System Reliability by Simulation: Random Hazards Versus Importance Sampling

Abstract

Two approaches for simulating the reliability function are considered - one using the total hazard estimator and the other using importance sampling. It is shown both for the Wheatstone Bridge system and also for a triangular system that the total hazard estimator has significantly smaller variance when compared both to the standard importance sampling estimator and also to an improved version of it.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1991
Accession Number
ADA250934

Entities

People

  • Chi H. Jun
  • Sheldon M. Ross

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Classification
  • Computations
  • Estimators
  • Monitoring
  • Probability
  • Random Variables
  • Sampling
  • Security
  • Simulations
  • Specific Volume
  • Triangles

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Aerosol Science/Aerosol Physics
  • Thermal Physics or Thermal Science.