Random variables

Random variables table

Random variable table contains set of random variables already defined in a project. User can add new random variable by pressing "Add" button. If Add is pressed, random variable definition dialog (described below) appears on the screen. If an user doubleclick on a variable in variables table Random variable dialog is displayed in modification mode. It allows for update definition for given random variable. User can also delete selected variables or duplicate it. It is very useful when several variables have to be defined with similar parameters.

"Random variables table"

Random variable definition dialog

Random variable definition dialog is presented below. To define random variables user have to do as follows:

  • Type unique name
  • Select probability distribution
  • Enter distribution parameters or moments (described below).
  • Set perturbation value mode (used in gradient baset methods to estimate derivative) to automatic or prescribe value of perturbation.
  • Press "Add" or "Update" button to stroe data or close to reject changes.
If user type unacceptable value in any fields background of a fielt become red and button "Add"/"Update" is disabled. It prevents incorrect definition of a variable.

"Random variables table"

To define random variables by moments user types mean value and standard deviation of choosen distrubution.

"Random variables table"

Distribution can be defined by parameters. In the picture above uniform distribution is defined by parameters: left bound and right bound.

Random variables in main tree

Random variables are also represented by items in main tree to open Random variables list user can click on "Random variables" item in the tree (in the picture below). Other way to open tis list is to click icon "Random variables icon" in the toolbar or in main menu Manage/Random variables.

"Random variables table"

Correlations

Random variables can be correlated. To open correlation dialog click on the "Correlations" on tree item or "Manage/Correlations" in main menu.

"Random variables table"