Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures

Pierre Derennes, Jérôme Morio and Florian Simatos

Mathematics and Computers in Simulation (MATCOM), 2021, vol. 182, issue C, 721-737

Abstract: In rare event analysis, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complementary moment independent sensitivity measures, allowing to improve the understanding of the system’s rare event. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure.

Keywords: Sensitivity analysis; Moment independent importance measure; Reliability; Reliability-oriented sensitivity measures; Risk analysis (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:182:y:2021:i:c:p:721-737

DOI: 10.1016/j.matcom.2020.11.024

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