Nonparametric Estimation of the Interval Reliability

Abstract

The interval reliability of a repairable system is the probability that the system is operating at a specified time and will continue to operate for a specified interval of time. This quantity is especially important for equipment, which must be working when an emergency situation arises. The present paper discusses the nonparametric estimation of the interval reliability when (i) the data on ‘n’ complete cycles of system operation are available, (ii) the data are subject to right censorship, and (iii) the process is observed up to a specified time ‘T’. A Simulation study is conducted to assess the performance of the estimators. The proposed method is also illustrated using a compressor failure data.

Keywords

• Availability; Censored data; Empirical distribution function; Product limit estimator; Renewal function