On Normal Law Conditions for Turing's Formula

2018 ◽  
pp. 1-10
Author(s):  
Zhiyi Zhang
Keyword(s):  
Normal Law ◽  
Turing's Formula

Features of accumulation of amounts of measurement error

2017 ◽  
Vol 928 (10) ◽  
pp. 58-63 ◽  
Author(s):  
V.I. Salnikov
Keyword(s):  
Measurement Error ◽  
Confidence Interval ◽  
Normal Distribution ◽  
Confidence Level ◽  
Measurement Errors ◽  
Truncated Normal Distribution ◽  
Truncated Normal ◽  
The Law ◽  
Normal Law

The initial subject for study are consistent sums of the measurement errors. It is assumed that the latter are subject to the normal law, but with the limitation on the value of the marginal error Δpred = 2m. It is known that each amount ni corresponding to a confidence interval, which provides the value of the sum, is equal to zero. The paradox is that the probability of such an event is zero; therefore, it is impossible to determine the value ni of where the sum becomes zero. The article proposes to consider the event consisting in the fact that some amount of error will change value within 2m limits with a confidence level of 0,954. Within the group all the sums have a limit error. These tolerances are proposed to use for the discrepancies in geodesy instead of 2m*SQL(ni). The concept of “the law of the truncated normal distribution with Δpred = 2m” is suggested to be introduced.

scholarly journals An alternative to the rejection of observations

1932 ◽  
Vol 137 (831) ◽  
pp. 78-87 ◽  
Keyword(s):  
Standard Deviation ◽  
Continuous Function ◽  
Large Deviations ◽  
Opposite Direction ◽  
Standard Error ◽  
The Other ◽  
Cause Of Error ◽  
The Mean ◽  
Normal Law ◽  
Usual Rule

1. It is widely felt that any method of rejecting observations with large deviations from the mean is open to some suspicion. Suppose that by some criterion, such as Peirce’s and Chauvenet’s, we decide to reject observations with deviations greater than 4 σ, where σ is the standard error, computed from the standard deviation by the usual rule; then we reject an observation deviating by 4·5 σ, and thereby alter the mean by about 4·5 σ/ n , where n is the number of observations, and at the same time we reduce the computed standard error. This may lead to the rejection of another observation deviating from the original mean by less than 4 σ, and if the process is repeated the mean may be shifted so much as to lead to doubt as to whether it is really sufficiently representative of the observations. In many cases, where we suspect that some abnormal cause has affected a fraction of the observations, there is a legitimate doubt as to whether it has affected a particular observation. Suppose that we have 50 observations. Then there is an even chance, according to the normal law, of a deviation exceeding 2·33 σ. But a deviation of 3 σ or more is not impossible, and if we make a mistake in rejecting it the mean of the remainder is not the most probable value. On the other hand, an observation deviating by only 2 σ may be affected by an abnormal cause of error, and then we should err in retaining it, even though no existing rule will instruct us to reject such an observation. It seems clear that the probability that a given observation has been affected by an abnormal cause of error is a continuous function of the deviation; it is never certain or impossible that it has been so affected, and a process that completely rejects certain observations, while retaining with full weight others with comparable deviations, possibly in the opposite direction, is unsatisfactory in principle.

Local limit theorems for generalized scheme of allocation of particles into ordered cells

2021 ◽  
Vol 31 (4) ◽  
pp. 293-307
Author(s):  
Aleksandr N. Timashev
Keyword(s):  
Weak Convergence ◽  
Negative Binomial Distribution ◽  
Limit Theorems ◽  
Negative Binomial ◽  
Sufficient Conditions ◽  
Local Limit ◽  
Number Of Components ◽  
Normal Law ◽  
Local Limit Theorems ◽  
Generalized Scheme

Abstract A generalized scheme of allocation of n particles into ordered cells (components). Some statements containing sufficient conditions for the weak convergence of the number of components with given cardinality and of the total number of components to the negative binomial distribution as n → ∞ are presented as hypotheses. Examples supporting the validity of these statements in particular cases are considered. For some examples we prove local limit theorems for the total number of components which partially generalize known results on the convergence of this distribution to the normal law.

A regressional characterization of the normal law

1987 ◽  
Vol 6 (1) ◽  
pp. 11-12
Author(s):  
Jacek Wesoł;owski
Keyword(s):  
Normal Law

scholarly journals Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

2014 ◽  
Vol 2014 ◽  
pp. 1-14
Author(s):  
Yuquan Cang ◽  
Junfeng Liu ◽  
Yan Zhang
Keyword(s):  
Asymptotic Behavior ◽  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Nonparametric Regression ◽  
Local Time ◽  
Kernel Function ◽  
Malliavin Calculus ◽  
Bandwidth Parameter ◽  
Subfractional Brownian Motion ◽  
Normal Law

We study the asymptotic behavior of the sequenceSn=∑i=0n-1K(nαSiH1)(Si+1H2-SiH2),asntends to infinity, whereSH1andSH2are two independent subfractional Brownian motions with indicesH1andH2, respectively.Kis a kernel function and the bandwidth parameterαsatisfies some hypotheses in terms ofH1andH2. Its limiting distribution is a mixed normal law involving the local time of the sub-fractional Brownian motionSH1. We mainly use the techniques of Malliavin calculus with respect to sub-fractional Brownian motion.

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