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工程力学  2014 

变量相关情况下方差贡献的参数影响分析

DOI: 10.6052/j.issn.1000-4750.2012.12.0934, PP. 238-243

Keywords: 变量相关,方差贡献,分布参数,灵敏度,解析解

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Abstract:

为控制输出方差需进行输入变量对输出方差的贡献分析,而输入变量对输出方差的贡献由其分布参数决定,因此研究输入变量的分布参数对方差贡献的影响具有重要意义。该文针对二次不含交叉项的多项式,将相关变量按照一定的次序变换成独立的变量,推导了各变量对输出方差主贡献和总贡献对分布参数的灵敏度的解析解,得到了基本正态相关变量的分布参数对方差贡献的影响的一般规律,并对这些规律进行了分析解释,指出了所得规律的应用价值。最后应用数值算例和工程算例验证了所推得解析解的正确性和合理性。

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