scholarly journals Success run statistics defined on an urn model

2007 ◽  
Vol 39 (04) ◽  
pp. 991-1019 ◽  
Author(s):  
Frosso S. Makri ◽  
Andreas N. Philippou ◽  
Zaharias M. Psillakis

Statistics denoting the numbers of success runs of length exactly equal and at least equal to a fixed length, as well as the sum of the lengths of success runs of length greater than or equal to a specific length, are considered. They are defined on both linearly and circularly ordered binary sequences, derived according to the Pólya-Eggenberger urn model. A waiting time associated with the sum of lengths statistic in linear sequences is also examined. Exact marginal and joint probability distribution functions are obtained in terms of binomial coefficients by a simple unified combinatorial approach. Mean values are also derived in closed form. Computationally tractable formulae for conditional distributions, given the number of successes in the sequence, useful in nonparametric tests of randomness, are provided. The distribution of the length of the longest success run and the reliability of certain consecutive systems are deduced using specific probabilities of the studied statistics. Numerical examples are given to illustrate the theoretical results.

2007 ◽  
Vol 39 (4) ◽  
pp. 991-1019 ◽  
Author(s):  
Frosso S. Makri ◽  
Andreas N. Philippou ◽  
Zaharias M. Psillakis

Statistics denoting the numbers of success runs of length exactly equal and at least equal to a fixed length, as well as the sum of the lengths of success runs of length greater than or equal to a specific length, are considered. They are defined on both linearly and circularly ordered binary sequences, derived according to the Pólya-Eggenberger urn model. A waiting time associated with the sum of lengths statistic in linear sequences is also examined. Exact marginal and joint probability distribution functions are obtained in terms of binomial coefficients by a simple unified combinatorial approach. Mean values are also derived in closed form. Computationally tractable formulae for conditional distributions, given the number of successes in the sequence, useful in nonparametric tests of randomness, are provided. The distribution of the length of the longest success run and the reliability of certain consecutive systems are deduced using specific probabilities of the studied statistics. Numerical examples are given to illustrate the theoretical results.


Author(s):  
Carmelo Giacovazzo

The title of this chapter may seem a little strange; it relates Fourier syntheses, an algebraic method for calculating electron densities, to the joint probability distribution functions of structure factors, which are devoted to the probabilistic estimate of s.i.s and s.s.s. We will see that the two topics are strictly related, and that optimization of the Fourier syntheses requires previous knowledge and the use of joint probability distributions. The distributions used in Chapters 4 to 6 are able to estimate s.i. or s.s. by exploiting the information contained in the experimental diffraction moduli of the target structure (the structure one wants to phase). An important tool for such distributions are the theories of neighbourhoods and of representations, which allow us to arrange, for each invariant or seminvariant Φ, the set of amplitudes in a sequence of shells, each contained within the subsequent shell, with the property that any s.i. or s.s. may be estimated via the magnitudes constituting any shell. The resulting conditional distributions were of the type, . . . P(Φ| {R}), (7.1) . . . where {R} represents the chosen phasing shell for the observed magnitudes. The more information contained within the set of observed moduli {R}, the better will be the Φ estimate. By definition, conditional distributions (7.1) cannot change during the phasing process because prior information (i.e. the observed moduli) does not change; equation (7.1) maintains the same identical algebraic form. However, during any phasing process, various model structures progressively become available, with different degrees of correlation with the target structure. Such models are a source of supplementary information (e.g. the current model phases) which, in principle, can be exploited during the phasing procedure. If this observation is accepted, the method of joint probability distribution, as described so far, should be suitably modified. In a symbolic way, we should look for deriving conditional distributions . . . P (Φ| {R}, {Rp}) , (7.2) . . . rather than (7.1), where {Rp} represents a suitable subset of the amplitudes of the model structure factors. Such an approach modifies the traditional phasing strategy described in the preceding chapters; indeed, the set {Rp} will change during the phasing process in conjunction with the model changes, which will continuously modify the probabilities (7.2).


