Detail publikačního výsledku

Global Interval Sensitivity Analysis of Hermite Probability Density Function Percentiles

KALA, Z.

Originální název

Global Interval Sensitivity Analysis of Hermite Probability Density Function Percentiles

Anglický název

Global Interval Sensitivity Analysis of Hermite Probability Density Function Percentiles

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

The derivation of a Hermite probability density function whose parameters are mean value, standard deviation, skewness and kurtosis is presented in the article. Global interval sensitivity analysis capable of evaluating the effects of all combinations of the intervals of input parameters on the model output is presented. Global interval sensitivity analysis was used to identify the effects of uncertainties of the parameters of Hermite probability density function on its 5 percentile. A strong influence of the interaction between skewness and kurtosis, which would not have been identified using local sensitivity analysis, was identified. The global interval sensitivity analysis and Hermite probability density function presented here provide in combination with Monte Carlo simulation methods a very powerful tool for the probabilistic evaluation of structural reliability.

Anglický abstrakt

The derivation of a Hermite probability density function whose parameters are mean value, standard deviation, skewness and kurtosis is presented in the article. Global interval sensitivity analysis capable of evaluating the effects of all combinations of the intervals of input parameters on the model output is presented. Global interval sensitivity analysis was used to identify the effects of uncertainties of the parameters of Hermite probability density function on its 5 percentile. A strong influence of the interaction between skewness and kurtosis, which would not have been identified using local sensitivity analysis, was identified. The global interval sensitivity analysis and Hermite probability density function presented here provide in combination with Monte Carlo simulation methods a very powerful tool for the probabilistic evaluation of structural reliability.

Klíčová slova

Interval, interaction, kurtosis, skewnes, quantile, probability, reliability, sensitivity analysis

Klíčová slova v angličtině

Interval, interaction, kurtosis, skewnes, quantile, probability, reliability, sensitivity analysis

Autoři

KALA, Z.

Rok RIV

2017

Vydáno

15.10.2016

ISSN

1998-0140

Periodikum

INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES

Svazek

2016

Číslo

10

Stát

Spojené státy americké

Strany od

373

Strany do

380

Strany počet

8

BibTex

@article{BUT133164,
  author="Zdeněk {Kala}",
  title="Global Interval Sensitivity Analysis of Hermite Probability Density Function Percentiles",
  journal="INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES",
  year="2016",
  volume="2016",
  number="10",
  pages="373--380",
  issn="1998-0140"
}