Workshop 1.6: Pipe Dreams

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Workshop 1.6: Pipe Dreams#

In this workshop you will apply the propagation laws for the mean and variance for a function of two independent random variables. You will assess how well the approximations correspond with the simulation-based equivalents. You will also assess the distribution of the function.

Objectives#

  1. Observe how uncertainty “propagates” from the inputs to the output of a function by estimating moments of the function of random variables and seeing how they change relative to the moments of the input random variables.

  2. Recognize that a non-linear function of random variables that have the (joint) Normal distribution (the inputs) produces a non-Normal random variable (the output).

  3. Using sampling (Monte Carlo Simulation) to validate the linearized error propagation technique introduced in the textbook. Specifically, by:

    1. Comparing the estimated moments with that of the sample, and

    2. Comparing the Normal distribution defined by the estimated moments to the sample

By Lotfi Massarweh and Sandra Verhagen, Delft University of Technology. CC BY 4.0, more info on the Credits page of Workbook.

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