Convergence Properties of an Interval Probabilistic Approach to System Reliability Estimation

Authors

Cliff Joslyn
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

10-2004

Comments

UTEP-CS-02-29b.

Preliminary version published as Los Alamos National Laboratory Technical Report LA-UR-02-6261, Los Alamos, NM, 2002; full paper published in International Journal of General Systems, 2005, Vol. 34, No. 4, pp. 465-482.

Abstract

Based on a black box model of a complex system, and on intervals and probabilities describing the known information about the inputs, we want to estimate the system's reliability. Using the results of tests performed on the system's computer model, we can estimate the lower and upper bounds of the probability that the system is in a desirable state. In this paper, we prove that these estimates are correct in the sense that under reasonable assumptions, these estimates converge to the actual probability bounds.