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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1. Verfasser: Forster, Edwin E
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creator Forster, Edwin E
description 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.
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subjects CALCULATING
COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
COMPUTING
COUNTING
ELECTRIC DIGITAL DATA PROCESSING
PHYSICS
title Method for predicting stochastic output performance or scaling stochastic inputs
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