NDLI: Super Mann-Whitney simulation of system reliability

Content Provider	ACM Digital Library
Author	George, Laurence L.
Abstract	Simulation of system reliability requires an enormous amount of computer time if system reliability is high. If the simulation generates values of component loads and strengths, the values from different runs may be combined to increase the number of runs without generating any more values. The reliability estimator is the proportion of runs without system failure. It is unbiased regardless of the run combining methods. The variance of the reliability estimator can be derived from the variance of Mann-Whitney test statistic or by a jackknife estimator. Run combining methods mix simulated loads and strengths from different runs. If only loads are combined, the method is called Mann-Whitney simulation. This is because, if the system has one component, the reliability estimator is related to Mann-Whitney test statistic. If all of loads and strengths are combined, the method is superior to the Mann-Whitney simulation because far more samples are generated. This method is called Super Mann-Whitney simulation. Mann-Whitney and Super Mann-Whitney simulations are practical only if random variable generation is hard.
Starting Page	457
Ending Page	460
Page Count	4
File Format	PDF
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	1982-12-06
Access Restriction	Subscribed
Content Type	Text
Resource Type	Article

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Super Mann-Whitney simulation of system reliability