随机变量
数值积分
变量(数学)
应用数学
数学
可靠性(半导体)
功能(生物学)
多元随机变量
算法
数学优化
计算机科学
统计
数学分析
功率(物理)
物理
量子力学
进化生物学
生物
作者
Zhou Jian-hua,Andrzej S. Nowak
标识
DOI:10.1016/0167-4730(88)90028-8
摘要
Structural reliability analysis often involves extensive integration of a function of multiple basic variables. Special techniques can be used to reduce this numerical effort. This paper develops integration formulas for computing the statistical parameters of a function of a random vector, in particular calculation of the first few moments. The formula is a numerical procedure using selected weights and points to estimate integrals. The points and weights are predetermined in the independent standard normal variable space. The sample points in basic variable space are then obtained by various transformations. The formulas were developed for the basic variables with various probability information known. The procedure is convenient to implement, and allows for a direct use of the available deterministic computer programs.
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