1 |
An Investigation of Distribution FunctionsSu, Nan-cheng 24 June 2008 (has links)
The study of properties of probability distributions has always been a persistent theme of statistics and of applied probability. This thesis deals with an investigation of distribution functions under the following two topics: (i) characterization of distributions based on record values and order statistics, (ii) properties of the skew-t distribution.
Within the extensive characterization literature there are several results involving properties of record values and order statistics. Although there have been many well known results already developed, it is still of great interest to find new characterization of distributions based on record values and order statistics. In the first part, we provide the conditional distribution of any record value given the maximum order statistics and study characterizations of distributions based on record values and the maximum order statistics. We also give some characterizations of the mean value function within the class of order statistics point processes, by using certain relations between the conditional moments of the jump times or current lives. These results can be applied to characterize the uniform distribution using the sequence of order statistics, and the exponential distribution using the sequence of record values, respectively.
Azzalini (1985, 1986) introduced the skew-normal distribution which includes the normal distribution and has some properties like the normal and yet is skew. This class of distributions is useful in studying robustness and for modeling skewness. Since then, skew-symmetric distributions have been proposed by many authors. In the second part, the so-called generalized skew-t distribution is defined and studied. Examples of distributions in this class, generated by the ratio of two independent skew-symmetric distributions, are given. We also investigate properties of the skew-symmetric distribution.
|
2 |
Analýza proudění kapaliny v otevřené válcové nádobě s hladinovým vírem / Fluid flow analysis in the open cylindrical container with the free surface vortexIllík, Jakub January 2020 (has links)
This master's thesis analyses fluid flow in an open cylindrical tank with vortex using numerical simulation. The theoretical part introduces a set of equations governing fluid flow and relations used to describe vortex motion. A general overview of terms used in computational fluid dynamics is presented. The experimental section consists of three parts. The vortex modelling is performed using ANSYS Fluent software. Data are consequently analysed within ANSYS CFD-Post software tool. Special focus is put on the vortex shape that is fitted with a curve corresponding to a probability density function of the Cauchy distribution. Results are then plotted in MATLAB software.
|
3 |
Introduction to Probability TheoryChen, Yong-Yuan 25 May 2010 (has links)
In this paper, we first present the basic principles of set theory and combinatorial analysis which are the most useful tools in computing probabilities. Then, we show some important properties derived from axioms of probability. Conditional probabilities come into play not only when some partial information is available, but also as a tool to compute probabilities more easily, even when partial information is unavailable. Then, the concept of random variable and its some related properties are introduced. For univariate random variables, we introduce the basic properties of some common discrete and continuous distributions. The important properties of jointly distributed random variables are also considered. Some inequalities, the law of large numbers and the central limit theorem are discussed. Finally, we introduce additional topics the Poisson process.
|
Page generated in 0.0994 seconds