Generalized moment-independent importance measures based on Minkowski distance

Qingqing Zhai; Jun Yang; Min Xie; Yu Zhao

doi:10.1016/j.ejor.2014.05.021

Author(s)

Qingqing Zhai
Jun Yang
Min Xie
Yu Zhao

Detail(s)

Original language	English
Pages (from-to)	449-455
Journal / Publication	European Journal of Operational Research
Volume	239
Issue number	2
Online published	6 Jun 2014
Publication status	Published - 1 Dec 2014

Link(s)

DOI	DOI https://doi.org/10.1016/j.ejor.2014.05.021 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84904657240&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(9b6a5fc1-7720-40df-bbc8-ba96fbd4bbdd).html

Abstract

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. © 2014 Elsevier B.V. All rights reserved.

Research Area(s)

Cumulative distribution function, Minkowski distance, Moment-independent importance measures, Probability density function, Quantile

Citation Format(s)

[ RIS ] [ BibTeX ]

Generalized moment-independent importance measures based on Minkowski distance. / Zhai, Qingqing; Yang, Jun; Xie, Min et al.
In: European Journal of Operational Research, Vol. 239, No. 2, 01.12.2014, p. 449-455.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Zhai, Q, Yang, J, Xie, M & Zhao, Y 2014, 'Generalized moment-independent importance measures based on Minkowski distance', European Journal of Operational Research, vol. 239, no. 2, pp. 449-455. https://doi.org/10.1016/j.ejor.2014.05.021

Zhai, Q., Yang, J., Xie, M., & Zhao, Y. (2014). Generalized moment-independent importance measures based on Minkowski distance. European Journal of Operational Research, 239(2), 449-455. https://doi.org/10.1016/j.ejor.2014.05.021

Zhai Q, Yang J, Xie M, Zhao Y. Generalized moment-independent importance measures based on Minkowski distance. European Journal of Operational Research. 2014 Dec 1;239(2):449-455. Epub 2014 Jun 6. doi: 10.1016/j.ejor.2014.05.021

Zhai, Qingqing ; Yang, Jun ; Xie, Min et al. / Generalized moment-independent importance measures based on Minkowski distance. In: European Journal of Operational Research. 2014 ; Vol. 239, No. 2. pp. 449-455.