 |
DTIC ADA201261: Sensitivity Analysis Using the Monte Carlo Acceptan... |
 |
by Defense Technical Information Center |
 |
Thumbnail |
|
Download |
 |
Web page |
|
|
|
This paper describes a Monte Carlo sampling plan for |
|
estimating how a function varies in response to changes |
|
in its arguments. Most notably, the plan effects this |
|
sensitivity analysis by applying the acceptance-rejection |
|
technique to data sampled at only one specified setting |
|
for the arguments, thus saving considerable computing |
|
time when compared to alternative methods. The plan which |
|
applies for a 0-1 response on each replication has |
|
immediate application when estimating variation in system |
|
performance measures in reliability analysis. The paper |
|
derives the variances of the proposed estimators and |
|
shows how to use worst case bounds on these or on |
|
corresponding coefficients of variation to choose the |
|
arguments, at which to sample, that minimize the worst |
|
case bounds. Individual and simultaneous confidence |
|
intervals are derived and an example based on s-t |
|
reliability illustrates the method. The paper also |
|
compares the proposed method and an alternative Monte |
|
Carlo approach that uses an importance function. |
|
|
|
Date Published: 2018-02-21 04:38:17 |
|
Identifier: DTIC_ADA201261 |
|
Item Size: 18423243 |
|
Language: english |
|
Media Type: texts |
|
|
|
# Topics |
|
DTIC Archive; Fishman, George S ; NOR... |
|
|
|
# Collections |
|
dticarchive |
|
additional_collections |
|
|
|
# Uploaded by |
|
@chris85 |
|
|
|
# Similar Items |
|
View similar items |
|
|
|
PHAROS |
|
