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Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
Mathematics and Computers in Simulation ( IF 4.6 ) Pub Date : 2021-04-01 , DOI: 10.1016/j.matcom.2020.11.024
Pierre Derennes , Jérôme Morio , Florian Simatos

Abstract In rare event analysis, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complementary moment independent sensitivity measures, allowing to improve the understanding of the system’s rare event. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure.

中文翻译:

互补矩独立和面向可靠性的灵敏度测量的同时估计

摘要 在罕见事件分析中,故障概率的估计是一个至关重要的目标。然而,仅关注故障事件的发生可能不足以完全表征所考虑系统的可靠性。本文提供了两个互补的矩独立灵敏度度量的通用估计方案,可以提高对系统稀有事件的理解。进行数值应用以显示所提出的估计程序的有效性。
更新日期:2021-04-01
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