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《JOURNAL OF SHIP MECHANICS》 1998-06
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A Fast Method to Calculate the Mean and the Standard Deviation of the Function of Random Variables

Cui Weicheng; Xu Xiangdong; Qiu Qiang(China Ship Scientific Research Center)  
In many engineering problems there exists a lot of uncertainties, so the theory of probability and statistics must be used in handling these problems.When applying the theories of probability to solve these practical problems, one is often required to calculate the mean and the standard deviation of the function of random variables. In this paper, four types of existing methods which can be used for this purpose are discussed in detail. It was found that the Rosenbluthe method is the simplest hut the original one has two deficiencies: (1) It does not have a stable accuracy; (2) It is singUlar for some problems. An improved Rosenbluthe method is proposed which can overcome these two deficiencies. From mathematics it can be proved that the improved Rosenbluthe method is at least of the accuracy of the second-older Taylor series. Many examples have also been used to prove this conclusion.It is believed that the improved Rosenbluthe method will be a valuable tool in solving engineering problems.
【CateGory Index】: O211.5
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【References】
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【Co-references】
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1 LIU Jian-feng,ZHUANG Zhi-hong (School of Electronic Engineering and Optoelectronic Techniques,Nanjing University of Science and Technology,Nanjing 210094,Jiangsu,China);The Algorithm of Time-to-go Using Angle Information Provided by Seeker During Missile-target Encounter[J];Acta Armamentarii;2006-01
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【Secondary References】
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2 XIE Ping,CHEN Guang-cai,HAN Shu-min,WU Fang-yuan(State Key Laboratory of Water Resources and Hydropower Engineering Science,Wuhan University,Wuhan 430072,China);PROBLEMS IN THE SECURITY OF WATER RESOURCES IN THE CITY OF BEIJING REFLECTED FROM THE CHANGE IN ANNUAL RUNOFF FREQUENCY DISTRIBUTION IN CHAOBAIHE BASIN[J];Resources and Environment in the Yangtze Basin;2006-06
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