The SMp(x or y;PXmin,Xmax,ML,p1,p2,Max) a Probabilistic Distribution, or a Probability Density Function of a Random Variable X

Author(s):  
Terman Frometa-Castillo
1968 ◽  
Vol 64 (2) ◽  
pp. 481-483 ◽  
Author(s):  
J. K. Wani

In this paper we give a characterization theorem for a subclass of the exponential family whose probability density function is given bywhere a(x) ≥ 0, f(ω) = ∫a(x) exp (ωx) dx and ωx is to be interpreted as a scalar product. The random variable X may be an s-vector. In that case ω will also be an s-vector. For obvious reasons we will call (1) as the linear exponential family. It is easy to verify that the moment generating function (m.g.f.) of (1) is given by


2008 ◽  
Vol 41 (3) ◽  
Author(s):  
Arif Rafiq ◽  
Nazir Ahmad Mir ◽  
Fiza Zafar

AbstractWe establish here an inequality of Ostrowski type for a random variable whose probability density function belongs to L


2014 ◽  
Vol 2014 ◽  
pp. 1-25 ◽  
Author(s):  
M.-C. Casabán ◽  
J.-C. Cortés ◽  
J.-V. Romero ◽  
M.-D. Roselló

Deterministic differential equations are useful tools for mathematical modelling. The consideration of uncertainty into their formulation leads to random differential equations. Solving a random differential equation means computing not only its solution stochastic process but also its main statistical functions such as the expectation and standard deviation. The determination of its first probability density function provides a more complete probabilistic description of the solution stochastic process in each time instant. In this paper, one presents a comprehensive study to determinate the first probability density function to the solution of linear random initial value problems taking advantage of the so-called random variable transformation method. For the sake of clarity, the study has been split into thirteen cases depending on the way that randomness enters into the linear model. In most cases, the analysis includes the specification of the domain of the first probability density function of the solution stochastic process whose determination is a delicate issue. A strong point of the study is the presentation of a wide range of examples, at least one of each of the thirteen casuistries, where both standard and nonstandard probabilistic distributions are considered.


2020 ◽  
Vol 5 (1) ◽  
pp. 337-348 ◽  
Author(s):  
Nihal İnce ◽  
Aladdin Shamilov

AbstractIn this study, a new method to obtain approximate probability density function (pdf) of random variable of solution of stochastic differential equations (SDEs) by using generalized entropy optimization methods (GEOM) is developed. By starting given statistical data and Euler–Maruyama (EM) method approximating SDE are constructed several trajectories of SDEs. The constructed trajectories allow to obtain random variable according to the fixed time. An application of the newly developed method includes SDE model fitting on weekly closing prices of Honda Motor Company stock data between 02 July 2018 and 25 March 2019.


1972 ◽  
Vol 16 (02) ◽  
pp. 113-123
Author(s):  
Alaa Mansour

Methods for predicting the probability of failure under extreme values of bending moment (primary loading only) are developed. In order to obtain an accurate estimate of the extreme values of the bending moment, order statistics are used. The wave bending moment amplitude treated as a random variable is considered to follow, in general, Weibull distribution so that the results could be used for short-term as well as long-term analysis. The probability density function of the extreme values of the wave bending moment is obtained and an estimate is made of the most probable value (that is, the mode) and other relevant statistics. The probability of exceeding a given value of wave bending moment in "n" records and during the operational lifetime of the ship is derived. Using this information, the probability of failure is obtained on the basis of an assumed normal probability density function of the resistive strength and deterministic still-water bending moment. Charts showing the relation of the parameters in a nondimensional form are presented. Examples of the use of the charts for long-term and short-term analysis for predicting extreme values of wave bending moment and the corresponding probability of failure are given.


2020 ◽  
Vol 17 (3) ◽  
pp. 0869
Author(s):  
Mahmood A. Sahmran

In this paper, the Azzallini’s method used to find a weighted distribution derived from the standard Pareto distribution of type I (SPDTI) by inserting the shape parameter (θ) resulting from the above method to cover the period (0, 1] which was neglected by the standard distribution. Thus, the proposed distribution is a modification to the Pareto distribution of the first type, where the probability of the random variable lies within the period  The properties of the modified weighted Pareto distribution of the type I (MWPDTI) as the probability density function ,cumulative distribution function, Reliability function , Moment and  the hazard function are found. The behaviour of probability density function for MWPDTI distribution by representing the values of    This means, the probability density function of this distribution treats the period (0,1] which is ignore in SPDTI.


2021 ◽  
Vol 54 (2) ◽  
pp. 99-121
Author(s):  
Yogendra P. Chaubey ◽  
Nhat Linh Vu

In this paper, we are interested in estimating the entropy of a non-negative random variable. Since the underlying probability density function is unknown, we propose the use of the Poisson smoothed histogram density estimator to estimate the entropy. To study the per- formance of our estimator, we run simulations on a wide range of densities and compare our entropy estimators with the existing estimators based on different approaches such as spacing estimators. Furthermore, we extend our study to residual entropy estimators which is the entropy of a random variable given that it has been survived up to time $t$.


Coatings ◽  
2019 ◽  
Vol 10 (1) ◽  
pp. 15
Author(s):  
Maxence Bigerelle ◽  
Franck Plouraboue ◽  
Frederic Robache ◽  
Abdeljalil Jourani ◽  
Agnes Fabre

Rough surfaces are in contact locally by the peaks of roughness. At this local scale, the pressure of contact can be sharply superior to the macroscopic pressure. If the roughness is assumed to be a random morphology, a well-established observation in many practical cases, mechanical indicators built from the contact zone are then also random variables. Consequently, the probability density function (PDF) of any mechanical random variable obviously depends upon the morphological structure of the surface. The contact pressure PDF, or the probability of damage of this surface can be determined for example when plastic deformation occurs. In this study, the contact pressure PDF is modeled using a particular probability density function, the generalized Lambda distributions (GLD). The GLD are generic and polymorphic. They approach a large number of known distributions (Weibull, Normal, and Lognormal). The later were successfully used to model damage in materials. A semi-analytical model of elastic contact which takes into account the morphology of real surfaces is used to compute the contact pressure. In a first step, surfaces are simulated by Weierstrass functions which have been previously used to model a wide range of surfaces met in tribology. The Lambda distributions adequacy is qualified to model contact pressure. Using these functions, a statistical analysis allows us to extract the probability density of the maximal pressure. It turns out that this density can be described by a GLD. It is then possible to determine the probability that the contact pressure generates plastic deformation.


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