Return
An efficient point estimate method for probabilistic analysis
DOI:10.1016/S0951-8320(97)00071-9.png)
Abstract
En 中文
A new and efficient point estimate method is developed to calculate the statistical moments of a random quantity, Z, that is a function of n random variables, X. The method is an extension of Rosenblueth's two-paint concentration method. The method uses m X n concentrations matching up to the first m X n non-crossed moments of each random variable and crossed second order moments of the random variables. The kth moment of Z is calculated by weighting the value of Z to the power of k evaluated at n X m locations. Simple to use formulas are provided for two special cases of the method, i.e. 2n-concentration scheme and 2n + I-concentration scheme. This 2n-concentration scheme considers the skewness of probability density function. The 2n + I-concentration scheme considers the skewness and kurtosis of probability density function. The correlations between the random variables are considered by using a rotational transformation based on the eigenvector of covariance matrix. Illustrative examples are presented. (C) 1998 Published by Elsevier Science Limited.
Keywords:
UNCERTAINTY PROPAGATION
DISTRIBUTIONS
MOMENTS
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
R
IF:
11
Papers:
9.0K
Citations:
4.2W
Organization
No organization information available

