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Generalized moment-independent importance measures based on Minkowski distance

Published on Dec 1, 2014in European Journal of Operational Research3.81
· DOI :10.1016/j.ejor.2014.05.021
Qingqing Zhai12
Estimated H-index: 12
(Beihang University),
Jun Yang12
Estimated H-index: 12
(Beihang University)
+ 1 AuthorsYu Zhao9
Estimated H-index: 9
(Beihang University)
Abstract
Importance measures have been widely studied and applied in reliability and safety engineering. This paper presents a general formulation of moment-independent importance measures and several commonly discussed importance measures are unified based on Minkowski distance (MD). Moment-independent importance measures can be categorized into three classes of MD importance measures, i.e. probability density function based MD importance measure, cumulative distribution function based MD importance measure and quantile based MD importance measure. Some properties of the proposed MD importance measures are investigated. Several new importance measures are also derived as special cases of the generalized MD importance measures and illustrated with some case studies.
  • References (41)
  • Citations (16)
References41
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#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 18
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#1Li Luyi (NPU: Northwestern Polytechnical University)H-Index: 1
#2Lu Zhenzhou (NPU: Northwestern Polytechnical University)H-Index: 7
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#1Way Kuo (CityU: City University of Hong Kong)H-Index: 18
#2Xiaoyan Zhu (UT: University of Tennessee)H-Index: 14
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