scholarly journals The Metalog Distributions

2016 ◽  
Vol 13 (4) ◽  
pp. 243-277 ◽  
Author(s):  
Thomas W. Keelin
Keyword(s):  
Decision Analysis ◽  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Probability Density Functions ◽  
Cumulative Distribution ◽  
Density Functions ◽  
Creative Commons ◽  
Discrete Methods ◽  
Actual Decision ◽  
New System

The metalog distributions constitute a new system of continuous univariate probability distributions designed for flexibility, simplicity, and ease/speed of use in practice. The system is comprised of unbounded, semibounded, and bounded distributions, each of which offers nearly unlimited shape flexibility compared to previous systems of distributions. Explicit shape-flexibility comparisons are provided. Unlike other distributions that require nonlinear optimization for parameter estimation, the metalog quantile functions and probability density functions have simple closed-form expressions that are quantile parameterized linearly by cumulative-distribution-function data. Applications in fish biology and hydrology show how metalogs may aid data and distribution research by imposing fewer shape constraints than other commonly used distributions. Applications in decision analysis show how the metalog system can be specified with three assessed quantiles, how it facilities Monte Carlo simulation, and how applying it aided an actual decision that would have been made wrongly based on commonly used discrete methods. This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. You are free to download this work and share with others for any purpose, except commercially, if you distribute your contributions under the same license as the original, and you must attribute this work as “Decision Analysis. Copyright © 2016 The Author(s). https://doi.org/10.1287/deca.2016.0338 , used under a Creative Commons Attribution License: https://creativecommons.org/licenses/by-nc-sa/4.0/ .”

DISSONANCE — A MEASURE OF VARIABILITY FOR ORDINAL RANDOM VARIABLES

2001 ◽  
Vol 09 (01) ◽  
pp. 39-53 ◽  
Author(s):  
RONALD R. YAGER
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Random Variables ◽  
Cumulative Distribution ◽  
General Properties

We look at the issue of obtaining a variance like measure associated with probability distributions over ordinal sets. We call these dissonance measures. We specify some general properties desired in these dissonance measures. The centrality of the cumulative distribution function in formulating the concept of dissonance is pointed out. We introduce some specific examples of measures of dissonance.

scholarly journals Transmuted Probability Distributions: A Review

2020 ◽  
pp. 83-94
Author(s):  
Md. Mahabubur Rahman ◽  
Bander Al-Zahrani ◽  
Saman Hanif Shahbaz ◽  
Muhammad Qaiser Shahbaz
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Quantile Function ◽  
Cumulative Distribution ◽  
Functional Composition ◽  
Inverse Cumulative Distribution Function ◽  
Family Of Distributions

Transmutation is the functional composition of the cumulative distribution function (cdf) of one distribution with the inverse cumulative distribution function (quantile function) of another. Shaw and Buckley(2007), first apply this concept and introduced quadratic transmuted family of distributions. In this article, we have presented a review about the transmuted families of distributions. We have also listed the transmuted distributions, available in the literature along with some concluding remarks.

scholarly journals A Load-Share Reliability Model under the Changeable Piecewise Smooth Load

2014 ◽  
Vol 2014 ◽  
pp. 1-11
Author(s):  
Sergey V. Gurov ◽  
Lev V. Utkin
Keyword(s):  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Continuous Functions ◽  
Piecewise Smooth ◽  
Cumulative Distribution ◽  
Residual Lifetime ◽  
Time To Failure ◽  
Reliability Model ◽  
Piecewise Constant ◽  
Proposed Model

A new load-share reliability model of systems under the changeable load is proposed in the paper. It is assumed that the load is a piecewise smooth function which can be regarded as an extension of the piecewise constant and continuous functions. The condition of the residual lifetime conservation, which means continuity of a cumulative distribution function of time to failure, is accepted in the proposed model. A general algorithm for computing reliability measures is provided. Simple expressions for determining the survivor functions under assumption of the Weibull probability distribution of time to failure are given. Various numerical examples illustrate the proposed model by different forms of the system load and different probability distributions of time to failure.

