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A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative situations, this curve is built using phenomenological…

Statistics Theory · Mathematics 2017-07-26 Bertrand Iooss , Loïc Le Gratiet

Probability metrics constitute an important tool in probability theory and statistics \cite{DKS91}, \cite{R91}, \cite{Z83} as they are specific metrics on spaces of random variables which, by satisfying an extra condition, concord well with…

Probability · Mathematics 2015-11-19 Ben Berckmoes , Bob Lowen

We analyze safety problems of complex systems using the methods of mathematical statistics for testing the output variables of a code simulating the operation of the system under consideration when the input variables are uncertain. We have…

Data Analysis, Statistics and Probability · Physics 2007-05-23 L. Pal , M. Makai

This contribution to the debate on confidence limits focuses mostly on the case of measurements with `open likelihood', in the sense that it is defined in the text. I will show that, though a prior-free assessment of {\it confidence} is, in…

High Energy Physics - Experiment · Physics 2007-05-23 G. D'Agostini

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

It is a common phenomenon in nature and technology that a system under perturbations exits a regime of its usual dynamics. Often it is possible to define a potential function whereby a potential well can be associated with a usual or…

Statistical Mechanics · Physics 2018-08-22 Tamás Bódai

The fragility index is a clinically motivated metric designed to supplement the $p$ value during hypothesis testing. The measure relies on two pillars: selecting cases to have their outcome modified and modifying the outcomes. The measure…

It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Abodh Poudyal , Anamika Dubey , Shiva Poudel

This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…

Systems and Control · Electrical Eng. & Systems 2019-09-12 Cesar Santoyo , Maxence Dutreix , Samuel Coogan

One of the methods to design products is reliability-based design, in which failure probability is usually used instead of safety factors. In the technique, it should not be less than a predetermined value. Choosing the proper design…

Systems and Control · Electrical Eng. & Systems 2022-07-18 Abolfazl Zolfaghari , Maryam Khoshkhoo

This work proposes a new and flexible unreliable failure detector whose output is related to the trust level of a set of processes. By expressing the relevance of each process of the set by an impact factor value, our approach allows the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-04-28 Anubis G. M. Rossetto , Cláudio F. R. Geyer , Luciana Arantes , Pierre Sens

Confidence interval of mean is often used when quoting statistics. The same rigor is often missing when quoting percentiles and tolerance or percentile intervals. This article derives the expression for confidence in percentiles of a sample…

Methodology · Statistics 2024-03-01 Sanjay M. Joshi

Quantifying the "capability" of a manufacturing process is an important initial step in any quality improvement program. Capability is usually defined in dictionaries as "the ability to carry out a task, to achieve an objective". Process…

Applications · Statistics 2015-03-25 Mahendra Saha , Sudhansu S. Maiti

UL 4600, the safety standard for autonomous products, mandates the use of Safety Performance Indicators (SPIs) to continuously ensure the validity of safety cases by monitoring and taking action when violations are identified. Despite…

Software Engineering · Computer Science 2024-10-02 Daniel Ratiu , Tihomir Rohlinger , Torben Stolte , Stefan Wagner

Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…

Applications · Statistics 2025-06-17 Michael R. Powers , Jiaxin Xu

Classical measures of structural reliability, such as the probability of failure and the related reliability index, are still widely applied in practice. However, these measures are frequency-based only, and they do not give information…

Methodology · Statistics 2025-08-19 Moussa Leblouba , Samer Barakat , Raghad Awad

Development effort is an undeniable part of the project management which considerably influences the success of project. Inaccurate and unreliable estimation of effort can easily lead to the failure of project. Due to the special…

Software Engineering · Computer Science 2012-09-13 Elham Khatibi , Roliana Ibrahim

Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…

Methodology · Statistics 2025-12-19 Siu-Kui Au , Zi-Jun Cao

Process capability indices such as $C_{pk}$ are widely used in manufacturing to support supplier qualification, pilot-build release, and production approval. In practice, approval decisions are often based on deterministic threshold rules…

Applications · Statistics 2026-05-14 Fei Jiang , Lei Yang

The Improbability Scale (IS) is proposed as a way of communicating to the general public the improbability (and by implication, the probability) of events predicted as the result of scientific research. Through the use of the Improbability…

Physics and Society · Physics 2007-05-23 David J. Ritchie