Evaluation of probability point estimate methods

DOI10.1016/0307-904X(94)00018-2MaRDI QIDQ1893718zbMATH OpenOpenAlexFDO

Authors Che-Hao Chang, Yeou-Koung Tung, Jinn-Chuang Yang

Publication date 20 July 1995

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

Full work available at URL https://doi.org/10.1016/0307-904x(94)00018-2

zbMATH Keywords

computer modelequal probabilitynormal distributionsuncertainty analysis

Mathematics Subject Classification ID

Point estimation (62F10) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Modelling data uncertainty in growth forecasts
• Modelling of uncertaincy in discrete dynamical systems
• Point estimates for probability moments
• Two-point estimates in probabilities

Cited in

(10)

• Truncating the hierarchy of moment equations based on point distribution -- application to innovation diffusion
• An optimal point estimate method for uncertainty studies
• Regionalization of unit hydrograph parameters. II: Uncertainty analysis
• An optimal point estimate method for uncertainty studies. (Discussion paper)
• An inequality unscented transformation for estimating the statistical moments
• A new point estimation method for statistical moments based on dimension-reduction method and direct numerical integration
• First-order, second-moment methods
• A parallel gradient method for the determination of the design point in probabilistic analysis
• Improved probabilistic point estimation schemes for uncertainty analysis
• A general method for comparing probability assessors

Describes a project that uses

Uses Software

• AS 99
• AS 192

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