Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation

Abstract

In the present study paper, a failure (hazard) rate function approximates the probability distribution for the linear combination of a random variable considered a highly complex model. The saddlepoint approximation approach is used to approximate the probability mass function and the cumulative distribution function to derive the approximation of the failure (hazard) rate with a high level of accuracy. The superior performance of this method is shown by numerical simulations and comparison with the performance of other approximation methods.

Probabilistic Analysis of an RL Circuit Transient Response under Inductor Failure Conditions

“…For example, it is extensively used in communication systems and signal processing applications [33,34]. The work in [35] used saddle point approximation for the estimation of hazard rate function for a linear combination of Poisson random variables. The probability distribution of the sum of two independent Poisson random variables is also Poisson.…”