翻訳と辞書 Words near each other ・ Firuz-Shah Zarrin-Kolah ・ Firuza Alifova ・ Firuza Zubaydova ・ Firuzabad ・ Firuzabad County ・ Firuzabad District ・ First-order election ・ First-order fluid ・ First-order hold ・ First-order logic ・ First-order partial differential equation ・ First-order predicate ・ First-order reaction ・ First-order reduction ・ First-order reliability method ・ First-order second-moment method ・ First-out alarm ・ First-party ・ First-past-the-post voting ・ First-person narrative ・ First-person shooter ・ First-person shooter (disambiguation) ・ First-person shooter engine ・ First-person view (radio control) ・ First-pitch strike ・ First-preference votes ・ First-rate ・ First-run ・ First-run syndication in the United States, 2000s ・ First-sale doctrine Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク First-order second-moment method ： ウィキペディア英語版 First-order second-moment method In probability theory, the first-order second-moment (FOSM) method, also referenced as mean value first-order second-moment (MVFOSM) method, is a probabilistic method to determine the stochastic moments of a function with random input variables. The name is based on the derivation, which uses a ''first-order'' Taylor series and the first and ''second moments'' of the input variables.〔A. Haldar and S. Mahadevan, Probability, Reliability, and Statistical Methods in Engineering Design. John Wiley & Sons New York/Chichester, UK, 2000.〕 == Approximation == Consider the objective function $g(x)$, where the input vector $x$ is a realization of the random vector $X$ with probability density function $f\_X(x)$. As $X$ is randomly distributed, also $g$ is randomly distributed. Following the FOSM method, the mean value of $g$ is approximated by :$\backslash mu\_g\; \backslash approx\; g(\backslash mu)$ The variance of $g$ is approximated by :$\backslash sigma^2\_g\; \backslash approx\; \backslash sum\_^n\; \backslash sum\_^n\; \backslash frac\; \backslash frac\; \backslash operatorname(X\_i,X\_j)$ where $n$ is the length/dimension of $x$ and $\backslash frac$ is the partial derivative of $g$ at the mean vector $\backslash mu$ with respect to the ''i''-th entry of $x$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「First-order second-moment method」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.