Search results for "Half-normal distribution"
showing 2 items of 2 documents
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.
A multivariate powered half-normal distribution
2008
The half-normal distribution has applications in various contexts, particularly in economic analysis (to describe, for example, inefficiency variables), reliability analysis and quality control. However, it seems that, still in the recent literature, interest in forms of multivariate distribution with half-normal marginals is remained at a low level. This problem arises, for example, in the context of economic analysis when it needs to examine inefficiency variables simultaneously. Furthermore, from a robustness perspective, the distributional assumption of half-normality may show itself too strong (or the model too rigorous) and to be inconsistent with the real data, thus motivating the ne…