A New Simulation Estimator of System Reliability

Journal of Applied Mathematics and Stochastic Analysis

Volumn 7, Issue 3, 1994, Pages 331-336

  Ross, Sheldon M ^a  

^a DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

Author keywords

Multivalued System; Simulation; System Reliability; Variance Reduction

Indexed keywords

EID: 84968944135     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953394000286     Document Type: Article

References (7)

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3. Jun, C.H. and Ross, S.M., System reliability by simulation: random hazards versus importance sampling, Prob. in Eng. and Inf. Sci. 6 (1992), 119–127.
4. Pecaric, J., Proschan, F., and Tong, Y.L., Convex Functions, Partial Orderings, and Statistical Applications, Academic-Press, San Diego, CA, 1992.
5. Ross, S.M., Variance reduction in simulation via random hazards, Prob. in Eng. and Inf. Sci. 4 (1990), 299–311.
6. Ross, S.M., A Course in Simulation, MacMillan, NY, 1990.
7. Stein, C., Approximate Computation of Expectations, IMS Lecture Notes, Monograph Series Vo l. 7, 1986.