Advanced search
Publication Cover
IIE Transactions Volume 41, 2008 - Issue 1: SPECIAL ISSUE HONORING RICHARD BARLOW
Submit an article Journal homepage
106
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

A new simulation approach to estimating expected values of functions of Bernoulli random variables under certain types of dependencies

Sheldon M. Ross Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, CA 90089, WA
Pages 81-85 | Received 01 Jul 2006, Accepted 01 May 2007, Published online: 11 Nov 2008

References

  • Barlow , R. and Proschan , F. 1975 . Statistical Theory of Reliability and Life Testing: Probability Models , New York, NY : Holt-Rhinehart-Winston .
  • Dobson , I. , Carreras , B. A. and Newman , D. E. 2005 . A loading dependent model of probabilistic cascading failure . Probability in the Engineering and Informational Sciences , 19 : 15 – 32 .
  • El Khadiri , M. and Cancela , H. 1996 . An improvement to the total hazard method for system reliability simulation. . Probability in the Engineering and Informational Sciences , 10 ( 2 ) : 187 – 196 .
  • Elperin , T. , Gertsbakh , I. and Lomonsov , M. 1991 . Estimation of network reliability using graph evolution models. . IEEE Transactions in Reliability , 40 ( 5 ) : 572 – 581 .
  • Elperin , T. , Gertsbakh , I. and Lomonsov , M. 1992 . An evolution model for Monte Carlo estimation of equilibrium network renewal parameters . Probability in the Engineering and Informational Sciences , 6 : 457 – 469 .
  • Fishman , G. 1986 . A Monte Carlo sampling plan for estimating network reliability . Operations Research , 34 : 581 – 594 .
  • Gertsbakh , I. and Shpungin , Y. 2004 . Combinatorial approaches to Monte Carlo estimation of network lifetime distribution . Applied Stochastic Models in Business and Industry , 20 : 49 – 57 .
  • Jun , C. H. and Ross , S. M. 1992 . System reliability by simulation: random hazards versus importance sampling . Probability in the Engineering and Informational Sciences , 6 : 119 – 126 .
  • Lefevre , C. 2006 . On the outcome of a cascading failure model . Probability in the Engineering and Informational Sciences , 20 : 413 – 427 .
  • Lieber , D. , Rubinstein , R. and Elmakis , D. 1996 . Quick estimation of rare events in stochastic networks. . IEEE Transactions on Reliability , 46 ( 2 ) : 254 – 265 .
  • Lomonsov , M. 1994 . On Monte Carlo estimates in network reliability . Probability in the Engineering and Informational Sciences , 8 : 245 – 264 .
  • Lomonsov , M. and Shpungin , Y. 1999 . Combinatorics of reliability Monte Carlo. . Random Structures and Algorithms , 14 ( 4 ) : 329 – 343 .
  • Mazumdar , N. 1975 . “ Importance sampling in reliability estimation ” . In Reliability and Fault Tree Analysis , Edited by: Barlow , R. , Fussell , J. and Singpurwalla , N. 153 – 165 . Philadelphia, PA : SIAM .
  • Ross , S. M. 1994 . A new simulation estimator of system reliability . Journal of Applied Mathematics and Stochastic Analysis , 7 : 331 – 336 .
  • Ross , S. M. 2006 . Simulation, , fourth edition , Burlington, MA : Academic Press .
  • Ross , S. M. 2007 . Introduction to Probability Models, , ninth edition , Burlington, MA : Academic Press .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.