Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions

PubMed Central

Dinov, Ivo D.; Siegrist, Kyle; Pearl, Dennis K.; Kalinin, Alexandr; Christou, Nicolas

2015-01-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome, which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the

Sampling probability distributions of lesions in mammograms

NASA Astrophysics Data System (ADS)

Looney, P.; Warren, L. M.; Dance, D. R.; Young, K. C.

2015-03-01

One approach to image perception studies in mammography using virtual clinical trials involves the insertion of simulated lesions into normal mammograms. To facilitate this, a method has been developed that allows for sampling of lesion positions across the cranio-caudal and medio-lateral radiographic projections in accordance with measured distributions of real lesion locations. 6825 mammograms from our mammography image database were segmented to find the breast outline. The outlines were averaged and smoothed to produce an average outline for each laterality and radiographic projection. Lesions in 3304 mammograms with malignant findings were mapped on to a standardised breast image corresponding to the average breast outline using piecewise affine transforms. A four dimensional probability distribution function was found from the lesion locations in the cranio-caudal and medio-lateral radiographic projections for calcification and noncalcification lesions. Lesion locations sampled from this probability distribution function were mapped on to individual mammograms using a piecewise affine transform which transforms the average outline to the outline of the breast in the mammogram. The four dimensional probability distribution function was validated by comparing it to the two dimensional distributions found by considering each radiographic projection and laterality independently. The correlation of the location of the lesions sampled from the four dimensional probability distribution function across radiographic projections was shown to match the correlation of the locations of the original mapped lesion locations. The current system has been implemented as a web-service on a server using the Python Django framework. The server performs the sampling, performs the mapping and returns the results in a javascript object notation format.

Exact probability distribution functions for Parrondo's games

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Saakian, David B.; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Exact probability distribution functions for Parrondo's games.

PubMed

Zadourian, Rubina; Saakian, David B; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

ProbOnto: ontology and knowledge base of probability distributions.

PubMed

Swat, Maciej J; Grenon, Pierre; Wimalaratne, Sarala

2016-09-01

Probability distributions play a central role in mathematical and statistical modelling. The encoding, annotation and exchange of such models could be greatly simplified by a resource providing a common reference for the definition of probability distributions. Although some resources exist, no suitably detailed and complex ontology exists nor any database allowing programmatic access. ProbOnto, is an ontology-based knowledge base of probability distributions, featuring more than 80 uni- and multivariate distributions with their defining functions, characteristics, relationships and re-parameterization formulas. It can be used for model annotation and facilitates the encoding of distribution-based models, related functions and quantities. http://probonto.org mjswat@ebi.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Transient Properties of Probability Distribution for a Markov Process with Size-dependent Additive Noise

NASA Astrophysics Data System (ADS)

Yamada, Yuhei; Yamazaki, Yoshihiro

2018-04-01

This study considered a stochastic model for cluster growth in a Markov process with a cluster size dependent additive noise. According to this model, the probability distribution of the cluster size transiently becomes an exponential or a log-normal distribution depending on the initial condition of the growth. In this letter, a master equation is obtained for this model, and derivation of the distributions is discussed.

Strategies for Obtaining Probability Samples of Homeless Youth

ERIC Educational Resources Information Center

Golinelli, Daniela; Tucker, Joan S.; Ryan, Gery W.; Wenzel, Suzanne L.

2015-01-01

Studies of homeless individuals typically sample subjects from few types of sites or regions within a metropolitan area. This article focuses on the biases that can result from such a practice. We obtained a probability sample of 419 homeless youth from 41 sites (shelters, drop-in centers, and streets) in four regions of Los Angeles County (LAC).…

Audio feature extraction using probability distribution function

NASA Astrophysics Data System (ADS)

Suhaib, A.; Wan, Khairunizam; Aziz, Azri A.; Hazry, D.; Razlan, Zuradzman M.; Shahriman A., B.

2015-05-01

Voice recognition has been one of the popular applications in robotic field. It is also known to be recently used for biometric and multimedia information retrieval system. This technology is attained from successive research on audio feature extraction analysis. Probability Distribution Function (PDF) is a statistical method which is usually used as one of the processes in complex feature extraction methods such as GMM and PCA. In this paper, a new method for audio feature extraction is proposed which is by using only PDF as a feature extraction method itself for speech analysis purpose. Certain pre-processing techniques are performed in prior to the proposed feature extraction method. Subsequently, the PDF result values for each frame of sampled voice signals obtained from certain numbers of individuals are plotted. From the experimental results obtained, it can be seen visually from the plotted data that each individuals' voice has comparable PDF values and shapes.

Probabilities and statistics for backscatter estimates obtained by a scatterometer with applications to new scatterometer design data

NASA Technical Reports Server (NTRS)

Pierson, Willard J., Jr.

1989-01-01

The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.

Probability distribution functions for unit hydrographs with optimization using genetic algorithm

NASA Astrophysics Data System (ADS)

Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh

2017-05-01

A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.

Zipf 's law and the effect of ranking on probability distributions

NASA Astrophysics Data System (ADS)

Günther, R.; Levitin, L.; Schapiro, B.; Wagner, P.

1996-02-01

Ranking procedures are widely used in the description of many different types of complex systems. Zipf's law is one of the most remarkable frequency-rank relationships and has been observed independently in physics, linguistics, biology, demography, etc. We show that ranking plays a crucial role in making it possible to detect empirical relationships in systems that exist in one realization only, even when the statistical ensemble to which the systems belong has a very broad probability distribution. Analytical results and numerical simulations are presented which clarify the relations between the probability distributions and the behavior of expected values for unranked and ranked random variables. This analysis is performed, in particular, for the evolutionary model presented in our previous papers which leads to Zipf's law and reveals the underlying mechanism of this phenomenon in terms of a system with interdependent and interacting components as opposed to the “ideal gas” models suggested by previous researchers. The ranking procedure applied to this model leads to a new, unexpected phenomenon: a characteristic “staircase” behavior of the mean values of the ranked variables (ranked occupation numbers). This result is due to the broadness of the probability distributions for the occupation numbers and does not follow from the “ideal gas” model. Thus, it provides an opportunity, by comparison with empirical data, to obtain evidence as to which model relates to reality.

Probability distributions of the electroencephalogram envelope of preterm infants.

PubMed

Saji, Ryoya; Hirasawa, Kyoko; Ito, Masako; Kusuda, Satoshi; Konishi, Yukuo; Taga, Gentaro

2015-06-01

To determine the stationary characteristics of electroencephalogram (EEG) envelopes for prematurely born (preterm) infants and investigate the intrinsic characteristics of early brain development in preterm infants. Twenty neurologically normal sets of EEGs recorded in infants with a post-conceptional age (PCA) range of 26-44 weeks (mean 37.5 ± 5.0 weeks) were analyzed. Hilbert transform was applied to extract the envelope. We determined the suitable probability distribution of the envelope and performed a statistical analysis. It was found that (i) the probability distributions for preterm EEG envelopes were best fitted by lognormal distributions at 38 weeks PCA or less, and by gamma distributions at 44 weeks PCA; (ii) the scale parameter of the lognormal distribution had positive correlations with PCA as well as a strong negative correlation with the percentage of low-voltage activity; (iii) the shape parameter of the lognormal distribution had significant positive correlations with PCA; (iv) the statistics of mode showed significant linear relationships with PCA, and, therefore, it was considered a useful index in PCA prediction. These statistics, including the scale parameter of the lognormal distribution and the skewness and mode derived from a suitable probability distribution, may be good indexes for estimating stationary nature in developing brain activity in preterm infants. The stationary characteristics, such as discontinuity, asymmetry, and unimodality, of preterm EEGs are well indicated by the statistics estimated from the probability distribution of the preterm EEG envelopes. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Work probability distribution and tossing a biased coin

NASA Astrophysics Data System (ADS)

Saha, Arnab; Bhattacharjee, Jayanta K.; Chakraborty, Sagar

2011-01-01

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability distribution for the Jarzynski equality. This allows us to propose a recipe for constructing work probability distribution independent of the details of any relevant system. The underlying framework, developed herein, is expected to be of use in modeling other physical phenomena where rare events play an important role.

Modeling highway travel time distribution with conditional probability models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Oliveira Neto, Francisco Moraes; Chin, Shih-Miao; Hwang, Ho-Ling

ABSTRACT Under the sponsorship of the Federal Highway Administration's Office of Freight Management and Operations, the American Transportation Research Institute (ATRI) has developed performance measures through the Freight Performance Measures (FPM) initiative. Under this program, travel speed information is derived from data collected using wireless based global positioning systems. These telemetric data systems are subscribed and used by trucking industry as an operations management tool. More than one telemetric operator submits their data dumps to ATRI on a regular basis. Each data transmission contains truck location, its travel time, and a clock time/date stamp. Data from the FPM program providesmore » a unique opportunity for studying the upstream-downstream speed distributions at different locations, as well as different time of the day and day of the week. This research is focused on the stochastic nature of successive link travel speed data on the continental United States Interstates network. Specifically, a method to estimate route probability distributions of travel time is proposed. This method uses the concepts of convolution of probability distributions and bivariate, link-to-link, conditional probability to estimate the expected distributions for the route travel time. Major contribution of this study is the consideration of speed correlation between upstream and downstream contiguous Interstate segments through conditional probability. The established conditional probability distributions, between successive segments, can be used to provide travel time reliability measures. This study also suggests an adaptive method for calculating and updating route travel time distribution as new data or information is added. This methodology can be useful to estimate performance measures as required by the recent Moving Ahead for Progress in the 21st Century Act (MAP 21).« less

Probability Distributions for Random Quantum Operations

NASA Astrophysics Data System (ADS)

Schultz, Kevin

Motivated by uncertainty quantification and inference of quantum information systems, in this work we draw connections between the notions of random quantum states and operations in quantum information with probability distributions commonly encountered in the field of orientation statistics. This approach identifies natural sample spaces and probability distributions upon these spaces that can be used in the analysis, simulation, and inference of quantum information systems. The theory of exponential families on Stiefel manifolds provides the appropriate generalization to the classical case. Furthermore, this viewpoint motivates a number of additional questions into the convex geometry of quantum operations relative to both the differential geometry of Stiefel manifolds as well as the information geometry of exponential families defined upon them. In particular, we draw on results from convex geometry to characterize which quantum operations can be represented as the average of a random quantum operation. This project was supported by the Intelligence Advanced Research Projects Activity via Department of Interior National Business Center Contract Number 2012-12050800010.

Comparative analysis through probability distributions of a data set

NASA Astrophysics Data System (ADS)

Cristea, Gabriel; Constantinescu, Dan Mihai

2018-02-01

In practice, probability distributions are applied in such diverse fields as risk analysis, reliability engineering, chemical engineering, hydrology, image processing, physics, market research, business and economic research, customer support, medicine, sociology, demography etc. This article highlights important aspects of fitting probability distributions to data and applying the analysis results to make informed decisions. There are a number of statistical methods available which can help us to select the best fitting model. Some of the graphs display both input data and fitted distributions at the same time, as probability density and cumulative distribution. The goodness of fit tests can be used to determine whether a certain distribution is a good fit. The main used idea is to measure the "distance" between the data and the tested distribution, and compare that distance to some threshold values. Calculating the goodness of fit statistics also enables us to order the fitted distributions accordingly to how good they fit to data. This particular feature is very helpful for comparing the fitted models. The paper presents a comparison of most commonly used goodness of fit tests as: Kolmogorov-Smirnov, Anderson-Darling, and Chi-Squared. A large set of data is analyzed and conclusions are drawn by visualizing the data, comparing multiple fitted distributions and selecting the best model. These graphs should be viewed as an addition to the goodness of fit tests.

Predicting the probability of slip in gait: methodology and distribution study.

PubMed

Gragg, Jared; Yang, James

2016-01-01

The likelihood of a slip is related to the available and required friction for a certain activity, here gait. Classical slip and fall analysis presumed that a walking surface was safe if the difference between the mean available and required friction coefficients exceeded a certain threshold. Previous research was dedicated to reformulating the classical slip and fall theory to include the stochastic variation of the available and required friction when predicting the probability of slip in gait. However, when predicting the probability of a slip, previous researchers have either ignored the variation in the required friction or assumed the available and required friction to be normally distributed. Also, there are no published results that actually give the probability of slip for various combinations of required and available frictions. This study proposes a modification to the equation for predicting the probability of slip, reducing the previous equation from a double-integral to a more convenient single-integral form. Also, a simple numerical integration technique is provided to predict the probability of slip in gait: the trapezoidal method. The effect of the random variable distributions on the probability of slip is also studied. It is shown that both the required and available friction distributions cannot automatically be assumed as being normally distributed. The proposed methods allow for any combination of distributions for the available and required friction, and numerical results are compared to analytical solutions for an error analysis. The trapezoidal method is shown to be highly accurate and efficient. The probability of slip is also shown to be sensitive to the input distributions of the required and available friction. Lastly, a critical value for the probability of slip is proposed based on the number of steps taken by an average person in a single day.

Probability distribution functions in turbulent convection

NASA Technical Reports Server (NTRS)

Balachandar, S.; Sirovich, L.

1991-01-01

Results of an extensive investigation of probability distribution functions (pdfs) for Rayleigh-Benard convection, in hard turbulence regime, are presented. It is shown that the pdfs exhibit a high degree of internal universality. In certain cases this universality is established within two Kolmogorov scales of a boundary. A discussion of the factors leading to the universality is presented.

Properties of the probability distribution associated with the largest event in an earthquake cluster and their implications to foreshocks.

PubMed

Zhuang, Jiancang; Ogata, Yosihiko

2006-04-01

The space-time epidemic-type aftershock sequence model is a stochastic branching process in which earthquake activity is classified into background and clustering components and each earthquake triggers other earthquakes independently according to certain rules. This paper gives the probability distributions associated with the largest event in a cluster and their properties for all three cases when the process is subcritical, critical, and supercritical. One of the direct uses of these probability distributions is to evaluate the probability of an earthquake to be a foreshock, and magnitude distributions of foreshocks and nonforeshock earthquakes. To verify these theoretical results, the Japan Meteorological Agency earthquake catalog is analyzed. The proportion of events that have 1 or more larger descendants in total events is found to be as high as about 15%. When the differences between background events and triggered event in the behavior of triggering children are considered, a background event has a probability about 8% to be a foreshock. This probability decreases when the magnitude of the background event increases. These results, obtained from a complicated clustering model, where the characteristics of background events and triggered events are different, are consistent with the results obtained in [Ogata, Geophys. J. Int. 127, 17 (1996)] by using the conventional single-linked cluster declustering method.

A least squares approach to estimating the probability distribution of unobserved data in multiphoton microscopy

NASA Astrophysics Data System (ADS)

Salama, Paul

2008-02-01

Multi-photon microscopy has provided biologists with unprecedented opportunities for high resolution imaging deep into tissues. Unfortunately deep tissue multi-photon microscopy images are in general noisy since they are acquired at low photon counts. To aid in the analysis and segmentation of such images it is sometimes necessary to initially enhance the acquired images. One way to enhance an image is to find the maximum a posteriori (MAP) estimate of each pixel comprising an image, which is achieved by finding a constrained least squares estimate of the unknown distribution. In arriving at the distribution it is assumed that the noise is Poisson distributed, the true but unknown pixel values assume a probability mass function over a finite set of non-negative values, and since the observed data also assumes finite values because of low photon counts, the sum of the probabilities of the observed pixel values (obtained from the histogram of the acquired pixel values) is less than one. Experimental results demonstrate that it is possible to closely estimate the unknown probability mass function with these assumptions.

Methods to elicit probability distributions from experts: a systematic review of reported practice in health technology assessment.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2013-11-01

Elicitation is a technique that can be used to obtain probability distribution from experts about unknown quantities. We conducted a methodology review of reports where probability distributions had been elicited from experts to be used in model-based health technology assessments. Databases including MEDLINE, EMBASE and the CRD database were searched from inception to April 2013. Reference lists were checked and citation mapping was also used. Studies describing their approach to the elicitation of probability distributions were included. Data was abstracted on pre-defined aspects of the elicitation technique. Reports were critically appraised on their consideration of the validity, reliability and feasibility of the elicitation exercise. Fourteen articles were included. Across these studies, the most marked features were heterogeneity in elicitation approach and failure to report key aspects of the elicitation method. The most frequently used approaches to elicitation were the histogram technique and the bisection method. Only three papers explicitly considered the validity, reliability and feasibility of the elicitation exercises. Judged by the studies identified in the review, reports of expert elicitation are insufficient in detail and this impacts on the perceived usability of expert-elicited probability distributions. In this context, the wider credibility of elicitation will only be improved by better reporting and greater standardisation of approach. Until then, the advantage of eliciting probability distributions from experts may be lost.

Landslide Probability Assessment by the Derived Distributions Technique

NASA Astrophysics Data System (ADS)

Muñoz, E.; Ochoa, A.; Martínez, H.

2012-12-01

Landslides are potentially disastrous events that bring along human and economic losses; especially in cities where an accelerated and unorganized growth leads to settlements on steep and potentially unstable areas. Among the main causes of landslides are geological, geomorphological, geotechnical, climatological, hydrological conditions and anthropic intervention. This paper studies landslides detonated by rain, commonly known as "soil-slip", which characterize by having a superficial failure surface (Typically between 1 and 1.5 m deep) parallel to the slope face and being triggered by intense and/or sustained periods of rain. This type of landslides is caused by changes on the pore pressure produced by a decrease in the suction when a humid front enters, as a consequence of the infiltration initiated by rain and ruled by the hydraulic characteristics of the soil. Failure occurs when this front reaches a critical depth and the shear strength of the soil in not enough to guarantee the stability of the mass. Critical rainfall thresholds in combination with a slope stability model are widely used for assessing landslide probability. In this paper we present a model for the estimation of the occurrence of landslides based on the derived distributions technique. Since the works of Eagleson in the 1970s the derived distributions technique has been widely used in hydrology to estimate the probability of occurrence of extreme flows. The model estimates the probability density function (pdf) of the Factor of Safety (FOS) from the statistical behavior of the rainfall process and some slope parameters. The stochastic character of the rainfall is transformed by means of a deterministic failure model into FOS pdf. Exceedance probability and return period estimation is then straightforward. The rainfall process is modeled as a Rectangular Pulses Poisson Process (RPPP) with independent exponential pdf for mean intensity and duration of the storms. The Philip infiltration model

Models of multidimensional discrete distribution of probabilities of random variables in information systems

NASA Astrophysics Data System (ADS)

Gromov, Yu Yu; Minin, Yu V.; Ivanova, O. G.; Morozova, O. N.

2018-03-01

Multidimensional discrete distributions of probabilities of independent random values were received. Their one-dimensional distribution is widely used in probability theory. Producing functions of those multidimensional distributions were also received.

Nonadditive entropies yield probability distributions with biases not warranted by the data.

PubMed

Pressé, Steve; Ghosh, Kingshuk; Lee, Julian; Dill, Ken A

2013-11-01

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann-Gibbs form of the entropy ensures that probability distributions inferred satisfy the multiplication rule of probability for independent events in the absence of data coupling such events. Other types of entropies that violate the Shore and Johnson axioms, including nonadditive entropies such as the Tsallis entropy, violate this basic consistency requirement. Here we use the axiomatic framework of Shore and Johnson to show how such nonadditive entropy functions generate biases in probability distributions that are not warranted by the underlying data.

Hybrid computer technique yields random signal probability distributions

NASA Technical Reports Server (NTRS)

Cameron, W. D.

1965-01-01

Hybrid computer determines the probability distributions of instantaneous and peak amplitudes of random signals. This combined digital and analog computer system reduces the errors and delays of manual data analysis.

Probability and the changing shape of response distributions for orientation.

PubMed

Anderson, Britt

2014-11-18

Spatial attention and feature-based attention are regarded as two independent mechanisms for biasing the processing of sensory stimuli. Feature attention is held to be a spatially invariant mechanism that advantages a single feature per sensory dimension. In contrast to the prediction of location independence, I found that participants were able to report the orientation of a briefly presented visual grating better for targets defined by high probability conjunctions of features and locations even when orientations and locations were individually uniform. The advantage for high-probability conjunctions was accompanied by changes in the shape of the response distributions. High-probability conjunctions had error distributions that were not normally distributed but demonstrated increased kurtosis. The increase in kurtosis could be explained as a change in the variances of the component tuning functions that comprise a population mixture. By changing the mixture distribution of orientation-tuned neurons, it is possible to change the shape of the discrimination function. This prompts the suggestion that attention may not "increase" the quality of perceptual processing in an absolute sense but rather prioritizes some stimuli over others. This results in an increased number of highly accurate responses to probable targets and, simultaneously, an increase in the number of very inaccurate responses. © 2014 ARVO.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

Steady-state distributions of probability fluxes on complex networks

NASA Astrophysics Data System (ADS)

Chełminiak, Przemysław; Kurzyński, Michał

2017-02-01

We consider a simple model of the Markovian stochastic dynamics on complex networks to examine the statistical properties of the probability fluxes. The additional transition, called hereafter a gate, powered by the external constant force breaks a detailed balance in the network. We argue, using a theoretical approach and numerical simulations, that the stationary distributions of the probability fluxes emergent under such conditions converge to the Gaussian distribution. By virtue of the stationary fluctuation theorem, its standard deviation depends directly on the square root of the mean flux. In turn, the nonlinear relation between the mean flux and the external force, which provides the key result of the present study, allows us to calculate the two parameters that entirely characterize the Gaussian distribution of the probability fluxes both close to as well as far from the equilibrium state. Also, the other effects that modify these parameters, such as the addition of shortcuts to the tree-like network, the extension and configuration of the gate and a change in the network size studied by means of computer simulations are widely discussed in terms of the rigorous theoretical predictions.

Probability distributions of continuous measurement results for conditioned quantum evolution

NASA Astrophysics Data System (ADS)

Franquet, A.; Nazarov, Yuli V.

2017-02-01

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the latter is achieved by the postselection in the end of the evolution. The statistics may drastically differ from the nonconditioned case, and the interference between initial and final states can be observed in the probability distributions of measurement outcomes as well as in the average values exceeding the conventional range of nonconditioned averages. We develop a proper formalism to compute the distributions of measurement outcomes, and evaluate and discuss the distributions in experimentally relevant setups. We demonstrate the manifestations of the interference between initial and final states in various regimes. We consider analytically simple examples of nontrivial probability distributions. We reveal peaks (or dips) at half-quantized values of the measurement outputs. We discuss in detail the case of zero overlap between initial and final states demonstrating anomalously big average outputs and sudden jump in time-integrated output. We present and discuss the numerical evaluation of the probability distribution aiming at extending the analytical results and describing a realistic experimental situation of a qubit in the regime of resonant fluorescence.

The exact probability distribution of the rank product statistics for replicated experiments.

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

The rank product method is a widely accepted technique for detecting differentially regulated genes in replicated microarray experiments. To approximate the sampling distribution of the rank product statistic, the original publication proposed a permutation approach, whereas recently an alternative approximation based on the continuous gamma distribution was suggested. However, both approximations are imperfect for estimating small tail probabilities. In this paper we relate the rank product statistic to number theory and provide a derivation of its exact probability distribution and the true tail probabilities. Copyright © 2013 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Probability of lensing magnification by cosmologically distributed galaxies

NASA Technical Reports Server (NTRS)

Pei, Yichuan C.

1993-01-01

We present the analytical formulae for computing the magnification probability caused by cosmologically distributed galaxies. The galaxies are assumed to be singular, truncated-isothermal spheres without both evolution and clustering in redshift. We find that, for a fixed total mass, extended galaxies produce a broader shape in the magnification probability distribution and hence are less efficient as gravitational lenses than compact galaxies. The high-magnification tail caused by large galaxies is well approximated by an A exp -3 form, while the tail by small galaxies is slightly shallower. The mean magnification as a function of redshift is, however, found to be independent of the size of the lensing galaxies. In terms of the flux conservation, our formulae for the isothermal galaxy model predict a mean magnification to within a few percent with the Dyer-Roeder model of a clumpy universe.

Neural correlates of the divergence of instrumental probability distributions.

PubMed

Liljeholm, Mimi; Wang, Shuo; Zhang, June; O'Doherty, John P

2013-07-24

Flexible action selection requires knowledge about how alternative actions impact the environment: a "cognitive map" of instrumental contingencies. Reinforcement learning theories formalize this map as a set of stochastic relationships between actions and states, such that for any given action considered in a current state, a probability distribution is specified over possible outcome states. Here, we show that activity in the human inferior parietal lobule correlates with the divergence of such outcome distributions-a measure that reflects whether discrimination between alternative actions increases the controllability of the future-and, further, that this effect is dissociable from those of other information theoretic and motivational variables, such as outcome entropy, action values, and outcome utilities. Our results suggest that, although ultimately combined with reward estimates to generate action values, outcome probability distributions associated with alternative actions may be contrasted independently of valence computations, to narrow the scope of the action selection problem.

Superthermal photon bunching in terms of simple probability distributions

NASA Astrophysics Data System (ADS)

Lettau, T.; Leymann, H. A. M.; Melcher, B.; Wiersig, J.

2018-05-01

We analyze the second-order photon autocorrelation function g(2 ) with respect to the photon probability distribution and discuss the generic features of a distribution that results in superthermal photon bunching [g(2 )(0 ) >2 ]. Superthermal photon bunching has been reported for a number of optical microcavity systems that exhibit processes such as superradiance or mode competition. We show that a superthermal photon number distribution cannot be constructed from the principle of maximum entropy if only the intensity and the second-order autocorrelation are given. However, for bimodal systems, an unbiased superthermal distribution can be constructed from second-order correlations and the intensities alone. Our findings suggest modeling superthermal single-mode distributions by a mixture of a thermal and a lasinglike state and thus reveal a generic mechanism in the photon probability distribution responsible for creating superthermal photon bunching. We relate our general considerations to a physical system, i.e., a (single-emitter) bimodal laser, and show that its statistics can be approximated and understood within our proposed model. Furthermore, the excellent agreement of the statistics of the bimodal laser and our model reveals that the bimodal laser is an ideal source of bunched photons, in the sense that it can generate statistics that contain no other features but the superthermal bunching.

Net present value probability distributions from decline curve reserves estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Simpson, D.E.; Huffman, C.H.; Thompson, R.S.

1995-12-31

This paper demonstrates how reserves probability distributions can be used to develop net present value (NPV) distributions. NPV probability distributions were developed from the rate and reserves distributions presented in SPE 28333. This real data study used practicing engineer`s evaluations of production histories. Two approaches were examined to quantify portfolio risk. The first approach, the NPV Relative Risk Plot, compares the mean NPV with the NPV relative risk ratio for the portfolio. The relative risk ratio is the NPV standard deviation (a) divided the mean ({mu}) NPV. The second approach, a Risk - Return Plot, is a plot of themore » {mu} discounted cash flow rate of return (DCFROR) versus the {sigma} for the DCFROR distribution. This plot provides a risk-return relationship for comparing various portfolios. These methods may help evaluate property acquisition and divestiture alternatives and assess the relative risk of a suite of wells or fields for bank loans.« less

Methods for fitting a parametric probability distribution to most probable number data.

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

Every year hundreds of thousands, if not millions, of samples are collected and analyzed to assess microbial contamination in food and water. The concentration of pathogenic organisms at the end of the production process is low for most commodities, so a highly sensitive screening test is used to determine whether the organism of interest is present in a sample. In some applications, samples that test positive are subjected to quantitation. The most probable number (MPN) technique is a common method to quantify the level of contamination in a sample because it is able to provide estimates at low concentrations. This technique uses a series of dilution count experiments to derive estimates of the concentration of the microorganism of interest. An application for these data is food-safety risk assessment, where the MPN concentration estimates can be fitted to a parametric distribution to summarize the range of potential exposures to the contaminant. Many different methods (e.g., substitution methods, maximum likelihood and regression on order statistics) have been proposed to fit microbial contamination data to a distribution, but the development of these methods rarely considers how the MPN technique influences the choice of distribution function and fitting method. An often overlooked aspect when applying these methods is whether the data represent actual measurements of the average concentration of microorganism per milliliter or the data are real-valued estimates of the average concentration, as is the case with MPN data. In this study, we propose two methods for fitting MPN data to a probability distribution. The first method uses a maximum likelihood estimator that takes average concentration values as the data inputs. The second is a Bayesian latent variable method that uses the counts of the number of positive tubes at each dilution to estimate the parameters of the contamination distribution. The performance of the two fitting methods is compared for two

The Finite-Size Scaling Relation for the Order-Parameter Probability Distribution of the Six-Dimensional Ising Model

NASA Astrophysics Data System (ADS)

Merdan, Ziya; Karakuş, Özlem

2016-11-01

The six dimensional Ising model with nearest-neighbor pair interactions has been simulated and verified numerically on the Creutz Cellular Automaton by using five bit demons near the infinite-lattice critical temperature with the linear dimensions L=4,6,8,10. The order parameter probability distribution for six dimensional Ising model has been calculated at the critical temperature. The constants of the analytical function have been estimated by fitting to probability function obtained numerically at the finite size critical point.

On probability-possibility transformations

NASA Technical Reports Server (NTRS)

Klir, George J.; Parviz, Behzad

1992-01-01

Several probability-possibility transformations are compared in terms of the closeness of preserving second-order properties. The comparison is based on experimental results obtained by computer simulation. Two second-order properties are involved in this study: noninteraction of two distributions and projections of a joint distribution.

Transition probabilities of Ce I obtained from Boltzmann analysis of visible and near-infrared emission spectra

NASA Astrophysics Data System (ADS)

Nitz, D. E.; Curry, J. J.; Buuck, M.; DeMann, A.; Mitchell, N.; Shull, W.

