Using Simulation to Estimate the Reliability of Systems of Dependent Components Consider a system of components, each of which either works or is failed. Assume a random environmental parameter V having a known distribution and suppose that the components are conditionally independent, given V, with component i working with probability pi. For a given structure we present a new approach to using simulation to efficiently estimate the probability the system works. We will also discuss a multi-state generalization where the state of a component is, conditional on V, a Poisson random variable.
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