An Improvement to the Total Hazard Method for System Reliability Simulation

Author:

Cancela Héctor,Khadiri Mohamed El

Abstract

The total hazard Monte Carlo estimator has been successfully applied to estimate the unreliability of multicomponent systems. Nevertheless, there are some cases where it is less efficient than the crude estimator. We propose in this paper a simple modification that improves the performance of the total hazard estimator.

Publisher

Cambridge University Press (CUP)

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. System Reliability By Simulation: Random Hazards Versus Importance Sampling

2. 3. El Khadiri M. (1992). Evaluation directe et par simulation d'indices de fiabilité de réseaux de communication: Algorithmes séquentiels et dédiés à des architectures à mémoire distributée [Direct evaluation and simulation of communication network reliability parameters: Sequential and memory distributed parallel algorithms]. Ph.D. thesis, Rennes I, Campus de Beaulieu, 35042 Rennes, France.

3. A new simulation estimator of system reliability

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