Residential College | false |
Status | 已發表Published |
A method for multi-parameter PDF estimation of random variables | |
Er G.-K. | |
1998 | |
Source Publication | Structural Safety |
ISSN | 1674730 |
Volume | 20Issue:1Pages:25 |
Abstract | The probability distribution function (PDF) of a random variable Z is approximated with c·eQ(z), where Q(z) is a polynomial function and c is normalizing constant. Based upon the weighted residual method, general linear algebraic equations have been derived for the evaluation of the unknown parameters in the polynomial. Numerical examples are presented and the results show that the PDFs obtained using the proposed method converge to those obtained from Monte Carlo simulation as the number of parameters in the approximate PDF increases. © 1998 Elsevier Science Ltd. All rights reserved. |
Keyword | Epm Moment Method Monte Carlo Simulation Pdf Probability Distribution Reliability Analysis |
DOI | 10.1016/S0167-4730(97)00029-5 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS ID | WOS:000073557400002 |
The Source to Article | Scopus |
Scopus ID | 2-s2.0-0002734783 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING |
Recommended Citation GB/T 7714 | Er G.-K.. A method for multi-parameter PDF estimation of random variables[J]. Structural Safety, 1998, 20(1), 25. |
APA | Er G.-K..(1998). A method for multi-parameter PDF estimation of random variables. Structural Safety, 20(1), 25. |
MLA | Er G.-K.."A method for multi-parameter PDF estimation of random variables".Structural Safety 20.1(1998):25. |
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