Distribution functions for statistics derived from bivariate normal and bivariate two-parameter log-normal populations

1976 ◽  
Author(s):  
James Richard Slack ◽  
Nicholas C. Matalas ◽  
James R. Wallis
Author(s):  
Catherine M. Bonan-Hamada ◽  
William B. Jones ◽  
W. J. Thron ◽  
Arne Magnus

1981 ◽  
Vol 18 (04) ◽  
pp. 839-852 ◽  
Author(s):  
R. J. Henery

Independent observations X 0, X 1…, X N+1 are drawn from each of N populations whose distribution functions F(x – θi ) have means θ i , 0 ≦ i < N, and we wish to calculate the probability P k;N that X 0 is the k th largest observation. For normal populations an approximation is given for P K;N based on a Taylor series expansion in the θ 's. If F(x) has an increasing failure rate, as is the case for the normal, an upper bound can be given for the ‘win' probability P 1;N Some moment relations for normal order statistics are also given.


2010 ◽  
Vol 662 ◽  
pp. 134-172 ◽  
Author(s):  
P. MEUNIER ◽  
E. VILLERMAUX

We introduce a new numerical method for the study of scalar mixing in two-dimensional advection fields. The position of an advected material strip is computed kinematically, and the associated convection–diffusion problem is solved using the computed local stretching rate along the strip, assuming that the diffusing strip thickness is smaller than its local radius of curvature. This widely legitimate assumption reduces the numerical problem to the computation of a single variable along the strip, thus making the method extremely fast and applicable to any large Péclet number. The method is then used to document the mixing properties of a chaotic sine flow, for which we relate the global quantities (spectra, concentration probability distribution functions (PDFs), increments) to the distributed stretching of the strip convoluted by the flow, possibly overlapping with itself. The numerical results indicate that the PDF of the strip elongation is log normal, a signature of random multiplicative processes. This property leads to exact analytical predictions for the spectrum of the field and for the PDF of the scalar concentration of a solitary strip. The present simulations offer a unique way of discovering the interaction rule for building complex mixtures which are made of a random superposition of overlapping strips leading to concentration PDFs stable by self-convolution.


2010 ◽  
Vol 108-111 ◽  
pp. 783-788
Author(s):  
Jian Jun Wu ◽  
Li Hong He

The lift-off velocity distribution of saltating particles, which have been proposed to characterize the dislodgement state of saltating particles, is one of the key issues in the theoretical study of windblown sand transportation. But there were various statistical relations in the early researches. In this paper, the Kolmogorov-Smirnov test for goodness-of-fit is adopted to make an inference of the most probable form of lift-off velocity distribution functions for saltating particles on the basis of the experimental data. The statistical results show that the distribution function of vertical lift-off velocities conforms better to Weibull distribution function than to the normal, log-normal, gamma and exponential ones; while, the distribution function of the absolute values of horizontal lift-off velocities is best described by log-normal distribution in forward direction and Weibull distribution in backward direction, respectively. Finally, two more examples prove to support the above conclusions.


2021 ◽  
Author(s):  
Khim Hoong Chu

Abstract This paper reports the use of five probability cumulative distribution functions (normal, log-normal, logistic, Gompertz, and Weibull) to correlate published breakthrough data of water and air contaminants (ciprofloxacin, ammonium, hydrogen chloride, and hydrogen sulfide). Because the shape of the ciprofloxacin breakthrough curve is fairly symmetric, it is well correlated by all five functions (R2 > 0.99). They also provide a good representation of the overall shape of the ammonium breakthrough curve (R2 > 0.99). However, none can describe the leakage of ammonium during the initial period of column operation. The log-normal and Weibull functions give an excellent representation of the tailing HCl data while the normal, logistic, and Gompertz functions are quite poor. This difference in performance can be explained by the different characteristics of their inflection points. The log-normal and Weibull functions have a floating inflection point, which gives them flexibility in tracing the shape of the tailing data. The invariant inflection points of the normal, logistic, and Gompertz curves restrict their data fitting ability. Only the log-normal function can provide a reasonable fit to the H2S data with strong tailing. It is shown that the invariant inflection point of a probability function can be converted to a floating one. A version of the Gompertz function so modified provides a good quantitative correlation of the tailing data of H2S (R2 = 0.99).


2021 ◽  
Vol 12 (1) ◽  
pp. 117-124
Author(s):  
Aaron Roopnarine ◽  
Sean A. Rocke

Abstract Human body communication (HBC) uses the human body as the channel to transfer data. Extensive work has been done to characterize the human body channel for different HBC techniques and scenarios. However, statistical channel bioimpedance characterisation of human body channels, particularly under dynamic conditions, remains relatively understudied. This paper develops a stochastic fading bioimpedance model for the human body channel using Monte Carlo simulations. Differential body segments were modelled as 2-port networks using ABCD parameters which are functions of bioimpedance based body parameters modelled as random variables. The channel was then modelled as the cascade of these random 2-port networks for different combinations of probability distribution functions (PDFs) assumed for the bioimpedance-based body parameters. The resultant distribution of the cascaded body segments varied for the different assumed bioimpedance based body parameter distributions and differential body segment sizes. However, considering the distribution names that demonstrated a best fit (in the top 3 PDF rankings) with highest frequency under the varying conditions, this paper recommends the distribution names: Generalized Pareto for phase distributions and Log-normal for magnitude distributions for each element in the overall cascaded random variable ABCD matrix.


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