Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.


  • Alias: None

  • Arguments: None

  • Default: extended (Askey + numerically-generated)


The Wiener option employs standard normal random variables in a transformed probability space, corresponding to a Hermite orthogonal polynomial basis. This is the same nonlinear variable transformation used by local and global reliability methods (and therefore has the same variable support).