Accession Number:
ADA250934
Title:
System Reliability by Simulation: Random Hazards Versus Importance Sampling
Descriptive Note:
Corporate Author:
POHANG INST OF SCIENCE AND TECHNOLOGY (REPUBLIC OF KOREA)
Personal Author(s):
Report Date:
1991-01-01
Pagination or Media Count:
15.0
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.
Descriptors:
Subject Categories:
- Statistics and Probability