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A Tutorial for Generating Correlated Random Samples in the Context of Replica Cross Section Data Used in the Propagation of Uncertainty (Second Edition)

Parsons, Donald Kent
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Abstract

The following sample problem write-ups are designed as a tutorial for generating correlated random samples (e.g., replica multi-group cross section data) for use in propagation of uncertainty problems. These problems were set up and solved in MATLAB, but any programming environment with basic statistical functions can be used to generate similar results. Since linear sample problems were chosen, helpful comparisons to the “sandwich” rule propagation of uncertainty are available and were used.

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97 MATHEMATICS AND COMPUTINGcovariance constraintspropagation of uncertaintyrandom sampling

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Parsons, Donald Kent. 2023-11-30. A Tutorial for Generating Correlated Random Samples in the Context of Replica Cross Section Data Used in the Propagation of Uncertainty (Second Edition). https://doi.org/10.2172/2228641

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