Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
Statistics Theory
2020-10-08 v2 Statistics Theory
Abstract
In reliability-based design, 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 reliability. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure.
Cite
@article{arxiv.1911.02488,
title = {Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis},
author = {Pierre Derennes and Jerome Morio and Florian Simatos},
journal= {arXiv preprint arXiv:1911.02488},
year = {2020}
}
Comments
New version with a comparison to ROSA Sobol indices