| 密度演化方法在概率分布估计中的应用研究 |
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| 引用本文： | 陈建兵,李杰.密度演化方法在概率分布估计中的应用研究[J].同济大学学报(自然科学版),2006,34(4):433-437. |
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| 作者姓名： | 陈建兵 李杰 |
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| 作者单位： | 同济大学,土木工程学院,上海,200092 |
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| 基金项目： | 国家创新研究群体科学基金;中国科学院资助项目 |
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| 摘 要： | 利用密度演化方法，提出了随机变量概率分布估计的一个新方法．在此方法中，构造一个与基本随机变量相关的虚拟随机过程，使得基本随机变量成为该随机过程的截口随机变量．利用独立随机抽样的样本值，即可获取虚拟随机过程的瞬时概率密度函数，进而获得随机变量的概率密度函数估计．以约束混凝土极限应变的试验与理论预测值之比值为例，进行了概率密度函数估计．
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| 关 键 词： | 工程分析 随机变量 密度函数估计 虚拟随机过程 密度演化方法 |
| 文章编号： | 0253-374X（2006）04-0433-05 |
| 收稿时间： | 09 16 2004 12:00AM |
| 修稿时间： | 2004-09-16 |
Probability Density Evolution Method for Probability Density Function Estimation of Random Variables |
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| CHEN Jianbing,LI Jie.Probability Density Evolution Method for Probability Density Function Estimation of Random Variables[J].Journal of Tongji University(Natural Science),2006,34(4):433-437. |
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| Authors: | CHEN Jianbing LI Jie |
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| Institution: | School of Civil Engineering, Tongji University, Shanghai 200092, China |
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| Abstract: | A new method for probability density estimation based on the probability density evolution method is proposed in this paper. A virtual stochastic process is constructed so that the basic random variable becomes the value of the stochastic process at certain instants of time. The instantaneous probability density function of the virtual stochastic process is evaluated, and then the probability density function of the basic random variable is obtained by employing the independent random samples, As an example, the ratios of the experimental value to the analytical value of ultimate strain of confined concrete are taken as random variables whose probability density function is estimated with the proposed method. |
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| Keywords: | engineering analysis random variable density function estimation virtual stochastic process probability density evolution method |
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