[ot-users] Random variable algebra

Phil Fernandes phil.fernandes at enbridge.com
Thu Sep 7 00:32:28 CEST 2017


I'm curious about the methods used for random variable algebra in OpenTurns; that is, what are the mathematics / pseudocode used for adding/subtracting and multiplying or dividing Distribution objects? For example,
a = ot.Normal()
b = ot.LogNormal()
c = a*b

When calculating probabilities of failure using a limit state function, are there guidelines for when it is faster and/or more accurate to write the limit state function as an algebraic expression of the random variables compared to using FORM or SORM with a Function or NumericalMathFunction?

Thanks,
Phil
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