Moment-independent importance measure of basic random variable and its probability density evolution solution

Volume: 53, Issue: 4, Pages: 1138 - 1145
Published: Mar 20, 2010
Abstract
To analyze the effect of basic variable on failure probability in reliability analysis, a moment-independent importance measure of the basic random variable is proposed, and its properties are analyzed and verified. Based on this work, the importance measure of the basic variable on the failure probability is compared with that on the distribution density of the response. By use of the probability density evolution method, a solution is...
Paper Details
Title
Moment-independent importance measure of basic random variable and its probability density evolution solution
Published Date
Mar 20, 2010
Volume
53
Issue
4
Pages
1138 - 1145
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