一种新的基本随机变量重要性测度指标体系

Abstract

Abstract: By combining the advantages of the existing variance-based importance measure and those of the moment independent importance measure, a new measure index system is established for importance analysis of basic random variables. This system analyzes the importance of the basic variables comprehensively in terms of the mean, variance and reliability index of the output responses. Therefore, it can measure the importance influences of the basic random variables on the whole range of uncertainty of the output responses of the system or model in accordance with different requirements. After the definitions of the importance measure index system are given, their relationships with the existing variance-based importance measure are studied. Several examples are used to illustrate the advantages of the new measure index system. The results show that the indices of the new importance measure index system can not only reflect the old indices, but can also be viewed as their modified version. They can overcome the disadvantage of the old ones, i.e. the effects of different realizations of the basic random variables on the output response may counteract each other. Hence, the new measure index system is more reasonable. Comparison with the existing moment independent importance measure index shows that the new measure index system can analyze the importance of random variables comprehensively from different aspects, while the advantage of the moment independent importance method is inherited in the new measure index system. Therefore, the new measure index system has a wider applicability scope.

Key words: basic random variable, importance measure, variance-based importance analysis, moment independent importance analysis, characteristic value of unconditional response, characteristic value of conditional response

CLC Number:

V221
TB114.3

LI Luyi, LU Zhenzhou, LI Wei. A New Importance Measure Index System for Basic Random Variables[J]. ACTA AERONAUTICAET ASTRONAUTICA SINICA, 2012, 33(7): 1255-1264.

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A New Importance Measure Index System for Basic Random Variables

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