A Study of Method for Choosing the Importance Sampling Function

Wei Xiaojia, Xue Jing (Welding Research Institute Xi'an Jiatong University)
Liu Changhong (Northwe stern Polytechnic University)

Abstruct: After analyzed some methods of importance sampling at present, two improvement methods are presented, which are much simpler than that before. Finally examples are given to show that they are high efficient in sampling.
KeyWords: importance sampling, failure probability, reliability