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Publication Date:
November 2006
ISSN:
1569-3961
DOI:
10.1515/156939606779329035

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Determination of Software Reliability based on Multivariate Exponential, Lomax and Weibull Models

Saralees Nadarajah1 / Samuel Kotz2

11. School of Mathematics, University of Manchester, Manchester M60 1QD, UK, E-mail: saralees.nadarajah@manchester.ac.uk

22. Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, USA

Citation Information: Monte Carlo Methods and Applications mcma. Volume 12, Issue 5, Pages 447–459, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: 10.1515/156939606779329035,

Publication History:
Published Online:

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.

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