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A new simulation estimator of system reliability

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Publication:1344651
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DOI10.1155/S1048953394000286zbMath0814.65144OpenAlexW2111880449MaRDI QIDQ1344651

Sheldon M. Ross

Publication date: 18 June 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47168


zbMATH Keywords

importance samplingsystem reliabilityvariance reductionstratified samplingsimulation estimatoranthitetic variablesmultivalues systems


Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05) Probabilistic methods, stochastic differential equations (65C99)


Related Items (4)

A new simulation method based on the RVR principle for the rare event network reliability problem ⋮ Reliability for a System with Dependent Components ⋮ An Improvement to the Total Hazard Method for System Reliability Simulation ⋮ Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem







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