An Allocation Scheme for Estimating the Reliability of a Parallel-Series System.pdfVIP

Hindawi Publishing Corporation Advances in Decision Sciences Volume 2012, Article ID 289035, 14 pages doi:10.1155/2012/289035 Research Article An Allocation Scheme for Estimating the Reliability of a Parallel-Series System Zohra Benkamra,1 Mekki Terbeche,2 and Mounir Tlemcani1 1 Department of Physics, University of Science and Technology of Oran-Mohamed Boudiaf (USTOMB), BP 1505 El M’Naouer, Oran 31000, Algeria 2 Department of Mathematics, University of Oran, BP 1524 El M’Naouer, Oran 31000, Algeria Correspondence should be addressed to Mounir Tlemcani, mounir.tlemcani@univ-pau.fr Received 28 April 2012; Revised 28 July 2012; Accepted 8 October 2012 Academic Editor: Wai Ki Ching Copyright q 2012 Zohra Benkamra et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We give a hybrid two-stage design which can be useful to estimate the reliability of a parallel- series and/or by duality a series-parallel system. When the components’ reliabilities are unknown, one can estimate them by sample means of Bernoulli observations. Let T be the total number of observations allowed for the system. When T is fixed, we show that the variance of the system reliability estimate can be lowered by allocation of the sample size T at components’ level. This leads to a discrete optimization problem which can be solved sequentially, assuming T is large enough. First-order asymptotic optimality is proved systematically and validated via Monte Carlo simulation. 1. Introduction In reliability engineering two crucial objectives are considered: 1 to maximize an estimate of system reliab