Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis

DOI10.1016/J.MATCOM.2020.11.024MaRDI QIDQ6328676arXivFDO

Authors Pierre Derennes, Jérôme Morio, Florian Simatos

Publication date 6 November 2019

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.MATCOM.2020.11.024

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

arXiv classification

math.STstat.TH

Abstract: In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complementary moment independent sensitivity measures, allowing to improve the understanding of the system's reliability. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure.

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