2018-02-01

We report radiative transition probabilities for 5029 emission lines of neutral cerium within the wavelength range 417-1110 nm. Transition probabilities for only 4% of these lines have been previously measured. These results are obtained from a Boltzmann analysis of two high resolution Fourier transform emission spectra used in previous studies of cerium, obtained from the digital archives of the National Solar Observatory at Kitt Peak. The set of transition probabilities used for the Boltzmann analysis are those published by Lawler et al (2010 J. Phys. B: At. Mol. Opt. Phys. 43 085701). Comparisons of branching ratios and transition probabilities for lines common to the two spectra provide important self-consistency checks and test for the presence of self-absorption effects. Estimated 1σ uncertainties for our transition probability results range from 10% to 18%.

How Can Histograms Be Useful for Introducing Continuous Probability Distributions?

ERIC Educational Resources Information Center

Derouet, Charlotte; Parzysz, Bernard

2016-01-01

The teaching of probability has changed a great deal since the end of the last century. The development of technologies is indeed part of this evolution. In France, continuous probability distributions began to be studied in 2002 by scientific 12th graders, but this subject was marginal and appeared only as an application of integral calculus.…

Maximum likelihood estimation for predicting the probability of obtaining variable shortleaf pine regeneration densities

Treesearch

Thomas B. Lynch; Jean Nkouka; Michael M. Huebschmann; James M. Guldin

2003-01-01

A logistic equation is the basis for a model that predicts the probability of obtaining regeneration at specified densities. The density of regeneration (trees/ha) for which an estimate of probability is desired can be specified by means of independent variables in the model. When estimating parameters, the dependent variable is set to 1 if the regeneration density (...

Computer routines for probability distributions, random numbers, and related functions

USGS Publications Warehouse

Kirby, W.

1983-01-01

Use of previously coded and tested subroutines simplifies and speeds up program development and testing. This report presents routines that can be used to calculate various probability distributions and other functions of importance in statistical hydrology. The routines are designed as general-purpose Fortran subroutines and functions to be called from user-written main progress. The probability distributions provided include the beta, chi-square, gamma, Gaussian (normal), Pearson Type III (tables and approximation), and Weibull. Also provided are the distributions of the Grubbs-Beck outlier test, Kolmogorov 's and Smirnov 's D, Student 's t, noncentral t (approximate), and Snedecor F. Other mathematical functions include the Bessel function, I sub o, gamma and log-gamma functions, error functions, and exponential integral. Auxiliary services include sorting and printer-plotting. Random number generators for uniform and normal numbers are provided and may be used with some of the above routines to generate numbers from other distributions. (USGS)

Computer routines for probability distributions, random numbers, and related functions

USGS Publications Warehouse

Kirby, W.H.

1980-01-01

Use of previously codes and tested subroutines simplifies and speeds up program development and testing. This report presents routines that can be used to calculate various probability distributions and other functions of importance in statistical hydrology. The routines are designed as general-purpose Fortran subroutines and functions to be called from user-written main programs. The probability distributions provided include the beta, chisquare, gamma, Gaussian (normal), Pearson Type III (tables and approximation), and Weibull. Also provided are the distributions of the Grubbs-Beck outlier test, Kolmogorov 's and Smirnov 's D, Student 's t, noncentral t (approximate), and Snedecor F tests. Other mathematical functions include the Bessel function I (subzero), gamma and log-gamma functions, error functions and exponential integral. Auxiliary services include sorting and printer plotting. Random number generators for uniform and normal numbers are provided and may be used with some of the above routines to generate numbers from other distributions. (USGS)

Joint probabilities and quantum cognition

NASA Astrophysics Data System (ADS)

de Barros, J. Acacio

2012-12-01

In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.

Multi-scale Characterization and Modeling of Surface Slope Probability Distribution for ~20-km Diameter Lunar Craters

NASA Astrophysics Data System (ADS)

Mahanti, P.; Robinson, M. S.; Boyd, A. K.

2013-12-01

Craters ~20-km diameter and above significantly shaped the lunar landscape. The statistical nature of the slope distribution on their walls and floors dominate the overall slope distribution statistics for the lunar surface. Slope statistics are inherently useful for characterizing the current topography of the surface, determining accurate photometric and surface scattering properties, and in defining lunar surface trafficability [1-4]. Earlier experimental studies on the statistical nature of lunar surface slopes were restricted either by resolution limits (Apollo era photogrammetric studies) or by model error considerations (photoclinometric and radar scattering studies) where the true nature of slope probability distribution was not discernible at baselines smaller than a kilometer[2,3,5]. Accordingly, historical modeling of lunar surface slopes probability distributions for applications such as in scattering theory development or rover traversability assessment is more general in nature (use of simple statistical models such as the Gaussian distribution[1,2,5,6]). With the advent of high resolution, high precision topographic models of the Moon[7,8], slopes in lunar craters can now be obtained at baselines as low as 6-meters allowing unprecedented multi-scale (multiple baselines) modeling possibilities for slope probability distributions. Topographic analysis (Lunar Reconnaissance Orbiter Camera (LROC) Narrow Angle Camera (NAC) 2-m digital elevation models (DEM)) of ~20-km diameter Copernican lunar craters revealed generally steep slopes on interior walls (30° to 36°, locally exceeding 40°) over 15-meter baselines[9]. In this work, we extend the analysis from a probability distribution modeling point-of-view with NAC DEMs to characterize the slope statistics for the floors and walls for the same ~20-km Copernican lunar craters. The difference in slope standard deviations between the Gaussian approximation and the actual distribution (2-meter sampling) was

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

NASA Technical Reports Server (NTRS)

Bogdan, V. M.

1981-01-01

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.

Probabilities and statistics for backscatter estimates obtained by a scatterometer

NASA Technical Reports Server (NTRS)

Pierson, Willard J., Jr.

1989-01-01

Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.

Probability Distribution of Turbulent Kinetic Energy Dissipation Rate in Ocean: Observations and Approximations

NASA Astrophysics Data System (ADS)

Lozovatsky, I.; Fernando, H. J. S.; Planella-Morato, J.; Liu, Zhiyu; Lee, J.-H.; Jinadasa, S. U. P.

2017-10-01

The probability distribution of turbulent kinetic energy dissipation rate in stratified ocean usually deviates from the classic lognormal distribution that has been formulated for and often observed in unstratified homogeneous layers of atmospheric and oceanic turbulence. Our measurements of vertical profiles of micro-scale shear, collected in the East China Sea, northern Bay of Bengal, to the south and east of Sri Lanka, and in the Gulf Stream region, show that the probability distributions of the dissipation rate ɛ˜r in the pycnoclines (r ˜ 1.4 m is the averaging scale) can be successfully modeled by the Burr (type XII) probability distribution. In weakly stratified boundary layers, lognormal distribution of ɛ˜r is preferable, although the Burr is an acceptable alternative. The skewness Skɛ and the kurtosis Kɛ of the dissipation rate appear to be well correlated in a wide range of Skɛ and Kɛ variability.

Study on probability distributions for evolution in modified extremal optimization

NASA Astrophysics Data System (ADS)

Zeng, Guo-Qiang; Lu, Yong-Zai; Mao, Wei-Jie; Chu, Jian

2010-05-01

It is widely believed that the power-law is a proper probability distribution being effectively applied for evolution in τ-EO (extremal optimization), a general-purpose stochastic local-search approach inspired by self-organized criticality, and its applications in some NP-hard problems, e.g., graph partitioning, graph coloring, spin glass, etc. In this study, we discover that the exponential distributions or hybrid ones (e.g., power-laws with exponential cutoff) being popularly used in the research of network sciences may replace the original power-laws in a modified τ-EO method called self-organized algorithm (SOA), and provide better performances than other statistical physics oriented methods, such as simulated annealing, τ-EO and SOA etc., from the experimental results on random Euclidean traveling salesman problems (TSP) and non-uniform instances. From the perspective of optimization, our results appear to demonstrate that the power-law is not the only proper probability distribution for evolution in EO-similar methods at least for TSP, the exponential and hybrid distributions may be other choices.

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

NASA Astrophysics Data System (ADS)

Koshinchanov, Georgy; Dimitrov, Dobri

2008-11-01

The characteristics of rainfall intensity are important for many purposes, including design of sewage and drainage systems, tuning flood warning procedures, etc. Those estimates are usually statistical estimates of the intensity of precipitation realized for certain period of time (e.g. 5, 10 min., etc) with different return period (e.g. 20, 100 years, etc). The traditional approach in evaluating the mentioned precipitation intensities is to process the pluviometer's records and fit probability distribution to samples of intensities valid for certain locations ore regions. Those estimates further become part of the state regulations to be used for various economic activities. Two problems occur using the mentioned approach: 1. Due to various factors the climate conditions are changed and the precipitation intensity estimates need regular update; 2. As far as the extremes of the probability distribution are of particular importance for the practice, the methodology of the distribution fitting needs specific attention to those parts of the distribution. The aim of this paper is to make review of the existing methodologies for processing the intensive rainfalls and to refresh some of the statistical estimates for the studied areas. The methodologies used in Bulgaria for analyzing the intensive rainfalls and produce relevant statistical estimates: The method of the maximum intensity, used in the National Institute of Meteorology and Hydrology to process and decode the pluviometer's records, followed by distribution fitting for each precipitation duration period; As the above, but with separate modeling of probability distribution for the middle and high probability quantiles. Method is similar to the first one, but with a threshold of 0,36 mm/min of intensity; Another method proposed by the Russian hydrologist G. A. Aleksiev for regionalization of estimates over some territory, improved and adapted by S. Gerasimov for Bulgaria; Next method is considering only the

Work probability distribution for a ferromagnet with long-ranged and short-ranged correlations

NASA Astrophysics Data System (ADS)

Bhattacharjee, J. K.; Kirkpatrick, T. R.; Sengers, J. V.

2018-04-01

Work fluctuations and work probability distributions are fundamentally different in systems with short-ranged versus long-ranged correlations. Specifically, in systems with long-ranged correlations the work distribution is extraordinarily broad compared to systems with short-ranged correlations. This difference profoundly affects the possible applicability of fluctuation theorems like the Jarzynski fluctuation theorem. The Heisenberg ferromagnet, well below its Curie temperature, is a system with long-ranged correlations in very low magnetic fields due to the presence of Goldstone modes. As the magnetic field is increased the correlations gradually become short ranged. Hence, such a ferromagnet is an ideal system for elucidating the changes of the work probability distribution as one goes from a domain with long-ranged correlations to a domain with short-ranged correlations by tuning the magnetic field. A quantitative analysis of this crossover behavior of the work probability distribution and the associated fluctuations is presented.

Neural Correlates of the Divergence of Instrumental Probability Distributions

PubMed Central

Wang, Shuo; Zhang, June; O'Doherty, John P.

2013-01-01

Flexible action selection requires knowledge about how alternative actions impact the environment: a “cognitive map” of instrumental contingencies. Reinforcement learning theories formalize this map as a set of stochastic relationships between actions and states, such that for any given action considered in a current state, a probability distribution is specified over possible outcome states. Here, we show that activity in the human inferior parietal lobule correlates with the divergence of such outcome distributions–a measure that reflects whether discrimination between alternative actions increases the controllability of the future–and, further, that this effect is dissociable from those of other information theoretic and motivational variables, such as outcome entropy, action values, and outcome utilities. Our results suggest that, although ultimately combined with reward estimates to generate action values, outcome probability distributions associated with alternative actions may be contrasted independently of valence computations, to narrow the scope of the action selection problem. PMID:23884955

Measurements of gas hydrate formation probability distributions on a quasi-free water droplet

NASA Astrophysics Data System (ADS)

Maeda, Nobuo

2014-06-01

A High Pressure Automated Lag Time Apparatus (HP-ALTA) can measure gas hydrate formation probability distributions from water in a glass sample cell. In an HP-ALTA gas hydrate formation originates near the edges of the sample cell and gas hydrate films subsequently grow across the water-guest gas interface. It would ideally be desirable to be able to measure gas hydrate formation probability distributions of a single water droplet or mist that is freely levitating in a guest gas, but this is technically challenging. The next best option is to let a water droplet sit on top of a denser, immiscible, inert, and wall-wetting hydrophobic liquid to avoid contact of a water droplet with the solid walls. Here we report the development of a second generation HP-ALTA which can measure gas hydrate formation probability distributions of a water droplet which sits on a perfluorocarbon oil in a container that is coated with 1H,1H,2H,2H-Perfluorodecyltriethoxysilane. It was found that the gas hydrate formation probability distributions of such a quasi-free water droplet were significantly lower than those of water in a glass sample cell.

A discussion on the origin of quantum probabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Holik, Federico, E-mail: olentiev2@gmail.com; Departamento de Matemática - Ciclo Básico Común, Universidad de Buenos Aires - Pabellón III, Ciudad Universitaria, Buenos Aires; Sáenz, Manuel

We study the origin of quantum probabilities as arising from non-Boolean propositional-operational structures. We apply the method developed by Cox to non distributive lattices and develop an alternative formulation of non-Kolmogorovian probability measures for quantum mechanics. By generalizing the method presented in previous works, we outline a general framework for the deduction of probabilities in general propositional structures represented by lattices (including the non-distributive case). -- Highlights: •Several recent works use a derivation similar to that of R.T. Cox to obtain quantum probabilities. •We apply Cox’s method to the lattice of subspaces of the Hilbert space. •We obtain a derivationmore » of quantum probabilities which includes mixed states. •The method presented in this work is susceptible to generalization. •It includes quantum mechanics and classical mechanics as particular cases.« less

Description of atomic burials in compact globular proteins by Fermi-Dirac probability distributions.

PubMed

Gomes, Antonio L C; de Rezende, Júlia R; Pereira de Araújo, Antônio F; Shakhnovich, Eugene I

2007-02-01

We perform a statistical analysis of atomic distributions as a function of the distance R from the molecular geometrical center in a nonredundant set of compact globular proteins. The number of atoms increases quadratically for small R, indicating a constant average density inside the core, reaches a maximum at a size-dependent distance R(max), and falls rapidly for larger R. The empirical curves turn out to be consistent with the volume increase of spherical concentric solid shells and a Fermi-Dirac distribution in which the distance R plays the role of an effective atomic energy epsilon(R) = R. The effective chemical potential mu governing the distribution increases with the number of residues, reflecting the size of the protein globule, while the temperature parameter beta decreases. Interestingly, betamu is not as strongly dependent on protein size and appears to be tuned to maintain approximately half of the atoms in the high density interior and the other half in the exterior region of rapidly decreasing density. A normalized size-independent distribution was obtained for the atomic probability as a function of the reduced distance, r = R/R(g), where R(g) is the radius of gyration. The global normalized Fermi distribution, F(r), can be reasonably decomposed in Fermi-like subdistributions for different atomic types tau, F(tau)(r), with Sigma(tau)F(tau)(r) = F(r), which depend on two additional parameters mu(tau) and h(tau). The chemical potential mu(tau) affects a scaling prefactor and depends on the overall frequency of the corresponding atomic type, while the maximum position of the subdistribution is determined by h(tau), which appears in a type-dependent atomic effective energy, epsilon(tau)(r) = h(tau)r, and is strongly correlated to available hydrophobicity scales. Better adjustments are obtained when the effective energy is not assumed to be necessarily linear, or epsilon(tau)*(r) = h(tau)*r(alpha,), in which case a correlation with hydrophobicity

Uncertainty squared: Choosing among multiple input probability distributions and interpreting multiple output probability distributions in Monte Carlo climate risk models

NASA Astrophysics Data System (ADS)

Baer, P.; Mastrandrea, M.

2006-12-01

Simple probabilistic models which attempt to estimate likely transient temperature change from specified CO2 emissions scenarios must make assumptions about at least six uncertain aspects of the causal chain between emissions and temperature: current radiative forcing (including but not limited to aerosols), current land use emissions, carbon sinks, future non-CO2 forcing, ocean heat uptake, and climate sensitivity. Of these, multiple PDFs (probability density functions) have been published for the climate sensitivity, a couple for current forcing and ocean heat uptake, one for future non-CO2 forcing, and none for current land use emissions or carbon cycle uncertainty (which are interdependent). Different assumptions about these parameters, as well as different model structures, will lead to different estimates of likely temperature increase from the same emissions pathway. Thus policymakers will be faced with a range of temperature probability distributions for the same emissions scenarios, each described by a central tendency and spread. Because our conventional understanding of uncertainty and probability requires that a probabilistically defined variable of interest have only a single mean (or median, or modal) value and a well-defined spread, this "multidimensional" uncertainty defies straightforward utilization in policymaking. We suggest that there are no simple solutions to the questions raised. Crucially, we must dispel the notion that there is a "true" probability probabilities of this type are necessarily subjective, and reasonable people may disagree. Indeed, we suggest that what is at stake is precisely the question, what is it reasonable to believe, and to act as if we believe? As a preliminary suggestion, we demonstrate how the output of a simple probabilistic climate model might be evaluated regarding the reasonableness of the outputs it calculates with different input PDFs. We suggest further that where there is insufficient evidence to clearly

Exact probability distribution function for the volatility of cumulative production

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Klümper, Andreas

2018-04-01

In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in Lafond et al. (2017), which addressed the effects of normally distributed noise in the production process. Due to its wide applicability in industrial and technological activities we present here the mathematical foundation for an arbitrary distribution function of the process, which we expect will pave the future research on forecasting of the production process.

Regional probability distribution of the annual reference evapotranspiration and its effective parameters in Iran

NASA Astrophysics Data System (ADS)

Khanmohammadi, Neda; Rezaie, Hossein; Montaseri, Majid; Behmanesh, Javad

2017-10-01

The reference evapotranspiration (ET0) plays an important role in water management plans in arid or semi-arid countries such as Iran. For this reason, the regional analysis of this parameter is important. But, ET0 process is affected by several meteorological parameters such as wind speed, solar radiation, temperature and relative humidity. Therefore, the effect of distribution type of effective meteorological variables on ET0 distribution was analyzed. For this purpose, the regional probability distribution of the annual ET0 and its effective parameters were selected. Used data in this research was recorded data at 30 synoptic stations of Iran during 1960-2014. Using the probability plot correlation coefficient (PPCC) test and the L-moment method, five common distributions were compared and the best distribution was selected. The results of PPCC test and L-moment diagram indicated that the Pearson type III distribution was the best probability distribution for fitting annual ET0 and its four effective parameters. The results of RMSE showed that the ability of the PPCC test and L-moment method for regional analysis of reference evapotranspiration and its effective parameters was similar. The results also showed that the distribution type of the parameters which affected ET0 values can affect the distribution of reference evapotranspiration.

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

Combining Probability Distributions of Wind Waves and Sea Level Variations to Assess Return Periods of Coastal Floods

NASA Astrophysics Data System (ADS)

Leijala, U.; Bjorkqvist, J. V.; Pellikka, H.; Johansson, M. M.; Kahma, K. K.

2017-12-01

Predicting the behaviour of the joint effect of sea level and wind waves is of great significance due to the major impact of flooding events in densely populated coastal regions. As mean sea level rises, the effect of sea level variations accompanied by the waves will be even more harmful in the future. The main challenge when evaluating the effect of waves and sea level variations is that long time series of both variables rarely exist. Wave statistics are also highly location-dependent, thus requiring wave buoy measurements and/or high-resolution wave modelling. As an initial approximation of the joint effect, the variables may be treated as independent random variables, to achieve the probability distribution of their sum. We present results of a case study based on three probability distributions: 1) wave run-up constructed from individual wave buoy measurements, 2) short-term sea level variability based on tide gauge data, and 3) mean sea level projections based on up-to-date regional scenarios. The wave measurements were conducted during 2012-2014 on the coast of city of Helsinki located in the Gulf of Finland in the Baltic Sea. The short-term sea level distribution contains the last 30 years (1986-2015) of hourly data from Helsinki tide gauge, and the mean sea level projections are scenarios adjusted for the Gulf of Finland. Additionally, we present a sensitivity test based on six different theoretical wave height distributions representing different wave behaviour in relation to sea level variations. As these wave distributions are merged with one common sea level distribution, we can study how the different shapes of the wave height distribution affect the distribution of the sum, and which one of the components is dominating under different wave conditions. As an outcome of the method, we obtain a probability distribution of the maximum elevation of the continuous water mass, which enables a flexible tool for evaluating different risk levels in the

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Digital simulation of two-dimensional random fields with arbitrary power spectra and non-Gaussian probability distribution functions.

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We

Vertical changes in the probability distribution of downward irradiance within the near-surface ocean under sunny conditions

NASA Astrophysics Data System (ADS)

Gernez, Pierre; Stramski, Dariusz; Darecki, Miroslaw

2011-07-01

Time series measurements of fluctuations in underwater downward irradiance, Ed, within the green spectral band (532 nm) show that the probability distribution of instantaneous irradiance varies greatly as a function of depth within the near-surface ocean under sunny conditions. Because of intense light flashes caused by surface wave focusing, the near-surface probability distributions are highly skewed to the right and are heavy tailed. The coefficients of skewness and excess kurtosis at depths smaller than 1 m can exceed 3 and 20, respectively. We tested several probability models, such as lognormal, Gumbel, Fréchet, log-logistic, and Pareto, which are potentially suited to describe the highly skewed heavy-tailed distributions. We found that the models cannot approximate with consistently good accuracy the high irradiance values within the right tail of the experimental distribution where the probability of these values is less than 10%. This portion of the distribution corresponds approximately to light flashes with Ed > 1.5?, where ? is the time-averaged downward irradiance. However, the remaining part of the probability distribution covering all irradiance values smaller than the 90th percentile can be described with a reasonable accuracy (i.e., within 20%) with a lognormal model for all 86 measurements from the top 10 m of the ocean included in this analysis. As the intensity of irradiance fluctuations decreases with depth, the probability distribution tends toward a function symmetrical around the mean like the normal distribution. For the examined data set, the skewness and excess kurtosis assumed values very close to zero at a depth of about 10 m.

Generating an Empirical Probability Distribution for the Andrews-Pregibon Statistic.

ERIC Educational Resources Information Center

Jarrell, Michele G.

A probability distribution was developed for the Andrews-Pregibon (AP) statistic. The statistic, developed by D. F. Andrews and D. Pregibon (1978), identifies multivariate outliers. It is a ratio of the determinant of the data matrix with an observation deleted to the determinant of the entire data matrix. Although the AP statistic has been used…

Estimating probable flaw distributions in PWR steam generator tubes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorman, J.A.; Turner, A.P.L.

1997-02-01

This paper describes methods for estimating the number and size distributions of flaws of various types in PWR steam generator tubes. These estimates are needed when calculating the probable primary to secondary leakage through steam generator tubes under postulated accidents such as severe core accidents and steam line breaks. The paper describes methods for two types of predictions: (1) the numbers of tubes with detectable flaws of various types as a function of time, and (2) the distributions in size of these flaws. Results are provided for hypothetical severely affected, moderately affected and lightly affected units. Discussion is provided regardingmore » uncertainties and assumptions in the data and analyses.« less

Gas Hydrate Formation Probability Distributions: The Effect of Shear and Comparisons with Nucleation Theory.

PubMed

May, Eric F; Lim, Vincent W; Metaxas, Peter J; Du, Jianwei; Stanwix, Paul L; Rowland, Darren; Johns, Michael L; Haandrikman, Gert; Crosby, Daniel; Aman, Zachary M

2018-03-13

Gas hydrate formation is a stochastic phenomenon of considerable significance for any risk-based approach to flow assurance in the oil and gas industry. In principle, well-established results from nucleation theory offer the prospect of predictive models for hydrate formation probability in industrial production systems. In practice, however, heuristics are relied on when estimating formation risk for a given flowline subcooling or when quantifying kinetic hydrate inhibitor (KHI) performance. Here, we present statistically significant measurements of formation probability distributions for natural gas hydrate systems under shear, which are quantitatively compared with theoretical predictions. Distributions with over 100 points were generated using low-mass, Peltier-cooled pressure cells, cycled in temperature between 40 and -5 °C at up to 2 K·min -1 and analyzed with robust algorithms that automatically identify hydrate formation and initial growth rates from dynamic pressure data. The application of shear had a significant influence on the measured distributions: at 700 rpm mass-transfer limitations were minimal, as demonstrated by the kinetic growth rates observed. The formation probability distributions measured at this shear rate had mean subcoolings consistent with theoretical predictions and steel-hydrate-water contact angles of 14-26°. However, the experimental distributions were substantially wider than predicted, suggesting that phenomena acting on macroscopic length scales are responsible for much of the observed stochastic formation. Performance tests of a KHI provided new insights into how such chemicals can reduce the risk of hydrate blockage in flowlines. Our data demonstrate that the KHI not only reduces the probability of formation (by both shifting and sharpening the distribution) but also reduces hydrate growth rates by a factor of 2.

Evaluation of the Three Parameter Weibull Distribution Function for Predicting Fracture Probability in Composite Materials

DTIC Science & Technology

1978-03-01

for the risk of rupture for a unidirectionally laminat - ed composite subjected to pure bending. (5D This equation can be simplified further by use of...C EVALUATION OF THE THREE PARAMETER WEIBULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS. THESIS / AFIT/GAE...EVALUATION OF THE THREE PARAMETER WE1BULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS THESIS Presented

Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model

PubMed Central

Mitra, Rajib; Jordan, Michael I.; Dunbrack, Roland L.

2010-01-01

Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1) input data size and criteria for structure inclusion (resolution, R-factor, etc.); 2) filtering of suspect conformations and outliers using B-factors or other features; 3) secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included); 4) the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5) whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately) have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp. PMID:20442867

Site-to-Source Finite Fault Distance Probability Distribution in Probabilistic Seismic Hazard and the Relationship Between Minimum Distances

NASA Astrophysics Data System (ADS)

Ortega, R.; Gutierrez, E.; Carciumaru, D. D.; Huesca-Perez, E.

2017-12-01

We present a method to compute the conditional and no-conditional probability density function (PDF) of the finite fault distance distribution (FFDD). Two cases are described: lines and areas. The case of lines has a simple analytical solution while, in the case of areas, the geometrical probability of a fault based on the strike, dip, and fault segment vertices is obtained using the projection of spheres in a piecewise rectangular surface. The cumulative distribution is computed by measuring the projection of a sphere of radius r in an effective area using an algorithm that estimates the area of a circle within a rectangle. In addition, we introduce the finite fault distance metrics. This distance is the distance where the maximum stress release occurs within the fault plane and generates a peak ground motion. Later, we can apply the appropriate ground motion prediction equations (GMPE) for PSHA. The conditional probability of distance given magnitude is also presented using different scaling laws. A simple model of constant distribution of the centroid at the geometrical mean is discussed, in this model hazard is reduced at the edges because the effective size is reduced. Nowadays there is a trend of using extended source distances in PSHA, however it is not possible to separate the fault geometry from the GMPE. With this new approach, it is possible to add fault rupture models separating geometrical and propagation effects.

The effect of microscopic friction and size distributions on conditional probability distributions in soft particle packings

NASA Astrophysics Data System (ADS)

Saitoh, Kuniyasu; Magnanimo, Vanessa; Luding, Stefan

2017-10-01

Employing two-dimensional molecular dynamics (MD) simulations of soft particles, we study their non-affine responses to quasi-static isotropic compression where the effects of microscopic friction between the particles in contact and particle size distributions are examined. To quantify complicated restructuring of force-chain networks under isotropic compression, we introduce the conditional probability distributions (CPDs) of particle overlaps such that a master equation for distribution of overlaps in the soft particle packings can be constructed. From our MD simulations, we observe that the CPDs are well described by q-Gaussian distributions, where we find that the correlation for the evolution of particle overlaps is suppressed by microscopic friction, while it significantly increases with the increase of poly-dispersity.

Comparison of three-parameter probability distributions for representing annual extreme and partial duration precipitation series

NASA Astrophysics Data System (ADS)

Wilks, Daniel S.

1993-10-01

Performance of 8 three-parameter probability distributions for representing annual extreme and partial duration precipitation data at stations in the northeastern and southeastern United States is investigated. Particular attention is paid to fidelity on the right tail, through use of a bootstrap procedure simulating extrapolation on the right tail beyond the data. It is found that the beta-κ distribution best describes the extreme right tail of annual extreme series, and the beta-P distribution is best for the partial duration data. The conventionally employed two-parameter Gumbel distribution is found to substantially underestimate probabilities associated with the larger precipitation amounts for both annual extreme and partial duration data. Fitting the distributions using left-censored data did not result in improved fits to the right tail.

A microcomputer program for energy assessment and aggregation using the triangular probability distribution

USGS Publications Warehouse

Crovelli, R.A.; Balay, R.H.

1991-01-01

A general risk-analysis method was developed for petroleum-resource assessment and other applications. The triangular probability distribution is used as a model with an analytic aggregation methodology based on probability theory rather than Monte-Carlo simulation. Among the advantages of the analytic method are its computational speed and flexibility, and the saving of time and cost on a microcomputer. The input into the model consists of a set of components (e.g. geologic provinces) and, for each component, three potential resource estimates: minimum, most likely (mode), and maximum. Assuming a triangular probability distribution, the mean, standard deviation, and seven fractiles (F100, F95, F75, F50, F25, F5, and F0) are computed for each component, where for example, the probability of more than F95 is equal to 0.95. The components are aggregated by combining the means, standard deviations, and respective fractiles under three possible siutations (1) perfect positive correlation, (2) complete independence, and (3) any degree of dependence between these two polar situations. A package of computer programs named the TRIAGG system was written in the Turbo Pascal 4.0 language for performing the analytic probabilistic methodology. The system consists of a program for processing triangular probability distribution assessments and aggregations, and a separate aggregation routine for aggregating aggregations. The user's documentation and program diskette of the TRIAGG system are available from USGS Open File Services. TRIAGG requires an IBM-PC/XT/AT compatible microcomputer with 256kbyte of main memory, MS-DOS 3.1 or later, either two diskette drives or a fixed disk, and a 132 column printer. A graphics adapter and color display are optional. ?? 1991.

