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

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  • Derennes, Pierre
  • Morio, Jérôme
  • Simatos, Florian

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.

Suggested Citation

  • Derennes, Pierre & Morio, Jérôme & Simatos, Florian, 2021. "Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 721-737.
    • Handle: RePEc:eee:matcom:v:182:y:2021:i:c:p:721-737
    DOI: 10.1016/j.matcom.2020.11.024
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    References listed on IDEAS

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    Cited by:

    1. Zdeněk Kala, 2021. "New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability," Mathematics, MDPI, vol. 9(19), pages 1-20, September.

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