Article ID: | iaor20001747 |
Country: | Netherlands |
Volume: | 114 |
Issue: | 3 |
Start Page Number: | 602 |
End Page Number: | 609 |
Publication Date: | May 1999 |
Journal: | European Journal of Operational Research |
Authors: | Shih Neng-Hui |
Keywords: | simulation |
This paper presents efficient simulation methods for the sensitivity analysis of reliability models of binary networks. Especially, this paper investigates the relative change of the reliability. We propose using the conditional expectation to estimate the derivative of system reliability. This method is compared with the score function method. The proposed simulation seems more efficient when the relative change of reliability is concerned. A simulation of bridge networks is used to demonstrate this efficiency.