On determining a distribution function known only by its moment and/or moment generating function
Distribution function determination using moment generating function and probability density function
SEARCH · Engineering Papers
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Distribution function determination using moment generating function and probability density function
The implications are explored of the specific decision context approach to anticipatory project assessment. More specifically, it is hypothesized that with respect to any given effect of a proposed project or action (mobility, job opportunities, air pollution, population distribution, etc.) such effect will likely differ in probability and/or magnitude from one decisional context to another; that the social desirability or undesirability of a given effect is a function (will differ with) each specific decisional context; that therefore the social impact of such effect will in all likelihood differ with each specific decisional context; and that the social significance of even the dame social impact of a given effect will vary from one decisional context to another when such social impact interacts with (competes with or reinforces) the social impacts of other effects. It also follows from this analysis that the respective roles of scientific method (demonstrable data) and adversarial system will not only differ with each specific decisional context but with each alternative course of action available to the decisional entity in each specific context.
Determinations of the abundances of iron and related elements in the photosphere, chromosphere, and corona of the sun as well as in solar and galactic cosmic rays are reviewed and compared with abundances derived from meteoritic data. Observed solar system abundances are found to be in accord with predictions of nucleosynthesis under either hydrostatic or explosive conditions but cannot yet be used to define these processes uniquely. The distribution of iron among planets and meteorites can probably be adequately modelled by condensation and fragmentation under equilibrium conditions above about 700 K, but below that temperature it is likely that inhibited solid-state diffusion perturbed attainment of equilibrium. Pertinent factors which are presently unknown include the mechanism responsible for metal-silicate fractionation, the grain size achieved by metallic iron in the nebula, and whether iron-bearing silicate formed prior to accretion.
Lockheed C-130 service-flight inspection data is reduced by means of fracture mechanics and statistical analysis into a form from which the probability of time to crack initiation and the distribution of initial flaw sizes for various locations on the aircraft can be determined. Crack sizes are normalized by extrapolating a growing crack backwards from its first recorded size to .03 inches (crack initiation size) yielding the time to crack initiation. In a similar fashion, the crack is grown backwards to a time equal to zero to yield an initial flaw size. In order to perform the discussed computations, crack growth constants were computed for each individual location and were analyzed statistically. Statistical distributions were fitted to times to crack initiation and to initial flaw sizes in order to describe their expected behavior. Weibull and Johnson distributions have been found to fit the data reasonably well but for a better fit convolution integrals of Poisson load distributions and Weibull strength distributions are needed.
The paper is an extension of previous papers by Lund and Shanklin (1972, 1973). It presents probabilities of cloud-free fields-of-view (CFFOV) to supplement probabilities of cloud-free lines-of-sight (CFLOS) contained in the earlier papers. A model is developed for estimating the probability of obtaining a CFFOV as a function of ground-observer-reported total sky cover for earth-to-space applications. The development of the model and examples of its application are described. A comparison of CFFOV and CFLOS results is made. In conclusion, climatic probabilities of CFFOV overhead through the entire atmosphere between the surface of the earth and space can be estimated for any desired geographical location through the use of a specified equation and conditional probabilities contained in the paper, if the frequency distribution of total sky cover categories for the desired location is known.
Far-infared photometry of dust clouds around a sample of eight optically bright stars, five of which are believed to be pre-main-sequence and three of which are probably post-main-sequence, is reported. Energy distributions consistent with the results of an earlier study of eight other stars where a good correlation was found between the existence of cool, far-infrared-emitting dust clouds and the presumed youth of the central star are found. The post-main-sequence objects, as in the previous study, were found to have energy distributions falling steeply from 10 to 100 microns implying very small amounts of cool dust relative to the amount of dust at a few hundred K.
The effects of programmer experience level, different program usage distributions, and programming languages are explored. All these factors affect performance, and some tentative relational hypotheses are presented. An analytic framework for replicated and non-replicated (traditional) software experiments is presented. A method of obtaining an upper bound on the error rate of the next error is proposed. The method was validated empirically by comparing forecasts with actual data. In all 14 cases the bound exceeded the observed parameter, albeit somewhat conservatively. Two other forecasting methods are proposed and compared to observed results. Although demonstrated relative to this framework that stages are neither independent nor exponentially distributed, empirical estimates show that the exponential assumption is nearly valid for all but the extreme tails of the distribution. Except for the dependence in the stage probabilities, Cox's model approximates to a degree what is being observed.
