The probability distribution function for the sum of squares of independent random variables

2016 ◽  
Author(s):  
Yury Fateev ◽  
Dmitry Dmitriev ◽  
Valery Tyapkin ◽  
Nikolai Kremez ◽  
Vladimir Shaidurov
Keyword(s):  
Distribution Function ◽  
Probability Distribution ◽  
Probability Distribution Function ◽  
Random Variables ◽  
Sum Of Squares ◽  
Independent Random Variables

scholarly journals Probabalistic modelling of the results of economic activity as a function of random values

2020 ◽  
pp. 102-112
Author(s):  
Olesya Martyniuk ◽  
Stepan Popina ◽  
Serhii Martyniuk
Keyword(s):  
Mathematical Modeling ◽  
Distribution Function ◽  
Probability Distribution ◽  
Economic Activity ◽  
Probability Distribution Function ◽  
Random Variables ◽  
Economic Structure ◽  
Random Variable ◽  
Independent Random Variables ◽  
Research Results

Introduction. Mathematical modeling of economic processes is necessary for the unambiguous formulation and solution of the problem. In the economic sphere this is the most important aspect of the activity of any enterprise, for which economic-mathematical modeling is the tool that allows to make adequate decisions. However, economic indicators that are factors of a model are usually random variables. An economic-mathematical model is proposed for calculating the probability distribution function of the result of economic activity on the basis of the known dependence of this result on factors influencing it and density of probability distribution of these factors. Methods. The formula was used to calculate the random variable probability distribution function, which is a function of other independent random variables. The method of estimation of basic numerical characteristics of the investigated functions of random variables is proposed: mathematical expectation that in the probabilistic sense is the average value of the result of functioning of the economic structure, as well as its variance. The upper bound of the variation of the effective feature is indicated. Results. The cases of linear and power functions of two independent variables are investigated. Different cases of two-dimensional domain of possible values of indicators, which are continuous random variables, are considered. The application of research results to production functions is considered. Examples of estimating the probability distribution function of a random variable are offered. Conclusions. The research results allow in the probabilistic sense to estimate the result of the economic structure activity on the basis of the probabilistic distributions of the values of the dependent variables. The prospect of further research is to apply indirect control over economic performance based on economic and mathematical modeling.

scholarly journals The Fréchet transform

1993 ◽  
Vol 16 (1) ◽  
pp. 155-164
Author(s):  
Piotor Mikusiński ◽  
Morgan Phillips ◽  
Howard Sherwood ◽  
Michael D. Taylor
Keyword(s):  
Distribution Function ◽  
Probability Distribution ◽  
Probability Measure ◽  
Probability Distribution Function ◽  
Random Variables ◽  
Distribution Functions ◽  
Probability Distribution Functions

LetF1,…,FNbe1-dimensional probability distribution functions andCbe anN-copula. Define anN-dimensional probability distribution functionGbyG(x1,…,xN)=C(F1(x1),…,FN(xN)). Letν, be the probability measure induced onℝNbyGandμbe the probability measure induced on[0,1]NbyC. We construct a certain transformationΦof subsets ofℝNto subsets of[0,1]Nwhich we call the Fréchet transform and prove that it is measure-preserving. It is intended that this transform be used as a tool to study the types of dependence which can exist between pairs orN-tuples of random variables, but no applications are presented in this paper.

scholarly journals On a many server queue with non-recurrent input and negative exponential servers

1968 ◽  
Vol 8 (4) ◽  
pp. 706-715 ◽  
Author(s):  
C. Pearce
Keyword(s):  
Distribution Function ◽  
Probability Distribution ◽  
Probability Distribution Function ◽  
Queueing System ◽  
Random Variables ◽  
Server Queue ◽  
Natural Generalisation ◽  
Negative Exponential ◽  
Image Position

We consider a queueing system with k identical servers in parallel, the services being negative exponential with parameter μ. The input is a natural generalisation of the usual general recurrent input. If we denote the sequence of arrival points by {An, n ≧ 0} then the inter-arrival intervals are given by where the ƒi: are (integrable) non-negative functions and {Ui} is a sequence of identically and independently distributed random variables. In the simplest case, p = 0, this is just a general recurrent input. We write U(·) for the probability distribution function of the Un.

scholarly journals An Online Application for ΔR Calculation

Radiocarbon ◽  
2016 ◽  
Vol 59 (5) ◽  
pp. 1623-1627 ◽  
Author(s):  
Ron W Reimer ◽  
Paula J Reimer
Keyword(s):  
Distribution Function ◽  
Probability Distribution ◽  
Calibration Curve ◽  
Probability Distribution Function ◽  
Museum Collections ◽  
Online Program ◽  
Online Application ◽  
Radiocarbon Calibration

