Imprecise random variables, random sets, and Monte Carlo simulation
详细信息 查看全文
- 作者：Thomas Fetz ; Thomas.Fetz@uibk.ac.at" class="auth_mail" title="E-mail the corresponding author ; Michael Oberguggenberger Michael.Oberguggenberger@uibk.ac.at" class="auth_mail" title="E-mail the corresponding author
- 关键词：Upper and lower probabilities ; Imprecise random variables ; Random sets ; Propagation of uncertainty through a function ; Monte Carlo simulation
- 刊名：International Journal of Approximate Reasoning
- 出版年：2016
- 出版时间：November 2016
- 年：2016
- 卷：78
- 期：Complete
- 页码：252-264
- 全文大小：565 K
文摘
- •
Functions of an imprecise random variable defined by a family of random variables are studied.
- •
Lower and upper probabilities are defined in two different ways and compared.
- •
Cost saving computational methods for simulating families of random variables and random sets are presented.
- •
Monte Carlo reweighting and polynomial chaos expansions are employed.
- •
The results are applied to estimating the failure probability of a beam under uncertain bedding.