节点文献

计算二维正态分布的导函数拟合法

Derivative Fitting Procedure for Computing Bivariate Normal Distribution

  • 推荐 CAJ下载
  • PDF下载
  • 不支持迅雷等下载工具,请取消加速工具后下载。

【作者】 张永苍

【Author】 Zhang Yongcang(Department of Aircraft Engineering Northwestern Polytechnical University, Xi’an 710072)

【机构】 西北工业大学

【摘要】 根据二维正态分布的累积函数B对相关系数p的导函数为已知这一重要性质,提出了用p的多项式逼近B的号函数拟合法和改善计算精度的降p措施.与数值积分法相比,计算效率显著提高,概念明确,方法简便,这对于使用高阶边界法门来提高可靠性分析的精度,很有实用意义.

【Abstract】 The derivative of bivariate normal cumulative distribution function B with respect to its correlated coefficient p is a known function. According to this property, B can be quite accurately and even very accurately expressed as a polynomial of p. In order to improve the fitting accuracy, the p reduction technique is proposed. It reduces the polynomial expansion interval from [0,1] to [0,0.75]. Numerical calculations show that the procedure is of high accuracy and efficiency as compared with numerical integration method. So it will have practical applications in the reliability analysis when using high order boundslll.

  • 【文献出处】 西北工业大学学报 ,JOURNAL OF NORTHWESTERN POLYTECHNICAL UNIVERSITY , 编辑部邮箱 ,1994年03期
  • 【分类号】O21
  • 【下载频次】215
节点文献中: 

本文链接的文献网络图示:

本文的引文网络