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Article: Estimating the number of errors in a system using a Martingale approach

TitleEstimating the number of errors in a system using a Martingale approach
Authors
Yip, Paul
KeywordsMartingale difference
Removal experiment
Time-dependent failure intensity
Weight function
Zero-mean
Issue Date1995
PublisherIEEE.
Citation
Ieee Transactions On Reliability, 1995, v. 44 n. 2, p. 322-326 How to Cite?
DOI: http://dx.doi.org/10.1109/24.387389
AbstractA new, efficient procedure estimates the number of errors in a system. A known number of seeded errors are inserted into a system. The failure intensities of the seeded and real errors are allowed to be different and time dependent. When an error is detected during the test, it is removed from the system. The testing process is observed for a fixed amount of time τ. Martingale theory is used to derive a class of estimators for the number of seeded errors in a continuous time setting. Some of the estimators and their associated standard deviations have explicit expressions. An optimal estimator among the class of estimators is obtained. A simulation study assesses the performance of the proposed estimators.
Persistent Identifierhttp://hdl.handle.net/10722/43502
ISSN
0018-9529
2023 Impact Factor: 5.0
2023 SCImago Journal Rankings: 1.511
ISI Accession Number ID
WOS:A1995RB97400025

 

DC FieldValueLanguage
dc.contributor.authorYip, Paulen_HK
dc.date.accessioned2007-03-23T04:47:20Z-
dc.date.available2007-03-23T04:47:20Z-
dc.date.issued1995en_HK
dc.identifier.citationIeee Transactions On Reliability, 1995, v. 44 n. 2, p. 322-326en_HK
dc.identifier.issn0018-9529en_HK
dc.identifier.urihttp://hdl.handle.net/10722/43502-
dc.description.abstractA new, efficient procedure estimates the number of errors in a system. A known number of seeded errors are inserted into a system. The failure intensities of the seeded and real errors are allowed to be different and time dependent. When an error is detected during the test, it is removed from the system. The testing process is observed for a fixed amount of time τ. Martingale theory is used to derive a class of estimators for the number of seeded errors in a continuous time setting. Some of the estimators and their associated standard deviations have explicit expressions. An optimal estimator among the class of estimators is obtained. A simulation study assesses the performance of the proposed estimators.en_HK
dc.format.extent383023 bytes-
dc.format.extent27136 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/msword-
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.relation.ispartofIEEE Transactions on Reliabilityen_HK
dc.rights©1995 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.-
dc.subjectMartingale differenceen_HK
dc.subjectRemoval experimenten_HK
dc.subjectTime-dependent failure intensityen_HK
dc.subjectWeight functionen_HK
dc.subjectZero-meanen_HK
dc.titleEstimating the number of errors in a system using a Martingale approachen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0018-9529&volume=44&issue=2&spage=322&epage=326&date=1995&atitle=Estimating+the+number+of+errors+in+a+system+using+a+martingale+approachen_HK
dc.identifier.emailYip, Paul: sfpyip@hku.hken_HK
dc.identifier.authorityYip, Paul=rp00596en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1109/24.387389en_HK
dc.identifier.scopuseid_2-s2.0-0029327209en_HK
dc.identifier.hkuros5469-
dc.identifier.volume44en_HK
dc.identifier.issue2en_HK
dc.identifier.spage322en_HK
dc.identifier.epage326en_HK
dc.identifier.isiWOS:A1995RB97400025-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridYip, Paul=7102503720en_HK
dc.identifier.issnl0018-9529-

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