Author(s):  
C. Giacovazzo ◽  
M. Ladisa ◽  
D. Siliqi

AbstractThe method of the joint probability distribution functions has been recently applied to SIR-MIR, SAD-MAD and SIRAS-MIRAS cases. The capacity of the method to treat various forms of errors (i.e., errors in measurements, possible lack of isomorphism, errors in a substructure model when a model is


1999 ◽  
Vol 26 (1) ◽  
pp. 1-12 ◽  
Author(s):  
Kamal El-Fashny ◽  
Luc E Chouinard ◽  
Ghyslaine McClure

This study presents a structural reliability analysis of a microwave tower subject to wind and freezing-rain hazards. The tower (name code CEBJ, owned by Hydro-Québec) is a 66 m tall, three-legged, steel lattice structure located in the James Bay area. The reliability analysis is performed conditionally with respect to wind speed and ice thickness accretion, and the results are integrated over the domain of wind and ice values using their joint probability distribution. This approach makes it possible to perform sensitivity analyses with respect to various assumptions on the joint probability distribution function of the climatological variable, without having to repeat the detailed coupled reliability - structural analysis of the tower. The probability distribution functions assumed for the wind speed and the ice thickness accretion on the tower members are both extreme-value type I (Gumbel) distributions. Adopting a weakest link model, the failure of the tower is assumed to occur when any of the members fails either in tension, compression, or global buckling. Without loss of generality, the proposed procedure can be applied with more refined probability distribution functions.Key words: reliability, telecommunication towers, wind, ice.


2014 ◽  
Vol 53 (5) ◽  
pp. 1282-1296 ◽  
Author(s):  
Christopher R. Williams ◽  
V. N. Bringi ◽  
Lawrence D. Carey ◽  
V. Chandrasekar ◽  
Patrick N. Gatlin ◽  
...  

AbstractRainfall retrieval algorithms often assume a gamma-shaped raindrop size distribution (DSD) with three mathematical parameters Nw, Dm, and μ. If only two independent measurements are available, as with the dual-frequency precipitation radar on the Global Precipitation Measurement (GPM) mission core satellite, then retrieval algorithms are underconstrained and require assumptions about DSD parameters. To reduce the number of free parameters, algorithms can assume that μ is either a constant or a function of Dm. Previous studies have suggested μ–Λ constraints [where Λ = (4 + μ)/Dm], but controversies exist over whether μ–Λ constraints result from physical processes or mathematical artifacts due to high correlations between gamma DSD parameters. This study avoids mathematical artifacts by developing joint probability distribution functions (joint PDFs) of statistically independent DSD attributes derived from the raindrop mass spectrum. These joint PDFs are then mapped into gamma-shaped DSD parameter joint PDFs that can be used in probabilistic rainfall retrieval algorithms as proposed for the GPM satellite program. Surface disdrometer data show a high correlation coefficient between the mass spectrum mean diameter Dm and mass spectrum standard deviation σm. To remove correlations between DSD attributes, a normalized mass spectrum standard deviation is constructed to be statistically independent of Dm, with representing the most likely value and std representing its dispersion. Joint PDFs of Dm and μ are created from Dm and . A simple algorithm shows that rain-rate estimates had smaller biases when assuming the DSD breadth of than when assuming a constant μ.


2008 ◽  
Vol 42 (1) ◽  
pp. 30-35 ◽  
Author(s):  
Angela Altomare ◽  
Benny Danilo Belviso ◽  
Maria Cristina Burla ◽  
Gaetano Campi ◽  
Corrado Cuocci ◽  
...  

A new joint probability distribution function method is described to find the anomalous scatterer substructure from powder data. The method requires two wavelengths; the conclusive formulas provide estimates of the substructure structure factor moduli, from which the anomalous scatterer positions can be found by Patterson or direct methods. The theory has been preliminarily applied to two compounds, the first having Pt and the second having Fe as anomalous scatterer. Both substructures were correctly identified.


1999 ◽  
Vol 55 (3) ◽  
pp. 512-524
Author(s):  
Carmelo Giacovazzo ◽  
Dritan Siliqi ◽  
Cristina Fernández-Castaño

The method of the joint probability distribution functions of structure factors has been extended to reflections with rational indices. The most general case, space group P1, has been considered. The positional parameters are the primitive random variables of our probabilistic approach, while the reflection indices are kept fixed. Quite general joint probability distributions have been considered from which conditional distributions have been derived: these proved applicable to the accurate estimation of the real and imaginary parts of a structure factor, given prior information on other structure factors. The method is also discussed in relation to the Hilbert-transform techniques.


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