Please use this identifier to cite or link to this item:
Title: A method for multi-parameter PDF estimation of random variables
Authors: Er, Guo-kang
Issue Date: 1-Dec-1998
Publisher: Elsevier
Citation: Structural Safety,1998, Vol 20, Issue 1, p.25-36
Abstract: The probability distribution function (PDF) of a random variable Z is approximated with c.e Q(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.
ISSN: 0167-4730
Keywords: Probability distribution
Monte Carlo simulation
Reliability analysis
Moment method

Files in This Item:
File Description SizeFormat 
27719_0_GuokangEr_JSS1998.pdf595.09 kBAdobe PDFView/Open
Appears in Collections:CEE Journal Articles

Items in UMIR are protected by copyright, with all rights reserved, unless otherwise indicated.