Sensitivity and Uncertainty Analyses in Performability modelling

Boudewijn R.H.M. Haverkort; Adrianus M.H. Meeuwissen

doi:10.1109/RELDIS.1992.235138

Sensitivity and Uncertainty Analyses in Performability modelling

Boudewijn R.H.M. Haverkort, Adrianus M.H. Meeuwissen

Research output: Other contribution

4 Citations (Scopus)

Abstract

The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

Original language	English
Publisher	Institute of Electrical and Electronics Engineers ( IEEE )
Number of pages	10
Place of Publication	Houston
ISBN (Print)	1060-9857
DOIs	https://doi.org/10.1109/RELDIS.1992.235138
Publication status	Published - 17 Oct 1992
Externally published	Yes

Keywords

IR-18957
METIS-119479

Access to Document

10.1109/RELDIS.1992.235138

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AB - The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

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KW - METIS-119479

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M3 - Other contribution

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PB - Institute of Electrical and Electronics Engineers ( IEEE )

CY - Houston

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