Probability distribution and statistical properties of spherically compensated cosmic regions in ΛCDM cosmology

NASA Astrophysics Data System (ADS)

Alimi, Jean-Michel; de Fromont, Paul

2018-04-01

The statistical properties of cosmic structures are well known to be strong probes for cosmology. In particular, several studies tried to use the cosmic void counting number to obtain tight constrains on dark energy. In this paper, we model the statistical properties of these regions using the CoSphere formalism (de Fromont & Alimi) in both primordial and non-linearly evolved Universe in the standard Λ cold dark matter model. This formalism applies similarly for minima (voids) and maxima (such as DM haloes), which are here considered symmetrically. We first derive the full joint Gaussian distribution of CoSphere's parameters in the Gaussian random field. We recover the results of Bardeen et al. only in the limit where the compensation radius becomes very large, i.e. when the central extremum decouples from its cosmic environment. We compute the probability distribution of the compensation size in this primordial field. We show that this distribution is redshift independent and can be used to model cosmic voids size distribution. We also derive the statistical distribution of the peak parameters introduced by Bardeen et al. and discuss their correlation with the cosmic environment. We show that small central extrema with low density are associated with narrow compensation regions with deep compensation density, while higher central extrema are preferentially located in larger but smoother over/under massive regions.

Small-Scale Spatio-Temporal Distribution of Bactrocera minax (Enderlein) (Diptera: Tephritidae) Using Probability Kriging.

PubMed

Wang, S Q; Zhang, H Y; Li, Z L

2016-10-01

Understanding spatio-temporal distribution of pest in orchards can provide important information that could be used to design monitoring schemes and establish better means for pest control. In this study, the spatial and temporal distribution of Bactrocera minax (Enderlein) (Diptera: Tephritidae) was assessed, and activity trends were evaluated by using probability kriging. Adults of B. minax were captured in two successive occurrences in a small-scale citrus orchard by using food bait traps, which were placed both inside and outside the orchard. The weekly spatial distribution of B. minax within the orchard and adjacent woods was examined using semivariogram parameters. The edge concentration was discovered during the most weeks in adult occurrence, and the population of the adults aggregated with high probability within a less-than-100-m-wide band on both of the sides of the orchard and the woods. The sequential probability kriged maps showed that the adults were estimated in the marginal zone with higher probability, especially in the early and peak stages. The feeding, ovipositing, and mating behaviors of B. minax are possible explanations for these spatio-temporal patterns. Therefore, spatial arrangement and distance to the forest edge of traps or spraying spot should be considered to enhance pest control on B. minax in small-scale orchards.

Goodness of fit of probability distributions for sightings as species approach extinction.

PubMed

Vogel, Richard M; Hosking, Jonathan R M; Elphick, Chris S; Roberts, David L; Reed, J Michael

2009-04-01

Estimating the probability that a species is extinct and the timing of extinctions is useful in biological fields ranging from paleoecology to conservation biology. Various statistical methods have been introduced to infer the time of extinction and extinction probability from a series of individual sightings. There is little evidence, however, as to which of these models provide adequate fit to actual sighting records. We use L-moment diagrams and probability plot correlation coefficient (PPCC) hypothesis tests to evaluate the goodness of fit of various probabilistic models to sighting data collected for a set of North American and Hawaiian bird populations that have either gone extinct, or are suspected of having gone extinct, during the past 150 years. For our data, the uniform, truncated exponential, and generalized Pareto models performed moderately well, but the Weibull model performed poorly. Of the acceptable models, the uniform distribution performed best based on PPCC goodness of fit comparisons and sequential Bonferroni-type tests. Further analyses using field significance tests suggest that although the uniform distribution is the best of those considered, additional work remains to evaluate the truncated exponential model more fully. The methods we present here provide a framework for evaluating subsequent models.

Count data, detection probabilities, and the demography, dynamics, distribution, and decline of amphibians.

PubMed

Schmidt, Benedikt R

2003-08-01

The evidence for amphibian population declines is based on count data that were not adjusted for detection probabilities. Such data are not reliable even when collected using standard methods. The formula C = Np (where C is a count, N the true parameter value, and p is a detection probability) relates count data to demography, population size, or distributions. With unadjusted count data, one assumes a linear relationship between C and N and that p is constant. These assumptions are unlikely to be met in studies of amphibian populations. Amphibian population data should be based on methods that account for detection probabilities.

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

PubMed Central

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2014-01-01

Summary Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students’ understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference. PMID:25419016

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution.

PubMed

Dinov, Ivo D; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students' understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference.

Animating Statistics: A New Kind of Applet for Exploring Probability Distributions

ERIC Educational Resources Information Center

Kahle, David

2014-01-01

In this article, I introduce a novel applet ("module") for exploring probability distributions, their samples, and various related statistical concepts. The module is primarily designed to be used by the instructor in the introductory course, but it can be used far beyond it as well. It is a free, cross-platform, stand-alone interactive…

The force distribution probability function for simple fluids by density functional theory.

PubMed

Rickayzen, G; Heyes, D M

2013-02-28

Classical density functional theory (DFT) is used to derive a formula for the probability density distribution function, P(F), and probability distribution function, W(F), for simple fluids, where F is the net force on a particle. The final formula for P(F) ∝ exp(-AF(2)), where A depends on the fluid density, the temperature, and the Fourier transform of the pair potential. The form of the DFT theory used is only applicable to bounded potential fluids. When combined with the hypernetted chain closure of the Ornstein-Zernike equation, the DFT theory for W(F) agrees with molecular dynamics computer simulations for the Gaussian and bounded soft sphere at high density. The Gaussian form for P(F) is still accurate at lower densities (but not too low density) for the two potentials, but with a smaller value for the constant, A, than that predicted by the DFT theory.

On the issues of probability distribution of GPS carrier phase observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In common practice the observables related to Global Positioning System (GPS) are assumed to follow a Gauss-Laplace normal distribution. Actually, full knowledge of the observables' distribution is not required for parameter estimation by means of the least-squares algorithm based on the functional relation between observations and unknown parameters as well as the associated variance-covariance matrix. However, the probability distribution of GPS observations plays a key role in procedures for quality control (e.g. outlier and cycle slips detection, ambiguity resolution) and in reliability-related assessments of the estimation results. Under non-ideal observation conditions with respect to the factors impacting GPS data quality, for example multipath effects and atmospheric delays, the validity of the normal distribution postulate of GPS observations is in doubt. This paper presents a detailed analysis of the distribution properties of GPS carrier phase observations using double difference residuals. For this purpose 1-Hz observation data from the permanent SAPOS

Most recent common ancestor probability distributions in gene genealogies under selection.

PubMed

Slade, P F

2000-12-01

A computational study is made of the conditional probability distribution for the allelic type of the most recent common ancestor in genealogies of samples of n genes drawn from a population under selection, given the initial sample configuration. Comparisons with the corresponding unconditional cases are presented. Such unconditional distributions differ from samples drawn from the unique stationary distribution of population allelic frequencies, known as Wright's formula, and are quantified. Biallelic haploid and diploid models are considered. A simplified structure for the ancestral selection graph of S. M. Krone and C. Neuhauser (1997, Theor. Popul. Biol. 51, 210-237) is enhanced further, reducing the effective branching rate in the graph. This improves efficiency of such a nonneutral analogue of the coalescent for use with computational likelihood-inference techniques.

The Homotopic Probability Distribution and the Partition Function for the Entangled System Around a Ribbon Segment Chain

NASA Astrophysics Data System (ADS)

Qian, Shang-Wu; Gu, Zhi-Yu

2001-12-01

Using the Feynman's path integral with topological constraints arising from the presence of one singular line, we find the homotopic probability distribution P_L^n for the winding number n and the partition function P_L of the entangled system around a ribbon segment chain. We find that when the width of the ribbon segment chain 2a increases,the partition function exponentially decreases, whereas the free energy increases an amount, which is proportional to the square of the width. When the width tends to zero we obtain the same results as those of a single chain with one singular point.

Development and application of a probability distribution retrieval scheme to the remote sensing of clouds and precipitation

NASA Astrophysics Data System (ADS)

McKague, Darren Shawn

2001-12-01

The statistical properties of clouds and precipitation on a global scale are important to our understanding of climate. Inversion methods exist to retrieve the needed cloud and precipitation properties from satellite data pixel-by-pixel that can then be summarized over large data sets to obtain the desired statistics. These methods can be quite computationally expensive, and typically don't provide errors on the statistics. A new method is developed to directly retrieve probability distributions of parameters from the distribution of measured radiances. The method also provides estimates of the errors on the retrieved distributions. The method can retrieve joint distributions of parameters that allows for the study of the connection between parameters. A forward radiative transfer model creates a mapping from retrieval parameter space to radiance space. A Monte Carlo procedure uses the mapping to transform probability density from the observed radiance histogram to a two- dimensional retrieval property probability distribution function (PDF). An estimate of the uncertainty in the retrieved PDF is calculated from random realizations of the radiance to retrieval parameter PDF transformation given the uncertainty of the observed radiances, the radiance PDF, the forward radiative transfer, the finite number of prior state vectors, and the non-unique mapping to retrieval parameter space. The retrieval method is also applied to the remote sensing of precipitation from SSM/I microwave data. A method of stochastically generating hydrometeor fields based on the fields from a numerical cloud model is used to create the precipitation parameter radiance space transformation. The impact of vertical and horizontal variability within the hydrometeor fields has a significant impact on algorithm performance. Beamfilling factors are computed from the simulated hydrometeor fields. The beamfilling factors vary quite a bit depending upon the horizontal structure of the rain. The

Probability distribution for the Gaussian curvature of the zero level surface of a random function

NASA Astrophysics Data System (ADS)

Hannay, J. H.

2018-04-01

A rather natural construction for a smooth random surface in space is the level surface of value zero, or ‘nodal’ surface f(x,y,z)  =  0, of a (real) random function f; the interface between positive and negative regions of the function. A physically significant local attribute at a point of a curved surface is its Gaussian curvature (the product of its principal curvatures) because, when integrated over the surface it gives the Euler characteristic. Here the probability distribution for the Gaussian curvature at a random point on the nodal surface f  =  0 is calculated for a statistically homogeneous (‘stationary’) and isotropic zero mean Gaussian random function f. Capitalizing on the isotropy, a ‘fixer’ device for axes supplies the probability distribution directly as a multiple integral. Its evaluation yields an explicit algebraic function with a simple average. Indeed, this average Gaussian curvature has long been known. For a non-zero level surface instead of the nodal one, the probability distribution is not fully tractable, but is supplied as an integral expression.

Learning Probabilities From Random Observables in High Dimensions: The Maximum Entropy Distribution and Others

NASA Astrophysics Data System (ADS)

Obuchi, Tomoyuki; Cocco, Simona; Monasson, Rémi

2015-11-01

We consider the problem of learning a target probability distribution over a set of N binary variables from the knowledge of the expectation values (with this target distribution) of M observables, drawn uniformly at random. The space of all probability distributions compatible with these M expectation values within some fixed accuracy, called version space, is studied. We introduce a biased measure over the version space, which gives a boost increasing exponentially with the entropy of the distributions and with an arbitrary inverse `temperature' Γ . The choice of Γ allows us to interpolate smoothly between the unbiased measure over all distributions in the version space (Γ =0) and the pointwise measure concentrated at the maximum entropy distribution (Γ → ∞ ). Using the replica method we compute the volume of the version space and other quantities of interest, such as the distance R between the target distribution and the center-of-mass distribution over the version space, as functions of α =(log M)/N and Γ for large N. Phase transitions at critical values of α are found, corresponding to qualitative improvements in the learning of the target distribution and to the decrease of the distance R. However, for fixed α the distance R does not vary with Γ which means that the maximum entropy distribution is not closer to the target distribution than any other distribution compatible with the observable values. Our results are confirmed by Monte Carlo sampling of the version space for small system sizes (N≤ 10).

Probability weighted moments: Definition and relation to parameters of several distributions expressable in inverse form

USGS Publications Warehouse

Greenwood, J. Arthur; Landwehr, J. Maciunas; Matalas, N.C.; Wallis, J.R.

1979-01-01

Distributions whose inverse forms are explicitly defined, such as Tukey's lambda, may present problems in deriving their parameters by more conventional means. Probability weighted moments are introduced and shown to be potentially useful in expressing the parameters of these distributions.

A Numerical Method for Obtaining Monoenergetic Neutron Flux Distributions and Transmissions in Multiple-Region Slabs

NASA Technical Reports Server (NTRS)

Schneider, Harold

1959-01-01

This method is investigated for semi-infinite multiple-slab configurations of arbitrary width, composition, and source distribution. Isotropic scattering in the laboratory system is assumed. Isotropic scattering implies that the fraction of neutrons scattered in the i(sup th) volume element or subregion that will make their next collision in the j(sup th) volume element or subregion is the same for all collisions. These so-called "transfer probabilities" between subregions are calculated and used to obtain successive-collision densities from which the flux and transmission probabilities directly follow. For a thick slab with little or no absorption, a successive-collisions technique proves impractical because an unreasonably large number of collisions must be followed in order to obtain the flux. Here the appropriate integral equation is converted into a set of linear simultaneous algebraic equations that are solved for the average total flux in each subregion. When ordinary diffusion theory applies with satisfactory precision in a portion of the multiple-slab configuration, the problem is solved by ordinary diffusion theory, but the flux is plotted only in the region of validity. The angular distribution of neutrons entering the remaining portion is determined from the known diffusion flux and the remaining region is solved by higher order theory. Several procedures for applying the numerical method are presented and discussed. To illustrate the calculational procedure, a symmetrical slab ia vacuum is worked by the numerical, Monte Carlo, and P(sub 3) spherical harmonics methods. In addition, an unsymmetrical double-slab problem is solved by the numerical and Monte Carlo methods. The numerical approach proved faster and more accurate in these examples. Adaptation of the method to anisotropic scattering in slabs is indicated, although no example is included in this paper.

The Impact of an Instructional Intervention Designed to Support Development of Stochastic Understanding of Probability Distribution

ERIC Educational Resources Information Center

Conant, Darcy Lynn

2013-01-01

Stochastic understanding of probability distribution undergirds development of conceptual connections between probability and statistics and supports development of a principled understanding of statistical inference. This study investigated the impact of an instructional course intervention designed to support development of stochastic…

Probability distributions of bed load particle velocities, accelerations, hop distances, and travel times informed by Jaynes's principle of maximum entropy

USGS Publications Warehouse

Furbish, David; Schmeeckle, Mark; Schumer, Rina; Fathel, Siobhan

2016-01-01

We describe the most likely forms of the probability distributions of bed load particle velocities, accelerations, hop distances, and travel times, in a manner that formally appeals to inferential statistics while honoring mechanical and kinematic constraints imposed by equilibrium transport conditions. The analysis is based on E. Jaynes's elaboration of the implications of the similarity between the Gibbs entropy in statistical mechanics and the Shannon entropy in information theory. By maximizing the information entropy of a distribution subject to known constraints on its moments, our choice of the form of the distribution is unbiased. The analysis suggests that particle velocities and travel times are exponentially distributed and that particle accelerations follow a Laplace distribution with zero mean. Particle hop distances, viewed alone, ought to be distributed exponentially. However, the covariance between hop distances and travel times precludes this result. Instead, the covariance structure suggests that hop distances follow a Weibull distribution. These distributions are consistent with high-resolution measurements obtained from high-speed imaging of bed load particle motions. The analysis brings us closer to choosing distributions based on our mechanical insight.

Probability distribution functions for intermittent scrape-off layer plasma fluctuations

NASA Astrophysics Data System (ADS)

Theodorsen, A.; Garcia, O. E.

2018-03-01

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications of the model, the pulse amplitudes are assumed exponentially distributed, supported by conditional averaging of large-amplitude fluctuations in experimental measurement data. This basic assumption has two potential limitations. First, statistical analysis of measurement data using conditional averaging only reveals the tail of the amplitude distribution to be exponentially distributed. Second, exponentially distributed amplitudes leads to a positive definite signal which cannot capture fluctuations in for example electric potential and radial velocity. Assuming pulse amplitudes which are not positive definite often make finding a closed form for the probability density function (PDF) difficult, even if the characteristic function remains relatively simple. Thus estimating model parameters requires an approach based on the characteristic function, not the PDF. In this contribution, the effect of changing the amplitude distribution on the moments, PDF and characteristic function of the process is investigated and a parameter estimation method using the empirical characteristic function is presented and tested on synthetically generated data. This proves valuable for describing intermittent fluctuations of all plasma parameters in the boundary region of magnetized plasmas.

Using type IV Pearson distribution to calculate the probabilities of underrun and overrun of lists of multiple cases.

PubMed

Wang, Jihan; Yang, Kai

2014-07-01

An efficient operating room needs both little underutilised and overutilised time to achieve optimal cost efficiency. The probabilities of underrun and overrun of lists of cases can be estimated by a well defined duration distribution of the lists. To propose a method of predicting the probabilities of underrun and overrun of lists of cases using Type IV Pearson distribution to support case scheduling. Six years of data were collected. The first 5 years of data were used to fit distributions and estimate parameters. The data from the last year were used as testing data to validate the proposed methods. The percentiles of the duration distribution of lists of cases were calculated by Type IV Pearson distribution and t-distribution. Monte Carlo simulation was conducted to verify the accuracy of percentiles defined by the proposed methods. Operating rooms in John D. Dingell VA Medical Center, United States, from January 2005 to December 2011. Differences between the proportion of lists of cases that were completed within the percentiles of the proposed duration distribution of the lists and the corresponding percentiles. Compared with the t-distribution, the proposed new distribution is 8.31% (0.38) more accurate on average and 14.16% (0.19) more accurate in calculating the probabilities at the 10th and 90th percentiles of the distribution, which is a major concern of operating room schedulers. The absolute deviations between the percentiles defined by Type IV Pearson distribution and those from Monte Carlo simulation varied from 0.20  min (0.01) to 0.43  min (0.03). Operating room schedulers can rely on the most recent 10 cases with the same combination of surgeon and procedure(s) for distribution parameter estimation to plan lists of cases. Values are mean (SEM). The proposed Type IV Pearson distribution is more accurate than t-distribution to estimate the probabilities of underrun and overrun of lists of cases. However, as not all the individual case durations

Quantum probability assignment limited by relativistic causality.

PubMed

Han, Yeong Deok; Choi, Taeseung

2016-03-14

Quantum theory has nonlocal correlations, which bothered Einstein, but found to satisfy relativistic causality. Correlation for a shared quantum state manifests itself, in the standard quantum framework, by joint probability distributions that can be obtained by applying state reduction and probability assignment that is called Born rule. Quantum correlations, which show nonlocality when the shared state has an entanglement, can be changed if we apply different probability assignment rule. As a result, the amount of nonlocality in quantum correlation will be changed. The issue is whether the change of the rule of quantum probability assignment breaks relativistic causality. We have shown that Born rule on quantum measurement is derived by requiring relativistic causality condition. This shows how the relativistic causality limits the upper bound of quantum nonlocality through quantum probability assignment.

A brief introduction to probability.

PubMed

Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio

2018-02-01

The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.

Spatial Probability Distribution of Strata's Lithofacies and its Impacts on Land Subsidence in Huairou Emergency Water Resources Region of Beijing

NASA Astrophysics Data System (ADS)

Li, Y.; Gong, H.; Zhu, L.; Guo, L.; Gao, M.; Zhou, C.

2016-12-01

Continuous over-exploitation of groundwater causes dramatic drawdown, and leads to regional land subsidence in the Huairou Emergency Water Resources region, which is located in the up-middle part of the Chaobai river basin of Beijing. Owing to the spatial heterogeneity of strata's lithofacies of the alluvial fan, ground deformation has no significant positive correlation with groundwater drawdown, and one of the challenges ahead is to quantify the spatial distribution of strata's lithofacies. The transition probability geostatistics approach provides potential for characterizing the distribution of heterogeneous lithofacies in the subsurface. Combined the thickness of clay layer extracted from the simulation, with deformation field acquired from PS-InSAR technology, the influence of strata's lithofacies on land subsidence can be analyzed quantitatively. The strata's lithofacies derived from borehole data were generalized into four categories and their probability distribution in the observe space was mined by using the transition probability geostatistics, of which clay was the predominant compressible material. Geologically plausible realizations of lithofacies distribution were produced, accounting for complex heterogeneity in alluvial plain. At a particular probability level of more than 40 percent, the volume of clay defined was 55 percent of the total volume of strata's lithofacies. This level, equaling nearly the volume of compressible clay derived from the geostatistics, was thus chosen to represent the boundary between compressible and uncompressible material. The method incorporates statistical geological information, such as distribution proportions, average lengths and juxtaposition tendencies of geological types, mainly derived from borehole data and expert knowledge, into the Markov chain model of transition probability. Some similarities of patterns were indicated between the spatial distribution of deformation field and clay layer. In the area with

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

NASA Astrophysics Data System (ADS)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

Improving Conceptual Models Using AEM Data and Probability Distributions

NASA Astrophysics Data System (ADS)

Davis, A. C.; Munday, T. J.; Christensen, N. B.

2012-12-01

With emphasis being placed on uncertainty in groundwater modelling and prediction, coupled with questions concerning the value of geophysical methods in hydrogeology, it is important to ask meaningful questions of hydrogeophysical data and inversion results. For example, to characterise aquifers using electromagnetic (EM) data, we ask questions such as "Given that the electrical conductivity of aquifer 'A' is less than x, where is that aquifer elsewhere in the survey area?" The answer may be given by examining inversion models, selecting locations and layers that satisfy the condition 'conductivity <= x', and labelling them as aquifer 'A'. One difficulty with this approach is that the inversion model result often be considered to be the only model for the data. In reality it is just one image of the subsurface that, given the method and the regularisation imposed in the inversion, agrees with measured data within a given error bound. We have no idea whether the final model realised by the inversion satisfies the global minimum error, or whether it is simply in a local minimum. There is a distribution of inversion models that satisfy the error tolerance condition: the final model is not the only one, nor is it necessarily the correct one. AEM inversions are often linearised in the calculation of the parameter sensitivity: we rely on the second derivatives in the Taylor expansion, thus the minimum model has all layer parameters distributed about their mean parameter value with well-defined variance. We investigate the validity of the minimum model, and its uncertainty, by examining the full posterior covariance matrix. We ask questions of the minimum model, and answer them in a probabilistically. The simplest question we can pose is "What is the probability that all layer resistivity values are <= a cut-off value?" We can calculate through use of the erf or the erfc functions. The covariance values of the inversion become marginalised in the integration: only the

Conditional Probabilities and Collapse in Quantum Measurements

NASA Astrophysics Data System (ADS)

Laura, Roberto; Vanni, Leonardo

2008-09-01

We show that including both the system and the apparatus in the quantum description of the measurement process, and using the concept of conditional probabilities, it is possible to deduce the statistical operator of the system after a measurement with a given result, which gives the probability distribution for all possible consecutive measurements on the system. This statistical operator, representing the state of the system after the first measurement, is in general not the same that would be obtained using the postulate of collapse.

Properties of the probability density function of the non-central chi-squared distribution

NASA Astrophysics Data System (ADS)

András, Szilárd; Baricz, Árpád

2008-10-01

In this paper we consider the probability density function (pdf) of a non-central [chi]2 distribution with arbitrary number of degrees of freedom. For this function we prove that can be represented as a finite sum and we deduce a partial derivative formula. Moreover, we show that the pdf is log-concave when the degrees of freedom is greater or equal than 2. At the end of this paper we present some Turán-type inequalities for this function and an elegant application of the monotone form of l'Hospital's rule in probability theory is given.

Maximizing a Probability: A Student Workshop on an Application of Continuous Distributions

ERIC Educational Resources Information Center

Griffiths, Martin

2010-01-01

For many students meeting, say, the gamma distribution for the first time, it may well turn out to be a rather fruitless encounter unless they are immediately able to see an application of this probability model to some real-life situation. With this in mind, we pose here an appealing problem that can be used as the basis for a workshop activity…

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Variation in the standard deviation of the lure rating distribution: Implications for estimates of recollection probability.

PubMed

Dopkins, Stephen; Varner, Kaitlin; Hoyer, Darin

2017-10-01

In word recognition semantic priming of test words increased the false-alarm rate and the mean of confidence ratings to lures. Such priming also increased the standard deviation of confidence ratings to lures and the slope of the z-ROC function, suggesting that the priming increased the standard deviation of the lure evidence distribution. The Unequal Variance Signal Detection (UVSD) model interpreted the priming as increasing the standard deviation of the lure evidence distribution. Without additional parameters the Dual Process Signal Detection (DPSD) model could only accommodate the results by fitting the data for related and unrelated primes separately, interpreting the priming, implausibly, as decreasing the probability of target recollection (DPSD). With an additional parameter, for the probability of false (lure) recollection the model could fit the data for related and unrelated primes together, interpreting the priming as increasing the probability of false recollection. These results suggest that DPSD estimates of target recollection probability will decrease with increases in the lure confidence/evidence standard deviation unless a parameter is included for false recollection. Unfortunately the size of a given lure confidence/evidence standard deviation relative to other possible lure confidence/evidence standard deviations is often unspecified by context. Hence the model often has no way of estimating false recollection probability and thereby correcting its estimates of target recollection probability.

Regional flood probabilities

USGS Publications Warehouse

Troutman, Brent M.; Karlinger, Michael R.

2003-01-01

The T‐year annual maximum flood at a site is defined to be that streamflow, that has probability 1/T of being exceeded in any given year, and for a group of sites the corresponding regional flood probability (RFP) is the probability that at least one site will experience a T‐year flood in any given year. The RFP depends on the number of sites of interest and on the spatial correlation of flows among the sites. We present a Monte Carlo method for obtaining the RFP and demonstrate that spatial correlation estimates used in this method may be obtained with rank transformed data and therefore that knowledge of the at‐site peak flow distribution is not necessary. We examine the extent to which the estimates depend on specification of a parametric form for the spatial correlation function, which is known to be nonstationary for peak flows. It is shown in a simulation study that use of a stationary correlation function to compute RFPs yields satisfactory estimates for certain nonstationary processes. Application of asymptotic extreme value theory is examined, and a methodology for separating channel network and rainfall effects on RFPs is suggested. A case study is presented using peak flow data from the state of Washington. For 193 sites in the Puget Sound region it is estimated that a 100‐year flood will occur on the average every 4.5 years.

Analysis of quantitative data obtained from toxicity studies showing non-normal distribution.

PubMed

Kobayashi, Katsumi

2005-05-01

The data obtained from toxicity studies are examined for homogeneity of variance, but, usually, they are not examined for normal distribution. In this study I examined the measured items of a carcinogenicity/chronic toxicity study with rats for both homogeneity of variance and normal distribution. It was observed that a lot of hematology and biochemistry items showed non-normal distribution. For testing normal distribution of the data obtained from toxicity studies, the data of the concurrent control group may be examined, and for the data that show a non-normal distribution, non-parametric tests with robustness may be applied.

The Probability Distribution for a Biased Spinner

ERIC Educational Resources Information Center

Foster, Colin

2012-01-01

This article advocates biased spinners as an engaging context for statistics students. Calculating the probability of a biased spinner landing on a particular side makes valuable connections between probability and other areas of mathematics. (Contains 2 figures and 1 table.)

A Performance Comparison on the Probability Plot Correlation Coefficient Test using Several Plotting Positions for GEV Distribution.

NASA Astrophysics Data System (ADS)

Ahn, Hyunjun; Jung, Younghun; Om, Ju-Seong; Heo, Jun-Haeng

2014-05-01

It is very important to select the probability distribution in Statistical hydrology. Goodness of fit test is a statistical method that selects an appropriate probability model for a given data. The probability plot correlation coefficient (PPCC) test as one of the goodness of fit tests was originally developed for normal distribution. Since then, this test has been widely applied to other probability models. The PPCC test is known as one of the best goodness of fit test because it shows higher rejection powers among them. In this study, we focus on the PPCC tests for the GEV distribution which is widely used in the world. For the GEV model, several plotting position formulas are suggested. However, the PPCC statistics are derived only for the plotting position formulas (Goel and De, In-na and Nguyen, and Kim et al.) in which the skewness coefficient (or shape parameter) are included. And then the regression equations are derived as a function of the shape parameter and sample size for a given significance level. In addition, the rejection powers of these formulas are compared using Monte-Carlo simulation. Keywords: Goodness-of-fit test, Probability plot correlation coefficient test, Plotting position, Monte-Carlo Simulation ACKNOWLEDGEMENTS This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-12-NH-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Probability Distributions over Cryptographic Protocols

DTIC Science & Technology

2009-06-01

Artificial Immune Algorithm . . . . . . . . . . . . . . . . . . . 9 3 Design Decisions 11 3.1 Common Ground...creation algorithm for unbounded distribution . . . . . . . 24 4.2 Message creation algorithm for unbounded naive distribution . . . . 24 4.3 Protocol...creation algorithm for intended-run distributions . . . . . . 26 4.4 Protocol and message creation algorithm for realistic distribution . . 32 ix THIS

EDF: Computing electron number probability distribution functions in real space from molecular wave functions

NASA Astrophysics Data System (ADS)

Francisco, E.; Pendás, A. Martín; Blanco, M. A.

