This paper reports simulation experiments, applying the cross entropy method suchas the importance sampling algorithm … indicate a considerable improvement ofthe performance of the importance sampling estimators, where performance is mea-sured by … the relative error of the estimate, by the relative error of the estimator,and by the gain of the importance sampling …

There are various importance sampling schemes to estimate rare event probabilities in Markovian systems such as … Markovian reliability models and Jackson networks. In this work, we present a general state dependent importance sampling method … which partitions the state space and applies the cross-entropy method to each partition. We investigate two versions of our …

quantile (QU) function, moment (MOs), incomplete MOs, conditional MOs, MO-generating function, and entropy. Based on simple … random sampling (SiRS) and ranked set sampling (RaSS), the model parameters are estimated via the maximum likelihood (MLL …) method. A simulation experiment is used to compare these estimators based on the bias (BI), mean square error (MSER), and …