An Improved Moment-Matching Algorithm for Evaluating Top-Event Probability Bounds

This paper proposes improvements in the momentmatching algorithm developed by Apostolakis & Lee (A&L algorithm). The moment-matching method in the A&L algorithm evaluates reliability uncertainty by: 1) assuming that system reliability is governed by the Johnson SB distribution; and 2) calculating reliability bounds by using the moment-matching method, given the reliability mean value and variance. The proposed (T.S.S.) algorithm deletes the singular points and the strict peak in the numerical integration by variable transformation in step 2 above, and uses Newton´s method in the convergence calculation. As a result, an increase in calculation accuracy and reduction of computation time are realized. Some numerical examples demonstrate the effect of the T.S.S. algorithm.