2008-04-01

Given an N-electron molecule and an exhaustive partition of the real space ( R) into m arbitrary regions Ω,Ω,…,Ω ( ⋃i=1mΩ=R), the edf program computes all the probabilities P(n,n,…,n) of having exactly n electrons in Ω, n electrons in Ω,…, and n electrons ( n+n+⋯+n=N) in Ω. Each Ω may correspond to a single basin (atomic domain) or several such basins (functional group). In the later case, each atomic domain must belong to a single Ω. The program can manage both single- and multi-determinant wave functions which are read in from an aimpac-like wave function description ( .wfn) file (T.A. Keith et al., The AIMPAC95 programs, http://www.chemistry.mcmaster.ca/aimpac, 1995). For multi-determinantal wave functions a generalization of the original .wfn file has been introduced. The new format is completely backwards compatible, adding to the previous structure a description of the configuration interaction (CI) coefficients and the determinants of correlated wave functions. Besides the .wfn file, edf only needs the overlap integrals over all the atomic domains between the molecular orbitals (MO). After the P(n,n,…,n) probabilities are computed, edf obtains from them several magnitudes relevant to chemical bonding theory, such as average electronic populations and localization/delocalization indices. Regarding spin, edf may be used in two ways: with or without a splitting of the P(n,n,…,n) probabilities into α and β spin components. Program summaryProgram title: edf Catalogue identifier: AEAJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAJ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 5387 No. of bytes in distributed program, including test data, etc.: 52 381 Distribution format: tar.gz Programming language: Fortran 77 Computer

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Rood, Richard B.; Douglass, Anne R.; Cerniglia, Mark C.; Sparling, Lynn C.; Nielsen, J. Eric

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of characterizing the observed variability. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High (low) potential vorticity at 300 hPa indicates that the tropopause is low (high), and the identification of these two groups is made to account for the dynamic variability. Conditional probability distribution functions are used to define the statistics of the ozone distribution from both observations and a three-dimensional model simulation using winds from the Goddard Earth Observing System Data Assimilation System for transport. Ozone data sets include ozonesonde observations from northern midlatitude stations (1991-96) and midlatitude observations made by the Halogen Occultation Experiment (HALOE) on the Upper Atmosphere Research Satellite (UARS) (1994- 1998). The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause (approximately 380K). The probability distribution functions are similar for the two data sources, despite differences in horizontal and vertical resolution and spatial and temporal sampling. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. Results show that during summer, much of the observed variability is explained by the height of the tropopause. During the winter and spring, when the tropopause fluctuations are larger, less of the variability is explained by tropopause height. This suggests that more mixing occurs during these seasons. During all seasons, there is a transition zone near the tropopause that contains air characteristic of both the troposphere and the stratosphere. The

Unifying distribution functions: some lesser known distributions.

PubMed

Moya-Cessa, J R; Moya-Cessa, H; Berriel-Valdos, L R; Aguilar-Loreto, O; Barberis-Blostein, P

2008-08-01

We show that there is a way to unify distribution functions that describe simultaneously a classical signal in space and (spatial) frequency and position and momentum for a quantum system. Probably the most well known of them is the Wigner distribution function. We show how to unify functions of the Cohen class, Rihaczek's complex energy function, and Husimi and Glauber-Sudarshan distribution functions. We do this by showing how they may be obtained from ordered forms of creation and annihilation operators and by obtaining them in terms of expectation values in different eigenbases.

Probability evolution method for exit location distribution

NASA Astrophysics Data System (ADS)

Zhu, Jinjie; Chen, Zhen; Liu, Xianbin

2018-03-01

The exit problem in the framework of the large deviation theory has been a hot topic in the past few decades. The most probable escape path in the weak-noise limit has been clarified by the Freidlin-Wentzell action functional. However, noise in real physical systems cannot be arbitrarily small while noise with finite strength may induce nontrivial phenomena, such as noise-induced shift and noise-induced saddle-point avoidance. Traditional Monte Carlo simulation of noise-induced escape will take exponentially large time as noise approaches zero. The majority of the time is wasted on the uninteresting wandering around the attractors. In this paper, a new method is proposed to decrease the escape simulation time by an exponentially large factor by introducing a series of interfaces and by applying the reinjection on them. This method can be used to calculate the exit location distribution. It is verified by examining two classical examples and is compared with theoretical predictions. The results show that the method performs well for weak noise while may induce certain deviations for large noise. Finally, some possible ways to improve our method are discussed.

On the probability distribution of daily streamflow in the United States

USGS Publications Warehouse

Blum, Annalise G.; Archfield, Stacey A.; Vogel, Richard M.

2017-01-01

Daily streamflows are often represented by flow duration curves (FDCs), which illustrate the frequency with which flows are equaled or exceeded. FDCs have had broad applications across both operational and research hydrology for decades; however, modeling FDCs has proven elusive. Daily streamflow is a complex time series with flow values ranging over many orders of magnitude. The identification of a probability distribution that can approximate daily streamflow would improve understanding of the behavior of daily flows and the ability to estimate FDCs at ungaged river locations. Comparisons of modeled and empirical FDCs at nearly 400 unregulated, perennial streams illustrate that the four-parameter kappa distribution provides a very good representation of daily streamflow across the majority of physiographic regions in the conterminous United States (US). Further, for some regions of the US, the three-parameter generalized Pareto and lognormal distributions also provide a good approximation to FDCs. Similar results are found for the period of record FDCs, representing the long-term hydrologic regime at a site, and median annual FDCs, representing the behavior of flows in a typical year.

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Cerniglia, M. C.; Douglass, A. R.; Rood, R. B.; Sparling, L. C..; Nielsen, J. E.

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE] on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [about 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Cerniglia, M. C.; Douglass, A. R.; Rood, R. B.; Sparling, L. C.; Nielsen, J. E.

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE) on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [approximately 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

The probability distribution model of air pollution index and its dominants in Kuala Lumpur

NASA Astrophysics Data System (ADS)

AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah

2016-11-01

This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.

Unit-Sphere Anisotropic Multiaxial Stochastic-Strength Model Probability Density Distribution for the Orientation of Critical Flaws

NASA Technical Reports Server (NTRS)

Nemeth, Noel

2013-01-01

Models that predict the failure probability of monolithic glass and ceramic components under multiaxial loading have been developed by authors such as Batdorf, Evans, and Matsuo. These "unit-sphere" failure models assume that the strength-controlling flaws are randomly oriented, noninteracting planar microcracks of specified geometry but of variable size. This report develops a formulation to describe the probability density distribution of the orientation of critical strength-controlling flaws that results from an applied load. This distribution is a function of the multiaxial stress state, the shear sensitivity of the flaws, the Weibull modulus, and the strength anisotropy. Examples are provided showing the predicted response on the unit sphere for various stress states for isotropic and transversely isotropic (anisotropic) materials--including the most probable orientation of critical flaws for offset uniaxial loads with strength anisotropy. The author anticipates that this information could be used to determine anisotropic stiffness degradation or anisotropic damage evolution for individual brittle (or quasi-brittle) composite material constituents within finite element or micromechanics-based software

Newton/Poisson-Distribution Program

NASA Technical Reports Server (NTRS)

Bowerman, Paul N.; Scheuer, Ernest M.

1990-01-01

NEWTPOIS, one of two computer programs making calculations involving cumulative Poisson distributions. NEWTPOIS (NPO-17715) and CUMPOIS (NPO-17714) used independently of one another. NEWTPOIS determines Poisson parameter for given cumulative probability, from which one obtains percentiles for gamma distributions with integer shape parameters and percentiles for X(sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Program written in C.

A methodology for the transfer of probabilities between accident severity categories

DOE Office of Scientific and Technical Information (OSTI.GOV)

Whitlow, J. D.; Neuhauser, K. S.

A methodology has been developed which allows the accident probabilities associated with one accident-severity category scheme to be transferred to another severity category scheme. The methodology requires that the schemes use a common set of parameters to define the categories. The transfer of accident probabilities is based on the relationships between probability of occurrence and each of the parameters used to define the categories. Because of the lack of historical data describing accident environments in engineering terms, these relationships may be difficult to obtain directly for some parameters. Numerical models or experienced judgement are often needed to obtain the relationships.more » These relationships, even if they are not exact, allow the accident probability associated with any severity category to be distributed within that category in a manner consistent with accident experience, which in turn will allow the accident probability to be appropriately transferred to a different category scheme.« less

Computing exact bundle compliance control charts via probability generating functions.

PubMed

Chen, Binchao; Matis, Timothy; Benneyan, James

2016-06-01

Compliance to evidenced-base practices, individually and in 'bundles', remains an important focus of healthcare quality improvement for many clinical conditions. The exact probability distribution of composite bundle compliance measures used to develop corresponding control charts and other statistical tests is based on a fairly large convolution whose direct calculation can be computationally prohibitive. Various series expansions and other approximation approaches have been proposed, each with computational and accuracy tradeoffs, especially in the tails. This same probability distribution also arises in other important healthcare applications, such as for risk-adjusted outcomes and bed demand prediction, with the same computational difficulties. As an alternative, we use probability generating functions to rapidly obtain exact results and illustrate the improved accuracy and detection over other methods. Numerical testing across a wide range of applications demonstrates the computational efficiency and accuracy of this approach.

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.

2018-04-01

A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.

Probability distributions of hydraulic conductivity for the hydrogeologic units of the Death Valley regional ground-water flow system, Nevada and California

USGS Publications Warehouse

Belcher, Wayne R.; Sweetkind, Donald S.; Elliott, Peggy E.

2002-01-01

The use of geologic information such as lithology and rock properties is important to constrain conceptual and numerical hydrogeologic models. This geologic information is difficult to apply explicitly to numerical modeling and analyses because it tends to be qualitative rather than quantitative. This study uses a compilation of hydraulic-conductivity measurements to derive estimates of the probability distributions for several hydrogeologic units within the Death Valley regional ground-water flow system, a geologically and hydrologically complex region underlain by basin-fill sediments, volcanic, intrusive, sedimentary, and metamorphic rocks. Probability distributions of hydraulic conductivity for general rock types have been studied previously; however, this study provides more detailed definition of hydrogeologic units based on lithostratigraphy, lithology, alteration, and fracturing and compares the probability distributions to the aquifer test data. Results suggest that these probability distributions can be used for studies involving, for example, numerical flow modeling, recharge, evapotranspiration, and rainfall runoff. These probability distributions can be used for such studies involving the hydrogeologic units in the region, as well as for similar rock types elsewhere. Within the study area, fracturing appears to have the greatest influence on the hydraulic conductivity of carbonate bedrock hydrogeologic units. Similar to earlier studies, we find that alteration and welding in the Tertiary volcanic rocks greatly influence hydraulic conductivity. As alteration increases, hydraulic conductivity tends to decrease. Increasing degrees of welding appears to increase hydraulic conductivity because welding increases the brittleness of the volcanic rocks, thus increasing the amount of fracturing.

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Density probability distribution functions of diffuse gas in the Milky Way

NASA Astrophysics Data System (ADS)

Berkhuijsen, E. M.; Fletcher, A.

2008-10-01

In a search for the signature of turbulence in the diffuse interstellar medium (ISM) in gas density distributions, we determined the probability distribution functions (PDFs) of the average volume densities of the diffuse gas. The densities were derived from dispersion measures and HI column densities towards pulsars and stars at known distances. The PDFs of the average densities of the diffuse ionized gas (DIG) and the diffuse atomic gas are close to lognormal, especially when lines of sight at |b| < 5° and |b| >= 5° are considered separately. The PDF of at high |b| is twice as wide as that at low |b|. The width of the PDF of the DIG is about 30 per cent smaller than that of the warm HI at the same latitudes. The results reported here provide strong support for the existence of a lognormal density PDF in the diffuse ISM, consistent with a turbulent origin of density structure in the diffuse gas.

Probability distribution of the entanglement across a cut at an infinite-randomness fixed point

NASA Astrophysics Data System (ADS)

Devakul, Trithep; Majumdar, Satya N.; Huse, David A.

2017-03-01

We calculate the probability distribution of entanglement entropy S across a cut of a finite one-dimensional spin chain of length L at an infinite-randomness fixed point using Fisher's strong randomness renormalization group (RG). Using the random transverse-field Ising model as an example, the distribution is shown to take the form p (S |L ) ˜L-ψ (k ) , where k ≡S /ln[L /L0] , the large deviation function ψ (k ) is found explicitly, and L0 is a nonuniversal microscopic length. We discuss the implications of such a distribution on numerical techniques that rely on entanglement, such as matrix-product-state-based techniques. Our results are verified with numerical RG simulations, as well as the actual entanglement entropy distribution for the random transverse-field Ising model which we calculate for large L via a mapping to Majorana fermions.

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events.

PubMed

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate.

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events

PubMed Central

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate. PMID:28066225

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

Study on probability distribution of prices in electricity market: A case study of zhejiang province, china

NASA Astrophysics Data System (ADS)

Zhou, H.; Chen, B.; Han, Z. X.; Zhang, F. Q.

2009-05-01

The study on probability density function and distribution function of electricity prices contributes to the power suppliers and purchasers to estimate their own management accurately, and helps the regulator monitor the periods deviating from normal distribution. Based on the assumption of normal distribution load and non-linear characteristic of the aggregate supply curve, this paper has derived the distribution of electricity prices as the function of random variable of load. The conclusion has been validated with the electricity price data of Zhejiang market. The results show that electricity prices obey normal distribution approximately only when supply-demand relationship is loose, whereas the prices deviate from normal distribution and present strong right-skewness characteristic. Finally, the real electricity markets also display the narrow-peak characteristic when undersupply occurs.

Development and application of an empirical probability distribution for the prediction error of re-entry body maximum dynamic pressure

NASA Technical Reports Server (NTRS)

Lanzi, R. James; Vincent, Brett T.

1993-01-01

The relationship between actual and predicted re-entry maximum dynamic pressure is characterized using a probability density function and a cumulative distribution function derived from sounding rocket flight data. This paper explores the properties of this distribution and demonstrates applications of this data with observed sounding rocket re-entry body damage characteristics to assess probabilities of sustaining various levels of heating damage. The results from this paper effectively bridge the gap existing in sounding rocket reentry analysis between the known damage level/flight environment relationships and the predicted flight environment.

Insights into the dynamics of planetary interiors obtained through the study of global distribution of volcanoes I: Empirical calibration on Earth

NASA Astrophysics Data System (ADS)

Cañon-Tapia, Edgardo; Mendoza-Borunda, Ramón

2014-06-01

The distribution of volcanic features is ultimately controlled by processes taking place beneath the surface of a planet. For this reason, characterization of volcano distribution at a global scale can be used to obtain insights concerning dynamic aspects of planetary interiors. Until present, studies of this type have focused on volcanic features of a specific type, or have concentrated on relatively small regions. In this paper, (the first of a series of three papers) we describe the distribution of volcanic features observed over the entire surface of the Earth, combining an extensive database of submarine and subaerial volcanoes. The analysis is based on spatial density contours obtained with the Fisher kernel. Based on an empirical approach that makes no a priori assumptions concerning the number of modes that should characterize the density distribution of volcanism we identified the most significant modes. Using those modes as a base, the relevant distance for the formation of clusters of volcanoes is constrained to be on the order of 100 to 200 km. In addition, it is noted that the most significant modes lead to the identification of clusters that outline the most important tectonic margins on Earth without the need of making any ad hoc assumptions. Consequently, we suggest that this method has the potential of yielding insights about the probable occurrence of tectonic features within other planets.

A general formula for computing maximum proportion correct scores in various psychophysical paradigms with arbitrary probability distributions of stimulus observations.

PubMed

Dai, Huanping; Micheyl, Christophe

2015-05-01

Proportion correct (Pc) is a fundamental measure of task performance in psychophysics. The maximum Pc score that can be achieved by an optimal (maximum-likelihood) observer in a given task is of both theoretical and practical importance, because it sets an upper limit on human performance. Within the framework of signal detection theory, analytical solutions for computing the maximum Pc score have been established for several common experimental paradigms under the assumption of Gaussian additive internal noise. However, as the scope of applications of psychophysical signal detection theory expands, the need is growing for psychophysicists to compute maximum Pc scores for situations involving non-Gaussian (internal or stimulus-induced) noise. In this article, we provide a general formula for computing the maximum Pc in various psychophysical experimental paradigms for arbitrary probability distributions of sensory activity. Moreover, easy-to-use MATLAB code implementing the formula is provided. Practical applications of the formula are illustrated, and its accuracy is evaluated, for two paradigms and two types of probability distributions (uniform and Gaussian). The results demonstrate that Pc scores computed using the formula remain accurate even for continuous probability distributions, as long as the conversion from continuous probability density functions to discrete probability mass functions is supported by a sufficiently high sampling resolution. We hope that the exposition in this article, and the freely available MATLAB code, facilitates calculations of maximum performance for a wider range of experimental situations, as well as explorations of the impact of different assumptions concerning internal-noise distributions on maximum performance in psychophysical experiments.

Evaluation of carotid plaque echogenicity based on the integral of the cumulative probability distribution using gray-scale ultrasound images.

PubMed

Huang, Xiaowei; Zhang, Yanling; Meng, Long; Abbott, Derek; Qian, Ming; Wong, Kelvin K L; Zheng, Rongqing; Zheng, Hairong; Niu, Lili

2017-01-01

Carotid plaque echogenicity is associated with the risk of cardiovascular events. Gray-scale median (GSM) of the ultrasound image of carotid plaques has been widely used as an objective method for evaluation of plaque echogenicity in patients with atherosclerosis. We proposed a computer-aided method to evaluate plaque echogenicity and compared its efficiency with GSM. One hundred and twenty-five carotid plaques (43 echo-rich, 35 intermediate, 47 echolucent) were collected from 72 patients in this study. The cumulative probability distribution curves were obtained based on statistics of the pixels in the gray-level images of plaques. The area under the cumulative probability distribution curve (AUCPDC) was calculated as its integral value to evaluate plaque echogenicity. The classification accuracy for three types of plaques is 78.4% (kappa value, κ = 0.673), when the AUCPDC is used for classifier training, whereas GSM is 64.8% (κ = 0.460). The receiver operating characteristic curves were produced to test the effectiveness of AUCPDC and GSM for the identification of echolucent plaques. The area under the curve (AUC) was 0.817 when AUCPDC was used for training the classifier, which is higher than that achieved using GSM (AUC = 0.746). Compared with GSM, the AUCPDC showed a borderline association with coronary heart disease (Spearman r = 0.234, p = 0.050). Our experimental results suggest that AUCPDC analysis is a promising method for evaluation of plaque echogenicity and predicting cardiovascular events in patients with plaques.

On the probability distribution function of the mass surface density of molecular clouds. I

NASA Astrophysics Data System (ADS)

Fischera, Jörg

2014-05-01

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a composition of a broad distribution around the maximum and a decreasing tail at high mass surface densities. The first component is attributed to the random distribution of gas which is modeled using a log-normal function while the second component is attributed to condensed structures modeled using a simple power-law. The aim of this paper is to provide an analytical model of the PDF of condensed structures which can be used by observers to extract information about the condensations. The condensed structures are considered to be either spheres or cylinders with a truncated radial density profile at cloud radius rcl. The assumed profile is of the form ρ(r) = ρc/ (1 + (r/r0)2)n/ 2 for arbitrary power n where ρc and r0 are the central density and the inner radius, respectively. An implicit function is obtained which either truncates (sphere) or has a pole (cylinder) at maximal mass surface density. The PDF of spherical condensations and the asymptotic PDF of cylinders in the limit of infinite overdensity ρc/ρ(rcl) flattens for steeper density profiles and has a power law asymptote at low and high mass surface densities and a well defined maximum. The power index of the asymptote Σ- γ of the logarithmic PDF (ΣP(Σ)) in the limit of high mass surface densities is given by γ = (n + 1)/(n - 1) - 1 (spheres) or by γ = n/ (n - 1) - 1 (cylinders in the limit of infinite overdensity). Appendices are available in electronic form at http://www.aanda.org

Construction and identification of a D-Vine model applied to the probability distribution of modal parameters in structural dynamics

NASA Astrophysics Data System (ADS)

Dubreuil, S.; Salaün, M.; Rodriguez, E.; Petitjean, F.

2018-01-01

This study investigates the construction and identification of the probability distribution of random modal parameters (natural frequencies and effective parameters) in structural dynamics. As these parameters present various types of dependence structures, the retained approach is based on pair copula construction (PCC). A literature review leads us to choose a D-Vine model for the construction of modal parameters probability distributions. Identification of this model is based on likelihood maximization which makes it sensitive to the dimension of the distribution, namely the number of considered modes in our context. To this respect, a mode selection preprocessing step is proposed. It allows the selection of the relevant random modes for a given transfer function. The second point, addressed in this study, concerns the choice of the D-Vine model. Indeed, D-Vine model is not uniquely defined. Two strategies are proposed and compared. The first one is based on the context of the study whereas the second one is purely based on statistical considerations. Finally, the proposed approaches are numerically studied and compared with respect to their capabilities, first in the identification of the probability distribution of random modal parameters and second in the estimation of the 99 % quantiles of some transfer functions.

Electron number probability distributions for correlated wave functions.

PubMed

Francisco, E; Martín Pendás, A; Blanco, M A

2007-03-07

Efficient formulas for computing the probability of finding exactly an integer number of electrons in an arbitrarily chosen volume are only known for single-determinant wave functions [E. Cances et al., Theor. Chem. Acc. 111, 373 (2004)]. In this article, an algebraic method is presented that extends these formulas to the case of multideterminant wave functions and any number of disjoint volumes. The derived expressions are applied to compute the probabilities within the atomic domains derived from the space partitioning based on the quantum theory of atoms in molecules. Results for a series of test molecules are presented, paying particular attention to the effects of electron correlation and of some numerical approximations on the computed probabilities.

A probability space for quantum models

NASA Astrophysics Data System (ADS)

Lemmens, L. F.

2017-06-01

A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

Holland, M.D.; Gray, B.R.

2011-01-01

Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.

Introduction and Application of non-stationary Standardized Precipitation Index Considering Probability Distribution Function and Return Period

NASA Astrophysics Data System (ADS)

Park, J.; Lim, Y. J.; Sung, J. H.; Kang, H. S.

2017-12-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI) basically assumes stationarity, but recent change in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process has been proposed. The results are evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the shape of probability distribution function wider than before. This understanding implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Introduction and application of non-stationary standardized precipitation index considering probability distribution function and return period

NASA Astrophysics Data System (ADS)

Park, Junehyeong; Sung, Jang Hyun; Lim, Yoon-Jin; Kang, Hyun-Suk

2018-05-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI), basically assumes stationarity, but recent changes in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process was proposed. The results were evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered that the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite that these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the probability distribution wider than before. This implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Poisson statistics of PageRank probabilities of Twitter and Wikipedia networks

NASA Astrophysics Data System (ADS)

Frahm, Klaus M.; Shepelyansky, Dima L.

2014-04-01

We use the methods of quantum chaos and Random Matrix Theory for analysis of statistical fluctuations of PageRank probabilities in directed networks. In this approach the effective energy levels are given by a logarithm of PageRank probability at a given node. After the standard energy level unfolding procedure we establish that the nearest spacing distribution of PageRank probabilities is described by the Poisson law typical for integrable quantum systems. Our studies are done for the Twitter network and three networks of Wikipedia editions in English, French and German. We argue that due to absence of level repulsion the PageRank order of nearby nodes can be easily interchanged. The obtained Poisson law implies that the nearby PageRank probabilities fluctuate as random independent variables.

Towards a theoretical determination of the geographical probability distribution of meteoroid impacts on Earth

NASA Astrophysics Data System (ADS)

Zuluaga, Jorge I.; Sucerquia, Mario

2018-06-01

Tunguska and Chelyabinsk impact events occurred inside a geographical area of only 3.4 per cent of the Earth's surface. Although two events hardly constitute a statistically significant demonstration of a geographical pattern of impacts, their spatial coincidence is at least tantalizing. To understand if this concurrence reflects an underlying geographical and/or temporal pattern, we must aim at predicting the spatio-temporal distribution of meteoroid impacts on Earth. For this purpose we designed, implemented, and tested a novel numerical technique, the `Gravitational Ray Tracing' (GRT) designed to compute the relative impact probability (RIP) on the surface of any planet. GRT is inspired by the so-called ray-casting techniques used to render realistic images of complex 3D scenes. In this paper we describe the method and the results of testing it at the time of large impact events. Our findings suggest a non-trivial pattern of impact probabilities at any given time on the Earth. Locations at 60-90° from the apex are more prone to impacts, especially at midnight. Counterintuitively, sites close to apex direction have the lowest RIP, while in the antapex RIP are slightly larger than average. We present here preliminary maps of RIP at the time of Tunguska and Chelyabinsk events and found no evidence of a spatial or temporal pattern, suggesting that their coincidence was fortuitous. We apply the GRT method to compute theoretical RIP at the location and time of 394 large fireballs. Although the predicted spatio-temporal impact distribution matches marginally the observed events, we successfully predict their impact speed distribution.

A hydroclimatological approach to predicting regional landslide probability using Landlab

NASA Astrophysics Data System (ADS)

Strauch, Ronda; Istanbulluoglu, Erkan; Nudurupati, Sai Siddhartha; Bandaragoda, Christina; Gasparini, Nicole M.; Tucker, Gregory E.

2018-02-01

We develop a hydroclimatological approach to the modeling of regional shallow landslide initiation that integrates spatial and temporal dimensions of parameter uncertainty to estimate an annual probability of landslide initiation based on Monte Carlo simulations. The physically based model couples the infinite-slope stability model with a steady-state subsurface flow representation and operates in a digital elevation model. Spatially distributed gridded data for soil properties and vegetation classification are used for parameter estimation of probability distributions that characterize model input uncertainty. Hydrologic forcing to the model is through annual maximum daily recharge to subsurface flow obtained from a macroscale hydrologic model. We demonstrate the model in a steep mountainous region in northern Washington, USA, over 2700 km2. The influence of soil depth on the probability of landslide initiation is investigated through comparisons among model output produced using three different soil depth scenarios reflecting the uncertainty of soil depth and its potential long-term variability. We found elevation-dependent patterns in probability of landslide initiation that showed the stabilizing effects of forests at low elevations, an increased landslide probability with forest decline at mid-elevations (1400 to 2400 m), and soil limitation and steep topographic controls at high alpine elevations and in post-glacial landscapes. These dominant controls manifest themselves in a bimodal distribution of spatial annual landslide probability. Model testing with limited observations revealed similarly moderate model confidence for the three hazard maps, suggesting suitable use as relative hazard products. The model is available as a component in Landlab, an open-source, Python-based landscape earth systems modeling environment, and is designed to be easily reproduced utilizing HydroShare cyberinfrastructure.

Gesture Recognition Based on the Probability Distribution of Arm Trajectories

NASA Astrophysics Data System (ADS)

Wan, Khairunizam; Sawada, Hideyuki

The use of human motions for the interaction between humans and computers is becoming an attractive alternative to verbal media, especially through the visual interpretation of the human body motion. In particular, hand gestures are used as non-verbal media for the humans to communicate with machines that pertain to the use of the human gestures to interact with them. This paper introduces a 3D motion measurement of the human upper body for the purpose of the gesture recognition, which is based on the probability distribution of arm trajectories. In this study, by examining the characteristics of the arm trajectories given by a signer, motion features are selected and classified by using a fuzzy technique. Experimental results show that the use of the features extracted from arm trajectories effectively works on the recognition of dynamic gestures of a human, and gives a good performance to classify various gesture patterns.

Generalized quantum Fokker-Planck, diffusion, and Smoluchowski equations with true probability distribution functions.

PubMed

Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar

2002-05-01

Traditionally, quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasiprobability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using true probability distribution functions is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their coordinates and momenta, we derive a generalized quantum Langevin equation in c numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion, and Smoluchowski equations are the exact quantum analogs of their classical counterparts. The present work is independent of path integral techniques. The theory as developed here is a natural extension of its classical version and is valid for arbitrary temperature and friction (the Smoluchowski equation being considered in the overdamped limit).

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Zhang; Chen, Wei

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

DOE PAGES

Jiang, Zhang; Chen, Wei

2017-11-03

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

Use of Probability Distribution Functions for Discriminating Between Cloud and Aerosol in Lidar Backscatter Data

NASA Technical Reports Server (NTRS)

Liu, Zhaoyan; Vaughan, Mark A.; Winker, Davd M.; Hostetler, Chris A.; Poole, Lamont R.; Hlavka, Dennis; Hart, William; McGill, Mathew

2004-01-01

In this paper we describe the algorithm hat will be used during the upcoming Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO) mission for discriminating between clouds and aerosols detected in two wavelength backscatter lidar profiles. We first analyze single-test and multiple-test classification approaches based on one-dimensional and multiple-dimensional probability density functions (PDFs) in the context of a two-class feature identification scheme. From these studies we derive an operational algorithm based on a set of 3-dimensional probability distribution functions characteristic of clouds and aerosols. A dataset acquired by the Cloud Physics Lidar (CPL) is used to test the algorithm. Comparisons are conducted between the CALIPSO algorithm results and the CPL data product. The results obtained show generally good agreement between the two methods. However, of a total of 228,264 layers analyzed, approximately 5.7% are classified as different types by the CALIPSO and CPL algorithm. This disparity is shown to be due largely to the misclassification of clouds as aerosols by the CPL algorithm. The use of 3-dimensional PDFs in the CALIPSO algorithm is found to significantly reduce this type of error. Dust presents a special case. Because the intrinsic scattering properties of dust layers can be very similar to those of clouds, additional algorithm testing was performed using an optically dense layer of Saharan dust measured during the Lidar In-space Technology Experiment (LITE). In general, the method is shown to distinguish reliably between dust layers and clouds. The relatively few erroneous classifications occurred most often in the LITE data, in those regions of the Saharan dust layer where the optical thickness was the highest.

