Abstract:

The moment independent importance measure can reflect the influence on the output characteristics by the uncertainty of input parameters. The traditional numerical simulation method needs a large number of samples, thus is of low efficiency, which limits its application to engineering problems. To solve this problem, a nesting point estimate method is proposed to calculate two moment independent importance measures. In this method, the traditional double loop is converted to a single loop, which greatly enhances the computational efficiency. This method immune from the distribution type of random variables, and calculate the importance measures with selected points and the corresponding weights. The proposed method is of good applicability and high efficiency. The proposed method is applied to several practical problems to demonstrate its applicability in the engineering.

Key words: importance measure, moment-independent, point-estimate, uncertainty