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A method for multi-parameter PDF estimation of random variables
Er G.-K.
1998
Source PublicationStructural Safety
ISSN1674730
Volume20Issue: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.

KeywordEpm Moment Method Monte Carlo Simulation Pdf Probability Distribution Reliability Analysis
DOI10.1016/S0167-4730(97)00029-5
URLView the original
Indexed BySCIE
Language英語English
WOS IDWOS:000073557400002
The Source to ArticleScopus
Scopus ID2-s2.0-0002734783
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT 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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