it is important to understand the applicable conditions that the source of uncertainty must uphold to control estimation error. In this paper, two cases are analyzed. The first case involves the Exponential distribution with the failure rate defined according to the Normal distribution. The second case deals with the Weibull distribution with the parameter estimates following the Uniform distribution. Derivations are provided to quantify the error in approximation.
KW - Exponential distribution
KW - Method of moments
KW - Reliability estimation
KW - Uncertainty
KW - Weibull distribution
UR - http://www.scopus.com/inward/record.url?scp=84886938037&partnerID=8YFLogxK
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M3 - Conference contribution
AN - SCOPUS:84886938037
SN - 9780976348627
T3 - Proceedings - 13th ISSAT International Conference on Reliability and Quality in Design
SP - 112
EP - 116
BT - Proceedings - 13th ISSAT International Conference on Reliability and Quality in Design
T2 - 13th ISSAT International Conference on Reliability and Quality in Design
Y2 - 2 August 2007 through 4 August 2007
ER -