Sequential interval estimation of the limiting interval availability for a bivariate stationary dependent sequence Journal Article


Author(s): BALAKRISHNA, N; Mathew Angel
Article Title: Sequential interval estimation of the limiting interval availability for a bivariate stationary dependent sequence
Alternate Title: Statistics
Abstract: In this paper, we consider the sequential confidence interval estimation of the limiting interval availability of a repairable system when the sequences of failure and repair times are generated by a bivariate stationary dependent sequence. The confidence interval and the proposed stopping rule are shown to be asymptotically consistent and efficient as the width of the interval approaches zero. In particular, we consider the sequential interval estimation of the limiting interval availability for a first-order bivariate exponential autoregressive process. A simulation study is also conducted to asses the performance of the proposed confidence interval.
Journal Title: Statistics
Volume: 46
Issue: 2
ISSN: 0233-1888
Publisher: Taylor & Francis  
Date Published: 2014-07-10
Start Page: 185
End Page: 196
DOI/URL:
Notes: --- - "doi: 10.1080/02331888.2010.504987" - In this paper, we consider the sequential confidence interval estimation of the limiting interval availability of a repairable system when the sequences of failure and repair times are generated by a bivariate stationary dependent sequence. The confidence interval and the proposed stopping rule are shown to be asymptotically consistent and efficient as the width of the interval approaches zero. In particular, we consider the sequential interval estimation of the limiting interval availability for a first-order bivariate exponential autoregressive process. A simulation study is also conducted to asses the performance of the proposed confidence interval. - "doi: 10.1080/02331888.2010.504987"