EXAMPLES OF MONTE-CARLO METHODS IN RELIABILITY ESTIMATION BASED ON REDUCTION OF PRIOR INFORMATION

被引：13
|
作者：
BACA, A
机构：
[1] University of Vienna, Vienna
来源：
IEEE TRANSACTIONS ON RELIABILITY | 1993年 / 42卷 / 04期
关键词：
SYSTEM RELIABILITY; MONTE-CARLO; VARIANCE REDUCTION; PRIOR INFORMATION; SEQUENTIAL DESTRUCTION METHOD; IMPORTANCE SAMPLING;
D O I：
10.1109/24.273599
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Following the proposal of Tanaka, Kumamoto, Inoue (1989), Monte Carlo methods are constructed, based on less prior information, and yield estimators with smaller standard deviation. The first application derives a variant of the sequential destruction method. The second application obtains the traditional importance sampling Monte Carlo method for static reliability problems, starting with a dynamic reliability problem; a class of systems is given, where standard-deviation reduction can be guaranteed before any Monte Carlo trials.
引用
收藏
页码：645 / 649
页数：5
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