Acessibilidade / Reportar erro

Determination of prediction intervals for a future number of failures: a statistical and Monte Carlo approach

In this work, we present a new procedure, called sub-sampling, to obtain data concerning time of failure in trials without replacement, (NRT). With this data it is possible to determine the prediction interval (PI) for the future number of failures. We also present an alternative way to evaluate the coverage probability of the prediction interval (PI). The results presented show that the method proposed is reliable and can be useful for the statistical analyses of quality control of processes.

Sub-sampling; Weibull Distribution; Prediction Intervals; Coverage Probability; Monte Carlo Simulation


Sociedade Brasileira de Física Caixa Postal 66328, 05315-970 São Paulo SP - Brazil, Tel.: +55 11 3091-6922, Fax: (55 11) 3816-2063 - São Paulo - SP - Brazil
E-mail: sbfisica@sbfisica.org.br