Browsing Matematisk institutt by Author "Naustdal, Morten"

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  • System reliability evaluation using conditional Monte Carlo methods 
    Huseby, Arne Bang; Naustdal, Morten; Vårli, Ingeborg Drengstig (Research report / Forskningsrapport, 2004)
    The paper shows how Monte Carlo methods can be improved significantly by conditioning on a suitable variable or vector. In particular this principle is applied to system reliability evaluation. Different choices of variables ...