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):

• Jun, Chi H.
• Ross, Sheldon M.

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:

• *ESTIMATES
• *STOCHASTIC PROCESSES
• HAZARDS
• MODELS
• ABSTRACTS
• APPROACH
• FUNCTIONS
• SAMPLING
• STANDARDS
• BRIDGES
• RELIABILITY

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE