Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis

TL;DR

This paper introduces a unified method to estimate two complementary sensitivity measures in reliability analysis, enhancing the understanding of system reliability beyond failure probability alone.

Contribution

It proposes a novel estimation scheme for two complementary moment independent sensitivity measures, improving reliability characterization.

Findings

Effective estimation procedure demonstrated through numerical examples

Enhanced understanding of system reliability beyond failure probability

Complementary sensitivity measures provide deeper insights into system behavior

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.