Dagger-sampling variance reduction in Monte Carlo reliability analysis

E. Zio*, A. Cammi, A. Cioncolini

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


In this paper a variance-reducing technique for Monte Carlo reliability analysis, named Dagger Sampling, is extended to deal with components which may fail in more than one mode. Particular attention is given to the numerical implementation of the procedure, with respect to both memory requirements and computational burden, which is found to play a crucial role for the overall efficiency of the method. An application is provided in the context of the reliability assessment of a nuclear safety system.

Original languageEnglish
Pages (from-to)641-652
Number of pages12
JournalMonte Carlo Methods and Applications
Issue number3-4
StatePublished - Dec 2004
Externally publishedYes


  • Dagger Sampling
  • High Pressure Safety Injection System
  • Monte Carlo Simulation
  • Nuclear Safety Systems
  • Reliability
  • Variance-Reducing Techniques


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