A Search Algorithm for Calculating Validated Reliability Bounds

The search algorithm presented allows the CDF of a dependent variable to be bounded with 100%confidence,andallowsforaguaranteedevaluationof theerror involved.Thesereliabilitybounds are often enough to make decisions, and often require a minimal number of function evaluations. The procedure is not intrusive, i.e. it can be equally applied when the function is a complex computer model (black box). The proposed procedure can handle input information consisting of probabilistic, interval-valued, set-valued, or random-set-valued information, as well as any combination thereof. The function as well as the joint pdf of the input variables can be of any type.

• Type: Journal
• Year: 2007
• Where: RC
• Authors: Fulvio Tonon
• Keywords: Dependent Variable, Function Evaluations, RC 2007, Search Algorithm