TY - JOUR

T1 - Evaluation of probability point estimate methods

AU - Che-Hao, Chang

AU - Tung, Yeou-Koung

AU - Jinn-Chuang, Yang

PY - 1995/1/1

Y1 - 1995/1/1

N2 - In modern engineering designs and analyses, computer models are frequently used. Due to the presence of uncertainties associated with the model inputs and parameters, which are treated as random variables, analysis is feasible if the methods employed do not require excessive computations yet produce reasonably accurate results. Point estimate methods are such schemes that are potentially capable of achieving the goals. Assuming normal distributions to the random variables, three point estimate methods (Rosenblueth's, Harr's, and a modified Harr's method) were evaluated in this paper for different numbers of random variables and different model types. Results of this evaluation indicated that the proposed modified Harr's method yielded comparable, if not better, performance than the other two methods. Also, performance evaluation indicated that additional statistical information, other than the commonly used first two moments, should be incorporated, if available, to enhance the accuracy of uncertainty analysis.

AB - In modern engineering designs and analyses, computer models are frequently used. Due to the presence of uncertainties associated with the model inputs and parameters, which are treated as random variables, analysis is feasible if the methods employed do not require excessive computations yet produce reasonably accurate results. Point estimate methods are such schemes that are potentially capable of achieving the goals. Assuming normal distributions to the random variables, three point estimate methods (Rosenblueth's, Harr's, and a modified Harr's method) were evaluated in this paper for different numbers of random variables and different model types. Results of this evaluation indicated that the proposed modified Harr's method yielded comparable, if not better, performance than the other two methods. Also, performance evaluation indicated that additional statistical information, other than the commonly used first two moments, should be incorporated, if available, to enhance the accuracy of uncertainty analysis.

KW - computer model

KW - equal probability

KW - point estimates

KW - probability

KW - uncertainty analysis

UR - http://www.scopus.com/inward/record.url?scp=0029244876&partnerID=8YFLogxK

U2 - 10.1016/0307-904X(94)00018-2

DO - 10.1016/0307-904X(94)00018-2

M3 - Article

AN - SCOPUS:0029244876

VL - 19

SP - 95

EP - 105

JO - Applied Mathematical Modelling

JF - Applied Mathematical Modelling

SN - 0307-904X

IS - 2

ER -