Modeling Uncertainties in Power System by Generalized Lambda Distribution
2014 ◽
Vol 15
(3)
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pp. 195-203
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Keyword(s):
Abstract This paper employs the generalized lambda distribution (GLD) to model random variables with various probability distributions in power system. In the context of the probability weighted moment (PWM), an optimization-free method is developed to assess the parameters of GLD. By equating the first four PWMs of GLD with those of the target random variable, a polynomial equation with one unknown is derived to solve for the parameters of GLD. When employing GLD to model correlated multivariate random variables, a method of accommodating the dependency is put forward. Finally, three examples are worked to demonstrate the proposed method.
1965 ◽
Vol 8
(6)
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pp. 819-824
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1965 ◽
Vol 8
(1)
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pp. 93-103
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1938 ◽
Vol 18
(2)
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pp. 145-145