Numerical inversion of Laplace transform on the real line of probability density functions

2001 ◽  
Vol 123 (3) ◽  
pp. 285-299 ◽  
Author(s):  
Aldo Tagliani
Author(s):  
Boris Guljaš ◽  
C. E. M. Pearce ◽  
Josip Pečarić

AbstractAn integral inequality is established involving a probability density function on the real line and its first two derivatives. This generalizes an earlier result of Sato and Watari. If f denotes the probability density function concerned, the inequality we prove is thatunder the conditions β > α 1 and 1/(β+1) < γ ≤ 1.


2020 ◽  
Author(s):  
D. Wilson ◽  
Vladimir Ostashev ◽  
Chris Pettit

This Letter considers probability density functions (pdfs) involving products of the complex amplitudes observed at two points (which may, in general, involve separations in space, time, or frequency) in conditions of fully saturated scattering. First, the pdf is derived for the product of the complex amplitude at one point with the conjugate of the complex amplitude at another point. It is shown that the real and imaginary parts of this product each have a variance gamma pdf. Second, expressions are derived for several joint pdfs involving complex amplitude products and powers at two points.


2021 ◽  
Vol 13 (12) ◽  
pp. 2307
Author(s):  
J. Javier Gorgoso-Varela ◽  
Rafael Alonso Ponce ◽  
Francisco Rodríguez-Puerta

The diameter distributions of trees in 50 temporary sample plots (TSPs) established in Pinus halepensis Mill. stands were recovered from LiDAR metrics by using six probability density functions (PDFs): the Weibull (2P and 3P), Johnson’s SB, beta, generalized beta and gamma-2P functions. The parameters were recovered from the first and the second moments of the distributions (mean and variance, respectively) by using parameter recovery models (PRM). Linear models were used to predict both moments from LiDAR data. In recovering the functions, the location parameters of the distributions were predetermined as the minimum diameter inventoried, and scale parameters were established as the maximum diameters predicted from LiDAR metrics. The Kolmogorov–Smirnov (KS) statistic (Dn), number of acceptances by the KS test, the Cramér von Misses (W2) statistic, bias and mean square error (MSE) were used to evaluate the goodness of fits. The fits for the six recovered functions were compared with the fits to all measured data from 58 TSPs (LiDAR metrics could only be extracted from 50 of the plots). In the fitting phase, the location parameters were fixed at a suitable value determined according to the forestry literature (0.75·dmin). The linear models used to recover the two moments of the distributions and the maximum diameters determined from LiDAR data were accurate, with R2 values of 0.750, 0.724 and 0.873 for dg, dmed and dmax. Reasonable results were obtained with all six recovered functions. The goodness-of-fit statistics indicated that the beta function was the most accurate, followed by the generalized beta function. The Weibull-3P function provided the poorest fits and the Weibull-2P and Johnson’s SB also yielded poor fits to the data.


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