Entropy in information theory is defined as the expected or mean value of the measure of the amount of self-information contained in the ith point of a distribution series x sub i, based on its probability of occurrence p(x sub i). If p(x sub i) is the probability of the ith state of the system in probability space, then the entropy, E(X) = - sigma p(x sub i) logp (x sub i), is a measure of the disorder in the system. Based on this concept, a method was devised which sought to minimize the entropy in a time series in order to construct the signature of the most coherent motions. The constrained minimization was performed using a Lagrange multiplier approach which resulted in the solution of a simultaneous set of non-linear coupled equations to obtain the coherent time series. The application of the method to space-time data taken by a rake of sensors in the near-wall region of a turbulent boundary layer was presented. The results yielded coherent velocity motions made up of locally decelerated or accelerated fluid having a streamwise scale of approximately 100 nu/u(tau), which is in qualitative agreement with the results from other less objective discrimination methods.
The problem of minimal time detection of abrupt parameter changes in linear stochastic systems considered. The problem is posed as an optimal stopping problem for the detection in change of the induced probability measure. Under the assumption of a prior distribution for the time of change (or disruption) a stopping rule is given which minimizes the average detection delay when there is knowledge of the new measure after the change. When the new induced measure is unknown, a stopping rule is given, based only on the noisy observations and is shown to be better than the a priori knowlege of the disruption time.
A self-consistent, three-fluid model of plasma transport and implanted ion acceleration in the unshocked solar wind is presented. The solar wind plasma is depleted by charge exchange with the expanding cometary exosphere, while implanted protons and heavy ions are produced by photoionization and charge transfer and lost by charge exchange. A generalized transport equation describing convection, adiabatic and diffusive velocity change, and the appropriate production terms is used to describe the evolution of the two cometary ion components, while the moments of the Boltzmann equation are used to calculate the solar wind density and pressure. The flow velocity is obtained self-consistently by combining the conservation equations of the three ion species. The results imply that second-order Fermi acceleration can explain the implanted spectra observed in the unshocked solar wind. Comparison of measured and calculated distribution indicates that spatial diffusion of implanted ions probably plays an important role in forming the energetic particle environment in the shock vicinity.
An orbit for the classical Cepheid AW Per was derived. Phase residuals from the light curve are consistent with the light-time effect from the orbit. The companion was studied using IUE spectra. The flux distribution from 1300 to 1700 A is unusual, probably an extreme PbSi star, comparable to a B7V or B8V star. The flux of the composite spectrum from 1200 A through V is well matched by F7Ib and B8V standard stars with Delta M(sub upsilon) = 3(m) multiplied by 1. The mass function from the orbit indicates that the mass of the Cepheid must be greater that 4.7 solar mass if it is the more massive component. A B7V to B8V companion is compatible with the 1 sigma lower limit (3.5 solar mass) from the mass function. This implies that the Cepheid has the same mass, but the large magnitude difference rules this out. It is likely that the companion is itself a binary.
It has been observed that the finite-dimensional distribution functions of rainfall cannot obey simple scaling laws due to rainfall intermittency (mixed distribution with an atom at zero) and the probability of rainfall being an increasing function of area. Although rainfall fluctuations do not suffer these limitations, it is interesting to note that very few attempts have been made to study them in terms of their self-similarity characteristics. This is due to the lack of unambiguous definition of fluctuations in multidimensions. This paper shows that wavelet transforms offer a convenient and consistent method for the decomposition of inhomogeneous and anisotropic rainfall fields in two dimensions and that the components of this decomposition can be looked at as fluctuations of the rainfall field. It is also shown that under some mild assumptions, the component fields can be treated as homogeneous and thus are amenable to second-order analysis, which can provide useful insight into the nature of the process. The fact that wavelet transforms are a space-scale method also provides a convenient tool to study scaling characteristics of the process. Orthogonal wavelets are used, and these properties are investigated for a squall-line storm to study the presence of self-similarity.
Frequency distributions of flare parameters are determined from over 12,000 solar flares. The flare duration, the peak counting rate, the peak hard X-ray flux, the total energy in electrons, and the peak energy flux in electrons are among the parameters studied. Linear regression fits, as well as the slopes of the frequency distributions, are used to determine the correlations between these parameters. The relationship between the variations of the frequency distributions and the solar activity cycle is also investigated. Theoretical models for the frequency distribution of flare parameters are dependent on the probability of flaring and the temporal evolution of the flare energy build-up. The results of this study are consistent with stochastic flaring and exponential energy build-up. The average build-up time constant is found to be 0.5 times the mean time between flares.
