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An Improvement to the Total Hazard Method for System Reliability Simulation

Published online by Cambridge University Press:  27 July 2009

Héctor Cancela  and
Mohamed El Khadiri
Héctor Cancela
Affiliation:
IRISA, Campus Universitaire de Beaulieu, 35042 Rennes CEDEX, France and Inv. Operativa-lnCo-PeDeCiBa, Facultad de Ingenieria,, CP 11300 Montevideo, Uruguay
Mohamed El Khadiri
Affiliation:
IRISA, Campus Universitaire de Beaulieu, 35042 Rennes CEDEX, France and Département Gestion Logistique et Transport, Institut Universitaire de Technologie, 58 rue Michel Ange, 44606 Saint-Nazaire, France
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Abstract

The total hazard Monte Carlo estimator has been successfully applied to estimate the unreliability of multicomponent systems. Nevertheless, there are some cases where it is less efficient than the crude estimator. We propose in this paper a simple modification that improves the performance of the total hazard estimator.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 10 , Issue 2 , April 1996 , pp. 187 - 196
Copyright
Copyright © Cambridge University Press 1996

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