Reliability models are generally estimated from small samples. This paper seeks to calculate the uncertainty affecting reliability parameters in function of the sample size.
The confidence intervals are calculated on the basis of Monte Carlo simulations and using the variance‐covariance matrix; the two methods are compared.
Numerical results for the estimation of uncertainty have been obtained for standard reliability models, non‐homogeneous Poisson process and generalized renewal process.
For the generalized renewal process, the article points out the influence of the age correction factor on the number of repairs authorized and on uncertainty. The surface plot of the likelihood function with respect to parameters is a convenient tool to interpret the uncertainty.
