Search results for " Probability distribution"
showing 10 items of 100 documents
Second-order interaction in a Trivariate Generalized Gamma Distribution
2004
The concept of second- (and higher-) order interaction is widely used in categorical data analysis, where it proves useful for explaining the interdependence among three (or more) variables. Its use seems to be less common for continuous multivariate distributions, most likely owing to the predominant role of the Multivariate Normal distribution, for which any interaction involving more than two variables is necessarily zero. In this paper we explore the usefulness of a second-order interaction measure for studying the interdependence among three continuous random variables, by applying it to a trivariate Generalized Gamma distribution proposed by Bologna(2000).
A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…
2020
Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…
Multicriteria Decision Analysis for Choosing the Remediation Method for a Landfill Based on Mixed Ordinal and Cardinal Information
2009
We describe a real-life application of a multicriteria method in the context of remediating a landfill in Finland. The landfill was used for dumping industrial waste during the years 1950 to 1965. During that time many harmful chemicals were stored in landfills among other waste. Therefore, this—and possibly several other—landfills have to be remediated. In this application, seven different remediation options were evaluated based on 13 criteria. For some criteria, cardinal measures with associated uncertainties were obtained. For other criteria, only ordinal (ranking) information was available. The problem was analyzed using the Stochastic Multicriteria Acceptability Analysis with Ordinal …
A Unified Disk Scattering Model and Its Angle-of-Departure and Time-of-Arrival Statistics
2013
This paper proposes a novel probability density function (PDF) for the distribution of local scatterers inside a disk centered on the mobile station (MS). The new scattering model is introduced as the unified disk scattering model (UDSM), as it unifies a variety of typical circularly symmetric scattering models into one simple model. By adjusting a designated shape factor controlling the distribution of the scatterers, both the uniform circular and uniform ring scattering models can be obtained as special cases. Furthermore, the original Gaussian and uniform hollow-disk scattering models can be approximated with a high level of accuracy. In addition to these established scattering models, a…
Experimental investigation of resonant activation
2000
We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its probability density function as a function of the correlation rate of the dichotomous noise in a frequency interval spanning more than 4 frequency decades. We observe resonant activation, namely a minimum of the average escape time as a function of the correlation rate. We detect two regimes in the study of the shape of the escape time probability distribution: (i) a regime of exponential and (ii) a regime of non-exponential probability distribution.
No-Forcing and No-Matching Theorems for Classical Probability Applied to Quantum Mechanics
2013
Correlations of spins in a system of entangled particles are inconsistent with Kolmogorov's probability theory (KPT), provided the system is assumed to be non-contextual. In the Alice-Bob EPR paradigm, non-contextuality means that the identity of Alice's spin (i.e., the probability space on which it is defined as a random variable) is determined only by the axis \alphai chosen by Alice, irrespective of Bob's axis \betaj (and vice versa). Here, we study contextual KPT models, with two properties: (1) Alice's and Bob's spins are identified as Aij and Bij, even though their distributions are determined by, respectively, \alphai alone and \betaj alone, in accordance with the no-signaling requir…
Time-of-arrival, angle-of-arrival, and angle-of-departure statistics of a novel simplistic disk channel model
2011
This paper introduces a novel simplistic geometrical disk scattering model in which the local scatterers are uniformly distributed in polar coordinates within a disk centered on the mobile station (MS). The proposed joint uniform distribution in polar coordinates results in a higher concentration of scatterers around the disk center and a lower concentration far from it. Furthermore, it is assumed that the base station (BS) is elevated to a non-scattering region and that a wave transmitted from the BS reaches the MS after a single bounce by one of the randomly distributed scatterers. Under the above-mentioned assumptions, we derive closed-form expressions for the joint probability density f…
Understanding 802.11e contention-based prioritization mechanisms and their coexistence with legacy 802.11 stations
2005
The IEEE 802.11e task group has reached a stable consensus on two basic contention-based priority mechanisms to promote for standardization: usage of different arbitration interframe spaces and usage of different minimum/maximum contention windows. The goal of this article is to provide a thorough understanding of the principles behind their operation. To this purpose, rather than limit our investigation to high-level (e.g. throughput and delay) performance figures, we take a closer look at their detailed operation, also in terms of low-level performance metrics (e.g., the probability of accessing specific channel slots). Our investigation on one hand confirms that AIFS differentiation prov…
A probabilistic rainfall model to estimate the leading-edge lifetime of wind turbine blade coating system
2021
Rain-induced leading-edge erosion of wind turbine blades is associated with high repair and maintenance costs. For efficient operation and maintenance, erosion models are required that provide estimates of blade coating lifetime at a real scale. In this study, a statistical rainfall model is established that describes probabilistic distributions of rain parameters that are critical for site-specific leading-edge erosion assessment. A new droplet size distribution (DSD) is determined based on two years’ onshore rainfall data of an inland site in the Netherlands and the obtained DSD is compared with those from the literature. Joint probability distribution functions of rain intensities and dr…
Coherence Checking and Propagation of Lower Probability Bounds
2003
In this paper we use imprecise probabilities, based on a concept of generalized coherence (g-coherence), for the management of uncertain knowledge and vague information. We face the problem of reducing the computational difficulties in g-coherence checking and propagation of lower conditional probability bounds. We examine a procedure, based on linear systems with a reduced number of unknowns, for the checking of g-coherence. We propose an iterative algorithm to determine the reduced linear systems. Based on the same ideas, we give an algorithm for the propagation of lower probability bounds. We also give some theoretical results that allow, by suitably modifying our algorithms, the g-coher…