Generalized moment-independent importance measures based on Minkowski distance
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
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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)
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)
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.
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