한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제16권1호
  • /
  • Pages.59-67
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  • 1991
  • /
  • 1225-1119(pISSN)
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  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

시뮬레이션에서 Total Hazard 를 이용한 신뢰도 추정

Reliability Estimation by Simulation Using Total Hazard

  • 발행 : 1991.06.01
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초록

The hazard estimator is proposed for estimating system failure probability of a general network where all minimal cut sets are given. Theoretical variance of the hazard estimator is derived in a bridge system. It is demonstrated that variance of the hazard estimator is much smaller than that of the raw simulation estimator particularly for small arc failure probability.

키워드

참고문헌

  1. IEEE Transactions on Reliability v.R-25 no.4 An Efficient Algorithm for Deducing the Minimal Cuts and Reliability Indices of a General Network Configuration Allan,R.N;R.Billinton;M.F.De Oliveira
  2. Statistical Theory of Reliability and Life Testing(Reprinted Edition) Barlow, Richard,E.;Frank Proschan
  3. Naval Research Logistics Quarterly v.29 no.4 The Observed Hazard and Multicomponent Systems Brown,Mark;Sheldon,M.Ross
  4. Operations Research v.34 no.4 A Monte Carlo Sampling Plan for Estimating Network Reliability Fishman,George S.
  5. Simulation Modeling and Analysis Law,A.M.;W.D.Kelton
  6. Probability in the Engineering and Informational Science v.4 Variance Reduction In Simulation Via Random Hazards Ross,Sheldon
  7. Naval Research Logistics Quarterly v.29 no.4 A Note On Randomly Evolving Hazard Rate Functions Schechner,Zvi