Determination of sample size in a rare event simulation method

DOI10.1007/S10559-006-0038-YMaRDI QIDQ2501329zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 6 September 2006

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-006-0038-y

zbMATH Keywords

numerical experimentsrare eventscollision probabilityimportance sampling techniqueaircraft collisionsize of auxiliary sample

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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• Importance sampling in rare event simulation
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Cites work

• Probability Inequalities for Sums of Independent Random Variables

Cited in

(5)

• On Bayesian sample size determination
• Bounding rare event probabilities in computer experiments
• Ultra-low risk assessment under the confirmed compliance of automatic aircraft landing characteristics with airworthiness requirements
• Estimation of rare event probabilities and quantiles applied to an aerospace vehicle fall-back zone analysis
• Comment on: Determining Sample Size When Searching for Rare Items

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