Estimation of the importance measures of multi-state elements by Monte Carlo simulation

A generalization of some frequently used importance measures has been proposed by some of the authors for application to multi-state systems constituted by multi-state elements. This paper deals with the Monte Carlo (MC) estimation of these measures, which entails evaluating the system output performance under restrictions on the performance levels of its multi-state elements. Simulation procedures are proposed according to two different performance-restriction approaches. Further, the flexibility of the MC method is exploited to account for load-sharing and operational dependencies among parallel elements. The approach is tested on a multi-state transmission system of literature. (C) 2004 Elsevier Ltd. All rights reserved.