Comparison of a simple approximation for multinormal integration with an importance sampling-based simulation method

Probabilistic Engineering Mechanics

Volumn 17, Issue 2, 2002, Pages 215-218

  Pandey, M D ^a   Sarkar, A ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b Johns Hopkins University   (United States)

Author keywords

Multinormal integration; Probability; Simulation; System reliability

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; FAILURE ANALYSIS; INTEGRAL EQUATIONS; PROBABILITY;

SYSTEM RELIABILITY;

RELIABILITY THEORY;

EID: 0036531951     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(02)00003-6     Document Type: Article

References (9)

1. Multinormal probability by sequential conditioned importance sampling: Theory and application
2. An effective approximation to evaluate multinormal integrals
3. On the influence of natural selection on the variability and correlation of organs
4. Effect of linear truncation on a multinormal population
5. Multifactorial qualitative traits: Genetic analysis and prediction of recurrence risks
6. First-order concepts in system reliability
7. Improved approximation for multinormal integral
8. An assessment of higher order bounds for structural reliability