An innovative method for offshore wind farm site selection based on the interval number with probability distribution

NASA Astrophysics Data System (ADS)

Wu, Yunna; Chen, Kaifeng; Xu, Hu; Xu, Chuanbo; Zhang, Haobo; Yang, Meng

2017-12-01

There is insufficient research relating to offshore wind farm site selection in China. The current methods for site selection have some defects. First, information loss is caused by two aspects: the implicit assumption that the probability distribution on the interval number is uniform; and ignoring the value of decision makers' (DMs') common opinion on the criteria information evaluation. Secondly, the difference in DMs' utility function has failed to receive attention. An innovative method is proposed in this article to solve these drawbacks. First, a new form of interval number and its weighted operator are proposed to reflect the uncertainty and reduce information loss. Secondly, a new stochastic dominance degree is proposed to quantify the interval number with a probability distribution. Thirdly, a two-stage method integrating the weighted operator with stochastic dominance degree is proposed to evaluate the alternatives. Finally, a case from China proves the effectiveness of this method.

A testable model of earthquake probability based on changes in mean event size

NASA Astrophysics Data System (ADS)

Imoto, Masajiro

2003-02-01

We studied changes in mean event size using data on microearthquakes obtained from a local network in Kanto, central Japan, from a viewpoint that a mean event size tends to increase as the critical point is approached. A parameter describing changes was defined using a simple weighting average procedure. In order to obtain the distribution of the parameter in the background, we surveyed values of the parameter from 1982 to 1999 in a 160 × 160 × 80 km volume. The 16 events of M5.5 or larger in this volume were selected as target events. The conditional distribution of the parameter was estimated from the 16 values, each of which referred to the value immediately prior to each target event. The distribution of the background becomes a function of symmetry, the center of which corresponds to no change in b value. In contrast, the conditional distribution exhibits an asymmetric feature, which tends to decrease the b value. The difference in the distributions between the two groups was significant and provided us a hazard function for estimating earthquake probabilities. Comparing the hazard function with a Poisson process, we obtained an Akaike Information Criterion (AIC) reduction of 24. This reduction agreed closely with the probability gains of a retrospective study in a range of 2-4. A successful example of the proposed model can be seen in the earthquake of 3 June 2000, which is the only event during the period of prospective testing.

Probability distributions of whisker-surface contact: quantifying elements of the rat vibrissotactile natural scene.

PubMed

Hobbs, Jennifer A; Towal, R Blythe; Hartmann, Mitra J Z

2015-08-01

Analysis of natural scene statistics has been a powerful approach for understanding neural coding in the auditory and visual systems. In the field of somatosensation, it has been more challenging to quantify the natural tactile scene, in part because somatosensory signals are so tightly linked to the animal's movements. The present work takes a step towards quantifying the natural tactile scene for the rat vibrissal system by simulating rat whisking motions to systematically investigate the probabilities of whisker-object contact in naturalistic environments. The simulations permit an exhaustive search through the complete space of possible contact patterns, thereby allowing for the characterization of the patterns that would most likely occur during long sequences of natural exploratory behavior. We specifically quantified the probabilities of 'concomitant contact', that is, given that a particular whisker makes contact with a surface during a whisk, what is the probability that each of the other whiskers will also make contact with the surface during that whisk? Probabilities of concomitant contact were quantified in simulations that assumed increasingly naturalistic conditions: first, the space of all possible head poses; second, the space of behaviorally preferred head poses as measured experimentally; and third, common head poses in environments such as cages and burrows. As environments became more naturalistic, the probability distributions shifted from exhibiting a 'row-wise' structure to a more diagonal structure. Results also reveal that the rat appears to use motor strategies (e.g. head pitches) that generate contact patterns that are particularly well suited to extract information in the presence of uncertainty. © 2015. Published by The Company of Biologists Ltd.

Representation of complex probabilities and complex Gibbs sampling

NASA Astrophysics Data System (ADS)

Salcedo, Lorenzo Luis

2018-03-01

Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the wellknown sign problem. The complex Langevin approach amounts to effectively construct a positive distribution on the complexified manifold reproducing the expectation values of the observables through their analytical extension. Here we discuss the direct construction of such positive distributions paying attention to their localization on the complexified manifold. Explicit localized representations are obtained for complex probabilities defined on Abelian and non Abelian groups. The viability and performance of a complex version of the heat bath method, based on such representations, is analyzed.

Time-dependent landslide probability mapping

USGS Publications Warehouse

Campbell, Russell H.; Bernknopf, Richard L.; ,

1993-01-01

Case studies where time of failure is known for rainfall-triggered debris flows can be used to estimate the parameters of a hazard model in which the probability of failure is a function of time. As an example, a time-dependent function for the conditional probability of a soil slip is estimated from independent variables representing hillside morphology, approximations of material properties, and the duration and rate of rainfall. If probabilities are calculated in a GIS (geomorphic information system ) environment, the spatial distribution of the result for any given hour can be displayed on a map. Although the probability levels in this example are uncalibrated, the method offers a potential for evaluating different physical models and different earth-science variables by comparing the map distribution of predicted probabilities with inventory maps for different areas and different storms. If linked with spatial and temporal socio-economic variables, this method could be used for short-term risk assessment.

Spatial distribution and occurrence probability of regional new particle formation events in eastern China

NASA Astrophysics Data System (ADS)

Shen, Xiaojing; Sun, Junying; Kivekäs, Niku; Kristensson, Adam; Zhang, Xiaoye; Zhang, Yangmei; Zhang, Lu; Fan, Ruxia; Qi, Xuefei; Ma, Qianli; Zhou, Huaigang

2018-01-01

In this work, the spatial extent of new particle formation (NPF) events and the relative probability of observing particles originating from different spatial origins around three rural sites in eastern China were investigated using the NanoMap method, using particle number size distribution (PNSD) data and air mass back trajectories. The length of the datasets used were 7, 1.5, and 3 years at rural sites Shangdianzi (SDZ) in the North China Plain (NCP), Mt. Tai (TS) in central eastern China, and Lin'an (LAN) in the Yangtze River Delta region in eastern China, respectively. Regional NPF events were observed to occur with the horizontal extent larger than 500 km at SDZ and TS, favoured by the fast transport of northwesterly air masses. At LAN, however, the spatial footprint of NPF events was mostly observed around the site within 100-200 km. Difference in the horizontal spatial distribution of new particle source areas at different sites was connected to typical meteorological conditions at the sites. Consecutive large-scale regional NPF events were observed at SDZ and TS simultaneously and were associated with a high surface pressure system dominating over this area. Simultaneous NPF events at SDZ and LAN were seldom observed. At SDZ the polluted air masses arriving over the NCP were associated with higher particle growth rate (GR) and new particle formation rate (J) than air masses from Inner Mongolia (IM). At TS the same phenomenon was observed for J, but GR was somewhat lower in air masses arriving over the NCP compared to those arriving from IM. The capability of NanoMap to capture the NPF occurrence probability depends on the length of the dataset of PNSD measurement but also on topography around the measurement site and typical air mass advection speed during NPF events. Thus the long-term measurements of PNSD in the planetary boundary layer are necessary in the further study of spatial extent and the

Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projection

NASA Astrophysics Data System (ADS)

Denuit, Michel; Dhaene, Jan

2007-06-01

In the Lee-Carter framework, future survival probabilities are random variables with an intricate distribution function. In large homogeneous portfolios of life annuities, value-at-risk or conditional tail expectation of the total yearly payout of the company are approximately equal to the corresponding quantities involving random survival probabilities. This paper aims to derive some bounds in the increasing convex (or stop-loss) sense on these random survival probabilities. These bounds are obtained with the help of comonotonic upper and lower bounds on sums of correlated random variables.

Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

NASA Astrophysics Data System (ADS)

Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao

2018-06-01

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Experimental investigation of the intensity fluctuation joint probability and conditional distributions of the twin-beam quantum state.

PubMed

Zhang, Yun; Kasai, Katsuyuki; Watanabe, Masayoshi

2003-01-13

We give the intensity fluctuation joint probability of the twin-beam quantum state, which was generated with an optical parametric oscillator operating above threshold. Then we present what to our knowledge is the first measurement of the intensity fluctuation conditional probability distributions of twin beams. The measured inference variance of twin beams 0.62+/-0.02, which is less than the standard quantum limit of unity, indicates inference with a precision better than that of separable states. The measured photocurrent variance exhibits a quantum correlation of as much as -4.9+/-0.2 dB between the signal and the idler.

In favor of general probability distributions: lateral prefrontal and insular cortices respond to stimulus inherent, but irrelevant differences.

PubMed

Mestres-Missé, Anna; Trampel, Robert; Turner, Robert; Kotz, Sonja A

2016-04-01

A key aspect of optimal behavior is the ability to predict what will come next. To achieve this, we must have a fairly good idea of the probability of occurrence of possible outcomes. This is based both on prior knowledge about a particular or similar situation and on immediately relevant new information. One question that arises is: when considering converging prior probability and external evidence, is the most probable outcome selected or does the brain represent degrees of uncertainty, even highly improbable ones? Using functional magnetic resonance imaging, the current study explored these possibilities by contrasting words that differ in their probability of occurrence, namely, unbalanced ambiguous words and unambiguous words. Unbalanced ambiguous words have a strong frequency-based bias towards one meaning, while unambiguous words have only one meaning. The current results reveal larger activation in lateral prefrontal and insular cortices in response to dominant ambiguous compared to unambiguous words even when prior and contextual information biases one interpretation only. These results suggest a probability distribution, whereby all outcomes and their associated probabilities of occurrence--even if very low--are represented and maintained.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

Modeling the probability distribution of positional errors incurred by residential address geocoding.

PubMed

Zimmerman, Dale L; Fang, Xiangming; Mazumdar, Soumya; Rushton, Gerard

2007-01-10

The assignment of a point-level geocode to subjects' residences is an important data assimilation component of many geographic public health studies. Often, these assignments are made by a method known as automated geocoding, which attempts to match each subject's address to an address-ranged street segment georeferenced within a streetline database and then interpolate the position of the address along that segment. Unfortunately, this process results in positional errors. Our study sought to model the probability distribution of positional errors associated with automated geocoding and E911 geocoding. Positional errors were determined for 1423 rural addresses in Carroll County, Iowa as the vector difference between each 100%-matched automated geocode and its true location as determined by orthophoto and parcel information. Errors were also determined for 1449 60%-matched geocodes and 2354 E911 geocodes. Huge (> 15 km) outliers occurred among the 60%-matched geocoding errors; outliers occurred for the other two types of geocoding errors also but were much smaller. E911 geocoding was more accurate (median error length = 44 m) than 100%-matched automated geocoding (median error length = 168 m). The empirical distributions of positional errors associated with 100%-matched automated geocoding and E911 geocoding exhibited a distinctive Greek-cross shape and had many other interesting features that were not capable of being fitted adequately by a single bivariate normal or t distribution. However, mixtures of t distributions with two or three components fit the errors very well. Mixtures of bivariate t distributions with few components appear to be flexible enough to fit many positional error datasets associated with geocoding, yet parsimonious enough to be feasible for nascent applications of measurement-error methodology to spatial epidemiology.

CAN'T MISS--conquer any number task by making important statistics simple. Part 2. Probability, populations, samples, and normal distributions.

PubMed

Hansen, John P

2003-01-01

Healthcare quality improvement professionals need to understand and use inferential statistics to interpret sample data from their organizations. In quality improvement and healthcare research studies all the data from a population often are not available, so investigators take samples and make inferences about the population by using inferential statistics. This three-part series will give readers an understanding of the concepts of inferential statistics as well as the specific tools for calculating confidence intervals for samples of data. This article, Part 2, describes probability, populations, and samples. The uses of descriptive and inferential statistics are outlined. The article also discusses the properties and probability of normal distributions, including the standard normal distribution.

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

NASA Astrophysics Data System (ADS)

Mandal, S.; Choudhury, B. U.

2015-07-01

Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.

A classification scheme for edge-localized modes based on their probability distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shabbir, A., E-mail: aqsa.shabbir@ugent.be; Max Planck Institute for Plasma Physics, D-85748 Garching; Hornung, G.

We present here an automated classification scheme which is particularly well suited to scenarios where the parameters have significant uncertainties or are stochastic quantities. To this end, the parameters are modeled with probability distributions in a metric space and classification is conducted using the notion of nearest neighbors. The presented framework is then applied to the classification of type I and type III edge-localized modes (ELMs) from a set of carbon-wall plasmas at JET. This provides a fast, standardized classification of ELM types which is expected to significantly reduce the effort of ELM experts in identifying ELM types. Further, themore » classification scheme is general and can be applied to various other plasma phenomena as well.« less

Site occupancy models with heterogeneous detection probabilities

USGS Publications Warehouse

Royle, J. Andrew

2006-01-01

Models for estimating the probability of occurrence of a species in the presence of imperfect detection are important in many ecological disciplines. In these ?site occupancy? models, the possibility of heterogeneity in detection probabilities among sites must be considered because variation in abundance (and other factors) among sampled sites induces variation in detection probability (p). In this article, I develop occurrence probability models that allow for heterogeneous detection probabilities by considering several common classes of mixture distributions for p. For any mixing distribution, the likelihood has the general form of a zero-inflated binomial mixture for which inference based upon integrated likelihood is straightforward. A recent paper by Link (2003, Biometrics 59, 1123?1130) demonstrates that in closed population models used for estimating population size, different classes of mixture distributions are indistinguishable from data, yet can produce very different inferences about population size. I demonstrate that this problem can also arise in models for estimating site occupancy in the presence of heterogeneous detection probabilities. The implications of this are discussed in the context of an application to avian survey data and the development of animal monitoring programs.

Learning probability distributions from smooth observables and the maximum entropy principle: some remarks

NASA Astrophysics Data System (ADS)

Obuchi, Tomoyuki; Monasson, Rémi

2015-09-01

The maximum entropy principle (MEP) is a very useful working hypothesis in a wide variety of inference problems, ranging from biological to engineering tasks. To better understand the reasons of the success of MEP, we propose a statistical-mechanical formulation to treat the space of probability distributions constrained by the measures of (experimental) observables. In this paper we first review the results of a detailed analysis of the simplest case of randomly chosen observables. In addition, we investigate by numerical and analytical means the case of smooth observables, which is of practical relevance. Our preliminary results are presented and discussed with respect to the efficiency of the MEP.

An experimental study of the surface elevation probability distribution and statistics of wind-generated waves

NASA Technical Reports Server (NTRS)

Huang, N. E.; Long, S. R.

1980-01-01

Laboratory experiments were performed to measure the surface elevation probability density function and associated statistical properties for a wind-generated wave field. The laboratory data along with some limited field data were compared. The statistical properties of the surface elevation were processed for comparison with the results derived from the Longuet-Higgins (1963) theory. It is found that, even for the highly non-Gaussian cases, the distribution function proposed by Longuet-Higgins still gives good approximations.

Characterizing the Lyman-alpha forest flux probability distribution function using Legendre polynomials

NASA Astrophysics Data System (ADS)

Cieplak, Agnieszka; Slosar, Anze

2017-01-01

The Lyman-alpha forest has become a powerful cosmological probe of the underlying matter distribution at high redshift. It is a highly non-linear field with much information present beyond the two-point statistics of the power spectrum. The flux probability distribution function (PDF) in particular has been used as a successful probe of small-scale physics. In addition to the cosmological evolution however, it is also sensitive to pixel noise, spectrum resolution, and continuum fitting, all of which lead to possible biased estimators. Here we argue that measuring coefficients of the Legendre polynomial expansion of the PDF offers several advantages over the binned PDF as is commonly done. Since the n-th coefficient can be expressed as a linear combination of the first n moments of the field, this allows for the coefficients to be measured in the presence of noise and allows for a clear route towards marginalization over the mean flux. In addition, we use hydrodynamic cosmological simulations to demonstrate that in the presence of noise, a finite number of these coefficients are well measured with a very sharp transition into noise dominance. This compresses the information into a finite small number of well-measured quantities.

Fitting distributions to microbial contamination data collected with an unequal probability sampling design.

PubMed

Williams, M S; Ebel, E D; Cao, Y

2013-01-01

The fitting of statistical distributions to microbial sampling data is a common application in quantitative microbiology and risk assessment applications. An underlying assumption of most fitting techniques is that data are collected with simple random sampling, which is often times not the case. This study develops a weighted maximum likelihood estimation framework that is appropriate for microbiological samples that are collected with unequal probabilities of selection. A weighted maximum likelihood estimation framework is proposed for microbiological samples that are collected with unequal probabilities of selection. Two examples, based on the collection of food samples during processing, are provided to demonstrate the method and highlight the magnitude of biases in the maximum likelihood estimator when data are inappropriately treated as a simple random sample. Failure to properly weight samples to account for how data are collected can introduce substantial biases into inferences drawn from the data. The proposed methodology will reduce or eliminate an important source of bias in inferences drawn from the analysis of microbial data. This will also make comparisons between studies and the combination of results from different studies more reliable, which is important for risk assessment applications. © 2012 No claim to US Government works.

Non-linear relationship of cell hit and transformation probabilities in a low dose of inhaled radon progenies.

PubMed

Balásházy, Imre; Farkas, Arpád; Madas, Balázs Gergely; Hofmann, Werner

2009-06-01

Cellular hit probabilities of alpha particles emitted by inhaled radon progenies in sensitive bronchial epithelial cell nuclei were simulated at low exposure levels to obtain useful data for the rejection or support of the linear-non-threshold (LNT) hypothesis. In this study, local distributions of deposited inhaled radon progenies in airway bifurcation models were computed at exposure conditions characteristic of homes and uranium mines. Then, maximum local deposition enhancement factors at bronchial airway bifurcations, expressed as the ratio of local to average deposition densities, were determined to characterise the inhomogeneity of deposition and to elucidate their effect on resulting hit probabilities. The results obtained suggest that in the vicinity of the carinal regions of the central airways the probability of multiple hits can be quite high, even at low average doses. Assuming a uniform distribution of activity there are practically no multiple hits and the hit probability as a function of dose exhibits a linear shape in the low dose range. The results are quite the opposite in the case of hot spots revealed by realistic deposition calculations, where practically all cells receive multiple hits and the hit probability as a function of dose is non-linear in the average dose range of 10-100 mGy.

On the probability distribution function of the mass surface density of molecular clouds. II.

NASA Astrophysics Data System (ADS)

Fischera, Jörg

2014-11-01

The probability distribution function (PDF) of the mass surface density of molecular clouds provides essential information about the structure of molecular cloud gas and condensed structures out of which stars may form. In general, the PDF shows two basic components: a broad distribution around the maximum with resemblance to a log-normal function, and a tail at high mass surface densities attributed to turbulence and self-gravity. In a previous paper, the PDF of condensed structures has been analyzed and an analytical formula presented based on a truncated radial density profile, ρ(r) = ρc/ (1 + (r/r0)2)n/ 2 with central density ρc and inner radius r0, widely used in astrophysics as a generalization of physical density profiles. In this paper, the results are applied to analyze the PDF of self-gravitating, isothermal, pressurized, spherical (Bonnor-Ebert spheres) and cylindrical condensed structures with emphasis on the dependence of the PDF on the external pressure pext and on the overpressure q-1 = pc/pext, where pc is the central pressure. Apart from individual clouds, we also consider ensembles of spheres or cylinders, where effects caused by a variation of pressure ratio, a distribution of condensed cores within a turbulent gas, and (in case of cylinders) a distribution of inclination angles on the mean PDF are analyzed. The probability distribution of pressure ratios q-1 is assumed to be given by P(q-1) ∝ q-k1/ (1 + (q0/q)γ)(k1 + k2) /γ, where k1, γ, k2, and q0 are fixed parameters. The PDF of individual spheres with overpressures below ~100 is well represented by the PDF of a sphere with an analytical density profile with n = 3. At higher pressure ratios, the PDF at mass surface densities Σ ≪ Σ(0), where Σ(0) is the central mass surface density, asymptotically approaches the PDF of a sphere with n = 2. Consequently, the power-law asymptote at mass surface densities above the peak steepens from Psph(Σ) ∝ Σ-2 to Psph(Σ) ∝ Σ-3. The

General Exact Solution to the Problem of the Probability Density for Sums of Random Variables

NASA Astrophysics Data System (ADS)

Tribelsky, Michael I.

2002-07-01

The exact explicit expression for the probability density pN(x) for a sum of N random, arbitrary correlated summands is obtained. The expression is valid for any number N and any distribution of the random summands. Most attention is paid to application of the developed approach to the case of independent and identically distributed summands. The obtained results reproduce all known exact solutions valid for the, so called, stable distributions of the summands. It is also shown that if the distribution is not stable, the profile of pN(x) may be divided into three parts, namely a core (small x), a tail (large x), and a crossover from the core to the tail (moderate x). The quantitative description of all three parts as well as that for the entire profile is obtained. A number of particular examples are considered in detail.

General exact solution to the problem of the probability density for sums of random variables.

PubMed

Tribelsky, Michael I

2002-08-12

The exact explicit expression for the probability density p(N)(x) for a sum of N random, arbitrary correlated summands is obtained. The expression is valid for any number N and any distribution of the random summands. Most attention is paid to application of the developed approach to the case of independent and identically distributed summands. The obtained results reproduce all known exact solutions valid for the, so called, stable distributions of the summands. It is also shown that if the distribution is not stable, the profile of p(N)(x) may be divided into three parts, namely a core (small x), a tail (large x), and a crossover from the core to the tail (moderate x). The quantitative description of all three parts as well as that for the entire profile is obtained. A number of particular examples are considered in detail.

Eruption probabilities for the Lassen Volcanic Center and regional volcanism, northern California, and probabilities for large explosive eruptions in the Cascade Range

USGS Publications Warehouse

Nathenson, Manuel; Clynne, Michael A.; Muffler, L.J. Patrick

2012-01-01

Chronologies for eruptive activity of the Lassen Volcanic Center and for eruptions from the regional mafic vents in the surrounding area of the Lassen segment of the Cascade Range are here used to estimate probabilities of future eruptions. For the regional mafic volcanism, the ages of many vents are known only within broad ranges, and two models are developed that should bracket the actual eruptive ages. These chronologies are used with exponential, Weibull, and mixed-exponential probability distributions to match the data for time intervals between eruptions. For the Lassen Volcanic Center, the probability of an eruption in the next year is 1.4x10-4 for the exponential distribution and 2.3x10-4 for the mixed exponential distribution. For the regional mafic vents, the exponential distribution gives a probability of an eruption in the next year of 6.5x10-4, but the mixed exponential distribution indicates that the current probability, 12,000 years after the last event, could be significantly lower. For the exponential distribution, the highest probability is for an eruption from a regional mafic vent. Data on areas and volumes of lava flows and domes of the Lassen Volcanic Center and of eruptions from the regional mafic vents provide constraints on the probable sizes of future eruptions. Probabilities of lava-flow coverage are similar for the Lassen Volcanic Center and for regional mafic vents, whereas the probable eruptive volumes for the mafic vents are generally smaller. Data have been compiled for large explosive eruptions (>≈ 5 km3 in deposit volume) in the Cascade Range during the past 1.2 m.y. in order to estimate probabilities of eruption. For erupted volumes >≈5 km3, the rate of occurrence since 13.6 ka is much higher than for the entire period, and we use these data to calculate the annual probability of a large eruption at 4.6x10-4. For erupted volumes ≥10 km3, the rate of occurrence has been reasonably constant from 630 ka to the present, giving

On Probability Domains IV

NASA Astrophysics Data System (ADS)

Frič, Roman; Papčo, Martin

2017-12-01

Stressing a categorical approach, we continue our study of fuzzified domains of probability, in which classical random events are replaced by measurable fuzzy random events. In operational probability theory (S. Bugajski) classical random variables are replaced by statistical maps (generalized distribution maps induced by random variables) and in fuzzy probability theory (S. Gudder) the central role is played by observables (maps between probability domains). We show that to each of the two generalized probability theories there corresponds a suitable category and the two resulting categories are dually equivalent. Statistical maps and observables become morphisms. A statistical map can send a degenerated (pure) state to a non-degenerated one —a quantum phenomenon and, dually, an observable can map a crisp random event to a genuine fuzzy random event —a fuzzy phenomenon. The dual equivalence means that the operational probability theory and the fuzzy probability theory coincide and the resulting generalized probability theory has two dual aspects: quantum and fuzzy. We close with some notes on products and coproducts in the dual categories.

Effect of photogrammetric reading error on slope-frequency distributions. [obtained from Apollo 17 mission

NASA Technical Reports Server (NTRS)

Moore, H. J.; Wu, S. C.

1973-01-01

The effect of reading error on two hypothetical slope frequency distributions and two slope frequency distributions from actual lunar data in order to ensure that these errors do not cause excessive overestimates of algebraic standard deviations for the slope frequency distributions. The errors introduced are insignificant when the reading error is small and the slope length is large. A method for correcting the errors in slope frequency distributions is presented and applied to 11 distributions obtained from Apollo 15, 16, and 17 panoramic camera photographs and Apollo 16 metric camera photographs.

Monte Carlo Estimation of Absorbed Dose Distributions Obtained from Heterogeneous 106Ru Eye Plaques.

PubMed

Zaragoza, Francisco J; Eichmann, Marion; Flühs, Dirk; Sauerwein, Wolfgang; Brualla, Lorenzo

2017-09-01

The distribution of the emitter substance in 106 Ru eye plaques is usually assumed to be homogeneous for treatment planning purposes. However, this distribution is never homogeneous, and it widely differs from plaque to plaque due to manufacturing factors. By Monte Carlo simulation of radiation transport, we study the absorbed dose distribution obtained from the specific CCA1364 and CCB1256 106 Ru plaques, whose actual emitter distributions were measured. The idealized, homogeneous CCA and CCB plaques are also simulated. The largest discrepancy in depth dose distribution observed between the heterogeneous and the homogeneous plaques was 7.9 and 23.7% for the CCA and CCB plaques, respectively. In terms of isodose lines, the line referring to 100% of the reference dose penetrates 0.2 and 1.8 mm deeper in the case of heterogeneous CCA and CCB plaques, respectively, with respect to the homogeneous counterpart. The observed differences in absorbed dose distributions obtained from heterogeneous and homogeneous plaques are clinically irrelevant if the plaques are used with a lateral safety margin of at least 2 mm. However, these differences may be relevant if the plaques are used in eccentric positioning.

Using optimal transport theory to estimate transition probabilities in metapopulation dynamics

USGS Publications Warehouse

Nichols, Jonathan M.; Spendelow, Jeffrey A.; Nichols, James D.

2017-01-01

This work considers the estimation of transition probabilities associated with populations moving among multiple spatial locations based on numbers of individuals at each location at two points in time. The problem is generally underdetermined as there exists an extremely large number of ways in which individuals can move from one set of locations to another. A unique solution therefore requires a constraint. The theory of optimal transport provides such a constraint in the form of a cost function, to be minimized in expectation over the space of possible transition matrices. We demonstrate the optimal transport approach on marked bird data and compare to the probabilities obtained via maximum likelihood estimation based on marked individuals. It is shown that by choosing the squared Euclidean distance as the cost, the estimated transition probabilities compare favorably to those obtained via maximum likelihood with marked individuals. Other implications of this cost are discussed, including the ability to accurately interpolate the population's spatial distribution at unobserved points in time and the more general relationship between the cost and minimum transport energy.

Uncertainties in obtaining high reliability from stress-strength models

NASA Technical Reports Server (NTRS)

Neal, Donald M.; Matthews, William T.; Vangel, Mark G.

1992-01-01

There has been a recent interest in determining high statistical reliability in risk assessment of aircraft components. The potential consequences are identified of incorrectly assuming a particular statistical distribution for stress or strength data used in obtaining the high reliability values. The computation of the reliability is defined as the probability of the strength being greater than the stress over the range of stress values. This method is often referred to as the stress-strength model. A sensitivity analysis was performed involving a comparison of reliability results in order to evaluate the effects of assuming specific statistical distributions. Both known population distributions, and those that differed slightly from the known, were considered. Results showed substantial differences in reliability estimates even for almost nondetectable differences in the assumed distributions. These differences represent a potential problem in using the stress-strength model for high reliability computations, since in practice it is impossible to ever know the exact (population) distribution. An alternative reliability computation procedure is examined involving determination of a lower bound on the reliability values using extreme value distributions. This procedure reduces the possibility of obtaining nonconservative reliability estimates. Results indicated the method can provide conservative bounds when computing high reliability. An alternative reliability computation procedure is examined involving determination of a lower bound on the reliability values using extreme value distributions. This procedure reduces the possibility of obtaining nonconservative reliability estimates. Results indicated the method can provide conservative bounds when computing high reliability.

Probability Distribution Extraction from TEC Estimates based on Kernel Density Estimation

NASA Astrophysics Data System (ADS)

Demir, Uygar; Toker, Cenk; Çenet, Duygu

2016-07-01

Statistical analysis of the ionosphere, specifically the Total Electron Content (TEC), may reveal important information about its temporal and spatial characteristics. One of the core metrics that express the statistical properties of a stochastic process is its Probability Density Function (pdf). Furthermore, statistical parameters such as mean, variance and kurtosis, which can be derived from the pdf, may provide information about the spatial uniformity or clustering of the electron content. For example, the variance differentiates between a quiet ionosphere and a disturbed one, whereas kurtosis differentiates between a geomagnetic storm and an earthquake. Therefore, valuable information about the state of the ionosphere (and the natural phenomena that cause the disturbance) can be obtained by looking at the statistical parameters. In the literature, there are publications which try to fit the histogram of TEC estimates to some well-known pdf.s such as Gaussian, Exponential, etc. However, constraining a histogram to fit to a function with a fixed shape will increase estimation error, and all the information extracted from such pdf will continue to contain this error. In such techniques, it is highly likely to observe some artificial characteristics in the estimated pdf which is not present in the original data. In the present study, we use the Kernel Density Estimation (KDE) technique to estimate the pdf of the TEC. KDE is a non-parametric approach which does not impose a specific form on the TEC. As a result, better pdf estimates that almost perfectly fit to the observed TEC values can be obtained as compared to the techniques mentioned above. KDE is particularly good at representing the tail probabilities, and outliers. We also calculate the mean, variance and kurtosis of the measured TEC values. The technique is applied to the ionosphere over Turkey where the TEC values are estimated from the GNSS measurement from the TNPGN-Active (Turkish National Permanent

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Normal probability plots with confidence.

