Maxim Fioshin | Searcharxiv

arXiv2013

Resampling Approach to the Estimation of the Aircraft Circulation Plan Reliability

The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small samples. Algorithm of the Resampling method for the given task is illustrated and variance of obtained estimators is calculated, which is the measure of the method effectiveness.

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arXiv2013

Resampling Approach for the Calculation Processes and Information Systems Models Estimation

The work is devoted to the analysis of the Resampling method proposed by A. Andronov and to the analysis of the Resampling method application possibility to the estimation and simulation of the calculation and logical systems reliability. The work Simple and Hierarchical method properties are considered, algorithms for variance are shown. The methods are applied for processes in the multitask operation system and queries to database analysis, a comparison with the classical method, that uses the empirical distribution functions, is made. Numerical examples illustrate the influence of different factors on the Resampling method efficiency. The task of the sample size optimization has been considered. The dynamic programming method is applied to minimize the variance of the Resampling estimator. Optimization is applied for the analysis of queries to database, the numerical example illustrates the value of optimization. The case of partially known distributions is considered. It is shown how to use the Resampling approach in the case when the distributions of some input variables are known. The method is applied to database query analysis and a comparison with Hierarchical Resampling is made. The construction of the Resampling confidence intervals is considered. The algorithm for construction of the Resampling confidence intervals is shown and actual coverage probabilities are calculated. Examples for the multitask operation system analysis illustrate the calculation of the actual coverage probability algorithm.

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arXiv2013

Resampling Approach to the Estimation of Reliability Systems

The article is devoted to the resampling approach application to the reliability problems. This approach to reliability problems was first proposed by Ivnitsky (1967). Resampling is intensive statistical computer method, which is non-parametrical, that uses initial samples data in different combinations to simulate the process many times and get finally the estimator of the characteristics of interest. At the present paper simple resampling, hierarchical resampling, the case of one sample for several variables, the case of partially known distributions, analysis of degradation flow, analysis of degradation-renewal process, construction of confidence intervals are described. All those resampling application cases can be applied successfully to solve the reliability problems as an alternative to classical methods.

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