Variance importance of system components by Monte Carlo
- 1 January 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. 37 (4) , 421-423
- https://doi.org/10.1109/24.9851
Abstract
The authors present an algorithm to compute variance importance, a measure of uncertainty importance for system components. A simple equation has been derived for the measure, and Monte Carlo simulation is used to obtain numerical estimates. The algorithm overcomes NP-difficulty (non-polynomial difficulty) which exists in earlier methods for computing uncertainty importance, and is simpler, more accurate, and more practical. Moreover, it shows the direct relationship between probabilistic importance and uncertainty importance. An example illustrates the evaluation of Monte Carlo variance importance for a sample systemKeywords
This publication has 2 references indexed in Scilit:
- Variance-Importance of System ComponentsIEEE Transactions on Reliability, 1982
- Methods for the estimation of confidence bounds for the top-event unavailability of fault treesNuclear Engineering and Design, 1977