Abstract
This paper investigates the likelihood ratio (LR) derivative/gradient estimation approach to sensitivity analysis in reliability applications. The implementation of the LR method in the two commonly adopted approaches to Monte Carlo simulation in reliability analysis, namely the component-based approach and the system-based approach, is first worked out. To speed up the simulation, we then apply the LR method within the framework of Z-VISA, an importance sampling scheme we have developed recently. A simple example with analytical solution available is studied to test the effectiveness and behaviors of the LR method when applied to reliability sensitivity analysis and also the effectiveness of the Z-VISA biasing technique to reduce the variance of LR derivative estimators.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
