An optimal point estimate method for uncertainty studies

DOI10.1016/0307-904X(94)90327-1MaRDI QIDQ1337242zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 12 December 1994

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0307-904x(94)90327-1

zbMATH Keywords

optimizationprobabilistic analysisstatistical distanceoptimal PEM schemesoptimal point estimate methodPEMprincipal parameterstandard sample space

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Survival analysis and censored data (62N99)

Recommendations

• Improved probabilistic point estimation schemes for uncertainty analysis
• Evaluation of probability point estimate methods
• Modelling of many correlated and skewed random variables
• Point estimate methods based on Taylor series expansion - the perturbance moments method - A more coherent derivation of the second order statistical moment
• An inequality unscented transformation for estimating the statistical moments

Cites work

• scientific article; zbMATH DE number 40987 (Why is no real title available?)
• Discrete Approximations of Probability Distributions
• Modelling of uncertaincy in discrete dynamical systems
• Point estimates for probability moments

Cited in

(9)

• Improved probabilistic point estimation schemes for uncertainty analysis
• An Advanced Point Estimate Method for Uncertainty and Sensitivity Analysis Using Nataf Transformation and Dimension-Reduction Integration
• Evaluation of probability point estimate methods
• An optimal point estimate method for uncertainty studies. (Discussion paper)
• Point estimate methods based on Taylor series expansion - the perturbance moments method - A more coherent derivation of the second order statistical moment
• Modelling of many correlated and skewed random variables
• An inequality unscented transformation for estimating the statistical moments
• Point decisions for interval-identified parameters
• First-order, second-moment methods

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