Environmental Engineering Reference
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where
N
(0,1) is a normally distributed random variable with zero mean
and unity standard deviation. The value of each circuit parameter is
generated in this way and the circuit is solved for each set of random
circuit parameters. The number of samples used in Monte Carlo analysis
is 500. The results of Monte Carlo analysis are also plotted in Fig.11.38.
It is seen that the results from the first-order second-moment compare
well with those of Monte Carlo analysis when the coefficient of variance
of the circuit parameters is small. The variance of the response for vari-
ous coefficient of variance of the circuit elements is plotted in Fig.11.39,
together with those of Monte Carlo analysis with 500 samples. Again,
they agree well when the coefficient of variance of the elements is low.
Deviation, however, becomes noticeable once is large. This obser-
vation agrees well with our earlier statements that the error of FOSM
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