Hostname: page-component-745bb68f8f-f46jp Total loading time: 0 Render date: 2025-01-10T20:33:40.950Z Has data issue: false hasContentIssue false
  • English
  • Français

A Random-Bit Generator for use in Simulating the Reliability of a Coherent System

Published online by Cambridge University Press:  27 July 2009

David A. Butler
David A. Butler
Affiliation:
Department of StatisticsOregon State University Corvalils, OR 97331-4606
Get access Rights & Permissions [Opens in a new window]

Abstract

Consider the problem of simulating w independent Bernoulli random variables X1 X2, …, Xw, so that {Xk = 1 = zk}, using a computer with a w–bit word length. A conventional method would be to generate w pseudorandom numbers uniform in [0,1], then “threshold” them with the values zk. This paper proposes an alternative method that only requires c pseudorandom numbers, where c is large enough so that the numbers zk are approximated satisfactorily with c bits. In many cases, c ≪ w and so fewer pseudorandom numbers are required. The new method is tested against the conventional method by employing both in simulations to estimate the reliabilities of several coherent systems. The results show that the new method is much faster.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 3 , Issue 1 , January 1989 , pp. 141 - 147
Copyright
Copyright © Cambridge University Press 1989

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Barlow, R.E. & Proschan, F. (1975). Statistical theory of reliability and life testing: probability models. NewYork: Holt, Rinehart and Winston, Inc.Google Scholar
Butler, D.A. (1988). Bitwise simulation of the reliability of a coherent system. Technical Report 122, Department of Statistics, Oregon State University, Corvallis.Google Scholar
Knuth, D.E. (1969). The art of computer programming: Vol. 2/seminumerical algorithms. Reading, Massachusetts: Addison-Wesley Inc.Google Scholar
Pande, P.K., Spector, M.E., & Chatterjee, P. (1975). Computerized fault tree analysis: TREEL and MICSUP. Operations Research Center Technical Report 75−3. College of Engineering, University of California, Berkeley.Google Scholar
Rector, R. & Alexy, G. (1980). The 8086 book. Berkeley, California: OSBORNE/McGraw-Hill.Google Scholar