Estimating Network Reliability with Accelerated Convergence Rates on Error Bounds.

Abstract

The purpose of this paper is to describe related estimation techniques that improve the convergence rate to 1/K when a specified nonrandom finite sequence of sample points is used and to (log K)/K when certain nonrandom infinite sequences of sample points are used. In addition, algorithms are given for computing estimates of g(s,t) with 1/K and (log K)/K convergence rates with computation time complexities per replication having an upper bound O(N) + O(max(N,/V/)) as K approaches limit of infinity. Although the infinite sequences have a slower convergence rate than the finite sequence has, these offer the convenience of allowing one to add replications as desired and retaining the rate. By contrast, the finite sequence does not allow this addition, once K is initially fixed.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1983
Accession Number
ADA139841

Entities

People

  • G. S. Fishman

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Binomials
  • Computations
  • Contrast
  • Convergence
  • Distribution Functions
  • Estimators
  • Monte Carlo Method
  • Normal Distribution
  • North Carolina
  • Operations Research
  • Probability
  • Reliability
  • Sampling
  • Statistical Sampling
  • Systems Analysis

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