Search results for "PROBABILITY DENSITY"
showing 10 items of 187 documents
Geometry-Based Modeling of Wideband Industrial Indoor Radio Propagation Channels
2015
In this paper, we present a geometrical scattering model for a typical class of industrial indoor environments. The proposed industrial reference model takes into account scattering components arising from metallic structures and the surrounding walls of the investigated environment. Starting from the geometrical scattering model, we derive the analytical expressions of the probability density function (PDF) of the angle of arrival (AoA), PDF of the time of arrival (ToA), and the autocorrelation function (ACF) in the frequency domain. The obtained results reveal a large difference between industrial channels and other home and office environments. The theoretical results of the reference mo…
Generalized feed-forward based method for wind energy prediction
2013
Abstract Even though a number of new mathematical functions have been proposed for modeling wind speed probability density distributions, still the Weibull function continues to be the most commonly used model in the literature. Therefore, the parameters of this function are still widely used to obtain typical wind probability density distributions for finding the wind energy potential by researchers, engineers and designers. Once long-term average of Weibull function’s parameters are known, then the probability density distributions can easily be obtained. Artificial neural network (ANN) can be used as alternative to analytical approach as ANN offers advantages such as no required knowledg…
A RELIABILITY MODEL FOR OPTIMAL ALLOCATION OF SPARE TOOLS IN FMS
1989
ABSTRACT A model for the dynamic management of the tool set of an FMS workstation is developed. The proposed approach processing the on-line recorded tool failure data updates the estimate of the parameters of the probability density functions of tool life and selects, at the occurence of each failure, the code of the tool to be allocated in the workstation storage devices in order to maximize its reliability over a planned horizon.
The design of measurement-based underwater acoustic channel simulators using the INLSA algorithm
2015
This paper utilizes the iterative nonlinear least square approximation (INLSA) algorithm for designing measurement-based wideband shallow underwater acoustic (UWA) channel simulators. Measurement-based channel simulators are essential for the test, optimization, and performance analysis of UWA communication systems. The aim is to fit the time-variant channel impulse response (TVCIR) of the simulation model to that of the measured UWA channel. The performance of the designed UWA channel simulator is assessed by comparing the time-frequency correlation function (TFCF), the power delay profile (PDP), and the probability density function (PDF) of the channel envelope with the corresponding quan…
First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities
2022
[EN] Random initial value problems to non-homogeneous first-order linear differential equations with complex coefficients are probabilistically solved by computing the first probability density of the solution. For the sake of generality, coefficients and initial condition are assumed to be absolutely continuous complex random variables with an arbitrary joint probability density function. The probability of stability, as well as the density of the equilibrium point, are explicitly determined. The Random Variable Transformation technique is extensively utilized to conduct the overall analysis. Several examples are included to illustrate all the theoretical findings.
Estimation of ordered response models with sample selection
2011
We introduce two new Stata commands for the estimation of an ordered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The snpopsel command uses the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390) to fit a semiparametric specification of the model where the bivariate density function of the errors is approximated by a Hermite polynomial expansion. The snpopsel command extends the set of Stata routines for semi-nonparametric estimation of discrete response models. Compared to the other semi-n…
Stochastic response determination of nonlinear oscillators with fractional derivatives elements via the Wiener path integral
2014
A novel approximate analytical technique for determining the non-stationary response probability density function (PDF) of randomly excited linear and nonlinear oscillators endowed with fractional derivatives elements is developed. Specifically, the concept of the Wiener path integral in conjunction with a variational formulation is utilized to derive an approximate closed form solution for the system response non-stationary PDF. Notably, the determination of the non-stationary response PDF is accomplished without the need to advance the solution in short time steps as it is required by the existing alternative numerical path integral solution schemes which rely on a discrete version of the…
Corrigendum: ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density
2018
The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are usually modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element in the field. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex…
Outage statistics for Beckmann fading channels in non-isotropic scattering environments
2015
In this paper, the outage statistics are studied for non-isotropic Beckmann fading channel model. Non-isotropic scattering generally results in an asymmetrical Doppler power spectral density (PSD). In this context, an expression for the outage probability (OP) (or equivalently the cumulative distribution function (CDF)) of the fading envelope is first derived. Then, the probability density function (PDF) of the rate of change of the fading envelope is investigated. Thereafter, an expression for the average rate of outages (ARO) (or equivalently the level-crossing rate (LCR)) is provided. Finally, by making use of the analytical results of the ARO and OP, an expression for the average durati…
On the error sequences of M-ary FSK modulation schemes over Nakagami-m fading channels
2012
In this paper, we have studied some important statistical properties of error sequences of M-ary orthogonal frequency-shift keying (FSK) modulation schemes over Nakagami-m fading channels. We have derived the joint probability density function (PDF) of error sequences of arbitrary length. From the joint PDF, we have found an analytical solution for the autocorrelation function (ACF) of the error sequences. The correctness of the analytical expression for the ACF of error sequences has been confirmed by simulations, where the simulation results are obtained by using the sum-of-sinusoids principle. The derived joint PDF of error sequences is useful for the development of first-order and highe…