uniform_uncertain

Aleatory uncertain variable - uniform

Topics

continuous_variables, aleatory_uncertain_variables

Specification

• Alias: None

• Arguments: INTEGER

• Default: no uniform uncertain variables

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Required		lower_bounds	Specify minimum values
Required		upper_bounds	Specify maximium values
Optional		initial_point	Initial values for variables
Optional		descriptors	Labels for the variables

Description

The number of uniform uncertain variables and their distribution lower and upper bounds are required specifications, while variable descriptors is an optional specification. The uniform distribution has the density function:

\[f(x) = \frac{1}{U-L},\]

where

\(U\) and \(L\) are the upper and lower bounds of the uniform distribution, respectively. The mean of the uniform distribution is \(\frac{U+L}{2}\) and the variance is \(\frac{(U-L)^2}{12}\) .

Theory

This distribution is a special case of the more general beta distribution.

For some methods, including vector and centered parameter studies, an initial point is needed for the uncertain variables. When not given explicitly, these variables are initialized to their means.