Please use this identifier to cite or link to this item: http://repository.umac.mo/handle/10692/5062
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.
URI: http://repository.umac.mo/handle/10692/5062
ISSN: 0167-4730
1879-3355
Keywords: Probability distribution
PDF
Monte Carlo simulation
Reliability analysis
Moment method
EPM
Access: https://doi.org/10.1016/S0167-4730(97)00029-5

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