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在相似仿真方法的基础上 ,设计了计算系统失效概率的统计估计蒙特卡罗方法 ,包括直接统计估计和加权统计估计蒙特卡罗方法。介绍了统计估计蒙特卡罗可靠性仿真的基本原理 ,给出了统计估计蒙特卡罗计算方法的无偏估计量和具体算法。同时采用直接仿真方法、限制抽样蒙特卡罗方法、强迫转换蒙特卡罗方法、直接统计估计和加权统计估计蒙特卡罗方法计算了一高可靠性系统的失效概率 ,结果表明 ,在高可靠性系统不可靠度计算中加权统计估计蒙特卡罗方法计算结果的方差最小 ,效率最高。
Based on the similar simulation methods, a Monte Carlo method for statistical estimation of system failure probability is designed, which includes direct statistical estimation and weighted statistical Monte Carlo method. The basic principle of Monte Carlo reliability estimation based on statistical estimation is introduced. An unbiased estimator and a specific algorithm of Monte Carlo method for statistical estimation are given. At the same time, the probability of failure of a high-reliability system was calculated using the direct simulation method, the restricted sampling Monte Carlo method, forced conversion Monte Carlo method, direct statistical estimation and weighted statistical Monte Carlo method. The results show that in the high reliability system Weighted statistical estimation in the unreliability calculation Monte Carlo method has the least variance and the highest efficiency.