Author:
Jun Chi Hyuck,Ross Sheldon M.
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 for a triangular system that the total hazard estimator has significantly smaller variance when compared both to the standard importance sampling estimator and to an improved version of it.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
10 articles.
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