A STUDY ON THE TECHNIQUES OF ESTIMATING THE PROBABILITY OF FAILURE

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Published: Nov 15, 2008
DOI: https://doi.org/10.14403/jcms.2008.21.4.573
Keywords:
FORM, SORM, crude Monte Carlo sampling, importance sampling, descriptive sampling
Mathematics Subject Classification (2020):
Primary 60K10, Secondary 62D05

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Yong-Kyun Lee
Department of Mathematics, Korea Air-Force Academy
Dae-Sik Hwang
Department of Mathematics, Korea Air-Force Academy

Abstract





In this paper, we introduce the techniques of estimating the probability of failure in reliability analysis. The basic idea of each technique is explained and drawbacks of these techniques are examined.





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Article Details

Issue
Vol. 21 No. 4 (2008)
Section
Articles