Uncertainty propagation in fault-tree analyses using an exact method of moments

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Abstract

An exposition is made of the exact method of moments which is based on the exact and finite Taylor expansion of the top-event probability in terms of the basic-event probabilities in a fault tree. This method allows calculation of the various moments with a readily quantifiable accuracy that can be arbitrarily improved. Typical approximations made in other versions of the method of moments are also discussed and their effects are empirically evaluated. The numerical results of the exact method of moments are in good agreement with those of the Monte Carlo method, and are superior to those of other existing methods.

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