Resampling Approach to the Estimation of Reliability Systems

Abstract

The article is devoted to the resampling approach application to the reliability problems. This approach to reliability problems was first proposed by Ivnitsky (1967). Resampling is intensive statistical computer method, which is non-parametrical, that uses initial samples data in different combinations to simulate the process many times and get finally the estimator of the characteristics of interest. At the present paper simple resampling, hierarchical resampling, the case of one sample for several variables, the case of partially known distributions, analysis of degradation flow, analysis of degradation-renewal process, construction of confidence intervals are described. All those resampling application cases can be applied successfully to solve the reliability problems as an alternative to classical methods. 1