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Modeling Dependence and Assessing the Effect of Uncertainty in Dependence in Probabilistic Analysis and Decision Under Uncertainty University of Toledo
- Format:
- Conference/Event
- Author/Creator:
- Nikolaidis, Nikolaidis, author.
- Conference Name:
- SAE 2010 World Congress & Exhibition (2010-04-13 : Detroit, Michigan, United States)
- Language:
- English
- Physical Description:
- 1 online resource
- Place of Publication:
- Warrendale, PA SAE International 2010
- Summary:
- A complete probabilistic model of uncertainty in probabilistic analysis and design problems is the joint probability distribution of the random variables. Often, it is impractical to estimate this joint probability distribution because the mechanism of the dependence of the variables is not completely understood. This paper proposes modeling dependence by using copulas and demonstrates their representational power. It also compares this representation with a Monte-Carlo simulation using dispersive sampling
- Notes:
- Vendor supplied data
- Publisher Number:
- 2010-01-0697
- Access Restriction:
- Restricted for use by site license
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