Reliability sensitivity method by line sampling

Volume: 30, Issue: 6, Pages: 517 - 532
Published: Nov 1, 2008
Abstract
Reliability sensitivity refers to the derivative of the failure probability with respect to the distribution parameter of basic random variable. Conventionally, this requires repetitive evaluations of the failure probability for different distribution parameters, which is a direct but computationally expensive task. An efficient simulation algorithm is presented to perform reliability sensitivity analysis using the line sampling technique, which...
Paper Details
Title
Reliability sensitivity method by line sampling
Published Date
Nov 1, 2008
Volume
30
Issue
6
Pages
517 - 532
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