A new simulation estimator of system reliability. (1994)

• Record Type: Journal Article
• Authors: Ross, Sheldon M.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 7:Number 3(1994)
• Page Start: 331
• Page End: 336
• Publication Date: 1994
• Subjects: simulation -- system reliability -- variance reduction -- multivalued system; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953394000286
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : A basic identity is proven and applied to obtain new simulation estimators concerning (a) system reliability, (b) a multi-valued system. We show that the variance of this new estimator is often of the order α 2 when the usual raw estimator has variance of the order α and α is small. We also indicate how this estimator can be combined with standard variance reduction techniques of antithetic variables, stratified sampling and importance sampling.