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- Title
L-moments-based uncertainty quantification for scarce samples including extremes.
- Authors
Jayaraman, Deepan; Ramu, Palaniappan
- Abstract
Sampling-based uncertainty quantification demands large data. Hence, when the available sample is scarce, it is customary to assume a distribution and estimate its moments from scarce data, to characterize the uncertainties. Nonetheless, inaccurate assumption about the distribution leads to flawed decisions. In addition, extremes, if present in the scarce data, are prone to be classified as outliers and neglected which leads to wrong estimation of the moments. Therefore, it is desirable to develop a method that is (i) distribution independent or allows distribution identification with scarce samples and (ii) accounts for the extremes in data and yet be insensitive or less sensitive to moments estimation. We propose using L-moments to develop a distribution-independent, robust moment estimation approach to characterize the uncertainty and propagate it through the system model. L-moment ratio diagram that uses higher order L-moments is adopted to choose the appropriate distribution, for uncertainty quantification. This allows for better characterization of the output distribution and the probabilistic estimates obtained using L-moments are found to be less sensitive to the extremes in the data, compared to the results obtained from the conventional moments approach. The efficacy of the proposed approach is demonstrated on conventional distributions covering all types of tails and several engineering examples. Engineering examples include a sheet metal manufacturing process, 7 variable speed reducer, and probabilistic fatigue life estimation.
- Subjects
UNCERTAINTY; FATIGUE life; SPEED reducers; SHEET metal; MANUFACTURING processes
- Publication
Structural & Multidisciplinary Optimization, 2021, Vol 64, Issue 2, p505
- ISSN
1615-147X
- Publication type
Article
- DOI
10.1007/s00158-021-02930-2