Normal transformation for correlated random variables based on L-moments and its application in reliability engineering.
Ming-Na TongYan-Gang ZhaoZhao-Hui LuPublished in: Reliab. Eng. Syst. Saf. (2021)
Keyphrases
- random variables
- failure rate
- graphical models
- independent and identically distributed
- probability distribution
- statistically independent
- joint distribution
- stochastic optimization problems
- conditional probabilities
- additive noise
- distribution function
- conditional independence
- bayesian networks
- stochastic processes
- conditional distribution
- normal distribution
- latent variables
- marginal distributions
- probability density
- conditional distributions
- random vectors
- conditionally independent
- evolutionary algorithm