A generalized separation for the variance contributions of input variables and their distribution parameters
| Autor: | Zhenzhou Lu, Sinan Xiao, Pan Wang |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
0209 industrial biotechnology
Mathematical optimization Applied Mathematics 020101 civil engineering 02 engineering and technology Variance (accounting) 0201 civil engineering 020901 industrial engineering & automation Modeling and Simulation Generalized integer gamma distribution Applied mathematics Sensitivity (control systems) Marginal distribution Variance-based sensitivity analysis Compound probability distribution Generalized additive model for location scale and shape Mathematics Variable (mathematics) |
| Zdroj: | Applied Mathematical Modelling. 47:381-399 |
| ISSN: | 0307-904X |
| DOI: | 10.1016/j.apm.2017.03.012 |
| Popis: | For the structural system with both the uncertainties of input variables and their distribution parameters, this work investigates the generalized separation approach by transforming the original variable into the auxiliary variable with arbitrary distribution. Based on the variance based sensitivity analysis, the generalized sensitivity measures can be given, which are used to identify the influences of the auxiliary variables and distribution parameters simultaneously. For the different auxiliary variables, the variance contributions are proved to be identical, which illustrates the correctness of the generalized separation approach. Then the relationship of the variance contributions of original variables with those of the auxiliary variables and distribution parameters is investigated. Several examples are employed to demonstrate the rationality of the generalized separation approach. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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