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  • https://doi.org/10.1109/tr.1974.5215297Copy DOI Icon

Adaptive Exponential Smoothing Models for Reliability Estimation

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Abstract

Four methods are discussed for determining the smoothing parameters in an adaptive exponential smoothing model which is used to assess reliability of a complex system tested in stages. The adaptive model is defined as R<sub>I</sub> = &#x003B1;<sub>I</sub>r<sub>I</sub> + (1 - &#x003B1;<sub>I</sub>)R<sub>i-1</sub>, i = 2,...k, where R<sub.i-1</sub. is the assessed reliability at stage (i -1), ri is the ratio of the number of successes to the number of trials at stage i. Among the four procedures given here for determining the smoothing parameters &#x003B1;<sub>I</sub> two empirical methods and an empirical Bayes procedure are considered in some detail including a numerical example in which these techniques are compared.

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