系统可靠性数字仿真中方差缩减技术的分析及其应用

An Analysis of Variance Reduction Techniques of Digital Simulation of System Reliability and Its Application

本文通过对几种典型方差缩减技术在系统可靠性数字仿真应用中的研究,分析比较了它们各自的性能和优缺点,并在此基础上构造了一个更稳定和有效的算法——限制的序贯破坏法.

The article summarizes four techniques of variance reduction that have been widely adopted. In this essay, we introduce three evaluation criteri-ons which are the sample variance, the boundary of the relative square variance when the system's reliability tends to I and the stability of technique. We compare the performance of the techniques more rationally than the existing literature base on the rritions. According to the conoari-sion we provide what we called here refine - sequence sample plan ami examination shows it is more efficient than the existing techniques.