Employing Scaled Sigma Sampling for Efficient Estimation of Rare Event Probabilities in the Absence of Input Domain Mapping.

Traditional techniques for statistical analysis of rare events require a good understanding of the dependence of the outputs on the independent input variables. This can sometimes be an insurmountable challenge, especially when the dimensionality of the input variation space is high. In this paper, we present an innovative scaled sigma sampling (SSS) technique that is able to obtain an accurate qu...