Dakota Reference Manual: wiener

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wiener

Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.

## Specification

Alias: none

Argument(s): none

Default: extended (Askey + numerically-generated)

## Description

The Wiener option employs standard normal random variables in a transformed probability space, corresponding to a Hermite orthogonal polynomial basis. This is the same nonlinear variable transformation used by local and global reliability methods (and therefore has the same variable support).

## See Also

These keywords may also be of interest:

- polynomial_chaos
- askey