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Generalized moment-independent importance measures based on Minkowski distance

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  • Zhai, Qingqing
  • Yang, Jun
  • Xie, Min
  • Zhao, Yu

Abstract

Importance measures have been widely studied and applied in reliability and safety engineering. This paper presents a general formulation of moment-independent importance measures and several commonly discussed importance measures are unified based on Minkowski distance (MD). Moment-independent importance measures can be categorized into three classes of MD importance measures, i.e. probability density function based MD importance measure, cumulative distribution function based MD importance measure and quantile based MD importance measure. Some properties of the proposed MD importance measures are investigated. Several new importance measures are also derived as special cases of the generalized MD importance measures and illustrated with some case studies.

Suggested Citation

  • Zhai, Qingqing & Yang, Jun & Xie, Min & Zhao, Yu, 2014. "Generalized moment-independent importance measures based on Minkowski distance," European Journal of Operational Research, Elsevier, vol. 239(2), pages 449-455.
    • Handle: RePEc:eee:ejores:v:239:y:2014:i:2:p:449-455
    DOI: 10.1016/j.ejor.2014.05.021
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    Cited by:

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    3. Eryilmaz, Serkan & Coolen, Frank P.A. & Coolen-Maturi, Tahani, 2018. "Marginal and joint reliability importance based on survival signature," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 118-128.
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    5. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
    6. Wei, Pengfei & Song, Jingwen & Lu, Zhenzhou & Yue, Zhufeng, 2016. "Time-dependent reliability sensitivity analysis of motion mechanisms," Reliability Engineering and System Safety, Elsevier, vol. 149(C), pages 107-120.
    7. Borgonovo, Emanuele & Aliee, Hananeh & Glaß, Michael & Teich, Jürgen, 2016. "A new time-independent reliability importance measure," European Journal of Operational Research, Elsevier, vol. 254(2), pages 427-442.
    8. Cai, Zhiqiang & Si, Shubin & Sun, Shudong & Li, Caitao, 2016. "Optimization of linear consecutive-k-out-of-n system with a Birnbaum importance-based genetic algorithm," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 248-258.
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    10. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
    11. Lin, Yan-Hui & Yam, Richard C.M., 2017. "Uncertainty importance measures of dependent transition rates for transient and steady state probabilities," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 402-409.

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