Accelerated simulation of failure probability of a system consisting of elements with considerably differing reliability (Q1582911)

If a system consists of elements of various types that differ considerably in reliability, then the accuracy of the estimates of the failure probability is worsened. In order to eliminate these disadvantages, a method of accelerated simulation is considered which yields unbiased estimators of this probability having the RMSE property. The method is based on weighted simulation, the principle of monotone failures and an analytical-statistical method. A numerical example is given.