Probability Distribution of a Function of a Single Random Variable

Author(s):  
Douglas Wolfe ◽  
Grant Schneider
2020 ◽  
Vol 92 (6) ◽  
pp. 51-58
Author(s):  
S.A. SOLOVYEV ◽  

The article describes a method for reliability (probability of non-failure) analysis of structural elements based on p-boxes. An algorithm for constructing two p-blocks is shown. First p-box is used in the absence of information about the probability distribution shape of a random variable. Second p-box is used for a certain probability distribution function but with inaccurate (interval) function parameters. The algorithm for reliability analysis is presented on a numerical example of the reliability analysis for a flexural wooden beam by wood strength criterion. The result of the reliability analysis is an interval of the non-failure probability boundaries. Recommendations are given for narrowing the reliability boundaries which can reduce epistemic uncertainty. On the basis of the proposed approach, particular methods for reliability analysis for any structural elements can be developed. Design equations are given for a comprehensive assessment of the structural element reliability as a system taking into account all the criteria of limit states.


1980 ◽  
Vol 17 (4) ◽  
pp. 1016-1024 ◽  
Author(s):  
K. D. Glazebrook

A collection of jobs is to be processed by a single machine. The amount of processing required by each job is a random variable with a known probability distribution. The jobs must be processed in a manner which is consistent with a precedence relation but the machine is free to switch from one job to another at any time; such switches are costly, however. This paper discusses conditions under which there is an optimal strategy for allocating the machine to the jobs which is given by a fixed permutation of the jobs indicating in which order they should be processed. When this is so, existing algorithms may be helpful in giving the best job ordering.


2016 ◽  
Vol 5 (4) ◽  
pp. 106-113 ◽  
Author(s):  
Tamer El Nashar

The objective of this paper is to examine the impact of inclusive business on the internal ethical values and the internal control quality while conceiving the accounting perspective. I construct the hypothesis for this paper based on the potential impact on the organizations’ awareness to be directed to the inclusive business approach that will significantly impact the culture of the organizations then the ethical values and the internal control quality. I use the approach of the expected value and variance of random variable test in order to analyze the potential impact of inclusive business. I support the examination by discrete probability distribution and continuous probability distribution. I find a probability of 85.5% to have a significant potential impact of the inclusive business by 100% score on internal ethical values and internal control quality. And to help contribute to sustainability growth, reduce poverty and improve organizational culture and learning.


Vestnik NSUEM ◽  
2021 ◽  
pp. 146-155
Author(s):  
A. V. Ganicheva ◽  
A. V. Ganichev

The problem of reducing the number of observations for constructing a confidence interval of variance with a given degree of accuracy and reliability is considered. The new method of constructing an interval estimate of variance developed in the article is formulated by three statements and justified by four proven theorems. Formulas for calculating the required number of observations depending on the accuracy and reliability of the estimate are derived. The results of the calculations are presented in the table and shown in the diagram. The universality and effectiveness of this method is shown. The universality of the method lies in the fact that it is applicable to any laws of probability distribution, and not only for the normal law. The effectiveness of the developed method is justified by comparing its performance with other known methods.


Author(s):  
M. Vidyasagar

This chapter provides an introduction to some elementary aspects of information theory, including entropy in its various forms. Entropy refers to the level of uncertainty associated with a random variable (or more precisely, the probability distribution of the random variable). When there are two or more random variables, it is worthwhile to study the conditional entropy of one random variable with respect to another. The last concept is relative entropy, also known as the Kullback–Leibler divergence, which measures the “disparity” between two probability distributions. The chapter first considers convex and concave functions before discussing the properties of the entropy function, conditional entropy, uniqueness of the entropy function, and the Kullback–Leibler divergence.


2019 ◽  
Vol 69 (2) ◽  
pp. 453-468
Author(s):  
Demetrios P. Lyberopoulos ◽  
Nikolaos D. Macheras ◽  
Spyridon M. Tzaninis

Abstract Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing probability distribution as well as to the mixed Poisson process in the sense of Huang is obtained, and a characterization of each one of the above mixed Poisson processes in terms of disintegrations is provided. Moreover, some examples of “canonical” probability spaces admitting counting processes satisfying the equivalence of all above statements are given. Finally, it is shown that our assumptions for the characterization of mixed Poisson processes in terms of disintegrations cannot be omitted.


1997 ◽  
Vol 82 (3) ◽  
pp. 968-976 ◽  
Author(s):  
Hiroko Kitaoka ◽  
Béla Suki

Kitaoka, Hiroko, and Béla Suki. Branching design of the bronchial tree based on a diameter-flow relationship. J. Appl. Physiol. 82(3): 968–976, 1997.—We propose a method for designing the bronchial tree where the branching process is stochastic and the diameter ( d) of a branch is determined by its flow rate (Q). We use two principles: the continuum equation for flow division and a power-law relationship between d and Q, given by Q ∼ d n, where n is the diameter exponent. The value of n has been suggested to be ∼3. We assume that flow is divided iteratively with a random variable for the flow-division ratio, defined as the ratio of flow in the branch to that in its parent branch. We show that the cumulative probability distribution function of Q, P(>Q) is proportional to Q−1. We analyzed prior morphometric airway data (O. G. Raabe, H. C. Yeh, H. M. Schum, and R. F. Phalen, Report No. LF-53, 1976) and found that the cumulative probability distribution function of diameters, P(> d), is proportional to d −n, which supports the validity of Q ∼ d n since P(>Q) ∼ Q−1. This allowed us to assign diameters to the segments of the flow-branching pattern. We modeled the bronchial trees of four mammals and found that their statistical features were in good accordance with the morphometric data. We conclude that our design method is appropriate for robust generation of bronchial tree models.


1985 ◽  
Vol 17 (4) ◽  
pp. 774-793 ◽  
Author(s):  
Peter Waksman

The Radon transform of a plane domain is a random variable assigning to each line in the plane the chord length of its intersection with the domain. The probability distribution of this random variable does not characterize the domain, but it is shown to characterize a sufficiently asymmetric convex polygon. Under weaker assumptions, a convex polygon is characterized by this distribution, up to a finite number of rearrangements.


1972 ◽  
Vol 9 (02) ◽  
pp. 457-461 ◽  
Author(s):  
M. Ahsanullah ◽  
M. Rahman

A necessary and sufficient condition based on order statistics that a positive random variable having an absolutely continuous probability distribution (with respect to Lebesgue measure) will be exponential is given.


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