PubMed

Chantarangsi, Wanpen; Liu, Wei; Bretz, Frank; Kiatsupaibul, Seksan; Hayter, Anthony J; Wan, Fang

2015-01-01

Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability 1-α. These simultaneous 1-α probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Probability density cloud as a geometrical tool to describe statistics of scattered light.

PubMed

Yaitskova, Natalia

2017-04-01

First-order statistics of scattered light is described using the representation of the probability density cloud, which visualizes a two-dimensional distribution for complex amplitude. The geometric parameters of the cloud are studied in detail and are connected to the statistical properties of phase. The moment-generating function for intensity is obtained in a closed form through these parameters. An example of exponentially modified normal distribution is provided to illustrate the functioning of this geometrical approach.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

Quasi-probabilities in conditioned quantum measurement and a geometric/statistical interpretation of Aharonov's weak value

NASA Astrophysics Data System (ADS)

Lee, Jaeha; Tsutsui, Izumi

2017-05-01

We show that the joint behavior of an arbitrary pair of (generally noncommuting) quantum observables can be described by quasi-probabilities, which are an extended version of the standard probabilities used for describing the outcome of measurement for a single observable. The physical situations that require these quasi-probabilities arise when one considers quantum measurement of an observable conditioned by some other variable, with the notable example being the weak measurement employed to obtain Aharonov's weak value. Specifically, we present a general prescription for the construction of quasi-joint probability (QJP) distributions associated with a given combination of observables. These QJP distributions are introduced in two complementary approaches: one from a bottom-up, strictly operational construction realized by examining the mathematical framework of the conditioned measurement scheme, and the other from a top-down viewpoint realized by applying the results of the spectral theorem for normal operators and their Fourier transforms. It is then revealed that, for a pair of simultaneously measurable observables, the QJP distribution reduces to the unique standard joint probability distribution of the pair, whereas for a noncommuting pair there exists an inherent indefiniteness in the choice of such QJP distributions, admitting a multitude of candidates that may equally be used for describing the joint behavior of the pair. In the course of our argument, we find that the QJP distributions furnish the space of operators in the underlying Hilbert space with their characteristic geometric structures such that the orthogonal projections and inner products of observables can be given statistical interpretations as, respectively, “conditionings” and “correlations”. The weak value Aw for an observable A is then given a geometric/statistical interpretation as either the orthogonal projection of A onto the subspace generated by another observable B, or

Applying the log-normal distribution to target detection

NASA Astrophysics Data System (ADS)

Holst, Gerald C.

1992-09-01

Holst and Pickard experimentally determined that MRT responses tend to follow a log-normal distribution. The log normal distribution appeared reasonable because nearly all visual psychological data is plotted on a logarithmic scale. It has the additional advantage that it is bounded to positive values; an important consideration since probability of detection is often plotted in linear coordinates. Review of published data suggests that the log-normal distribution may have universal applicability. Specifically, the log-normal distribution obtained from MRT tests appears to fit the target transfer function and the probability of detection of rectangular targets.

High throughput nonparametric probability density estimation.

PubMed

Farmer, Jenny; Jacobs, Donald

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

High throughput nonparametric probability density estimation

PubMed Central

Farmer, Jenny

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference. PMID:29750803

Neutron angular distribution in a plasma focus obtained using nuclear track detectors.

PubMed

Castillo-Mejía, F; Herrera, J J E; Rangel, J; Golzarri, J I; Espinosa, G

2002-01-01

The dense plasma focus (DPF) is a coaxial plasma gun in which a high-density, high-temperature plasma is obtained in a focused column for a few nanoseconds. When the filling gas is deuterium, neutrons can be obtained from fusion reactions. These are partially due to a beam of deuterons which are accelerated against the background hot plasma by large electric fields originating from plasma instabilities. Due to a beam-target effect, the angular distribution of the neutron emission is anisotropic, peaked in the forward direction along the axis of the gun. The purpose of this work is to illustrate the use of CR-39 nuclear track detectors as a diagnostic tool in the determination of the time-integrated neutron angular distribution. For the case studied in this work, neutron emission is found to have a 70% contribution from isotropic radiation and a 30% contribution from anisotropic radiation.

Probability bounds analysis for nonlinear population ecology models.

PubMed

Enszer, Joshua A; Andrei Măceș, D; Stadtherr, Mark A

2015-09-01

Mathematical models in population ecology often involve parameters that are empirically determined and inherently uncertain, with probability distributions for the uncertainties not known precisely. Propagating such imprecise uncertainties rigorously through a model to determine their effect on model outputs can be a challenging problem. We illustrate here a method for the direct propagation of uncertainties represented by probability bounds though nonlinear, continuous-time, dynamic models in population ecology. This makes it possible to determine rigorous bounds on the probability that some specified outcome for a population is achieved, which can be a core problem in ecosystem modeling for risk assessment and management. Results can be obtained at a computational cost that is considerably less than that required by statistical sampling methods such as Monte Carlo analysis. The method is demonstrated using three example systems, with focus on a model of an experimental aquatic food web subject to the effects of contamination by ionic liquids, a new class of potentially important industrial chemicals. Copyright © 2015. Published by Elsevier Inc.

Void probability as a function of the void's shape and scale-invariant models. [in studies of spacial galactic distribution

NASA Technical Reports Server (NTRS)

Elizalde, E.; Gaztanaga, E.

1992-01-01

The dependence of counts in cells on the shape of the cell for the large scale galaxy distribution is studied. A very concrete prediction can be done concerning the void distribution for scale invariant models. The prediction is tested on a sample of the CfA catalog, and good agreement is found. It is observed that the probability of a cell to be occupied is bigger for some elongated cells. A phenomenological scale invariant model for the observed distribution of the counts in cells, an extension of the negative binomial distribution, is presented in order to illustrate how this dependence can be quantitatively determined. An original, intuitive derivation of this model is presented.

Alpha-particle emission probabilities of ²³⁶U obtained by alpha spectrometry.

PubMed

Marouli, M; Pommé, S; Jobbágy, V; Van Ammel, R; Paepen, J; Stroh, H; Benedik, L

2014-05-01

High-resolution alpha-particle spectrometry was performed with an ion-implanted silicon detector in vacuum on a homogeneously electrodeposited (236)U source. The source was measured at different solid angles subtended by the detector, varying between 0.8% and 2.4% of 4π sr, to assess the influence of coincidental detection of alpha-particles and conversion electrons on the measured alpha-particle emission probabilities. Additional measurements were performed using a bending magnet to eliminate conversion electrons, the results of which coincide with normal measurements extrapolated to an infinitely small solid angle. The measured alpha emission probabilities for the three main peaks - 74.20 (5)%, 25.68 (5)% and 0.123 (5)%, respectively - are consistent with literature data, but their precision has been improved by at least one order of magnitude in this work. © 2013 Published by Elsevier Ltd.

Conditional probability distribution function of "energy transfer rate" (PDF(ɛ|PVI)) as compared with its counterpart of temperature (PDF(T|PVI)) at the same condition of fluctuation

NASA Astrophysics Data System (ADS)

He, Jiansen; Wang, Yin; Pei, Zhongtian; Zhang, Lei; Tu, Chuanyi

2017-04-01

Energy transfer rate of turbulence is not uniform everywhere but suggested to follow a certain distribution, e.g., lognormal distribution (Kolmogorov 1962). The inhomogeneous transfer rate leads to emergence of intermittency, which may be identified with some parameter, e.g., normalized partial variance increments (PVI) (Greco et al., 2009). Large PVI of magnetic field fluctuations are found to have a temperature distribution with the median and mean values higher than that for small PVI level (Osman et al., 2012). However, there is a large proportion of overlap between temperature distributions associated with the smaller and larger PVIs. So it is recognized that only PVI cannot fully determine the temperature, since the one-to-one mapping relationship does not exist. One may be curious about the reason responsible for the considerable overlap of conditional temperature distribution for different levels of PVI. Usually the hotter plasma with higher temperature is speculated to be heated more with more dissipation of turbulence energy corresponding to more energy cascading rate, if the temperature fluctuation of the eigen wave mode is not taken into account. To explore the statistical relationship between turbulence cascading and plasma thermal state, we aim to study and reveal, for the first time, the conditional probability function of "energy transfer rate" under different levels of PVI condition (PDF(ɛ|PVI)), and compare it with the conditional probability function of temperature. The conditional probability distribution function, PDF(ɛ|PVI), is derived from PDF(PVI|ɛ)·PDF(ɛ)/PDF(PVI) according to the Bayesian theorem. PDF(PVI) can be obtained directly from the data. PDF(ɛ) is derived from the conjugate-gradient inversion of PDF(PVI) by assuming reasonably that PDF(δB|σ) is a Gaussian distribution, where PVI=|δB|/ σ and σ ( ɛι)1/3. PDF(ɛ) can also be acquired from fitting PDF(δB) with an integral function ∫PDF(δB|σ)PDF(σ)d σ. As a result

The probability distribution of side-chain conformations in [Leu] and [Met]enkephalin determines the potency and selectivity to mu and delta opiate receptors.

PubMed

Nielsen, Bjørn G; Jensen, Morten Ø; Bohr, Henrik G

2003-01-01

The structure of enkephalin, a small neuropeptide with five amino acids, has been simulated on computers using molecular dynamics. Such simulations exhibit a few stable conformations, which also have been identified experimentally. The simulations provide the possibility to perform cluster analysis in the space defined by potentially pharmacophoric measures such as dihedral angles, side-chain orientation, etc. By analyzing the statistics of the resulting clusters, the probability distribution of the side-chain conformations may be determined. These probabilities allow us to predict the selectivity of [Leu]enkephalin and [Met]enkephalin to the known mu- and delta-type opiate receptors to which they bind as agonists. Other plausible consequences of these probability distributions are discussed in relation to the way in which they may influence the dynamics of the synapse. Copyright 2003 Wiley Periodicals, Inc. Biopolymers (Pept Sci) 71: 577-592, 2003

Benchmarking PARTISN with Analog Monte Carlo: Moments of the Neutron Number and the Cumulative Fission Number Probability Distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

O'Rourke, Patrick Francis

The purpose of this report is to provide the reader with an understanding of how a Monte Carlo neutron transport code was written, developed, and evolved to calculate the probability distribution functions (PDFs) and their moments for the neutron number at a final time as well as the cumulative fission number, along with introducing several basic Monte Carlo concepts.

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

NASA Astrophysics Data System (ADS)

Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing

2018-06-01

Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.

Optimizing probability of detection point estimate demonstration

NASA Astrophysics Data System (ADS)

Koshti, Ajay M.

2017-04-01

The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using point estimate method. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. Traditionally largest flaw size in the set is considered to be a conservative estimate of the flaw size with minimum 90% probability and 95% confidence. The flaw size is denoted as α90/95PE. The paper investigates relationship between range of flaw sizes in relation to α90, i.e. 90% probability flaw size, to provide a desired PPD. The range of flaw sizes is expressed as a proportion of the standard deviation of the probability density distribution. Difference between median or average of the 29 flaws and α90 is also expressed as a proportion of standard deviation of the probability density distribution. In general, it is concluded that, if probability of detection increases with flaw size, average of 29 flaw sizes would always be larger than or equal to α90 and is an acceptable measure of α90/95PE. If NDE technique has sufficient sensitivity and signal-to-noise ratio, then the 29 flaw-set can be optimized to meet requirements of minimum required PPD, maximum allowable POF, requirements on flaw size tolerance about mean flaw size and flaw size detectability requirements. The paper provides procedure for optimizing flaw sizes in the point estimate demonstration flaw-set.

Entropy Methods For Univariate Distributions in Decision Analysis

NASA Astrophysics Data System (ADS)

Abbas, Ali E.

2003-03-01

One of the most important steps in decision analysis practice is the elicitation of the decision-maker's belief about an uncertainty of interest in the form of a representative probability distribution. However, the probability elicitation process is a task that involves many cognitive and motivational biases. Alternatively, the decision-maker may provide other information about the distribution of interest, such as its moments, and the maximum entropy method can be used to obtain a full distribution subject to the given moment constraints. In practice however, decision makers cannot readily provide moments for the distribution, and are much more comfortable providing information about the fractiles of the distribution of interest or bounds on its cumulative probabilities. In this paper we present a graphical method to determine the maximum entropy distribution between upper and lower probability bounds and provide an interpretation for the shape of the maximum entropy distribution subject to fractile constraints, (FMED). We also discuss the problems with the FMED in that it is discontinuous and flat over each fractile interval. We present a heuristic approximation to a distribution if in addition to its fractiles, we also know it is continuous and work through full examples to illustrate the approach.

A new probability distribution model of turbulent irradiance based on Born perturbation theory

NASA Astrophysics Data System (ADS)

Wang, Hongxing; Liu, Min; Hu, Hao; Wang, Qian; Liu, Xiguo

2010-10-01

The subject of the PDF (Probability Density Function) of the irradiance fluctuations in a turbulent atmosphere is still unsettled. Theory reliably describes the behavior in the weak turbulence regime, but theoretical description in the strong and whole turbulence regimes are still controversial. Based on Born perturbation theory, the physical manifestations and correlations of three typical PDF models (Rice-Nakagami, exponential-Bessel and negative-exponential distribution) were theoretically analyzed. It is shown that these models can be derived by separately making circular-Gaussian, strong-turbulence and strong-turbulence-circular-Gaussian approximations in Born perturbation theory, which denies the viewpoint that the Rice-Nakagami model is only applicable in the extremely weak turbulence regime and provides theoretical arguments for choosing rational models in practical applications. In addition, a common shortcoming of the three models is that they are all approximations. A new model, called the Maclaurin-spread distribution, is proposed without any approximation except for assuming the correlation coefficient to be zero. So, it is considered that the new model can exactly reflect the Born perturbation theory. Simulated results prove the accuracy of this new model.

Obtaining T1-T2 distribution functions from 1-dimensional T1 and T2 measurements: The pseudo 2-D relaxation model

NASA Astrophysics Data System (ADS)

Williamson, Nathan H.; Röding, Magnus; Galvosas, Petrik; Miklavcic, Stanley J.; Nydén, Magnus

2016-08-01

We present the pseudo 2-D relaxation model (P2DRM), a method to estimate multidimensional probability distributions of material parameters from independent 1-D measurements. We illustrate its use on 1-D T1 and T2 relaxation measurements of saturated rock and evaluate it on both simulated and experimental T1-T2 correlation measurement data sets. Results were in excellent agreement with the actual, known 2-D distribution in the case of the simulated data set. In both the simulated and experimental case, the functional relationships between T1 and T2 were in good agreement with the T1-T2 correlation maps from the 2-D inverse Laplace transform of the full 2-D data sets. When a 1-D CPMG experiment is combined with a rapid T1 measurement, the P2DRM provides a double-shot method for obtaining a T1-T2 relationship, with significantly decreased experimental time in comparison to the full T1-T2 correlation measurement.

Opacity probability distribution functions for electronic systems of CN and C2 molecules including their stellar isotopic forms.

NASA Technical Reports Server (NTRS)

Querci, F.; Kunde, V. G.; Querci, M.

1971-01-01

The basis and techniques are presented for generating opacity probability distribution functions for the CN molecule (red and violet systems) and the C2 molecule (Swan, Phillips, Ballik-Ramsay systems), two of the more important diatomic molecules in the spectra of carbon stars, with a view to including these distribution functions in equilibrium model atmosphere calculations. Comparisons to the CO molecule are also shown. T he computation of the monochromatic absorption coefficient uses the most recent molecular data with revision of the oscillator strengths for some of the band systems. The total molecular stellar mass absorption coefficient is established through fifteen equations of molecular dissociation equilibrium to relate the distribution functions to each other on a per gram of stellar material basis.

COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION FOR BANDED PROBABILITY DISTRIBUTIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gjerløw, E.; Mikkelsen, K.; Eriksen, H. K.

We investigate sets of random variables that can be arranged sequentially such that a given variable only depends conditionally on its immediate predecessor. For such sets, we show that the full joint probability distribution may be expressed exclusively in terms of uni- and bivariate marginals. Under the assumption that the cosmic microwave background (CMB) power spectrum likelihood only exhibits correlations within a banded multipole range, Δl{sub C}, we apply this expression to two outstanding problems in CMB likelihood analysis. First, we derive a statistically well-defined hybrid likelihood estimator, merging two independent (e.g., low- and high-l) likelihoods into a single expressionmore » that properly accounts for correlations between the two. Applying this expression to the Wilkinson Microwave Anisotropy Probe (WMAP) likelihood, we verify that the effect of correlations on cosmological parameters in the transition region is negligible in terms of cosmological parameters for WMAP; the largest relative shift seen for any parameter is 0.06σ. However, because this may not hold for other experimental setups (e.g., for different instrumental noise properties or analysis masks), but must rather be verified on a case-by-case basis, we recommend our new hybridization scheme for future experiments for statistical self-consistency reasons. Second, we use the same expression to improve the convergence rate of the Blackwell-Rao likelihood estimator, reducing the required number of Monte Carlo samples by several orders of magnitude, and thereby extend it to high-l applications.« less

Aggregate and individual replication probability within an explicit model of the research process.

PubMed

Miller, Jeff; Schwarz, Wolf

2011-09-01

We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by obtaining either a statistically significant result in the same direction or any effect in that direction. We analyze both the probability of successfully replicating a particular experimental effect (i.e., the individual replication probability) and the average probability of successful replication across different studies within some research context (i.e., the aggregate replication probability), and we identify the conditions under which the latter can be approximated using the formulas of Killeen (2005a, 2007). We show how both of these probabilities depend on parameters of the research context that would rarely be known in practice. In addition, we show that the statistical uncertainty associated with the size of an initial observed effect would often prevent accurate estimation of the desired individual replication probability even if these research context parameters were known exactly. We conclude that accurate estimates of replication probability are generally unattainable.

Velocity distributions among colliding asteroids

NASA Technical Reports Server (NTRS)

Bottke, William F., Jr.; Nolan, Michael C.; Greenberg, Richard; Kolvoord, Robert A.

1994-01-01

The probability distribution for impact velocities between two given asteroids is wide, non-Gaussian, and often contains spikes according to our new method of analysis in which each possible orbital geometry for collision is weighted according to its probability. An average value would give a good representation only if the distribution were smooth and narrow. Therefore, the complete velocity distribution we obtain for various asteroid populations differs significantly from published histograms of average velocities. For all pairs among the 682 asteroids in the main-belt with D greater than 50 km, we find that our computed velocity distribution is much wider than previously computed histograms of average velocities. In this case, the most probable impact velocity is approximately 4.4 km/sec, compared with the mean impact velocity of 5.3 km/sec. For cases of a single asteroid (e.g., Gaspra or Ida) relative to an impacting population, the distribution we find yields lower velocities than previously reported by others. The width of these velocity distributions implies that mean impact velocities must be used with caution when calculating asteroid collisional lifetimes or crater-size distributions. Since the most probable impact velocities are lower than the mean, disruption events may occur less frequently than previously estimated. However, this disruption rate may be balanced somewhat by an apparent increase in the frequency of high-velocity impacts between asteroids. These results have implications for issues such as asteroidal disruption rates, the amount/type of impact ejecta available for meteoritical delivery to the Earth, and the geology and evolution of specific asteroids like Gaspra.

Probability elicitation to inform early health economic evaluations of new medical technologies: a case study in heart failure disease management.

PubMed

Cao, Qi; Postmus, Douwe; Hillege, Hans L; Buskens, Erik

2013-06-01

Early estimates of the commercial headroom available to a new medical device can assist producers of health technology in making appropriate product investment decisions. The purpose of this study was to illustrate how this quantity can be captured probabilistically by combining probability elicitation with early health economic modeling. The technology considered was a novel point-of-care testing device in heart failure disease management. First, we developed a continuous-time Markov model to represent the patients' disease progression under the current care setting. Next, we identified the model parameters that are likely to change after the introduction of the new device and interviewed three cardiologists to capture the probability distributions of these parameters. Finally, we obtained the probability distribution of the commercial headroom available per measurement by propagating the uncertainty in the model inputs to uncertainty in modeled outcomes. For a willingness-to-pay value of €10,000 per life-year, the median headroom available per measurement was €1.64 (interquartile range €0.05-€3.16) when the measurement frequency was assumed to be daily. In the subsequently conducted sensitivity analysis, this median value increased to a maximum of €57.70 for different combinations of the willingness-to-pay threshold and the measurement frequency. Probability elicitation can successfully be combined with early health economic modeling to obtain the probability distribution of the headroom available to a new medical technology. Subsequently feeding this distribution into a product investment evaluation method enables stakeholders to make more informed decisions regarding to which markets a currently available product prototype should be targeted. Copyright © 2013. Published by Elsevier Inc.

Finite-size scaling of survival probability in branching processes

NASA Astrophysics Data System (ADS)

Garcia-Millan, Rosalba; Font-Clos, Francesc; Corral, Álvaro

2015-04-01

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We derive analytically the existence of finite-size scaling for the survival probability as a function of the control parameter and the maximum number of generations, obtaining the critical exponents as well as the exact scaling function, which is G (y ) =2 y ey /(ey-1 ) , with y the rescaled distance to the critical point. Our findings are valid for any branching process of the Galton-Watson type, independently of the distribution of the number of offspring, provided its variance is finite. This proves the universal behavior of the finite-size effects in branching processes, including the universality of the metric factors. The direct relation to mean-field percolation is also discussed.

Investigation of Probability Distributions Using Dice Rolling Simulation

ERIC Educational Resources Information Center

Lukac, Stanislav; Engel, Radovan

2010-01-01

Dice are considered one of the oldest gambling devices and thus many mathematicians have been interested in various dice gambling games in the past. Dice have been used to teach probability, and dice rolls can be effectively simulated using technology. The National Council of Teachers of Mathematics (NCTM) recommends that teachers use simulations…

Likelihood analysis of species occurrence probability from presence-only data for modelling species distributions

USGS Publications Warehouse

Royle, J. Andrew; Chandler, Richard B.; Yackulic, Charles; Nichols, James D.

2012-01-01

1. Understanding the factors affecting species occurrence is a pre-eminent focus of applied ecological research. However, direct information about species occurrence is lacking for many species. Instead, researchers sometimes have to rely on so-called presence-only data (i.e. when no direct information about absences is available), which often results from opportunistic, unstructured sampling. MAXENT is a widely used software program designed to model and map species distribution using presence-only data. 2. We provide a critical review of MAXENT as applied to species distribution modelling and discuss how it can lead to inferential errors. A chief concern is that MAXENT produces a number of poorly defined indices that are not directly related to the actual parameter of interest – the probability of occurrence (ψ). This focus on an index was motivated by the belief that it is not possible to estimate ψ from presence-only data; however, we demonstrate that ψ is identifiable using conventional likelihood methods under the assumptions of random sampling and constant probability of species detection. 3. The model is implemented in a convenient r package which we use to apply the model to simulated data and data from the North American Breeding Bird Survey. We demonstrate that MAXENT produces extreme under-predictions when compared to estimates produced by logistic regression which uses the full (presence/absence) data set. We note that MAXENT predictions are extremely sensitive to specification of the background prevalence, which is not objectively estimated using the MAXENT method. 4. As with MAXENT, formal model-based inference requires a random sample of presence locations. Many presence-only data sets, such as those based on museum records and herbarium collections, may not satisfy this assumption. However, when sampling is random, we believe that inference should be based on formal methods that facilitate inference about interpretable ecological quantities

Bivariate normal, conditional and rectangular probabilities: A computer program with applications

NASA Technical Reports Server (NTRS)

Swaroop, R.; Brownlow, J. D.; Ashwworth, G. R.; Winter, W. R.

1980-01-01

Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.

Performance Probability Distributions for Sediment Control Best Management Practices

NASA Astrophysics Data System (ADS)

Ferrell, L.; Beighley, R.; Walsh, K.

2007-12-01

Controlling soil erosion and sediment transport can be a significant challenge during the construction process due to the extent and conditions of bare, disturbed soils. Best Management Practices (BMPs) are used as the framework for the design of sediment discharge prevention systems in stormwater pollution prevention plans which are typically required for construction sites. This research focuses on commonly-used BMP systems for perimeter control of sediment export: silt fences and fiber rolls. Although these systems are widely used, the physical and engineering parameters describing their performance are not well understood. Performance expectations are based on manufacturer results, but due to the dynamic conditions that exist on a construction site performance expectations are not always achievable in the field. Based on experimental results product performance is shown to be highly variable. Experiments using the same installation procedures show inconsistent sediment removal performances ranging from (>)85 percent to zero. The goal of this research is to improve the determination of off-site sediment yield based on probabilistic performance results of perimeter control BMPs. BMPs are evaluated in the Soil Erosion Research Laboratory (SERL) in the Civil and Environmental Engineering department at San Diego State University. SERL experiments are performed on a 3-m by 10-m tilting soil bed with a soil depth of 0.5 meters and a slope of 33 percent. The simulated storm event consists of 17 mm/hr for 20 minutes followed by 51 mm/hr for 30 minutes. The storm event is based on an ASTM design storm intended to simulate BMP failures. BMP performance is assessed based on experiments where BMPs are installed per manufacture specifications, less than optimal installations, and no treatment conditions. Preliminary results from 30 experiments are presented and used to develop probability distributions for BMP sediment removal efficiencies. The results are then combined with

Estimating the probability distribution of the incubation period for rabies using data from the 1948-1954 rabies epidemic in Tokyo.

PubMed

Tojinbara, Kageaki; Sugiura, K; Yamada, A; Kakitani, I; Kwan, N C L; Sugiura, K

2016-01-01

Data of 98 rabies cases in dogs and cats from the 1948-1954 rabies epidemic in Tokyo were used to estimate the probability distribution of the incubation period. Lognormal, gamma and Weibull distributions were used to model the incubation period. The maximum likelihood estimates of the mean incubation period ranged from 27.30 to 28.56 days according to different distributions. The mean incubation period was shortest with the lognormal distribution (27.30 days), and longest with the Weibull distribution (28.56 days). The best distribution in terms of AIC value was the lognormal distribution with mean value of 27.30 (95% CI: 23.46-31.55) days and standard deviation of 20.20 (15.27-26.31) days. There were no significant differences between the incubation periods for dogs and cats, or between those for male and female dogs. Copyright © 2015 Elsevier B.V. All rights reserved.

ANNz2: Photometric Redshift and Probability Distribution Function Estimation using Machine Learning

NASA Astrophysics Data System (ADS)

Sadeh, I.; Abdalla, F. B.; Lahav, O.

2016-10-01

We present ANNz2, a new implementation of the public software for photometric redshift (photo-z) estimation of Collister & Lahav, which now includes generation of full probability distribution functions (PDFs). ANNz2 utilizes multiple machine learning methods, such as artificial neural networks and boosted decision/regression trees. The objective of the algorithm is to optimize the performance of the photo-z estimation, to properly derive the associated uncertainties, and to produce both single-value solutions and PDFs. In addition, estimators are made available, which mitigate possible problems of non-representative or incomplete spectroscopic training samples. ANNz2 has already been used as part of the first weak lensing analysis of the Dark Energy Survey, and is included in the experiment's first public data release. Here we illustrate the functionality of the code using data from the tenth data release of the Sloan Digital Sky Survey and the Baryon Oscillation Spectroscopic Survey. The code is available for download at http://github.com/IftachSadeh/ANNZ.

Skill of Ensemble Seasonal Probability Forecasts

NASA Astrophysics Data System (ADS)

Smith, Leonard A.; Binter, Roman; Du, Hailiang; Niehoerster, Falk

2010-05-01

In operational forecasting, the computational complexity of large simulation models is, ideally, justified by enhanced performance over simpler models. We will consider probability forecasts and contrast the skill of ENSEMBLES-based seasonal probability forecasts of interest to the finance sector (specifically temperature forecasts for Nino 3.4 and the Atlantic Main Development Region (MDR)). The ENSEMBLES model simulations will be contrasted against forecasts from statistical models based on the observations (climatological distributions) and empirical dynamics based on the observations but conditioned on the current state (dynamical climatology). For some start dates, individual ENSEMBLES models yield significant skill even at a lead-time of 14 months. The nature of this skill is discussed, and chances of application are noted. Questions surrounding the interpretation of probability forecasts based on these multi-model ensemble simulations are then considered; the distributions considered are formed by kernel dressing the ensemble and blending with the climatology. The sources of apparent (RMS) skill in distributions based on multi-model simulations is discussed, and it is demonstrated that the inclusion of "zero-skill" models in the long range can improve Root-Mean-Square-Error scores, casting some doubt on the common justification for the claim that all models should be included in forming an operational probability forecast. It is argued that the rational response varies with lead time.

Probability distribution of haplotype frequencies under the two-locus Wright-Fisher model by diffusion approximation.

PubMed

Boitard, Simon; Loisel, Patrice

2007-05-01

The probability distribution of haplotype frequencies in a population, and the way it is influenced by genetical forces such as recombination, selection, random drift ...is a question of fundamental interest in population genetics. For large populations, the distribution of haplotype frequencies for two linked loci under the classical Wright-Fisher model is almost impossible to compute because of numerical reasons. However the Wright-Fisher process can in such cases be approximated by a diffusion process and the transition density can then be deduced from the Kolmogorov equations. As no exact solution has been found for these equations, we developed a numerical method based on finite differences to solve them. It applies to transient states and models including selection or mutations. We show by several tests that this method is accurate for computing the conditional joint density of haplotype frequencies given that no haplotype has been lost. We also prove that it is far less time consuming than other methods such as Monte Carlo simulations.

Extinction probabilities and stationary distributions of mobile genetic elements in prokaryotes: The birth-death-diversification model.

