Acta Scientiarum Naturalium Universitatis Pekinensis

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On the Lower Confidence Limits for the Structure Reliability

CHEN Jiading, LI Ji   

  1. School of Mathematical Sciences, Peking University, Beijing, 100871
  • Received:2003-05-30 Online:2004-09-20 Published:2004-09-20



  1. 北京大学数学学院,北京,100871

Abstract: Let X1, X2,…,Xn be independent and identically distributed random variables. X1 is distributed as N(μ, σ2), where μ and σ are unknown parameters satisfying μ>0 and σ/μ≤c0(c0 is known). Given ti>0(i=1,…,n). Suppose that the observation data is Z=(Z1,…,Zn),in which Zi=1 or 0 according as Xi is bigger than ti or not. R(t0)=P(X1>t0) is so-called structure reliability. A method seeking the lower confidence limit RL of R(t0) based on the data Z is given. Especially, the accurate computational method is obtained in the case of no failure (i.e.Zi≡1).

Key words: structure reliability, lower confidence limit, ordering method of the sample space

摘要: 针对实际工作中常见的一类试验数据,研究了产品的结构可靠度的置信下限。对于无失效数据及只含一个失效数据的重要情形给出了计算置信下限的有效方法。

关键词: 结构可靠度, 置信下限, 样本空间排序法

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