Calculating Expectation Shift
Name
Frey_Efficiently Estimating.pdf
Size
486.76 KB
Format
Adobe PDF
Checksum (MD5)
741741ea366150c1098bdf29426b4b61
Author(s)
Frey, Daniel
Alternative Title
Efficiently estimating mean shift due to variability
Date Issued
2011
Journal
Proceedings of the 2011 IEEE International Conference on Quality and Reliability (ICQR)
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Citation
Frey, D. D. “Efficiently estimating mean shift due to variability.” Proceedings of the 2011 IEEE International Conference on Quality and Reliability (ICQR), 2011. 95–100.
Version
Author's final manuscript
Abstract
This paper concerns the problem of calculating expectation shift due to variability which tends to occur whenever the function of a random variable is nonlinear and especially tends to occur in the neighborhood of a local maximum or minimum. The paper presents five theorems suggesting sampling points and formulae for estimating mean shift covering some of the most common cases of practical interest including multivariate normal distributions and uniform distributions as well as more general theorems covering all symmetric multivariate probability density functions.
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike 3.0
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/ICQR.2011.6031688
