中文摘要：

序贯蒙特卡罗仿真不但能给出可靠性指标的期望值估计，而且能提供逐年可靠性指标样本。文中研究了序贯蒙特卡罗仿真的收敛特性，分析了仿真年数与计算精度之问的概率不确定性关系，推导了二者的置信区间公式，为实现计算成本和计算精度的综合权衡提供了量化分析手段。此外，基于逐年可靠性指标样本和非参数核密度估计理论，实现了可靠性指标的概率密度估计，从根本上克服了传统期望值指标仅从概率平均意义角度测度系统可靠性的缺点，探索了从可靠性指标内在分布规律和结构特征出发，深刻揭示电网风险特性的新思路。

英文摘要：

In reliability assessment of bulk power systems, sequential Monte-Carlo simulation （SMC） can provide not only the estimated expectation value of the reliability indices, but also the annual reliability index samples. This paper focuses on the convergence performance of SMC, analyses the probabilistic uncertainty relationship between simulation period and calculation precision, and deduces the confidence interval formulas for simulation period and varihnce coefficient, which achieves the tradeoff between calculation precision and cost. Moreover, based on the annual reliability index samples and the nonparametric kernel density estimation theory, the estimation of probability density distribution of reliability indices is achieved. The proposed approach overcomes the disadvantages of the traditional expectation value indices which only measure the risk of bulk power systems from the view of probabilistic average, and provides deeper understanding for bulk power system risk from the view of internal distribution laws and structural features of reliability indices.