Article ID: | iaor20043544 |
Country: | Hungary |
Volume: | 21 |
Issue: | 1 |
Start Page Number: | 131 |
End Page Number: | 149 |
Publication Date: | Jan 2004 |
Journal: | Alkalmazott Matematikai Lapok |
Authors: | Prkopa Andrs, Horvth Alice |
Keywords: | programming: probabilistic |
In large series-parallel systems the exact calculation of the expected time to failure is frequently impossible because there are too many arithmetic operations involved. However, lower and upper bounds can be given so that they may serve as approximations for that value. In this paper we present bounds for the expected time to failure by the use of some recent results in connection with discrete moment problems.