PubMed

Drakos, Nicole E; Wahl, Lindi M

2015-12-01

Theoretical approaches are essential to our understanding of the complex dynamics of mobile genetic elements (MGEs) within genomes. Recently, the birth-death-diversification model was developed to describe the dynamics of mobile promoters (MPs), a particular class of MGEs in prokaryotes. A unique feature of this model is that genetic diversification of elements was included. To explore the implications of diversification on the longterm fate of MGE lineages, in this contribution we analyze the extinction probabilities, extinction times and equilibrium solutions of the birth-death-diversification model. We find that diversification increases both the survival and growth rate of MGE families, but the strength of this effect depends on the rate of horizontal gene transfer (HGT). We also find that the distribution of MGE families per genome is not necessarily monotonically decreasing, as observed for MPs, but may have a peak in the distribution that is related to the HGT rate. For MPs specifically, we find that new families have a high extinction probability, and predict that the number of MPs is increasing, albeit at a very slow rate. Additionally, we develop an extension of the birth-death-diversification model which allows MGEs in different regions of the genome, for example coding and non-coding, to be described by different rates. This extension may offer a potential explanation as to why the majority of MPs are located in non-promoter regions of the genome. Copyright © 2015 Elsevier Inc. All rights reserved.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

The probability of misassociation between neighboring targets

NASA Astrophysics Data System (ADS)

Areta, Javier A.; Bar-Shalom, Yaakov; Rothrock, Ronald

2008-04-01

This paper presents procedures to calculate the probability that the measurement originating from an extraneous target will be (mis)associated with a target of interest for the cases of Nearest Neighbor and Global association. It is shown that these misassociation probabilities depend, under certain assumptions, on a particular - covariance weighted - norm of the difference between the targets' predicted measurements. For the Nearest Neighbor association, the exact solution, obtained for the case of equal innovation covariances, is based on a noncentral chi-square distribution. An approximate solution is also presented for the case of unequal innovation covariances. For the Global case an approximation is presented for the case of "similar" innovation covariances. In the general case of unequal innovation covariances where this approximation fails, an exact method based on the inversion of the characteristic function is presented. The theoretical results, confirmed by Monte Carlo simulations, quantify the benefit of Global vs. Nearest Neighbor association. These results are applied to problems of single sensor as well as centralized fusion architecture multiple sensor tracking.

A Monte Carlo study of fluorescence generation probability in a two-layered tissue model

NASA Astrophysics Data System (ADS)

Milej, Daniel; Gerega, Anna; Wabnitz, Heidrun; Liebert, Adam

2014-03-01

It was recently reported that the time-resolved measurement of diffuse reflectance and/or fluorescence during injection of an optical contrast agent may constitute a basis for a technique to assess cerebral perfusion. In this paper, we present results of Monte Carlo simulations of the propagation of excitation photons and tracking of fluorescence photons in a two-layered tissue model mimicking intra- and extracerebral tissue compartments. Spatial 3D distributions of the probability that the photons were converted from excitation to emission wavelength in a defined voxel of the medium (generation probability) during their travel between source and detector were obtained for different optical properties in intra- and extracerebral tissue compartments. It was noted that the spatial distribution of the generation probability depends on the distribution of the fluorophore in the medium and is influenced by the absorption of the medium and of the fluorophore at excitation and emission wavelengths. Simulations were also carried out for realistic time courses of the dye concentration in both layers. The results of the study show that the knowledge of the absorption properties of the medium at excitation and emission wavelengths is essential for the interpretation of the time-resolved fluorescence signals measured on the surface of the head.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

The return period analysis of natural disasters with statistical modeling of bivariate joint probability distribution.

PubMed

Li, Ning; Liu, Xueqin; Xie, Wei; Wu, Jidong; Zhang, Peng

2013-01-01

New features of natural disasters have been observed over the last several years. The factors that influence the disasters' formation mechanisms, regularity of occurrence and main characteristics have been revealed to be more complicated and diverse in nature than previously thought. As the uncertainty involved increases, the variables need to be examined further. This article discusses the importance and the shortage of multivariate analysis of natural disasters and presents a method to estimate the joint probability of the return periods and perform a risk analysis. Severe dust storms from 1990 to 2008 in Inner Mongolia were used as a case study to test this new methodology, as they are normal and recurring climatic phenomena on Earth. Based on the 79 investigated events and according to the dust storm definition with bivariate, the joint probability distribution of severe dust storms was established using the observed data of maximum wind speed and duration. The joint return periods of severe dust storms were calculated, and the relevant risk was analyzed according to the joint probability. The copula function is able to simulate severe dust storm disasters accurately. The joint return periods generated are closer to those observed in reality than the univariate return periods and thus have more value in severe dust storm disaster mitigation, strategy making, program design, and improvement of risk management. This research may prove useful in risk-based decision making. The exploration of multivariate analysis methods can also lay the foundation for further applications in natural disaster risk analysis. © 2012 Society for Risk Analysis.

Constructing inverse probability weights for continuous exposures: a comparison of methods.

PubMed

Naimi, Ashley I; Moodie, Erica E M; Auger, Nathalie; Kaufman, Jay S

2014-03-01

Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse probability weights for continuous exposures using Monte Carlo simulation. We generated two continuous exposures and binary outcomes using data sampled from a large empirical cohort. The first exposure followed a normal distribution with homoscedastic variance. The second exposure followed a contaminated Poisson distribution, with heteroscedastic variance equal to the conditional mean. We assessed six methods to construct inverse probability weights using: a normal distribution, a normal distribution with heteroscedastic variance, a truncated normal distribution with heteroscedastic variance, a gamma distribution, a t distribution (1, 3, and 5 degrees of freedom), and a quantile binning approach (based on 10, 15, and 20 exposure categories). We estimated the marginal odds ratio for a single-unit increase in each simulated exposure in a regression model weighted by the inverse probability weights constructed using each approach, and then computed the bias and mean squared error for each method. For the homoscedastic exposure, the standard normal, gamma, and quantile binning approaches performed best. For the heteroscedastic exposure, the quantile binning, gamma, and heteroscedastic normal approaches performed best. Our results suggest that the quantile binning approach is a simple and versatile way to construct inverse probability weights for continuous exposures.

An evaluation of procedures to estimate monthly precipitation probabilities

NASA Astrophysics Data System (ADS)

Legates, David R.

1991-01-01

Many frequency distributions have been used to evaluate monthly precipitation probabilities. Eight of these distributions (including Pearson type III, extreme value, and transform normal probability density functions) are comparatively examined to determine their ability to represent accurately variations in monthly precipitation totals for global hydroclimatological analyses. Results indicate that a modified version of the Box-Cox transform-normal distribution more adequately describes the 'true' precipitation distribution than does any of the other methods. This assessment was made using a cross-validation procedure for a global network of 253 stations for which at least 100 years of monthly precipitation totals were available.

Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

NASA Astrophysics Data System (ADS)

Gorenflo, R.; Mainardi, F.

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.

Inference of emission rates from multiple sources using Bayesian probability theory.

PubMed

Yee, Eugene; Flesch, Thomas K

2010-03-01

The determination of atmospheric emission rates from multiple sources using inversion (regularized least-squares or best-fit technique) is known to be very susceptible to measurement and model errors in the problem, rendering the solution unusable. In this paper, a new perspective is offered for this problem: namely, it is argued that the problem should be addressed as one of inference rather than inversion. Towards this objective, Bayesian probability theory is used to estimate the emission rates from multiple sources. The posterior probability distribution for the emission rates is derived, accounting fully for the measurement errors in the concentration data and the model errors in the dispersion model used to interpret the data. The Bayesian inferential methodology for emission rate recovery is validated against real dispersion data, obtained from a field experiment involving various source-sensor geometries (scenarios) consisting of four synthetic area sources and eight concentration sensors. The recovery of discrete emission rates from three different scenarios obtained using Bayesian inference and singular value decomposition inversion are compared and contrasted.

Prediction of fatty acid-binding residues on protein surfaces with three-dimensional probability distributions of interacting atoms.

PubMed

Mahalingam, Rajasekaran; Peng, Hung-Pin; Yang, An-Suei

2014-08-01

Protein-fatty acid interaction is vital for many cellular processes and understanding this interaction is important for functional annotation as well as drug discovery. In this work, we present a method for predicting the fatty acid (FA)-binding residues by using three-dimensional probability density distributions of interacting atoms of FAs on protein surfaces which are derived from the known protein-FA complex structures. A machine learning algorithm was established to learn the characteristic patterns of the probability density maps specific to the FA-binding sites. The predictor was trained with five-fold cross validation on a non-redundant training set and then evaluated with an independent test set as well as on holo-apo pair's dataset. The results showed good accuracy in predicting the FA-binding residues. Further, the predictor developed in this study is implemented as an online server which is freely accessible at the following website, http://ismblab.genomics.sinica.edu.tw/. Copyright © 2014 Elsevier B.V. All rights reserved.

Characterizing the Lyα forest flux probability distribution function using Legendre polynomials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cieplak, Agnieszka M.; Slosar, Anze

The Lyman-α forest is a highly non-linear field with considerable information available in the data beyond the power spectrum. The flux probability distribution function (PDF) has been used as a successful probe of small-scale physics. In this paper we argue that measuring coefficients of the Legendre polynomial expansion of the PDF offers several advantages over measuring the binned values as is commonly done. In particular, the n-th Legendre coefficient can be expressed as a linear combination of the first n moments, allowing these coefficients to be measured in the presence of noise and allowing a clear route for marginalisation overmore » mean flux. Moreover, in the presence of noise, our numerical work shows that a finite number of coefficients are well measured with a very sharp transition into noise dominance. This compresses the available information into a small number of well-measured quantities. In conclusion, we find that the amount of recoverable information is a very non-linear function of spectral noise that strongly favors fewer quasars measured at better signal to noise.« less

Characterizing the Lyα forest flux probability distribution function using Legendre polynomials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cieplak, Agnieszka M.; Slosar, Anže, E-mail: acieplak@bnl.gov, E-mail: anze@bnl.gov

The Lyman-α forest is a highly non-linear field with considerable information available in the data beyond the power spectrum. The flux probability distribution function (PDF) has been used as a successful probe of small-scale physics. In this paper we argue that measuring coefficients of the Legendre polynomial expansion of the PDF offers several advantages over measuring the binned values as is commonly done. In particular, the n -th Legendre coefficient can be expressed as a linear combination of the first n moments, allowing these coefficients to be measured in the presence of noise and allowing a clear route for marginalisationmore » over mean flux. Moreover, in the presence of noise, our numerical work shows that a finite number of coefficients are well measured with a very sharp transition into noise dominance. This compresses the available information into a small number of well-measured quantities. We find that the amount of recoverable information is a very non-linear function of spectral noise that strongly favors fewer quasars measured at better signal to noise.« less

Characterizing the Lyα forest flux probability distribution function using Legendre polynomials

NASA Astrophysics Data System (ADS)

Cieplak, Agnieszka M.; Slosar, Anže

2017-10-01

The Lyman-α forest is a highly non-linear field with considerable information available in the data beyond the power spectrum. The flux probability distribution function (PDF) has been used as a successful probe of small-scale physics. In this paper we argue that measuring coefficients of the Legendre polynomial expansion of the PDF offers several advantages over measuring the binned values as is commonly done. In particular, the n-th Legendre coefficient can be expressed as a linear combination of the first n moments, allowing these coefficients to be measured in the presence of noise and allowing a clear route for marginalisation over mean flux. Moreover, in the presence of noise, our numerical work shows that a finite number of coefficients are well measured with a very sharp transition into noise dominance. This compresses the available information into a small number of well-measured quantities. We find that the amount of recoverable information is a very non-linear function of spectral noise that strongly favors fewer quasars measured at better signal to noise.

Characterizing the Lyα forest flux probability distribution function using Legendre polynomials

DOE PAGES

Cieplak, Agnieszka M.; Slosar, Anze

2017-10-12

The Lyman-α forest is a highly non-linear field with considerable information available in the data beyond the power spectrum. The flux probability distribution function (PDF) has been used as a successful probe of small-scale physics. In this paper we argue that measuring coefficients of the Legendre polynomial expansion of the PDF offers several advantages over measuring the binned values as is commonly done. In particular, the n-th Legendre coefficient can be expressed as a linear combination of the first n moments, allowing these coefficients to be measured in the presence of noise and allowing a clear route for marginalisation overmore » mean flux. Moreover, in the presence of noise, our numerical work shows that a finite number of coefficients are well measured with a very sharp transition into noise dominance. This compresses the available information into a small number of well-measured quantities. In conclusion, we find that the amount of recoverable information is a very non-linear function of spectral noise that strongly favors fewer quasars measured at better signal to noise.« less

Fundamental questions of earthquake statistics, source behavior, and the estimation of earthquake probabilities from possible foreshocks

USGS Publications Warehouse

Michael, Andrew J.

2012-01-01

Estimates of the probability that an ML 4.8 earthquake, which occurred near the southern end of the San Andreas fault on 24 March 2009, would be followed by an M 7 mainshock over the following three days vary from 0.0009 using a Gutenberg–Richter model of aftershock statistics (Reasenberg and Jones, 1989) to 0.04 using a statistical model of foreshock behavior and long‐term estimates of large earthquake probabilities, including characteristic earthquakes (Agnew and Jones, 1991). I demonstrate that the disparity between the existing approaches depends on whether or not they conform to Gutenberg–Richter behavior. While Gutenberg–Richter behavior is well established over large regions, it could be violated on individual faults if they have characteristic earthquakes or over small areas if the spatial distribution of large‐event nucleations is disproportional to the rate of smaller events. I develop a new form of the aftershock model that includes characteristic behavior and combines the features of both models. This new model and the older foreshock model yield the same results when given the same inputs, but the new model has the advantage of producing probabilities for events of all magnitudes, rather than just for events larger than the initial one. Compared with the aftershock model, the new model has the advantage of taking into account long‐term earthquake probability models. Using consistent parameters, the probability of an M 7 mainshock on the southernmost San Andreas fault is 0.0001 for three days from long‐term models and the clustering probabilities following the ML 4.8 event are 0.00035 for a Gutenberg–Richter distribution and 0.013 for a characteristic‐earthquake magnitude–frequency distribution. Our decisions about the existence of characteristic earthquakes and how large earthquakes nucleate have a first‐order effect on the probabilities obtained from short‐term clustering models for these large events.

On the use of the energy probability distribution zeros in the study of phase transitions

NASA Astrophysics Data System (ADS)

Mól, L. A. S.; Rodrigues, R. G. M.; Stancioli, R. A.; Rocha, J. C. S.; Costa, B. V.

2018-04-01

This contribution is devoted to cover some technical aspects related to the use of the recently proposed energy probability distribution zeros in the study of phase transitions. This method is based on the partial knowledge of the partition function zeros and has been shown to be extremely efficient to precisely locate phase transition temperatures. It is based on an iterative method in such a way that the transition temperature can be approached at will. The iterative method will be detailed and some convergence issues that has been observed in its application to the 2D Ising model and to an artificial spin ice model will be shown, together with ways to circumvent them.

Confidence as Bayesian Probability: From Neural Origins to Behavior.

PubMed

Meyniel, Florent; Sigman, Mariano; Mainen, Zachary F

2015-10-07

Research on confidence spreads across several sub-fields of psychology and neuroscience. Here, we explore how a definition of confidence as Bayesian probability can unify these viewpoints. This computational view entails that there are distinct forms in which confidence is represented and used in the brain, including distributional confidence, pertaining to neural representations of probability distributions, and summary confidence, pertaining to scalar summaries of those distributions. Summary confidence is, normatively, derived or "read out" from distributional confidence. Neural implementations of readout will trade off optimality versus flexibility of routing across brain systems, allowing confidence to serve diverse cognitive functions. Copyright © 2015 Elsevier Inc. All rights reserved.

Assessment of fragment projection hazard: probability distributions for the initial direction of fragments.

PubMed

Tugnoli, Alessandro; Gubinelli, Gianfilippo; Landucci, Gabriele; Cozzani, Valerio

2014-08-30

The evaluation of the initial direction and velocity of the fragments generated in the fragmentation of a vessel due to internal pressure is an important information in the assessment of damage caused by fragments, in particular within the quantitative risk assessment (QRA) of chemical and process plants. In the present study an approach is proposed to the identification and validation of probability density functions (pdfs) for the initial direction of the fragments. A detailed review of a large number of past accidents provided the background information for the validation procedure. A specific method was developed for the validation of the proposed pdfs. Validated pdfs were obtained for both the vertical and horizontal angles of projection and for the initial velocity of the fragments. Copyright © 2014 Elsevier B.V. All rights reserved.

Exact valence bond entanglement entropy and probability distribution in the XXX spin chain and the potts model.

PubMed

Jacobsen, J L; Saleur, H

2008-02-29

We determine exactly the probability distribution of the number N_(c) of valence bonds connecting a subsystem of length L>1 to the rest of the system in the ground state of the XXX antiferromagnetic spin chain. This provides, in particular, the asymptotic behavior of the valence-bond entanglement entropy S_(VB)=N_(c)ln2=4ln2/pi(2)lnL disproving a recent conjecture that this should be related with the von Neumann entropy, and thus equal to 1/3lnL. Our results generalize to the Q-state Potts model.

Probability Distributions of Minkowski Distances between Discrete Random Variables.

ERIC Educational Resources Information Center

Schroger, Erich; And Others

1993-01-01

Minkowski distances are used to indicate similarity of two vectors in an N-dimensional space. How to compute the probability function, the expectation, and the variance for Minkowski distances and the special cases City-block distance and Euclidean distance. Critical values for tests of significance are presented in tables. (SLD)

Some properties of a 5-parameter bivariate probability distribution

NASA Technical Reports Server (NTRS)

Tubbs, J. D.; Brewer, D. W.; Smith, O. E.

1983-01-01

A five-parameter bivariate gamma distribution having two shape parameters, two location parameters and a correlation parameter was developed. This more general bivariate gamma distribution reduces to the known four-parameter distribution. The five-parameter distribution gives a better fit to the gust data. The statistical properties of this general bivariate gamma distribution and a hypothesis test were investigated. Although these developments have come too late in the Shuttle program to be used directly as design criteria for ascent wind gust loads, the new wind gust model has helped to explain the wind profile conditions which cause large dynamic loads. Other potential applications of the newly developed five-parameter bivariate gamma distribution are in the areas of reliability theory, signal noise, and vibration mechanics.

Accurate step-hold tracking of smoothly varying periodic and aperiodic probability.

PubMed

Ricci, Matthew; Gallistel, Randy

2017-07-01

Subjects observing many samples from a Bernoulli distribution are able to perceive an estimate of the generating parameter. A question of fundamental importance is how the current percept-what we think the probability now is-depends on the sequence of observed samples. Answers to this question are strongly constrained by the manner in which the current percept changes in response to changes in the hidden parameter. Subjects do not update their percept trial-by-trial when the hidden probability undergoes unpredictable and unsignaled step changes; instead, they update it only intermittently in a step-hold pattern. It could be that the step-hold pattern is not essential to the perception of probability and is only an artifact of step changes in the hidden parameter. However, we now report that the step-hold pattern obtains even when the parameter varies slowly and smoothly. It obtains even when the smooth variation is periodic (sinusoidal) and perceived as such. We elaborate on a previously published theory that accounts for: (i) the quantitative properties of the step-hold update pattern; (ii) subjects' quick and accurate reporting of changes; (iii) subjects' second thoughts about previously reported changes; (iv) subjects' detection of higher-order structure in patterns of change. We also call attention to the challenges these results pose for trial-by-trial updating theories.

Minimal entropy probability paths between genome families.

PubMed

Ahlbrandt, Calvin; Benson, Gary; Casey, William

2004-05-01

We develop a metric for probability distributions with applications to biological sequence analysis. Our distance metric is obtained by minimizing a functional defined on the class of paths over probability measures on N categories. The underlying mathematical theory is connected to a constrained problem in the calculus of variations. The solution presented is a numerical solution, which approximates the true solution in a set of cases called rich paths where none of the components of the path is zero. The functional to be minimized is motivated by entropy considerations, reflecting the idea that nature might efficiently carry out mutations of genome sequences in such a way that the increase in entropy involved in transformation is as small as possible. We characterize sequences by frequency profiles or probability vectors, in the case of DNA where N is 4 and the components of the probability vector are the frequency of occurrence of each of the bases A, C, G and T. Given two probability vectors a and b, we define a distance function based as the infimum of path integrals of the entropy function H( p) over all admissible paths p(t), 0 < or = t< or =1, with p(t) a probability vector such that p(0)=a and p(1)=b. If the probability paths p(t) are parameterized as y(s) in terms of arc length s and the optimal path is smooth with arc length L, then smooth and "rich" optimal probability paths may be numerically estimated by a hybrid method of iterating Newton's method on solutions of a two point boundary value problem, with unknown distance L between the abscissas, for the Euler-Lagrange equations resulting from a multiplier rule for the constrained optimization problem together with linear regression to improve the arc length estimate L. Matlab code for these numerical methods is provided which works only for "rich" optimal probability vectors. These methods motivate a definition of an elementary distance function which is easier and faster to calculate, works on non

Probability Forecasting Using Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Duncan, M.; Frisbee, J.; Wysack, J.

2014-09-01

Space Situational Awareness (SSA) is defined as the knowledge and characterization of all aspects of space. SSA is now a fundamental and critical component of space operations. Increased dependence on our space assets has in turn lead to a greater need for accurate, near real-time knowledge of all space activities. With the growth of the orbital debris population, satellite operators are performing collision avoidance maneuvers more frequently. Frequent maneuver execution expends fuel and reduces the operational lifetime of the spacecraft. Thus the need for new, more sophisticated collision threat characterization methods must be implemented. The collision probability metric is used operationally to quantify the collision risk. The collision probability is typically calculated days into the future, so that high risk and potential high risk conjunction events are identified early enough to develop an appropriate course of action. As the time horizon to the conjunction event is reduced, the collision probability changes. A significant change in the collision probability will change the satellite mission stakeholder's course of action. So constructing a method for estimating how the collision probability will evolve improves operations by providing satellite operators with a new piece of information, namely an estimate or 'forecast' of how the risk will change as time to the event is reduced. Collision probability forecasting is a predictive process where the future risk of a conjunction event is estimated. The method utilizes a Monte Carlo simulation that produces a likelihood distribution for a given collision threshold. Using known state and state uncertainty information, the simulation generates a set possible trajectories for a given space object pair. Each new trajectory produces a unique event geometry at the time of close approach. Given state uncertainty information for both objects, a collision probability value can be computed for every trail. This yields a

A Unifying Probability Example.

ERIC Educational Resources Information Center

Maruszewski, Richard F., Jr.

2002-01-01

Presents an example from probability and statistics that ties together several topics including the mean and variance of a discrete random variable, the binomial distribution and its particular mean and variance, the sum of independent random variables, the mean and variance of the sum, and the central limit theorem. Uses Excel to illustrate these…

Oil spill contamination probability in the southeastern Levantine basin.

PubMed

Goldman, Ron; Biton, Eli; Brokovich, Eran; Kark, Salit; Levin, Noam

2015-02-15

Recent gas discoveries in the eastern Mediterranean Sea led to multiple operations with substantial economic interest, and with them there is a risk of oil spills and their potential environmental impacts. To examine the potential spatial distribution of this threat, we created seasonal maps of the probability of oil spill pollution reaching an area in the Israeli coastal and exclusive economic zones, given knowledge of its initial sources. We performed simulations of virtual oil spills using realistic atmospheric and oceanic conditions. The resulting maps show dominance of the alongshore northerly current, which causes the high probability areas to be stretched parallel to the coast, increasing contamination probability downstream of source points. The seasonal westerly wind forcing determines how wide the high probability areas are, and may also restrict these to a small coastal region near source points. Seasonal variability in probability distribution, oil state, and pollution time is also discussed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Probability distributions of linear statistics in chaotic cavities and associated phase transitions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vivo, Pierpaolo; Majumdar, Satya N.; Bohigas, Oriol

2010-03-01

We establish large deviation formulas for linear statistics on the N transmission eigenvalues (T{sub i}) of a chaotic cavity, in the framework of random matrix theory. Given any linear statistics of interest A=SIGMA{sub i=1}{sup N}a(T{sub i}), the probability distribution P{sub A}(A,N) of A generically satisfies the large deviation formula lim{sub N-}>{sub i}nfinity[-2 log P{sub A}(Nx,N)/betaN{sup 2}]=PSI{sub A}(x), where PSI{sub A}(x) is a rate function that we compute explicitly in many cases (conductance, shot noise, and moments) and beta corresponds to different symmetry classes. Using these large deviation expressions, it is possible to recover easily known results and to produce newmore » formulas, such as a closed form expression for v(n)=lim{sub N-}>{sub i}nfinity var(T{sub n}) (where T{sub n}=SIGMA{sub i}T{sub i}{sup n}) for arbitrary integer n. The universal limit v*=lim{sub n-}>{sub i}nfinity v(n)=1/2pibeta is also computed exactly. The distributions display a central Gaussian region flanked on both sides by non-Gaussian tails. At the junction of the two regimes, weakly nonanalytical points appear, a direct consequence of phase transitions in an associated Coulomb gas problem. Numerical checks are also provided, which are in full agreement with our asymptotic results in both real and Laplace space even for moderately small N. Part of the results have been announced by Vivo et al. [Phys. Rev. Lett. 101, 216809 (2008)].« less

Knock probability estimation through an in-cylinder temperature model with exogenous noise

NASA Astrophysics Data System (ADS)

Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.

2018-01-01

This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.

An efficient multi-objective optimization method for water quality sensor placement within water distribution systems considering contamination probability variations.

PubMed

He, Guilin; Zhang, Tuqiao; Zheng, Feifei; Zhang, Qingzhou

2018-06-20

Water quality security within water distribution systems (WDSs) has been an important issue due to their inherent vulnerability associated with contamination intrusion. This motivates intensive studies to identify optimal water quality sensor placement (WQSP) strategies, aimed to timely/effectively detect (un)intentional intrusion events. However, these available WQSP optimization methods have consistently presumed that each WDS node has an equal contamination probability. While being simple in implementation, this assumption may do not conform to the fact that the nodal contamination probability may be significantly regionally varied owing to variations in population density and user properties. Furthermore, the low computational efficiency is another important factor that has seriously hampered the practical applications of the currently available WQSP optimization approaches. To address these two issues, this paper proposes an efficient multi-objective WQSP optimization method to explicitly account for contamination probability variations. Four different contamination probability functions (CPFs) are proposed to represent the potential variations of nodal contamination probabilities within the WDS. Two real-world WDSs are used to demonstrate the utility of the proposed method. Results show that WQSP strategies can be significantly affected by the choice of the CPF. For example, when the proposed method is applied to the large case study with the CPF accounting for user properties, the event detection probabilities of the resultant solutions are approximately 65%, while these values are around 25% for the traditional approach, and such design solutions are achieved approximately 10,000 times faster than the traditional method. This paper provides an alternative method to identify optimal WQSP solutions for the WDS, and also builds knowledge regarding the impacts of different CPFs on sensor deployments. Copyright © 2018 Elsevier Ltd. All rights reserved.

Supervised learning of probability distributions by neural networks

NASA Technical Reports Server (NTRS)

Baum, Eric B.; Wilczek, Frank

1988-01-01

Supervised learning algorithms for feedforward neural networks are investigated analytically. The back-propagation algorithm described by Werbos (1974), Parker (1985), and Rumelhart et al. (1986) is generalized by redefining the values of the input and output neurons as probabilities. The synaptic weights are then varied to follow gradients in the logarithm of likelihood rather than in the error. This modification is shown to provide a more rigorous theoretical basis for the algorithm and to permit more accurate predictions. A typical application involving a medical-diagnosis expert system is discussed.

Assessment of source probabilities for potential tsunamis affecting the U.S. Atlantic coast

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

Estimating the likelihood of tsunamis occurring along the U.S. Atlantic coast critically depends on knowledge of tsunami source probability. We review available information on both earthquake and landslide probabilities from potential sources that could generate local and transoceanic tsunamis. Estimating source probability includes defining both size and recurrence distributions for earthquakes and landslides. For the former distribution, source sizes are often distributed according to a truncated or tapered power-law relationship. For the latter distribution, sources are often assumed to occur in time according to a Poisson process, simplifying the way tsunami probabilities from individual sources can be aggregated. For the U.S. Atlantic coast, earthquake tsunami sources primarily occur at transoceanic distances along plate boundary faults. Probabilities for these sources are constrained from previous statistical studies of global seismicity for similar plate boundary types. In contrast, there is presently little information constraining landslide probabilities that may generate local tsunamis. Though there is significant uncertainty in tsunami source probabilities for the Atlantic, results from this study yield a comparative analysis of tsunami source recurrence rates that can form the basis for future probabilistic analyses.

Target intersection probabilities for parallel-line and continuous-grid types of search

USGS Publications Warehouse

McCammon, R.B.

