Random variables with moment-matching staircase density functions

• Published in: Applied Mathematical Modelling Vol. 64; pp. 196 - 213
• Main Authors: Crespo, Luis G., Kenny, Sean P., Giesy, Daniel P., Stanford, Bret K.
• Format: Journal Article
• Language: English
• Published: Langley Research Center Elsevier Inc 01.12.2018; Elsevier; Elsevier BV
• Subjects: Aeroelastic stability; Aeroelasticity; Computational geometry; Convex analysis; Convexity; Datasets; Density; Dynamic stability; Empirical analysis; Flutter; Mathematical models; Moments; Numerical Analysis; Optimality criteria; Optimization; Probability; Probability distribution; Random variables; Risk; Risk analysis; Sampling error; Staircases; Uncertainty; Probability; Risk; Uncertainty; Moments; Optimization

•This paper proposes the means to model phenomena exhibiting a possibly skewed and multimodal response.•The approach is based on calculating variables having a finite range and fixed values for the first four moments.•This paper provides the means to estimate the above variables and to quantify the...