ESTIMATING METHOD FOR VARIATION OF FUNCTION OF REPRESENTING VALUE FOR PROBABILITY VARIABLE, COMPUTER PROGRAM AND RECORDING MEDIUM RECORDED THE PROGRAM

摘要

PROBLEM TO BE SOLVED: To allow estimating variations of functions of representing values for probability variables within a time shorter than a conventional batching method even if a data set for use is relative small in size. SOLUTION: In an estimating method for variation of function of representing value for probability variable, an average value E [X] is decided as a representing value for probability variables X and also statistical amounts of the variables X (e.g. a standard deviation and a confidence interval) are decided. Moreover, a gradient f' of the decided average value E [X] of a performance function f (a function linking the variables X with a performance value Z) as a function of the variables X is acquired to convert the acquired statistical amounts into the function f by using the acquired gradient f'.