Application of the Robbins‐Monro Method to the Sensitivity Testing of Explosives. I. A computer simulation study

Abstract

A computer simulation study of the Robbins‐Monro method is presented. This method can be used to determine percentage points of a distribution function describing the probability of explosion as a function of some stimulus level. Calculations were performed to establish the influence of several parameters involved in the process. It is concluded that the method is suitable for determining 50, 10 and 1 percent points for several distribution functions. The efficiency for a restricted number of experiments and for a reasonable choice of the parameters is similar to that of a situation where experiments are performed at a fixed level, however with the advantage that the desired percentage point is obtained by convergence.