A New Approach to Probability in Engineering Design and Optimization

1984 ◽  
Vol 106 (1) ◽  
pp. 5-10 ◽  
Author(s):  
J. N. Siddall
Keyword(s):  
Probability Density ◽  
Engineering Design ◽  
Probability Distributions ◽  
Probability Density Functions ◽  
Density Functions ◽  
New Approach ◽  
Design And Optimization ◽  
Evolutionary Technique ◽  
Probability And Statistics

The anomalous position of probability and statistics in both mathematics and engineering is discussed, showing that there is little consensus on concepts and methods. For application in engineering design, probability is defined as strictly subjective in nature. It is argued that the use of classical methods of statistics to generate probability density functions by estimating parameters for assumed theoretical distributions should be used with caution, and that the use of confidence limits is not really meaningful in a design context. Preferred methods are described, and a new evolutionary technique for developing probability distributions of new random variables is proposed. Although Bayesian methods are commonly considered to be subjective, it is argued that, in the engineering sense, they are really not. A general formulation of the probabilistic optimization problem is described, including the role of subjective probability density functions.

scholarly journals Bin-Free Fitting of Probability Distributions Emphasizing DNA Histograms

2017 ◽  
Author(s):  
Nash Rochman
Keyword(s):  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Cumulative Distribution ◽  
Data Set ◽  
Cell Synchronization ◽  
Approximate Probability ◽  
A Cell ◽  
The Right ◽  
Probability Density Function Pdf ◽  
Dna Histograms

AbstractIt is often challenging to find the right bin size when constructing a histogram to represent a noisy experimental data set. This problem is frequently faced when assessing whether a cell synchronization experiment was successful or not. In this case the goal is to determine whether the DNA content is best represented by a unimodal, indicating successful synchronization, or bimodal, indicating unsuccessful synchronization, distribution. This choice of bin size can greatly affect the interpretation of the results; however, it can be avoided by fitting the data to a cumulative distribution function (CDF). Fitting data to a CDF removes the need for bin size selection. The sorted data can also be used to reconstruct an approximate probability density function (PDF) without selecting a bin size. A simple CDF-based approach is presented and the benefits and drawbacks relative to usual methods are discussed.

scholarly journals Arrival Traffic Separations Modelling By Using Continuous Probability Distributions

2019 ◽  
Vol 285 ◽  
pp. 00013
Author(s):  
Adrian Pawełek ◽  
Piotr Lichota
Keyword(s):  
Mathematical Model ◽  
Quantitative Analysis ◽  
Probability Distributions ◽  
Probability Density Functions ◽  
Air Traffic ◽  
Density Functions ◽  
Traffic Intensity ◽  
Traffic Data ◽  
Model Application ◽  
Comparing Distributions

This article presents a method that allows to analyze selected aspects of past arrival traffic by modelling distributions of time separations of arriving aircraft in a chosen navigationpoint of Terminal Manoeuvring Area with the use of continuous probability distributions. Modelling arriving aircraft time separations distribution with continuous probability density functions allows to apply various mathematical tools to analyze separations distributions. Moreover, by comparing distributions parameters, quantitative analysis of separations for days with various arrival traffic intensity can be performed. Assumptions, mathematical model, application in the exemplary experimental scenario with an airport and days with low and high traffic intensity, and results are presented in this article. Real air traffic data was used for the experimental scenario. Outcomes show that the method can be used for air traffic post-analysis, e.g assessment of maintaining separation.

scholarly journals The tenets of indirect inference in Bayesian models

2021 ◽  
Author(s):  
Dmytro Perepolkin ◽  
Benjamin Goodrich ◽  
Ullrika Sahlin
Keyword(s):  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Bayesian Models ◽  
Quantile Function ◽  
Cumulative Distribution ◽  
Likelihood Method ◽  
Indirect Inference ◽  
Root Finding ◽  
Sampling Distributions ◽  
Definition Of

This paper extends the application of Bayesian inference to probability distributions defined in terms of its quantile function. We describe the method of *indirect likelihood* to be used in the Bayesian models with sampling distributions which lack an explicit cumulative distribution function. We provide examples and demonstrate the equivalence of the "quantile-based" (indirect) likelihood to the conventional "density-defined" (direct) likelihood. We consider practical aspects of the numerical inversion of quantile function by root-finding required by the indirect likelihood method. In particular, we consider a problem of ensuring the validity of an arbitrary quantile function with the help of Chebyshev polynomials and provide useful tips and implementation of these algorithms in Stan and R. We also extend the same method to propose the definition of an *indirect prior* and discuss the situations where it can be useful

scholarly journals Constraints on the paleoelevation history of the Eastern Cordillera of Colombia from its palynological record

