Roser – 2002 – Estimating Method for Variation of Function of Rep

Roser - 2002 - Estimating Method for Variation of Function of Rep

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