This paper shows a simple parameter substitution, which makes use of the reciprocal relation of typical objective functions with typical random parameters. Thereby, the accuracy of first-order probabilistic analysis improves significantly at almost no additional computational cost. The parameter substitution requires a transformation of the stochastic distribution of the substituted parameter, which is explained for different cases.
翻译:本文件显示了简单的参数替代,它利用了典型目标函数与典型随机参数的对等关系。因此,一阶概率分析的准确性大大提高,几乎没有额外的计算成本。参数替代要求转换替代参数的随机分布,为不同情况解释。