• DocumentCode
    1345846
  • Title

    A Powerful Numerical Method to Combine Random Variables

  • Author

    Colombo, A.G. ; Jaarsma, R.J.

  • Author_Institution
    Commission of the European Communities; Joint Research Centre; ISPRA, Varese ITALY.
  • Issue
    2
  • fYear
    1980
  • fDate
    6/1/1980 12:00:00 AM
  • Firstpage
    126
  • Lastpage
    129
  • Abstract
    The paper proposes a numerical method to combine random variables. The method is based on representing a distribution by a histogram with equal probability intervals. This is an improvement on the Monte Carlo technique. An example is given to illustrate the use of the method in Reliability, involving the evaluation of the top event probability of a fault-tree with s-dependent cut sets.
  • Keywords
    Distributed computing; Histograms; Monte Carlo methods; Random variables; Reliability theory; Statistics; Testing; Uncertainty; Combination of random variables; Random variables;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.1980.5220750
  • Filename
    5220750
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1345846