Title
Computing failure probabilities. Applications to reliability analysis
Abstract
The paper presents one method for calculating failure probabilities with applications to reliability analysis. The method is based on transforming the initial set of variables to a n-dimensional uniform random variable in the unit hypercube, together with the limit condition set and calculating the associated probability using a recursive method based on the Gauss–Legendre quadrature formulas to calculate the resulting multiple integrals. An example of application is used to illustrate the proposed method.
Year
DOI
Venue
2002
10.1016/S0951-8320(02)00037-6
Reliability Engineering & System Safety
Keywords
DocType
Volume
Extreme percentiles,Gauss–Legendre quadrature,Recursive method,Tail approximation
Journal
77
Issue
ISSN
Citations 
2
0951-8320
0
PageRank 
References 
Authors
0.34
1
3
Name
Order
Citations
PageRank
Enrique Castillo155559.86
Alfonso Fernández-Canteli2152.30
Roberto Mínguez3439.56