City Research Online

Abstract

This archive contains a MATLAB script, which allows one to define a multivariate distribution from a given set of marginal distributions and study the effect of the dependence among the marginals on the distribution of a weighted sum of the dependent random variables. The weights are also treated as random variables and their joint distribution is captured by a Dirichlet distribution.

The script is used in a recent paper entitled "Dynamic safety assessment of Autonomous Vehicle based on Multivariate Bayesian Inference (DyAVSA)", currently under review.

Publication Type:	Software
Additional Information:	Please note the following regarding the use and licencing of the software: The software is available without any warranty. No liability for any possible damages applies. Although we will welcome the reports of software faults, we do not guarantee any actions as a result to such reports.
Publisher Keywords:	Copula, Dirichlet distribution, multivariate distribution
Subjects:	Q Science > QA Mathematics > QA76 Computer software
Departments:	School of Science & Technology School of Science & Technology > Computer Science
SWORD Depositor:	Symplectic Administrator

Export

Downloads