Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 239, Issue 2, Pages 449-455Publisher
ELSEVIER
DOI: 10.1016/j.ejor.2014.05.021
Keywords
Moment-independent importance measures; Minkowski distance; Probability density function; Cumulative distribution function; Quantile
Funding
- National Nature Science Foundation of China [11001005]
- Fundamental Research Funds for the Central Universities [YWF-14-KKC-008]
- Innovation Foundation of BUAA [YWF-14-YJSY-035]
- City University of Hong Kong [9380058]
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Importance measures have been widely studied and applied in reliability and safety engineering. This paper presents a general formulation of moment-independent importance measures and several commonly discussed importance measures are unified based on Minkowski distance (MD). Moment-independent importance measures can be categorized into three classes of MD importance measures, i.e. probability density function based MD importance measure, cumulative distribution function based MD importance measure and quantile based MD importance measure. Some properties of the proposed MD importance measures are investigated. Several new importance measures are also derived as special cases of the generalized MD importance measures and illustrated with some case studies. (C) 2014 Elsevier B.V. All rights reserved.
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