A conditional Monte Carlo with intermediate estimations for computing MTTF of Markovian systems
نویسندگان
چکیده
Conditional Monte Carlo with intermediate estimations is a proposal for applying Conditional Monte Carlo to the estimation of the failure probability of a multicomponent system modeled by a Markov chain. Through this probability it is possible to compute the MTTF. This article introduces the basis of this method, proves that it is unbiased, that its variance is less than the standard simulation and mentions some lines of ongoing work for extending the idea and applying it to systems with large number of states.
منابع مشابه
Conditional Monte Carlo With Intermediate Estimations for Simulation of Markovian Systems
For systems that are suitable to be modelled by continuous Markov chains, dependability analysis is not always straightforward. When such systems are large and complex, it is usually impossible to compute their dependability measures exactly. An alternative solution is to estimate them by simulation, typically by Monte Carlo simulation. But for highly reliable systems standard simulation can no...
متن کاملMonte Carlo Simulation to Compare Markovian and Neural Network Models for Reliability Assessment in Multiple AGV Manufacturing System
We compare two approaches for a Markovian model in flexible manufacturing systems (FMSs) using Monte Carlo simulation. The model which is a development of Fazlollahtabar and Saidi-Mehrabad (2013), considers two features of automated flexible manufacturing systems equipped with automated guided vehicle (AGV) namely, the reliability of machines and the reliability of AGVs in a multiple AGV jobsho...
متن کاملA hybrid method to find cumulative distribution function of completion time of GERT networks
This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...
متن کاملA Monte Carlo Study for Photoneutron Dose Estimations around the High-Energy Linacs
Background: High-energy linear accelerator (linac) is a valuable tool and the most commonly device for external beam radiation treatments in cancer patients. In the linac head, high-energy photons with energies above the threshold of interaction produce photoneutrons. These photoneutrons deliver the extra dose to the patients in the planning treatment and increase the risk of secondary cancer.O...
متن کاملE-Bayesian Estimations of Reliability and Hazard Rate based on Generalized Inverted Exponential Distribution and Type II Censoring
Introduction This paper is concerned with using the Maximum Likelihood, Bayes and a new method, E-Bayesian, estimations for computing estimates for the unknown parameter, reliability and hazard rate functions of the Generalized Inverted Exponential distribution. The estimates are derived based on a conjugate prior for the unknown parameter. E-Bayesian estimations are obtained based on th...
متن کامل