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ESTIMATING METHOD FOR VARIATION OF FUNCTION OF REPRESENTING VALUE FOR PROBABILITY VARIABLE, COMPUTER PROGRAM AND RECORDING MEDIUM RECORDED THE PROGRAM
ESTIMATING METHOD FOR VARIATION OF FUNCTION OF REPRESENTING VALUE FOR PROBABILITY VARIABLE, COMPUTER PROGRAM AND RECORDING MEDIUM RECORDED THE PROGRAM
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机译:概率变量的代表值函数的估计方法,计算机程序和记录该程序的记录介质
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摘要
PROBLEM TO BE SOLVED: To allow estimating variations of functions of representing values for probability variables within a time shorter than a conventional batching method even if a data set for use is relative small in size.;SOLUTION: In an estimating method for variation of function of representing value for probability variable, an average value E [X] is decided as a representing value for probability variables X and also statistical amounts of the variables X (e.g. a standard deviation and a confidence interval) are decided. Moreover, a gradient f' of the decided average value E [X] of a performance function f (a function linking the variables X with a performance value Z) as a function of the variables X is acquired to convert the acquired statistical amounts into the function f by using the acquired gradient f'.;COPYRIGHT: (C)2002,JPO
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