Accession Number : ADA139841

Title :   Estimating Network Reliability with Accelerated Convergence Rates on Error Bounds.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CURRICULUM IN OPERATIONS RESEARCH AND SYSTEMS ANALYSIS

Personal Author(s) : Fishman,G S

PDF Url : ADA139841

Report Date : Dec 1983

Pagination or Media Count : 38

Abstract : The purpose of this paper is to describe related estimation techniques that improve the convergence rate to 1/K when a specified nonrandom finite sequence of sample points is used and to (log K)/K when certain nonrandom infinite sequences of sample points are used. In addition, algorithms are given for computing estimates of g(s,t) with 1/K and (log K)/K convergence rates with computation time complexities per replication having an upper bound O(N) + O(max(N,/V/)) as K approaches limit of infinity. Although the infinite sequences have a slower convergence rate than the finite sequence has, these offer the convenience of allowing one to add replications as desired and retaining the rate. By contrast, the finite sequence does not allow this addition, once K is initially fixed.

Descriptors :   *Numerical methods and procedures, *Network analysis(Management), *Reliability, *Estimates, Errors, Convergence, Monte Carlo method, Algorithms, Probability, Sampling, Binomials

Subject Categories : Administration and Management
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE