scholarly journals Runs in coin tossing: a general approach for deriving distributions for functionals

2015 ◽  
Vol 52 (03) ◽  
pp. 752-770 ◽  
Author(s):  
Lars Holst ◽  
Takis Konstantopoulos
Keyword(s):  
Classical Problem ◽  
Joint Distributions ◽  
General Identity ◽  
Coin Tossing ◽  
Independent And Identically Distributed

We take a fresh look at the classical problem of runs in a sequence of independent and identically distributed coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies already existing approaches. We give several examples, derive asymptotics, and pose some further questions.

scholarly journals Runs in coin tossing: a general approach for deriving distributions for functionals

2015 ◽  
Vol 52 (3) ◽  
pp. 752-770 ◽  
Author(s):  
Lars Holst ◽  
Takis Konstantopoulos
Keyword(s):  
Classical Problem ◽  
Joint Distributions ◽  
General Identity ◽  
Coin Tossing ◽  
Independent And Identically Distributed

We take a fresh look at the classical problem of runs in a sequence of independent and identically distributed coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies already existing approaches. We give several examples, derive asymptotics, and pose some further questions.

Assessing joint distributions with isoprobability contours

2009 ◽  
Author(s):  
David V. Budescu ◽  
Ali E. Abbas ◽  
Yuhong Gu
Keyword(s):  
Joint Distributions

scholarly journals Copula-based software metrics aggregation

2021 ◽  
Author(s):  
Maria Ulan ◽  
Welf Löwe ◽  
Morgan Ericsson ◽  
Anna Wingkvist
Keyword(s):  
Open Source Software ◽  
Software Metrics ◽  
Information Quality ◽  
Empirical Studies ◽  
Probabilistic Approach ◽  
Software Systems ◽  
Quality Model ◽  
Quality Models ◽  
Joint Distributions ◽  
Abstract Notion

AbstractA quality model is a conceptual decomposition of an abstract notion of quality into relevant, possibly conflicting characteristics and further into measurable metrics. For quality assessment and decision making, metrics values are aggregated to characteristics and ultimately to quality scores. Aggregation has often been problematic as quality models do not provide the semantics of aggregation. This makes it hard to formally reason about metrics, characteristics, and quality. We argue that aggregation needs to be interpretable and mathematically well defined in order to assess, to compare, and to improve quality. To address this challenge, we propose a probabilistic approach to aggregation and define quality scores based on joint distributions of absolute metrics values. To evaluate the proposed approach and its implementation under realistic conditions, we conduct empirical studies on bug prediction of ca. 5000 software classes, maintainability of ca. 15000 open-source software systems, and on the information quality of ca. 100000 real-world technical documents. We found that our approach is feasible, accurate, and scalable in performance.

Global stability result for parabolic Cauchy problems

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Mourad Choulli ◽  
Masahiro Yamamoto
Keyword(s):  
New York ◽  
Partial Differential Equations ◽  
Global Stability ◽  
Classical Problem ◽  
Stability Result ◽  
Cauchy Problems ◽  
Smooth Solutions ◽  
Linear Partial Differential Equations ◽  
Ill Posed ◽  
The Stability

AbstractUniqueness of parabolic Cauchy problems is nowadays a classical problem and since Hadamard [Lectures on Cauchy’s Problem in Linear Partial Differential Equations, Dover, New York, 1953], these kind of problems are known to be ill-posed and even severely ill-posed. Until now, there are only few partial results concerning the quantification of the stability of parabolic Cauchy problems. We bring in the present work an answer to this issue for smooth solutions under the minimal condition that the domain is Lipschitz.

scholarly journals The number of failed components in a coherent working system when the lifetimes are discretely distributed

Metrika ◽  
2021 ◽  
Author(s):  
Krzysztof Jasiński
Keyword(s):  
Random Variables ◽  
Continuous Case ◽  
Coherent System ◽  
Coherent Systems ◽  
Discrete Random Variables ◽  
Independent And Identically Distributed

AbstractIn this paper, we study the number of failed components of a coherent system. We consider the case when the component lifetimes are discrete random variables that may be dependent and non-identically distributed. Firstly, we compute the probability that there are exactly i, $$i=0,\ldots ,n-k,$$ i = 0 , … , n - k , failures in a k-out-of-n system under the condition that it is operating at time t. Next, we extend this result to other coherent systems. In addition, we show that, in the most popular model of independent and identically distributed component lifetimes, the obtained probability corresponds to the respective one derived in the continuous case and existing in the literature.

Error and Reliability in Stochastic Processes and Psychological Measurement

1972 ◽  
Vol 31 (1) ◽  
pp. 131-140 ◽  
Author(s):  
Donald W. Zimmerman
Keyword(s):  
Stochastic Processes ◽  
Random Error ◽  
Random Sampling ◽  
Probability Model ◽  
Random Variables ◽  
Formal Structure ◽  
Intermediate Structure ◽  
Psychological Measurement ◽  
Joint Distributions ◽  
True Values

The concepts of random error and reliability of measurements that are familiar in traditional theories based on the notions of “true values” and “errors” can be represented by a probability model having a simpler formal structure and fewer special assumptions about random sampling and independence of measurements. In this model formulas that relate observable events are derived from probability axioms and from primitive terms that refer to observable events, without an intermediate structure containing variances and correlations of “true” and “error” components of scores. While more economical in language and formalism, the model at the same time is more general than classical theories and applies to stochastic processes in which joint distributions of many dependent random variables are of interest. In addition, it clarifies some long-standing problems concerning “experimental independence” of measurements and the relation of sampling of individuals to sampling of measurements.

Sign in / Sign up

Export Citation Format

Share Document