AbstractA regional offset (ΔR) from the marine radiocarbon calibration curve is widely used in calibration software (e.g. CALIB, OxCal) but often is not calculated correctly. While relatively straightforward for known-age samples, such as mollusks from museum collections or annually banded corals, it is more difficult to calculate ΔR and the uncertainty in ΔR for 14C dates on paired marine and terrestrial samples. Previous researchers have often utilized classical intercept methods that do not account for the full calibrated probability distribution function (pdf). Recently, Soulet (2015) provided R code for calculating reservoir ages using the pdfs, but did not address ΔR and the uncertainty in ΔR. We have developed an online application for performing these calculations for known-age, paired marine and terrestrial 14C dates and U-Th dated corals. This article briefly discusses methods that have been used for calculating ΔR and the uncertainty and describes the online program deltar, which is available free of charge.

scholarly journals Optimal Taylor–Couette turbulence

2012 ◽  
Vol 706 ◽  
pp. 118-149 ◽  
Author(s):  
Dennis P. M. van Gils ◽  
Sander G. Huisman ◽  
Siegfried Grossmann ◽  
Chao Sun ◽  
Detlef Lohse
Keyword(s):  
Distribution Function ◽  
Probability Distribution ◽  
Angular Velocity ◽  
Probability Distribution Function ◽  
Neutral Line ◽  
Velocity Ratio ◽  
Outer Cylinder ◽  
Taylor Number ◽  
Counter Rotation ◽  
Taylor Couette

AbstractStrongly turbulent Taylor–Couette flow with independently rotating inner and outer cylinders with a radius ratio of $\eta = 0. 716$ is experimentally studied. From global torque measurements, we analyse the dimensionless angular velocity flux ${\mathit{Nu}}_{\omega } (\mathit{Ta}, a)$ as a function of the Taylor number $\mathit{Ta}$ and the angular velocity ratio $a= \ensuremath{-} {\omega }_{o} / {\omega }_{i} $ in the large-Taylor-number regime $1{0}^{11} \lesssim \mathit{Ta}\lesssim 1{0}^{13} $ and well off the inviscid stability borders (Rayleigh lines) $a= \ensuremath{-} {\eta }^{2} $ for co-rotation and $a= \infty $ for counter-rotation. We analyse the data with the common power-law ansatz for the dimensionless angular velocity transport flux ${\mathit{Nu}}_{\omega } (\mathit{Ta}, a)= f(a)\hspace{0.167em} {\mathit{Ta}}^{\gamma } $, with an amplitude $f(a)$ and an exponent $\gamma $. The data are consistent with one effective exponent $\gamma = 0. 39\pm 0. 03$ for all $a$, but we discuss a possible $a$ dependence in the co- and weakly counter-rotating regimes. The amplitude of the angular velocity flux $f(a)\equiv {\mathit{Nu}}_{\omega } (\mathit{Ta}, a)/ {\mathit{Ta}}^{0. 39} $ is measured to be maximal at slight counter-rotation, namely at an angular velocity ratio of ${a}_{\mathit{opt}} = 0. 33\pm 0. 04$, i.e. along the line ${\omega }_{o} = \ensuremath{-} 0. 33{\omega }_{i} $. This value is theoretically interpreted as the result of a competition between the destabilizing inner cylinder rotation and the stabilizing but shear-enhancing outer cylinder counter-rotation. With the help of laser Doppler anemometry, we provide angular velocity profiles and in particular identify the radial position ${r}_{n} $ of the neutral line, defined by $ \mathop{ \langle \omega ({r}_{n} )\rangle } \nolimits _{t} = 0$ for fixed height $z$. For these large $\mathit{Ta}$ values, the ratio $a\approx 0. 40$, which is close to ${a}_{\mathit{opt}} = 0. 33$, is distinguished by a zero angular velocity gradient $\partial \omega / \partial r= 0$ in the bulk. While for moderate counter-rotation $\ensuremath{-} 0. 40{\omega }_{i} \lesssim {\omega }_{o} \lt 0$, the neutral line still remains close to the outer cylinder and the probability distribution function of the bulk angular velocity is observed to be monomodal. For stronger counter-rotation the neutral line is pushed inwards towards the inner cylinder; in this regime the probability distribution function of the bulk angular velocity becomes bimodal, reflecting intermittent bursts of turbulent structures beyond the neutral line into the outer flow domain, which otherwise is stabilized by the counter-rotating outer cylinder. Finally, a hypothesis is offered allowing a unifying view and consistent interpretation for all these various results.

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