Graphical interactive simulation input modeling with bivariate Bézier distributions

Abstract

A graphical interactive technique for modeling bivariate simulation inputs is based on a family of continuous univariate and bivariate probability distributions with bounded support that are described by Be´zier curves and surfaces, respectively. This family of distributions has a natural, extensible parameterization so that all parameters have a meaningful interpretation; and the complete family is capable of accurately representing an unlimited variety of shapes for marginal distributions together with many common types of bivariate stochastic dependence. This approach to simulation input modeling is implemented in a Windows-based software system called PRIME-PRobabilistic Input Modeling Environment. Several examples illustrate the application of PRIME to subjective and data-driven estimation of bivariate distributions representing simulation inputs.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 35 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.