Variance analysis of importance sampling based reliability sensitivity

By use of samples generated from importance sampling density function, the unbiased estimation of reliability sensitivity can be obtained, and the efficiency of the reliability sensitivity analysis can be improved. In order to compare the convergence of the importance sampling based reliability sensitivity analysis and Monte Carlo based reliability sensitivity analysis, the variance and variation coefficient of the reliability sensitivity assessment are derived in this contribution. Furthermore, the interval under the given confidence of the reliability sensitivity assessment based on importance sampling is computed approximately. The illustrations show that the importance sampling based reliability sensitivity is more efficient than Monte Carlo simulation based reliability sensitivity at the acceptable precision.