Monte Carlo applications in systems engineering:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
2000
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XXI, 266 S. graph. Darst. |
| ISBN: | 0471981729 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Preface and General Discussion xi
1 Introduction Probability and Statistics 1
1.1 Experiments, Events and Probability 1
1.1.1 Elementary events and the sample space 1
1.1.2 The probability function 3
1.1.3 The event space 8
1.1.4 Conditional probability 8
1.1.5 Random variables 12
1.2 Distributions and Moments 12
1.2.1 Distribution functions 13
1.2.2 Moments, mean value and variance 18
1.3 Some Important Distributions 19
1.3.1 The uniform distribution 20
1.3.2 The exponential distribution 21
1.3.3 The Weibull distribution 24
1.3.4 The normal distribution 25
1.3.5 The lognormal distribution 25
1.3.6 Non parametric, piecewise constant distributions 25
2 Basic Concepts in System Engineering 27
2.1 Components and Systems 27
2.1.1 The concept of a component 27
2.1.2 The system function 31
2.1.3 The definition of a system 39
2.2 A Single Component System 39
2.2.1 A direct statistical approach 40
2.2.2 A transport equation approach 49
2.2.3 The Markov equations 53
2.2.4 The concept of age 62
3 Basic Concepts in Monte Carlo Methods 71
3.1 The Sample Average 71
3.2 Sampling and Basic Estimation 75
3.2.1 Error estimation 84
3.2.2 Sampling discrete variables 86
x Contents
3.2.3 The rejection sampling method 86
3.2.4 Additional sampling methods 90
3.3 Estimation of Integrals 92
4 Additional Applications 111
4.1 Availability of Systems with Independent Components 111
4.1.1 Solution by Monte Carlo 115
4.1.2 Variance reduction for the independent components
availability problem 117
4.2 Considerations in Optimizing Spare Parts Allocation 125
5 Elements of Uncertainty and Uncertainty Analysis 139
5.1 General Discussion 139
5.1.1 The maximum likelihood method (MLE) 143
5.1.2 Scenario MLE 143
5.1.3 As bad as old 145
5.1.4 Sampling from and aged distribution 146
5.1.5 As good as new 156
5.1.6 Time truncated scenario 158
5.2 Interval Estimation 165
5.2.1 Inference for the shape parameter for the Welbull distribution 171
5.3 Basic Use of Data Uncertainty in Systems Analysis 186
6 System Transport 195
6.1 Discrete Random Walks 197
6.1.1 Solution of linear equations 198
6.2 The General Random Walk and Transport Equation of a System 205
6.2.1 Some explicit forms of the system transport equation 209
6.2.2 Systems with interacting components 212
6.2.3 The random walk process and estimators 218
6.3 Variance Reduction Considerations 230
7 Realization of System Transport 237
7.1 Single Component Analysis 237
7.2 Systems with Exponential Distributions 245
7.3 Transition Biasing Considerations 256
Index 265
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:37:41Z |
| institution | BVB |
| isbn | 0471981729 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008866723 |
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| owner_facet | DE-703 |
| physical | XXI, 266 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Wiley |
| record_format | marc |
| spelling | Dubi, A. Verfasser aut Monte Carlo applications in systems engineering A. Dubi Chichester [u.a.] Wiley 2000 XXI, 266 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Ingénierie des systèmes ram Monte-Carlo, Méthode de ram Monte Carlo method Systems engineering Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Systemtechnik (DE-588)4140901-2 gnd rswk-swf Systemanalyse (DE-588)4116673-5 gnd rswk-swf Systemtechnik (DE-588)4140901-2 s Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Systemanalyse (DE-588)4116673-5 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008866723&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dubi, A. Monte Carlo applications in systems engineering Ingénierie des systèmes ram Monte-Carlo, Méthode de ram Monte Carlo method Systems engineering Monte-Carlo-Simulation (DE-588)4240945-7 gnd Systemtechnik (DE-588)4140901-2 gnd Systemanalyse (DE-588)4116673-5 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)4140901-2 (DE-588)4116673-5 |
| title | Monte Carlo applications in systems engineering |
| title_auth | Monte Carlo applications in systems engineering |
| title_exact_search | Monte Carlo applications in systems engineering |
| title_full | Monte Carlo applications in systems engineering A. Dubi |
| title_fullStr | Monte Carlo applications in systems engineering A. Dubi |
| title_full_unstemmed | Monte Carlo applications in systems engineering A. Dubi |
| title_short | Monte Carlo applications in systems engineering |
| title_sort | monte carlo applications in systems engineering |
| topic | Ingénierie des systèmes ram Monte-Carlo, Méthode de ram Monte Carlo method Systems engineering Monte-Carlo-Simulation (DE-588)4240945-7 gnd Systemtechnik (DE-588)4140901-2 gnd Systemanalyse (DE-588)4116673-5 gnd |
| topic_facet | Ingénierie des systèmes Monte-Carlo, Méthode de Monte Carlo method Systems engineering Monte-Carlo-Simulation Systemtechnik Systemanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008866723&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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