Saralees Nadarajah, Samuel Kotz
Determination of Software Reliability based on Multivariate Exponential, Lomax and Weibull Models
When a new software is produced it is usually tested for failure several times in succession (whenever a failure is detected the software is rectified and tested again for failure). Suppose X
1, X
2, …, X
k
denote the
times between failures. Usually these variables will be dependent because of inter-dependence between the different components of the software. For the customer the main characteristic of interest is the value t for which the probability Pr{min(X
1, X
2,
…, X
k
) ≥ t} would be high. In this paper we consider a number of dependence models for X
1, X
2, …, X
k
based on multivariate exponential, multivariate Lomax and multivariate Weibull distributions. For each model we show how t could be determined for a specified degree of reliability. We also assess the sensitivity of t with respect to k failures and with respect to the dependence and the marginal parameters of each model.
Monte Carlo Methods and Applications, Walter de Gruyter
Print ISSN: 0929-9629
Volume: 12, 11/2006
Pages: 447 - 459
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