A Powerful Numerical Method to Combine Random Variables
- 1 June 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. R-29 (2) , 126-129
- https://doi.org/10.1109/tr.1980.5220750
Abstract
The paper proposes a numerical method to combine random variables. The method is based on representing a distribution by a histogram with equal probability intervals. This is an improvement on the Monte Carlo technique. An example is given to illustrate the use of the method in Reliability, involving the evaluation of the top event probability of a fault-tree with s-dependent cut sets.Keywords
This publication has 2 references indexed in Scilit:
- A Monte Carlo Technique for Obtaining System Reliability Confidence Limits from Component Test DataIEEE Transactions on Reliability, 1967
- On the Choice of the Number of Class Intervals in the Application of the Chi Square TestThe Annals of Mathematical Statistics, 1942