A simple procedure of computing variance sensitivity coefficients of top events in a fault tree

Abstract

If there is uncertainty in the reliability (unreliability) of a system, it is necessary to know the components whose probability of uncertainty contribute significantly to the uncertainty of probability of the whole system. This helps in deciding the components for which more data should be collected so that the uncertainty of system failure probability can be reduced. To this end, Nakashima et al. [K. Nakashima et. al., Trans. IECE Jpn E65, 194-201 (1982)] introduced the concept of variance sensitivity coefficients and importance measures, and derived expressions using the Taylor series expansion. These expressions are lengthy even for simple series and parallel systems. In this paper a new method of computing the same measures is derived and an algorithm is described which computes the sensitivity coefficients and importance measures simultaneously. The method is also extended to a system with correlated variables.