SAMPLE POINTS OF TWO-POINT ESTIMATE METHOD FOR SEVERAL RANDOM VARIABLES(Structures)
2006 Volume 12 Issue 23 Pages 63-66
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2006 Volume 12 Issue 23 Pages 63-66
A random variable can be concentrated at only two sample points using two-point estimate method. However, this method is not practical for a large number of variables which are not depend on each other, because total number of sample points become 2' for n variable. This paper develops a simple procedure for reducing the sample points for several random variables. Through some numerical calculations, it is confirmed that the developed method can reduce the sample points keeping the accuracy for linear functions of several random variables.
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