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Numerical Verification of the First Four Statistical Moments Estimated by a Function Approximation Moment Method

함수 근사 모멘트 방법에서 추정한 1∼4차 통계적 모멘트의 수치적 검증

  • 곽병만 (한국과학기술원 기계공학과) ;
  • 허재성 (자동차부품연구원 신뢰성본부)
  • Published : 2007.04.01

Abstract

This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

Keywords

Uncertainty;Random Variable;Statistical Moments;Function Approximation Moment Method

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