Estimating the s-t Reliability Function Using Importance and Stratified Sampling.
Abstract
This paper considers an undirected network G with node set V and arc set E = 1,....,n. Nodes are perfect but arcs fail randomly and independently with known probabilities 1-p sub 1 ,...,1-p sub n. This paper describes a highly efficient Monte Carlo sampling plan for estimating a reliability function where P denotes a set of points in the n'- dimensional unit hypercube. The method combines importance and stratified sampling techniques.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1986
- Accession Number
- ADA177570
Entities
People
- George S. Fishman
Organizations
- University of North Carolina at Chapel Hill