Virtual Library of Simulation Experiments:

Uncertainty Quantification Test Problems

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Webster et al. (1996) Function

Description:

Dimensions: 2

This function is used by Webster et al. (1996), with the assumption that the relationship between A, B and Y is a black box.

Input Distributions:

The distributions of the input random variables are: A ~ Uniform[1, 10] and B ~ N(μ=2, σ=1).

Code:

Reference:

Webster, M. D., Tatang, M. A., & McRae, G. J. (1996). Application of the probabilistic collocation method for an uncertainty analysis of a simple ocean model.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.