System Reliability by Simulation: Random Hazards Versus Importance Sampling
POHANG INST OF SCIENCE AND TECHNOLOGY (REPUBLIC OF KOREA)
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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.
- Statistics and Probability