Method for predicting stochastic output performance or scaling stochastic inputs

The invention provides a method for generating and analyzing random sample values. The method includes generating a random population array with a distribution and generating an array of random number coefficients by decomposing the random population array distribution using mean and variance. The a...

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Bibliographische Detailangaben
1. Verfasser: Forster, Edwin E
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:The invention provides a method for generating and analyzing random sample values. The method includes generating a random population array with a distribution and generating an array of random number coefficients by decomposing the random population array distribution using mean and variance. The array of random number coefficients is normalized and the normalized samples and antithetic samples may be mapped to the distribution of the random population array. The mapped, normalized samples and mapped normalized antithetic samples are arranged into a Walsh pattern.