Geosphere ◽  
2021 ◽  
Author(s):  
Peter Molnar ◽  
Lina C. Pérez-Angel
Keyword(s):  
Probability Distributions ◽  
Objective Assessment ◽  
Probability Density Functions ◽  
Fossil Pollen ◽  
Density Functions ◽  
Fossil Plants ◽  
Eastern Cordillera ◽  
Surface Uplift ◽  
Complete Knowledge ◽  
History Of

We attempted to make an objective assessment of whether fossil pollen assemblages from the Sabana de Bogotá require surface uplift of ~2000 m since 6–3 Ma, as has been argued. We relied on recently published elevation ranges of plants for which fossil pollen has been found in sites 2000–2500 m high in the Sabana de Bogotá. The elevation ranges of fossil plants do not overlap, suggesting that those ranges may be too narrow. By weighting these elevation ranges by percentages of corresponding fossil pollen and summing them, we estimated probability density functions for past elevations. These probability distributions of past elevations overlap present-day elevations and therefore do not require surface uplift since deposition of the pollen. Fossil pollen assemblages include pollen from some plant taxa for which we do not know present-day elevation ranges, and therefore, with a more complete knowledge of elevation distributions, tighter constraints on elevations should be obtainable. The elevation of the oldest assemblage, from Tequendama, which lies at the southern edge of the Sabana de Bogotá and is thought to date from 16 to 6 Ma, is least well constrained. Although our analysis permits no change in elevation since the pollen was deposited, we consider 1000–2000 m of elevation gain since 15 Ma to be likely and consistent with an outward growth of the Eastern Cordillera.

The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model

1989 ◽  
Vol 5 (2) ◽  
pp. 241-255 ◽  
Author(s):  
Pierre Perron
Keyword(s):  
Least Squares ◽  
Probability Density ◽  
Moment Generating Function ◽  
Probability Density Functions ◽  
Least Squares Estimator ◽  
Cumulative Distribution ◽  
Density Functions ◽  
Autoregressive Processes ◽  
First Order ◽  
True Model

We tabulate the limiting cumulative distribution and probability density functions of the least-squares estimator in a first-order autoregressive regression when the true model is near-integrated in the sense of Phillips. The results are obtained using an exact numerical method which integrates the appropriate limiting moment generating function. The adequacy of the approximation is examined for various first-order autoregressive processes with a root close to unity.

scholarly journals Deterministic Sampling from Univariate Normal Distributions with Sierpinski Space-Filling Curves

2021 ◽  
Author(s):  
Hime Oliveira
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Random Number ◽  
Probability Distributions ◽  
Cumulative Distribution ◽  
Standard Normal Distribution ◽  
Space Filling ◽  
Space Filling Curves ◽  
Deterministic Sampling ◽  
Standard Normal

This work addresses the problem of sampling from Gaussian probability distributions by means of uniform samples obtained deterministically and directly from space-filling curves (SFCs), a purely topological concept. To that end, the well-known inverse cumulative distribution function method is used, with the help of the probit function,which is the inverse of the cumulative distribution function of the standard normal distribution. Mainly due to the central limit theorem, the Gaussian distribution plays a fundamental role in probability theory and related areas, and that is why it has been chosen to be studied in the present paper. Numerical distributions (histograms) obtained with the proposed method, and in several levels of granularity, are compared to the theoretical normal PDF, along with other already established sampling methods, all using the cited probit function. Final results are validated with the Kullback-Leibler and two other divergence measures, and it will be possible to draw conclusions about the adequacy of the presented paradigm. As is amply known, the generation of uniform random numbers is a deterministic simulation of randomness using numerical operations. That said, sequences resulting from this kind of procedure are not truly random. Even so, and to be coherent with the literature, the expression ”random number” will be used along the text to mean ”pseudo-random number”.

Sign in / Sign up

Export Citation Format

Share Document