Accession Number:

ADA523916

Title:

Probabilistic Sensitivity Analysis with Respect to Bounds of Truncated Distributions (PREPRINT)

Descriptive Note:

Journal article

Corporate Author:

AIR FORCE RESEARCH LAB WRIGHT-PATTERSON AFB OH MATERIALS AND MANUFACTURING DIRECTORATE

Personal Author(s):

Report Date:

2010-04-01

Pagination or Media Count:

55.0

Abstract:

Bounds on variables are often implemented as part of a quality control program to ensure a sufficient pedigree of a product component and these bounds may significantly affect the products design through constraints such as cost, manufacturability and reliability. Thus, it is useful to determine the sensitivity of the product reliability to the imposed bounds. In this work, a method to compute the partial derivatives of the probability-of-failure and the response moments, such as mean and the standard deviation, with respect to the bounds of truncated distributions are derived for rectangular truncation. The sensitivities with respect to the bounds are computed using a supplemental flux integral that can be combined with the probability-of-failure or response moment information. The formulation is exact in the sense that the accuracy depends only upon the numerical algorithms employed. The flux integral is formulated as a special case of the probability integral for which the sensitivities are being computed.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE