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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.
Alias: none
Argument(s): none
Default: extended (Askey + numerically-generated)
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).
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