Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.


Alias: none

Argument(s): none

Default: extended (Askey + numerically-generated)


The Wiener option employs standard normal random variables in a transformed probability space, corresponding to a Hermite orthogonal polynomial basis. This is the same nonlinear variable transformation used by local and global reliability methods (and therefore has the same variable support).

See Also

These keywords may also be of interest: