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

Simatos, Florian and Morio, Jérôme and Derennes, Pierre Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures. (2021) Mathematics and Computers in Simulation. 721-737. ISSN 0378-4754

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Official URL: https://doi.org/10.1016/j.matcom.2020.11.024

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.

Item Type:Article
HAL Id:hal-03102618
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
French research institutions > Office National d'Etudes et Recherches Aérospatiales - ONERA (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
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Deposited On:07 Jan 2021 15:05

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