A land surface hydrology parameterization for use in atmospheric GCM's is presented. The parameterization incorporates subgrid scale variability in topography, soils, soil moisture and precipitation. The framework of the model is the statistical distribution of a topography-soils index, which controls the local water balance fluxes, and is therefore taken to represent the large land area. Spatially variable water balance fluxes are integrated with respect to the topography-soils index to yield our large topography-soils distribution, and interval responses are weighted by the probability of occurrence of the interval. Grid square averaged land surface fluxes result. The model functions independently as a macroscale water balance model. Runoff ratio and evapotranspiration efficiency parameterizations are derived and are shown to depend on the spatial variability of the above mentioned properties and processes, as well as the dynamics of land surface-atmosphere interactions.
Douglas et al. have previously analyzed the carbon content and isotopic composition of a crushed sample (sub-sample 13) of the shergottite, LEW 88516. The powder, which was from a relatively large portion of the meteorite in order to obtain a representative sample, was distributed amongst the scientific community. However, it is probable that the preparation procedure was not optimized for the purposes of carbon measurements. Indeed, it was found that LEW 88516,13 contained over 1200 ppm carbon, a concentration which is greater than that present in any other SNC meteorite. That a close relative, ALH A77005, contains only 141 ppm carbon seems to implicate the preparation procedure as being responsible for the apparently high carbon content of LEW 88516. However, it may also be the nature of the fine powder which has resulted in contamination. The observation of high carbon content in LEW 88516,13 highlights the extreme difficulty of trying to obtain representative samples of whole meteorites for this kind of investigation. Presented herein are some further measurements of LEW 88516 which should serve to clarify some of the issues raised by the previous investigation.
A model to calculate fatigue life is developed based on the assumption that fatigue life is entirely composed of crack growth from an initial microstructural inhomogeneity. Specifically, growth is considered to start from either an ellipsoidal void, a cracked particle, or a debonded particle. The capability of predicting fatigue life from material microstructure is based on linear elastic fracture mechanics principles, the sizes of the crack-initiating microstructural inhomogeneities, and an initiation parameter that is proportional to the cyclic plastic zone size. A key aspect of this modeling approach is that it is linked with a general purpose probability program to analyze the effect of the distribution of controlling microstructural features within the material. This enables prediction of fatigue stress versus life curves for various specimen geometries using distributional statistics obtained from characterizations of the microstructure. Results are compared to experimental fatigue data from an aluminum alloy.
A methodology to compute probabilistic fatigue life of polymer matrix laminated composites has been developed and demonstrated. Matrix degradation effects caused by long term environmental exposure and mechanical/thermal cyclic loads are accounted for in the simulation process. A unified time-temperature-stress dependent multi-factor interaction relationship developed at NASA Lewis Research Center has been used to model the degradation/aging of material properties due to cyclic loads. The fast probability integration method is used to compute probabilistic distribution of response. Sensitivities of fatigue life reliability to uncertainties in the primitive random variables (e.g., constituent properties, fiber volume ratio, void volume ratio, ply thickness, etc.) computed and their significance in the reliability- based design for maximum life is discussed. The effect of variation in the thermal cyclic loads on the fatigue reliability for a (0/+/- 45/90)(sub s) graphite/epoxy laminate with a ply thickness of 0.127 mm, with respect to impending failure modes has been studied. The results show that, at low mechanical cyclic loads and low thermal cyclic amplitudes, fatigue life for 0.999 reliability is most sensitive to matrix compressive strength, matrix modulus, thermal expansion coefficient, and ply thickness. Whereas at high mechanical cyclic loads and high thermal cyclic amplitudes, fatigue life at 0.999 reliability is more sensitive to the shear strength of matrix, longitudinal fiber modulus, matrix modulus, and ply thickness.
We use the interferometric correlation from Envisat synthetic aperture radar (SAR) images to map the details of the surface ruptures related to the 26 December 2003 earthquake that devastated Bam, Iran. The main strike-slip fault rupture south of the city of Bam has a series of four segments with left steps shown by a narrow line of low correlation in the coseismic interferogram. This also has a clear expression in the field because of the net extension across the fault. Just south of the city limits, the surface strain becomes distributed over a width of about 500 m, probably because of a thicker layer of soft sedimentary material.