CVaR estimation on 1D axial bar discrete random field
0.0009Std Dev Absolute CVaR ErrorIQAE
Evaluation results
| Method | Links | |
|---|---|---|
| IQAEBudget=128000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0009 | |
| IQAEBudget=32000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0013 | |
| MCBudget=128000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0015 | |
| MCBudget=64000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.002 | |
| IQAEBudget=64000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0021 | |
| IQAEBudget=16000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0026 | |
| MCBudget=32000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0028 | |
| IQAEBudget=8000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0031 | |
| MCBudget=16000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0042 | |
| MCBudget=8000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0048 | |
| IQAEBudget=4000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0049 | |
| IQAEBudget=2000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0064 | |
| MCBudget=2000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0103 | |
| MCBudget=4000, Confidence level (alpha)=0.95, Quantity of interest=Compliance2026.02 | 0.0119 |