We consider the problem of estimating the reliability of bundles constructed of several fibres, given a particular kind of censored data. The bundles consist of several fibres which have their own independent identically dis-tributed failure stresses (i.e.the forces that destroy the fibres). The force applied to a bundle is distributed between the fibres in the bundle, accord-ing to a load-sharing model. A bundle with these properties is an example of a load-sharing system. Ropes constructed of twisted threads, compos-ite materials constructed of parallel carbon fibres, and suspension cables constructed of steel wires are all examples of load-sharing systems. In par-ticular, we consider bundles where load-sharing is described by either the Equal load-sharing model or the more general Local load-sharing model. In order to estimate the cumulative distribution function of failure stresses of bundles, we need some observed data. This data is obtained either by testing bundles or by testing individual fibres. In this thesis, we develop several theoretical testing methods for both fibres and bundles, and related methods of statistical inference. Non-parametric and parametric estimators of the cumulative distribu-tion functions of failure stresses of fibres and bundles are obtained from different kinds of observed data. It is proved that most of these estimators are consistent, and that some are strongly consistent estimators. We show that resampling, in this case random sampling with replacement from sta-tistically independent portions of data, can be used to assess the accuracy of these estimators. Several numerical examples illustrate the behavior of the obtained estimators. These examples suggest that the obtained estimators usually perform well when the number of observations is moderate.

We consider the problem of estimating the failure stresses of bundles (i.e. the tensile forces that destroy the bundles), constructed of several statisti-cally similar fibres, given a particular kind of censored data. Each bundle consists of several fibres which have their own independent identically dis-tributed failure stresses, and where the force applied on a bundle at any moment is distributed equally between the unbroken fibres in the bundle. A bundle with these properties is an example of an equal load-sharing sys-tem, often referred to as the Daniels failure model. The testing of several bundles generates a special kind of censored data, which is complexly struc-tured. Strongly consistent non-parametric estimators of the distribution laws of bundles are obtained by applying the theory of martingales, and by using the observed data. It is proved that random sampling, with replace-ment from the statistical data related to each tested bundle, can be used to obtain asymptotically correct estimators for the distribution functions of deviations of non-parametric estimators from true values. In the case when the failure stresses of the fibres are described by a Weibull distribution, we obtain strongly consistent parametric maximum likelihood estimators of the distribution functions of failure stresses of bundles, by using the complexly structured data. Numerical examples illustrate the behavior of the obtained estimators.

Daktaro disertacijos tyrimo objektai yra rezervuotos sistemos ir degradaciniai modeliai. Norint užtikrinti svarbių sistemos elementų aukštą patikimumą, naudojami jų rezerviniai elementai, kurie gali būti įjungiami sugedus šiems pagrindiniams elementams. Rezerviniai elementai gali funkcionuoti skirtinguose režimuose: „karštame“, „šaltame“ arba „šiltame“. Disertacijoje yra nagrinėjamos sistemos su „šiltai“ rezervuotais elementais. Darbe suformuluojama rezervinio elemento „sklandaus įjungimo“ hipotezė ir konstruojami statistiniai kriterijai šiai hipotezei tikrinti. Nagrinėjami neparametrinio ir parametrinio taškinio bei intervalinio vertinimo uždaviniai. Disertacijoje nagrinėjami pakankamai bendri degradacijos modeliai, kurie aprašo elementų gedimų intensyvumą kaip funkciją kiek naudojamų apkrovų, tiek ir degradacijos lygio, kuri savo ruožtu modeliuojama naudojant stochastinius procesus. / In doctoral thesis redundant systems and degradation models are considered. To ensure high reliability of important elements of the system, the stand-by units can be used. These units are commuted and operate instead of the main failed unit. The stand-by units can function in the different conditions: “hot”, “cold” or “warm” reserving. In the thesis systems with “warm” stand-by units are analyzed. Hypotheses of smooth commuting are formulated and goodness-of-fit tests for these hypotheses are constructed. Nonparametric and parametric point and interval estimation procedures are given. Modeling and statistical estimation of reliability of systems from failure time and degradation data are considered.

In doctoral thesis redundant systems and degradation models are considered. To ensure high reliability of important elements of the system, the stand-by units can be used. These units are commuted and operate instead of the main failed unit. The stand-by units can function in the different conditions: “hot”, “cold” or “warm” reserving. In the thesis systems with “warm” stand-by units are analyzed. Hypotheses of smooth commuting are formulated and goodness-of-fit tests for these hypotheses are constructed. Nonparametric and parametric point and interval estimation procedures are given. Modeling and statistical estimation of reliability of systems from failure time and degradation data are considered. / Daktaro disertacijos tyrimo objektai yra rezervuotos sistemos ir degradaciniai modeliai. Norint užtikrinti svarbių sistemos elementų aukštą patikimumą, naudojami jų rezerviniai elementai, kurie gali būti įjungiami sugedus šiems pagrindiniams elementams. Rezerviniai elementai gali funkcionuoti skirtinguose režimuose: „karštame“, „šaltame“ arba „šiltame“. Disertacijoje yra nagrinėjamos sistemos su „šiltai“ rezervuotais elementais. Darbe suformuluojama rezervinio elemento „sklandaus įjungimo“ hipotezė ir konstruojami statistiniai kriterijai šiai hipotezei tikrinti. Nagrinėjami neparametrinio ir parametrinio taškinio bei intervalinio vertinimo uždaviniai. Disertacijoje nagrinėjami pakankamai bendri degradacijos modeliai, kurie aprašo elementų gedimų intensyvumą kaip funkciją kiek naudojamų apkrovų, tiek ir degradacijos lygio, kuri savo ruožtu modeliuojama naudojant stochastinius procesus.