scholarly journals Probabilities Obtained by Means of Hyperhomographies into a Quadruple Random Quantity

2018 ◽  
Vol 6 (4) ◽  
pp. 50-60
Author(s):  
Pierpaolo Angelini
Keyword(s):  
2014 ◽  
Vol 1 (4(67)) ◽  
pp. 29
Author(s):  
Владимир Васильевич Палагин ◽  
Александр Витальевич Ивченко

2018 ◽  
Vol 10 (3) ◽  
pp. 7
Author(s):  
Pierpaolo Angelini ◽  
Angela De Sanctis

Affine properties are more general than metric ones because they are independent of the choice of a coordinate system. Nevertheless, a metric, that is to say, a scalar product which takes each pair of vectors and returns a real number, is meaningful when $n$ vectors, which are all unit vectors and orthogonal to each other, constitute a basis for the $n$-dimensional vector space $\mathcal{A}$. In such a space $n$ events $E_i$, $i = 1, \ldots, n$, whose Cartesian coordinates turn out to be $x^i$, are represented in a linear form. A metric is also meaningful when we transfer on a straight line the $n$-dimensional structure of $\mathcal{A}$ into which the constituents of the partition determined by $E_1, \ldots, E_n$ are visualized. The dot product of two vectors of the $n$-dimensional real space $\mathbb{R}^n$ is invariant: of these two vectors the former represents the possible values for a given random quantity, while the latter represents the corresponding probabilities which are assigned to them in a subjective fashion.We deduce these original results, which are the foundation of our next and extensive study concerning the formulation of a geometric, well-organized and original theory of random quantities, from pioneering works which deal with a specific geometric interpretation of probability concept, unlike the most part of the current ones which are pleased to keep the real and deep meaning of probability notion a secret because they consider a success to give a uniquely determined answer to a problem even when it is indeterminate.Therefore, we believe that it is inevitable that our references limit themselves to these pioneering works.


2014 ◽  
Vol 501-504 ◽  
pp. 1623-1627
Author(s):  
Da Wei Lv ◽  
Fei Wang ◽  
Guan Jun Xu

Considering that during the earthquake, the maximum peak of acceleration changing in the process is a random quantity, which cant be regarded as a sign of dynamic motion characteristics. Therefore, in this paper, the root mean square acceleration is employed to calculate the corresponding seismic forces. Then according to the sine curve, seismic forces are loaded on the different layers of slope of loess slope. Giving a comparative study on the safety of the loess slope under the force of the earthquake provides reference for the design of loess slope against earthquake.


2019 ◽  
Vol 11 (3) ◽  
pp. 1
Author(s):  
Angelini Pierpaolo

We propose an original mathematical model according to a Bayesian approach explaining uncertainty from a point of view connected with vector spaces. A parameter space can be represented by means of random quantities by accepting the principles of the theory of concordance into the domain of subjective probability. We observe that metric properties of the notion of $\alpha$-product mathematically fulfill the ones of a coherent prevision of a bivariate random quantity. We introduce fundamental metric expressions connected with transformed random quantities representing changes of origin. We obtain a posterior probability law by applying the Bayes' theorem into a geometric context connected with a two-dimensional parameter space.


2022 ◽  
Vol 24 (1) ◽  
pp. 105-118
Author(s):  
Mervat Mahdy ◽  
◽  
Dina S. Eltelbany ◽  
Hoda Mohammed ◽  
◽  
...  

Entropy measures the amount of uncertainty and dispersion of an unknown or random quantity, this concept introduced at first by Shannon (1948), it is important for studies in many areas. Like, information theory: entropy measures the amount of information in each message received, physics: entropy is the basic concept that measures the disorder of the thermodynamical system, and others. Then, in this paper, we introduce an alternative measure of entropy, called 𝐻𝑁- entropy, unlike Shannon entropy, this proposed measure of order α and β is more flexible than Shannon. Then, the cumulative residual 𝐻𝑁- entropy, cumulative 𝐻𝑁- entropy, and weighted version have been introduced. Finally, comparison between Shannon entropy and 𝐻𝑁- entropy and numerical results have been introduced.


Risks ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 60
Author(s):  
Francesco Giuseppe Cordoni ◽  
Luca Di Persio ◽  
Yilun Jiang

The present paper is devoted to the study of a bank salvage model with a finite time horizon that is subjected to stochastic impulse controls. In our model, the bank’s default time is a completely inaccessible random quantity generating its own filtration, then reflecting the unpredictability of the event itself. In this framework the main goal is to minimize the total cost of the central controller, which can inject capitals to save the bank from default. We address the latter task, showing that the corresponding quasi-variational inequality (QVI) admits a unique viscosity solution—Lipschitz continuous in space and Hölder continuous in time. Furthermore, under mild assumptions on the dynamics the smooth-fit W l o c ( 1 , 2 ) , p property is achieved for any 1 < p < + ∞ .


Radiocarbon ◽  
1995 ◽  
Vol 37 (3) ◽  
pp. 845-849 ◽  
Author(s):  
Amir D. Aczel

This paper proposes the use of the statistical bootstrap technique as an aid in combining radiocarbon date estimates The rationale for the use of the bootstrap is the theoretical result that, even if individual date estimates are normally distributed, their combination by the usual formula results in a random quantity that is not normal but rather a mixture of distributions. The bootstrap is a non-parametric, computer-intensive technique. This technique can better estimate the actual distribution of the combined age, leading to more precise confidence intervals. While the bootstrap cannot solve the multiple-intercepts problem in calibration, it can nonetheless lead to better estimates. The benefits of using the bootstrap are especially noticeable when sample sizes are small (as is the case in other applications of this technique).


1995 ◽  
Vol 45 (1-2) ◽  
pp. 93-102 ◽  
Author(s):  
Tapan Kumar Nayak

Suppose independent samples from k populations with unknown parameters are taken and one of the populations is selected based on tho data and a prespecified rule. The problem is to estimate the parameter of the selected population. The estimand, G, is a random quantity which depends on both the data and the unknown parameters. While standard estimation methods are inadequate for estimating G, they can be used to estimate the expected value of G. It is shown that the uniformly minimum variance unbiased estimator of E( G) is also the uniformly minimum mean squared error unbiased estimator of G, if the selection rule depends on the data only through a complete sufficient statistic. An approach based on conditional unbiasedness is also discussed.


2020 ◽  
Vol 54 (05) ◽  
pp. 148-152
Author(s):  
Tamila Ahmad Savdumova ◽  

Key words: Mathematics, probability theory, statistics, random quantity


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