Simulation of Constrained Variables in Engineering Risk Analyses

DOI10.1080/00031305.2016.1255660OpenAlexW2576109240WikidataQ58291903 ScholiaQ58291903MaRDI QIDQ5882518

Sashi Kanth Tadinada, Abhinav Gupta

Publication date: 17 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2016.1255660

zbMATH Keywords

Monte Carlo simulationrandom samplingmodeling uncertaintiesconstraints between random variables

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• xsample

Cites Work

• Random eigenvalue problems revisited
• An introduction to copulas. Properties and applications
• Latin hypercube sampling with inequality constraints
• Sampling of closely-spaced ordered set of uniformly distributed random variables
• Stochastic sensitivity analysis of eigenvalues and eigenvectors
• Random matrix eigenvalue problems in structural dynamics
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