A generalized separation for the variance contributions of input variables and their distribution parameters

Pan Wang, Zhenzhou Lu, Sinan Xiao

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)381-399
Number of pages19
JournalApplied Mathematical Modelling
Volume47
DOIs
StatePublished - Jul 2017

Keywords

  • Arbitrary distribution
  • Auxiliary variable
  • Distribution parameter
  • Separation
  • Variance contribution

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