Uncertainty analyses in fault trees and Bayesian networks using FORM/SORM methods

• Published in: Reliability engineering & system safety Vol. 65; no. 1; pp. 29 - 40
• Main Authors: Castillo, Enrique, Sarabia, José Marı́a, Solares, Cristina, Gómez, Patricia
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 1999
• Subjects: Bayesian networks; Common cause events; Extreme percentiles; Fault trees; FORM/SORM; Tail simulation; Tail simulation; Common cause events; Bayesian networks; FORM/SORM; Extreme percentiles; Fault trees
• ISSN: 0951-8320; 1879-0836
• DOI: 10.1016/S0951-8320(98)00083-0

Efficient computational methods based on first and second order approximations (FORM/SORM) of the tails of a random variable, which is defined as a function of a set of basic variables, are given. Interesting examples of these types of functions are the probabilities of occurrence of the root events of fault trees or nodes in a Bayesian network. The method allows estimation of extreme percentiles and high confidence one-sided probability intervals of the target variables. Several examples of applications to real cases are used to illustrate the whole process.