Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “RANDOM VARIABLE”

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.

At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1994

On the minimum of independent geometrically distributed random variables

The expectations E(X(sub 1)), E(Z(sub 1)), and E(Y(sub 1)) of the minimum of n independent geometric, modifies geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how E(X(sub 1))/E(Y(sub 1)) equals the expected number of ties at the minimum for the geometric random variables. We then introduce the 'shifted geometric distribution' and show that there is a unique value of the shift for which the individual shifted geometric and exponential random variables match expectations both individually and in the minimums.

Ciardo, Gianfranco↗
NASA NTRS1981

Computer simulation of random variables and vectors with arbitrary probability distribution laws

Assume that there is given an arbitrary n-dimensional probability distribution F. A recursive construction is found for a sequence of functions x sub 1 = f sub 1 (U sub 1, ..., U sub n), ..., x sub n = f sub n (U sub 1, ..., U sub n) such that if U sub 1, ..., U sub n are independent random variables having uniform distribution over the open interval (0,1), then the joint distribution of the variables x sub 1, ..., x sub n coincides with the distribution F. Since uniform independent random variables can be well simulated by means of a computer, this result allows one to simulate arbitrary n-random variables if their joint probability distribution is known.

Bogdan, V. M.↗
NASA NTRS1997

A New Approach to Extreme Value Estimation Applicable to a Wide Variety of Random Variables

Designing reliable structures requires an estimate of the maximum and minimum values (i.e., strength and load) that may be encountered in service. Yet designs based on very extreme values (to insure safety) can result in extra material usage and hence, uneconomic systems. In aerospace applications, severe over-design cannot be tolerated making it almost mandatory to design closer to the assumed limits of the design random variables. The issue then is predicting extreme values that are practical, i.e. neither too conservative or non-conservative. Obtaining design values by employing safety factors is well known to often result in overly conservative designs and. Safety factor values have historically been selected rather arbitrarily, often lacking a sound rational basis. To answer the question of how safe a design needs to be has lead design theorists to probabilistic and statistical methods. The so-called three-sigma approach is one such method and has been described as the first step in utilizing information about the data dispersion. However, this method is based on the assumption that the random variable is dispersed symmetrically about the mean and is essentially limited to normally distributed random variables. Use of this method can therefore result in unsafe or overly conservative design allowables if the common assumption of normality is incorrect.

Holland, Frederic A., Jr.↗
NASA NTRS2017

[Random Variable Read Me File]

Readme for the Random Variable Toolbox usable manner. is a Web-based Git version control repository hosting service. It is mostly used for computer code. It offers all of the distributed version control and source code management (SCM) functionality of Git as well as adding its own features. It provides access control and several collaboration features such as bug tracking, feature requests, task management, and wikis for every project.[3] GitHub offers both plans for private and free repositories on the same account[4] which are commonly used to host open-source software projects.[5] As of April 2017, GitHub reports having almost 20 million users and 57 million repositories,[6] making it the largest host of source code in the world.[7] GitHub has a mascot called Octocat, a cat with five tentacles and a human-like face

Teubert, Christopher↗
NASA NTRS2018

Random Variables with Moment-Matching Staircase Density Functions

This paper proposes a family of random variables for uncertainty modeling. The variables of interest have a bounded support set, and prescribed values for the first four moments. We present the feasibility conditions for the existence of any of such variables, and propose a class of variables that conforms to such constraints. This class is called staircase because the density of its members is a piecewise constant function. Convex optimization is used to calculate their distributions according to several optimality criteria, including maximal entropy and maximal log-likelihood. The flexibility and efficiency of staircases enable modeling phenomena having a possibly skewed and/or multimodal response at a low computational cost. Furthermore, we provide a means to account for the uncertainty in the distribution caused by estimating staircases from data. These ideas are illustrated by generating empirical staircase predictor models. We consider the case in which the predictor matches the sample moments exactly (a setting applicable to large datasets), as well as the case in which the predictor accounts for the sampling error in such moments (a setting applicable to sparse datasets). A predictor model for the dynamics of an aeroelastic airfoil subject to flutter instability is used as an example. The resulting predictor not only describes the system's response accurately, but also enables carrying out a risk analysis for safe flight.

Luis G. Crespo↗
NASA NTRS1971

Local theorems in strengthened form for lattice random variables.

Investigation of some conditions which are sufficient for a sequence of independent integral-valued lattice random variables to satisfy a local theorem in strengthened form. A number of theorems giving the conditions under which the investigated sequence satisfies a local theorem in strengthened form are proven with the aid of lemmas derived by Kruglov (1968).

Mason, J. D.↗
NASA NTRS1972

Local theorems for nonidentically distributed lattice random variables.

Derivation of local limit theorems for a sequence X sub n of independent integral-valued lattice random variables involving only a finite number of distinct nondegenerate distributions. Given appropriate sequences A sub n and B sub n of constants such that 1/B sub n (X sub 1 +

Mason, J. D.↗
NASA NTRS2010

Analyzing Non Stationary Processes in Radiometers

The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory for many scientific and engineering applications. Non linear effects of the observation methodology is one of the most perplexing aspects to modeling non stationary processes. This perplexing problem was encountered when modeling the effect of non stationary receiver fluctuations on the performance of radiometer calibration architectures. Existing modeling approaches were found not applicable; particularly problematic is modeling processes across scales over which they begin to exhibit non stationary behavior within the time interval of the calibration algorithm. Alternatively, the radiometer output is modeled as samples from a sequence random variables; the random variables are treated using a conditional probability distribution function conditioned on the use of the variable in the calibration algorithm. This approach of treating a process as a sequence of random variables with non stationary stochastic moments produce sensible predictions of temporal effects of calibration algorithms. To test these model predictions, an experiment using the Millimeter wave Imaging Radiometer (MIR) was conducted. The MIR with its two black body calibration references was configured in a laboratory setting to observe a third ultra-stable reference (CryoTarget). The MIR was programmed to sequentially sample each of the three references in approximately a 1 second cycle. Data were collected over a six-hour interval. The sequence of reference measurements form an ensemble sample set comprised of a series of three reference measurements. Two references are required to estimate the receiver response. A third reference is used to estimate the uncertainty in the estimate. Typically, calibration algorithms are designed to suppress the non stationary effects of receiver fluctuations. By treating the data sequence as an ensemble collection, it is possible to apply temporal algorithms which exacerbate the non stationary effects. By varying the algorithm, information about the properties of the non stationary receiver fluctuations is obtained. Comparisons of analytical calculations and statistical analysis of data demonstrate impressive agreement.

Racette, Paul↗
NASA NTRS1977

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗
NASA NTRS1978

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗
NASA NTRS1991

Maximum-entropy probability distributions under Lp-norm constraints

Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

Dolinar, S.↗