Article ID: | iaor20012680 |
Country: | United Kingdom |
Volume: | 37 |
Issue: | 2 |
Start Page Number: | 187 |
End Page Number: | 209 |
Publication Date: | Jan 1997 |
Journal: | Microelectronics and Reliability |
Authors: | Pham Hoang, Wang Hongzhou |
Keywords: | simulation: applications |
Generally there are four main difficulties in evaluating complex large-scale system reliability, availability and mean time between failures (MTBF): the system structure may be very complex; subsystems may follow various failure distributions; subsystems may conform to arbitrary failure and repair distributions for maintained systems; the failure data of subsystems are sometimes not sufficient; reliability test sample sizes tend to be small. It is difficult and often impossible to obtain s‐confidence limits of them by classical statistics. Monte Carlo technique combined with Bayes method is a powerful tool to solve this kind of problem. In this survey, the typical existing Monte Carlo reliability, availability and MTBF simulation procedures, variance reduction methods, and random variate generation algorithms are analyzed and summarized. The advantages, drawbacks, accuracy and computer time of Monte Carlo simulation in evaluating reliability, availability and mean time between failures of a complex network are discussed. Finally, some conclusions are drawn and a general Monte Carlo reliability and mean time to failure assessment procedure is recommended.