1977-01-01

The expressions for calculating the probability of intersection of hidden targets of different sizes and shapes for parallel-line and continuous-grid types of search can be formulated by vsing the concept of conditional probability. When the prior probability of the orientation of a widden target is represented by a uniform distribution, the calculated posterior probabilities are identical with the results obtained by the classic methods of probability. For hidden targets of different sizes and shapes, the following generalizations about the probability of intersection can be made: (1) to a first approximation, the probability of intersection of a hidden target is proportional to the ratio of the greatest dimension of the target (viewed in plane projection) to the minimum line spacing of the search pattern; (2) the shape of the hidden target does not greatly affect the probability of the intersection when the largest dimension of the target is small relative to the minimum spacing of the search pattern, (3) the probability of intersecting a target twice for a particular type of search can be used as a lower bound if there is an element of uncertainty of detection for a particular type of tool; (4) the geometry of the search pattern becomes more critical when the largest dimension of the target equals or exceeds the minimum spacing of the search pattern; (5) for elongate targets, the probability of intersection is greater for parallel-line search than for an equivalent continuous square-grid search when the largest dimension of the target is less than the minimum spacing of the search pattern, whereas the opposite is true when the largest dimension exceeds the minimum spacing; (6) the probability of intersection for nonorthogonal continuous-grid search patterns is not greatly different from the probability of intersection for the equivalent orthogonal continuous-grid pattern when the orientation of the target is unknown. The probability of intersection for an

Characterizing the Lyman-alpha forest flux probability distribution function using Legendre polynomials

NASA Astrophysics Data System (ADS)

Cieplak, Agnieszka; Slosar, Anze

2018-01-01

The Lyman-alpha forest has become a powerful cosmological probe at intermediate redshift. It is a highly non-linear field with much information present beyond the power spectrum. The flux probability flux distribution (PDF) in particular has been a successful probe of small scale physics. However, it is also sensitive to pixel noise, spectrum resolution, and continuum fitting, all of which lead to possible biased estimators. Here we argue that measuring the coefficients of the Legendre polynomial expansion of the PDF offers several advantages over measuring the binned values as is commonly done. Since the n-th Legendre coefficient can be expressed as a linear combination of the first n moments of the field, this allows for the coefficients to be measured in the presence of noise and allows for a clear route towards marginalization over the mean flux. Additionally, in the presence of noise, a finite number of these coefficients are well measured with a very sharp transition into noise dominance. This compresses the information into a small amount of well-measured quantities. Finally, we find that measuring fewer quasars with high signal-to-noise produces a higher amount of recoverable information.

Exploratory study on a statistical method to analyse time resolved data obtained during nanomaterial exposure measurements

NASA Astrophysics Data System (ADS)

Clerc, F.; Njiki-Menga, G.-H.; Witschger, O.

2013-04-01

Most of the measurement strategies that are suggested at the international level to assess workplace exposure to nanomaterials rely on devices measuring, in real time, airborne particles concentrations (according different metrics). Since none of the instruments to measure aerosols can distinguish a particle of interest to the background aerosol, the statistical analysis of time resolved data requires special attention. So far, very few approaches have been used for statistical analysis in the literature. This ranges from simple qualitative analysis of graphs to the implementation of more complex statistical models. To date, there is still no consensus on a particular approach and the current period is always looking for an appropriate and robust method. In this context, this exploratory study investigates a statistical method to analyse time resolved data based on a Bayesian probabilistic approach. To investigate and illustrate the use of the this statistical method, particle number concentration data from a workplace study that investigated the potential for exposure via inhalation from cleanout operations by sandpapering of a reactor producing nanocomposite thin films have been used. In this workplace study, the background issue has been addressed through the near-field and far-field approaches and several size integrated and time resolved devices have been used. The analysis of the results presented here focuses only on data obtained with two handheld condensation particle counters. While one was measuring at the source of the released particles, the other one was measuring in parallel far-field. The Bayesian probabilistic approach allows a probabilistic modelling of data series, and the observed task is modelled in the form of probability distributions. The probability distributions issuing from time resolved data obtained at the source can be compared with the probability distributions issuing from the time resolved data obtained far-field, leading in a

Imprecise Probability Methods for Weapons UQ

DOE Office of Scientific and Technical Information (OSTI.GOV)

Picard, Richard Roy; Vander Wiel, Scott Alan

Building on recent work in uncertainty quanti cation, we examine the use of imprecise probability methods to better characterize expert knowledge and to improve on misleading aspects of Bayesian analysis with informative prior distributions. Quantitative approaches to incorporate uncertainties in weapons certi cation are subject to rigorous external peer review, and in this regard, certain imprecise probability methods are well established in the literature and attractive. These methods are illustrated using experimental data from LANL detonator impact testing.

The Poisson Random Process. Applications of Probability Theory to Operations Research. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 340.

ERIC Educational Resources Information Center

Wilde, Carroll O.

The Poisson probability distribution is seen to provide a mathematical model from which useful information can be obtained in practical applications. The distribution and some situations to which it applies are studied, and ways to find answers to practical questions are noted. The unit includes exercises and a model exam, and provides answers to…

The perception of probability.

PubMed

Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E

2014-01-01

We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

Multivariate probability distribution for sewer system vulnerability assessment under data-limited conditions.

PubMed

Del Giudice, G; Padulano, R; Siciliano, D

2016-01-01

The lack of geometrical and hydraulic information about sewer networks often excludes the adoption of in-deep modeling tools to obtain prioritization strategies for funds management. The present paper describes a novel statistical procedure for defining the prioritization scheme for preventive maintenance strategies based on a small sample of failure data collected by the Sewer Office of the Municipality of Naples (IT). Novelty issues involve, among others, considering sewer parameters as continuous statistical variables and accounting for their interdependences. After a statistical analysis of maintenance interventions, the most important available factors affecting the process are selected and their mutual correlations identified. Then, after a Box-Cox transformation of the original variables, a methodology is provided for the evaluation of a vulnerability map of the sewer network by adopting a joint multivariate normal distribution with different parameter sets. The goodness-of-fit is eventually tested for each distribution by means of a multivariate plotting position. The developed methodology is expected to assist municipal engineers in identifying critical sewers, prioritizing sewer inspections in order to fulfill rehabilitation requirements.

Path probability of stochastic motion: A functional approach

NASA Astrophysics Data System (ADS)

Hattori, Masayuki; Abe, Sumiyoshi

2016-06-01

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.

Explosion probability of unexploded ordnance: expert beliefs.

PubMed

MacDonald, Jacqueline Anne; Small, Mitchell J; Morgan, M G

2008-08-01

This article reports on a study to quantify expert beliefs about the explosion probability of unexploded ordnance (UXO). Some 1,976 sites at closed military bases in the United States are contaminated with UXO and are slated for cleanup, at an estimated cost of $15-140 billion. Because no available technology can guarantee 100% removal of UXO, information about explosion probability is needed to assess the residual risks of civilian reuse of closed military bases and to make decisions about how much to invest in cleanup. This study elicited probability distributions for the chance of UXO explosion from 25 experts in explosive ordnance disposal, all of whom have had field experience in UXO identification and deactivation. The study considered six different scenarios: three different types of UXO handled in two different ways (one involving children and the other involving construction workers). We also asked the experts to rank by sensitivity to explosion 20 different kinds of UXO found at a case study site at Fort Ord, California. We found that the experts do not agree about the probability of UXO explosion, with significant differences among experts in their mean estimates of explosion probabilities and in the amount of uncertainty that they express in their estimates. In three of the six scenarios, the divergence was so great that the average of all the expert probability distributions was statistically indistinguishable from a uniform (0, 1) distribution-suggesting that the sum of expert opinion provides no information at all about the explosion risk. The experts' opinions on the relative sensitivity to explosion of the 20 UXO items also diverged. The average correlation between rankings of any pair of experts was 0.41, which, statistically, is barely significant (p= 0.049) at the 95% confidence level. Thus, one expert's rankings provide little predictive information about another's rankings. The lack of consensus among experts suggests that empirical studies

QKD-based quantum private query without a failure probability

NASA Astrophysics Data System (ADS)

Liu, Bin; Gao, Fei; Huang, Wei; Wen, QiaoYan

2015-10-01

In this paper, we present a quantum-key-distribution (QKD)-based quantum private query (QPQ) protocol utilizing single-photon signal of multiple optical pulses. It maintains the advantages of the QKD-based QPQ, i.e., easy to implement and loss tolerant. In addition, different from the situations in the previous QKD-based QPQ protocols, in our protocol, the number of the items an honest user will obtain is always one and the failure probability is always zero. This characteristic not only improves the stability (in the sense that, ignoring the noise and the attack, the protocol would always succeed), but also benefits the privacy of the database (since the database will no more reveal additional secrets to the honest users). Furthermore, for the user's privacy, the proposed protocol is cheat sensitive, and for security of the database, we obtain an upper bound for the leaked information of the database in theory.

The transition probability and the probability for the left-most particle's position of the q-totally asymmetric zero range process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Korhonen, Marko; Lee, Eunghyun

2014-01-15

We treat the N-particle zero range process whose jumping rates satisfy a certain condition. This condition is required to use the Bethe ansatz and the resulting model is the q-boson model by Sasamoto and Wadati [“Exact results for one-dimensional totally asymmetric diffusion models,” J. Phys. A 31, 6057–6071 (1998)] or the q-totally asymmetric zero range process (TAZRP) by Borodin and Corwin [“Macdonald processes,” Probab. Theory Relat. Fields (to be published)]. We find the explicit formula of the transition probability of the q-TAZRP via the Bethe ansatz. By using the transition probability we find the probability distribution of the left-most particle'smore » position at time t. To find the probability for the left-most particle's position we find a new identity corresponding to identity for the asymmetric simple exclusion process by Tracy and Widom [“Integral formulas for the asymmetric simple exclusion process,” Commun. Math. Phys. 279, 815–844 (2008)]. For the initial state that all particles occupy a single site, the probability distribution of the left-most particle's position at time t is represented by the contour integral of a determinant.« less

Slant path rain attenuation and path diversity statistics obtained through radar modeling of rain structure

NASA Technical Reports Server (NTRS)

Goldhirsh, J.

1984-01-01

Single and joint terminal slant path attenuation statistics at frequencies of 28.56 and 19.04 GHz have been derived, employing a radar data base obtained over a three-year period at Wallops Island, VA. Statistics were independently obtained for path elevation angles of 20, 45, and 90 deg for purposes of examining how elevation angles influences both single-terminal and joint probability distributions. Both diversity gains and autocorrelation function dependence on site spacing and elevation angles were determined employing the radar modeling results. Comparisons with other investigators are presented. An independent path elevation angle prediction technique was developed and demonstrated to fit well with the radar-derived single and joint terminal radar-derived cumulative fade distributions at various elevation angles.

Methods for obtaining true particle size distributions from cross section measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lord, Kristina Alyse

2013-01-01

Sectioning methods are frequently used to measure grain sizes in materials. These methods do not provide accurate grain sizes for two reasons. First, the sizes of features observed on random sections are always smaller than the true sizes of solid spherical shaped objects, as noted by Wicksell [1]. This is the case because the section very rarely passes through the center of solid spherical shaped objects randomly dispersed throughout a material. The sizes of features observed on random sections are inversely related to the distance of the center of the solid object from the section [1]. Second, on a planemore » section through the solid material, larger sized features are more frequently observed than smaller ones due to the larger probability for a section to come into contact with the larger sized portion of the spheres than the smaller sized portion. As a result, it is necessary to find a method that takes into account these reasons for inaccurate particle size measurements, while providing a correction factor for accurately determining true particle size measurements. I present a method for deducing true grain size distributions from those determined from specimen cross sections, either by measurement of equivalent grain diameters or linear intercepts.« less

Optimized lower leg injury probability curves from postmortem human subject tests under axial impacts.

PubMed

Yoganandan, Narayan; Arun, Mike W J; Pintar, Frank A; Szabo, Aniko

2014-01-01

Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. The study reexamined lower leg postmortem human subjects (PMHS) data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and noninjury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the covariable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal, and log-logistic distributions was based on the Akaike information criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. The mean age, stature, and weight were 58.2±15.1 years, 1.74±0.08 m, and 74.9±13.8 kg, respectively. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other 2 distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-olds at 5, 25, and 50% risk levels age groups for lower leg fracture. For 25, 45, and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 k

Estimation of transition probabilities of credit ratings

NASA Astrophysics Data System (ADS)

Peng, Gan Chew; Hin, Pooi Ah

2015-12-01

The present research is based on the quarterly credit ratings of ten companies over 15 years taken from the database of the Taiwan Economic Journal. The components in the vector mi (mi1, mi2,⋯, mi10) may first be used to denote the credit ratings of the ten companies in the i-th quarter. The vector mi+1 in the next quarter is modelled to be dependent on the vector mi via a conditional distribution which is derived from a 20-dimensional power-normal mixture distribution. The transition probability Pkl (i ,j ) for getting mi+1,j = l given that mi, j = k is then computed from the conditional distribution. It is found that the variation of the transition probability Pkl (i ,j ) as i varies is able to give indication for the possible transition of the credit rating of the j-th company in the near future.

Continuous-time random-walk model for financial distributions

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Montero, Miquel; Weiss, George H.

2003-02-01

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar deutsche mark future exchange, finding good agreement between theory and the observed data.

An empirical model for earthquake probabilities in the San Francisco Bay region, California, 2002-2031

USGS Publications Warehouse

Reasenberg, P.A.; Hanks, T.C.; Bakun, W.H.

2003-01-01

The moment magnitude M 7.8 earthquake in 1906 profoundly changed the rate of seismic activity over much of northern California. The low rate of seismic activity in the San Francisco Bay region (SFBR) since 1906, relative to that of the preceding 55 yr, is often explained as a stress-shadow effect of the 1906 earthquake. However, existing elastic and visco-elastic models of stress change fail to fully account for the duration of the lowered rate of earthquake activity. We use variations in the rate of earthquakes as a basis for a simple empirical model for estimating the probability of M ≥6.7 earthquakes in the SFBR. The model preserves the relative magnitude distribution of sources predicted by the Working Group on California Earthquake Probabilities' (WGCEP, 1999; WGCEP, 2002) model of characterized ruptures on SFBR faults and is consistent with the occurrence of the four M ≥6.7 earthquakes in the region since 1838. When the empirical model is extrapolated 30 yr forward from 2002, it gives a probability of 0.42 for one or more M ≥6.7 in the SFBR. This result is lower than the probability of 0.5 estimated by WGCEP (1988), lower than the 30-yr Poisson probability of 0.60 obtained by WGCEP (1999) and WGCEP (2002), and lower than the 30-yr time-dependent probabilities of 0.67, 0.70, and 0.63 obtained by WGCEP (1990), WGCEP (1999), and WGCEP (2002), respectively, for the occurrence of one or more large earthquakes. This lower probability is consistent with the lack of adequate accounting for the 1906 stress-shadow in these earlier reports. The empirical model represents one possible approach toward accounting for the stress-shadow effect of the 1906 earthquake. However, the discrepancy between our result and those obtained with other modeling methods underscores the fact that the physics controlling the timing of earthquakes is not well understood. Hence, we advise against using the empirical model alone (or any other single probability model) for estimating the

PRODIGEN: visualizing the probability landscape of stochastic gene regulatory networks in state and time space.

PubMed

Ma, Chihua; Luciani, Timothy; Terebus, Anna; Liang, Jie; Marai, G Elisabeta

2017-02-15

Visualizing the complex probability landscape of stochastic gene regulatory networks can further biologists' understanding of phenotypic behavior associated with specific genes. We present PRODIGEN (PRObability DIstribution of GEne Networks), a web-based visual analysis tool for the systematic exploration of probability distributions over simulation time and state space in such networks. PRODIGEN was designed in collaboration with bioinformaticians who research stochastic gene networks. The analysis tool combines in a novel way existing, expanded, and new visual encodings to capture the time-varying characteristics of probability distributions: spaghetti plots over one dimensional projection, heatmaps of distributions over 2D projections, enhanced with overlaid time curves to display temporal changes, and novel individual glyphs of state information corresponding to particular peaks. We demonstrate the effectiveness of the tool through two case studies on the computed probabilistic landscape of a gene regulatory network and of a toggle-switch network. Domain expert feedback indicates that our visual approach can help biologists: 1) visualize probabilities of stable states, 2) explore the temporal probability distributions, and 3) discover small peaks in the probability landscape that have potential relation to specific diseases.

Identification of probabilities.

PubMed

Vitányi, Paul M B; Chater, Nick

2017-02-01

Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a sample. The practical problems of such inference are substantial: the brain has limited data and restricted computational resources. But there is a more fundamental question: is the problem of inferring a probabilistic model from a sample possible even in principle? We explore this question and find some surprisingly positive and general results. First, for a broad class of probability distributions characterized by computability restrictions, we specify a learning algorithm that will almost surely identify a probability distribution in the limit given a finite i.i.d. sample of sufficient but unknown length. This is similarly shown to hold for sequences generated by a broad class of Markov chains, subject to computability assumptions. The technical tool is the strong law of large numbers. Second, for a large class of dependent sequences, we specify an algorithm which identifies in the limit a computable measure for which the sequence is typical, in the sense of Martin-Löf (there may be more than one such measure). The technical tool is the theory of Kolmogorov complexity. We analyze the associated predictions in both cases. We also briefly consider special cases, including language learning, and wider theoretical implications for psychology.

M≥7 Earthquake rupture forecast and time-dependent probability for the Sea of Marmara region, Turkey

USGS Publications Warehouse

Murru, Maura; Akinci, Aybige; Falcone, Guiseppe; Pucci, Stefano; Console, Rodolfo; Parsons, Thomas E.

2016-01-01

We forecast time-independent and time-dependent earthquake ruptures in the Marmara region of Turkey for the next 30 years using a new fault-segmentation model. We also augment time-dependent Brownian Passage Time (BPT) probability with static Coulomb stress changes (ΔCFF) from interacting faults. We calculate Mw > 6.5 probability from 26 individual fault sources in the Marmara region. We also consider a multisegment rupture model that allows higher-magnitude ruptures over some segments of the Northern branch of the North Anatolian Fault Zone (NNAF) beneath the Marmara Sea. A total of 10 different Mw=7.0 to Mw=8.0 multisegment ruptures are combined with the other regional faults at rates that balance the overall moment accumulation. We use Gaussian random distributions to treat parameter uncertainties (e.g., aperiodicity, maximum expected magnitude, slip rate, and consequently mean recurrence time) of the statistical distributions associated with each fault source. We then estimate uncertainties of the 30-year probability values for the next characteristic event obtained from three different models (Poisson, BPT, and BPT+ΔCFF) using a Monte Carlo procedure. The Gerede fault segment located at the eastern end of the Marmara region shows the highest 30-yr probability, with a Poisson value of 29%, and a time-dependent interaction probability of 48%. We find an aggregated 30-yr Poisson probability of M >7.3 earthquakes at Istanbul of 35%, which increases to 47% if time dependence and stress transfer are considered. We calculate a 2-fold probability gain (ratio time-dependent to time-independent) on the southern strands of the North Anatolian Fault Zone.

An Oil-Stream Photomicrographic Aeroscope for Obtaining Cloud Liquid-Water Content and Droplet Size Distributions in Flight

NASA Technical Reports Server (NTRS)

Hacker, Paul T.

1956-01-01

An airborne cloud aeroscope by which droplet size, size distribution, and liquid-water content of clouds can be determined has been developed and tested in flight and in wind tunnels with water sprays. In this aeroscope the cloud droplets are continuously captured in a stream of oil, which Is then photographed by a photomicrographic camera. The droplet size and size distribution can be determined directly from the photographs. With the droplet size distribution known, the liquid-water content of the cloud can be computed from the geometry of the aeroscope, the airspeed, and the oil-flow rate. The aeroscope has the following features: Data are obtained semi-automatically, and permanent data are taken in the form of photographs. A single picture usually contains a sufficient number of droplets to establish the droplet size distribution. Cloud droplets are continuously captured in the stream of oil, but pictures are taken at Intervals. The aeroscope can be operated in icing and non-icing conditions. Because of mixing of oil in the instrument, the droplet-distribution patterns and liquid-water content values from a single picture are exponentially weighted average values over a path length of about 3/4 mile at 150 miles per hour. The liquid-water contents, volume-median diameters, and distribution patterns obtained on test flights and in the Lewis icing tunnel are similar to previously published data.

Determining probability distribution of coherent integration time near 133 Hz and 1346 km in the Pacific Ocean.

PubMed

Spiesberger, John L

2013-02-01

The hypothesis tested is that internal gravity waves limit the coherent integration time of sound at 1346 km in the Pacific ocean at 133 Hz and a pulse resolution of 0.06 s. Six months of continuous transmissions at about 18 min intervals are examined. The source and receiver are mounted on the bottom of the ocean with timing governed by atomic clocks. Measured variability is only due to fluctuations in the ocean. A model for the propagation of sound through fluctuating internal waves is run without any tuning with data. Excellent resemblance is found between the model and data's probability distributions of integration time up to five hours.

Multiple Streaming and the Probability Distribution of Density in Redshift Space

NASA Astrophysics Data System (ADS)

Hui, Lam; Kofman, Lev; Shandarin, Sergei F.

2000-07-01

We examine several aspects of redshift distortions by expressing the redshift-space density in terms of the eigenvalues and orientation of the local Lagrangian deformation tensor. We explore the importance of multiple streaming using the Zeldovich approximation (ZA), and compute the average number of streams in both real and redshift space. We find that multiple streaming can be significant in redshift space but negligible in real space, even at moderate values of the linear fluctuation amplitude (σl<~1). Moreover, unlike their real-space counterparts, redshift-space multiple streams can flow past each other with minimal interactions. Such nonlinear redshift-space effects, which are physically distinct from the fingers-of-God due to small-scale virialized motions, might in part explain the well-known departure of redshift distortions from the classic linear prediction by Kaiser, even at relatively large scales where the corresponding density field in real space is well described by linear perturbation theory. We also compute, using the ZA, the probability distribution function (PDF) of the density, as well as S3, in real and redshift space, and compare it with the PDF measured from N-body simulations. The role of caustics in defining the character of the high-density tail is examined. We find that (non-Lagrangian) smoothing, due to both finite resolution or discreteness and small-scale velocity dispersions, is very effective in erasing caustic structures, unless the initial power spectrum is sufficiently truncated.

Rapidly assessing the probability of exceptionally high natural hazard losses

NASA Astrophysics Data System (ADS)

Gollini, Isabella; Rougier, Jonathan

2014-05-01

One of the objectives in catastrophe modeling is to assess the probability distribution of losses for a specified period, such as a year. From the point of view of an insurance company, the whole of the loss distribution is interesting, and valuable in determining insurance premiums. But the shape of the righthand tail is critical, because it impinges on the solvency of the company. A simple measure of the risk of insolvency is the probability that the annual loss will exceed the company's current operating capital. Imposing an upper limit on this probability is one of the objectives of the EU Solvency II directive. If a probabilistic model is supplied for the loss process, then this tail probability can be computed, either directly, or by simulation. This can be a lengthy calculation for complex losses. Given the inevitably subjective nature of quantifying loss distributions, computational resources might be better used in a sensitivity analysis. This requires either a quick approximation to the tail probability or an upper bound on the probability, ideally a tight one. We present several different bounds, all of which can be computed nearly instantly from a very general event loss table. We provide a numerical illustration, and discuss the conditions under which the bound is tight. Although we consider the perspective of insurance and reinsurance companies, exactly the same issues concern the risk manager, who is typically very sensitive to large losses.

The probability density function (PDF) of Lagrangian Turbulence

NASA Astrophysics Data System (ADS)

Birnir, B.

2012-12-01

The statistical theory of Lagrangian turbulence is derived from the stochastic Navier-Stokes equation. Assuming that the noise in fully-developed turbulence is a generic noise determined by the general theorems in probability, the central limit theorem and the large deviation principle, we are able to formulate and solve the Kolmogorov-Hopf equation for the invariant measure of the stochastic Navier-Stokes equations. The intermittency corrections to the scaling exponents of the structure functions require a multiplicative (multipling the fluid velocity) noise in the stochastic Navier-Stokes equation. We let this multiplicative noise, in the equation, consists of a simple (Poisson) jump process and then show how the Feynmann-Kac formula produces the log-Poissonian processes, found by She and Leveque, Waymire and Dubrulle. These log-Poissonian processes give the intermittency corrections that agree with modern direct Navier-Stokes simulations (DNS) and experiments. The probability density function (PDF) plays a key role when direct Navier-Stokes simulations or experimental results are compared to theory. The statistical theory of turbulence is determined, including the scaling of the structure functions of turbulence, by the invariant measure of the Navier-Stokes equation and the PDFs for the various statistics (one-point, two-point, N-point) can be obtained by taking the trace of the corresponding invariant measures. Hopf derived in 1952 a functional equation for the characteristic function (Fourier transform) of the invariant measure. In distinction to the nonlinear Navier-Stokes equation, this is a linear functional differential equation. The PDFs obtained from the invariant measures for the velocity differences (two-point statistics) are shown to be the four parameter generalized hyperbolic distributions, found by Barndorff-Nilsen. These PDF have heavy tails and a convex peak at the origin. A suitable projection of the Kolmogorov-Hopf equations is the

Classroom Research: Assessment of Student Understanding of Sampling Distributions of Means and the Central Limit Theorem in Post-Calculus Probability and Statistics Classes

ERIC Educational Resources Information Center

Lunsford, M. Leigh; Rowell, Ginger Holmes; Goodson-Espy, Tracy

2006-01-01

We applied a classroom research model to investigate student understanding of sampling distributions of sample means and the Central Limit Theorem in post-calculus introductory probability and statistics courses. Using a quantitative assessment tool developed by previous researchers and a qualitative assessment tool developed by the authors, we…

An empirical probability density distribution of planetary ionosphere storms with geomagnetic precursors

NASA Astrophysics Data System (ADS)

Gulyaeva, Tamara; Stanislawska, Iwona; Arikan, Feza; Arikan, Orhan

The probability of occurrence of the positive and negative planetary ionosphere storms is evaluated using the W index maps produced from Global Ionospheric Maps of Total Electron Content, GIM-TEC, provided by Jet Propulsion Laboratory, and transformed from geographic coordinates to magnetic coordinates frame. The auroral electrojet AE index and the equatorial disturbance storm time Dst index are investigated as precursors of the global ionosphere storm. The superposed epoch analysis is performed for 77 intense storms (Dst≤-100 nT) and 227 moderate storms (-100probability per map, pW+, and negative storm probability pW- with model parameters determined using Particle Swarm Optimization routine with the best fitting to the data in the least squares sense. The normalized cross-correlation function is used to define lag (time delay) between the probability of positive phase pW+ (W = 3 and 4) and negative phase pW- (W = -3 and -4) of ionosphere storm, versus AE index and Dst index. It is found that AE index better suits to serve as a precursor of the ionosphere storm than Dst index with onset of the average auroral AE storm occurring 6 h before the equatorial Dst storm onset for intense storms and 3 h in advance of moderate Dst storm. The similar space zones advancement of the ionosphere storm is observed with W index (pW+ and pW-) depicting maximum localized in the polar magnetic zone and minimum at magnetic equator. An empirical relation for pW+ and pW- with AE storm precursor is derived which enables the probability of occurrence of the ionosphere storm to be predicted with leading time of 1-2 h for the positive ionosphere storm and 9-10 h for the negative ionosphere storm. The ionosphere storm probability model is validated using data for 2 intense and 20

Optimized lower leg injury probability curves from post-mortem human subject tests under axial impacts

PubMed Central

Yoganandan, Narayan; Arun, Mike W.J.; Pintar, Frank A.; Szabo, Aniko

2015-01-01

Objective Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. Methods The study re-examined lower leg PMHS data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and non-injury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the co-variable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal and log-logistic distributions was based on the Akaike Information Criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. Results The mean age, stature and weight: 58.2 ± 15.1 years, 1.74 ± 0.08 m and 74.9 ± 13.8 kg. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other two distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-old at five, 25 and 50% risk levels age groups for lower leg fracture. For 25, 45 and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk

Exclusion probabilities and likelihood ratios with applications to mixtures.

PubMed

Slooten, Klaas-Jan; Egeland, Thore

2016-01-01

The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.

Probability theory for 3-layer remote sensing radiative transfer model: univariate case.

PubMed

Ben-David, Avishai; Davidson, Charles E

2012-04-23

A probability model for a 3-layer radiative transfer model (foreground layer, cloud layer, background layer, and an external source at the end of line of sight) has been developed. The 3-layer model is fundamentally important as the primary physical model in passive infrared remote sensing. The probability model is described by the Johnson family of distributions that are used as a fit for theoretically computed moments of the radiative transfer model. From the Johnson family we use the SU distribution that can address a wide range of skewness and kurtosis values (in addition to addressing the first two moments, mean and variance). In the limit, SU can also describe lognormal and normal distributions. With the probability model one can evaluate the potential for detecting a target (vapor cloud layer), the probability of observing thermal contrast, and evaluate performance (receiver operating characteristics curves) in clutter-noise limited scenarios. This is (to our knowledge) the first probability model for the 3-layer remote sensing geometry that treats all parameters as random variables and includes higher-order statistics. © 2012 Optical Society of America

Phonotactic Probability Effects in Children Who Stutter

PubMed Central

Anderson, Julie D.; Byrd, Courtney T.

2008-01-01

Purpose The purpose of this study was to examine the influence of phonotactic probability, the frequency of different sound segments and segment sequences, on the overall fluency with which words are produced by preschool children who stutter (CWS), as well as to determine whether it has an effect on the type of stuttered disfluency produced. Method A 500+ word language sample was obtained from 19 CWS. Each stuttered word was randomly paired with a fluently produced word that closely matched it in grammatical class, word length, familiarity, word and neighborhood frequency, and neighborhood density. Phonotactic probability values were obtained for the stuttered and fluent words from an online database. Results Phonotactic probability did not have a significant influence on the overall susceptibility of words to stuttering, but it did impact the type of stuttered disfluency produced. In specific, single-syllable word repetitions were significantly lower in phonotactic probability than fluently produced words, as well as part-word repetitions and sound prolongations. Conclusions In general, the differential impact of phonotactic probability on the type of stuttering-like disfluency produced by young CWS provides some support for the notion that different disfluency types may originate in the disruption of different levels of processing. PMID:18658056

Recalculated probability of M ≥ 7 earthquakes beneath the Sea of Marmara, Turkey

USGS Publications Warehouse

Parsons, T.

2004-01-01

New earthquake probability calculations are made for the Sea of Marmara region and the city of Istanbul, providing a revised forecast and an evaluation of time-dependent interaction techniques. Calculations incorporate newly obtained bathymetric images of the North Anatolian fault beneath the Sea of Marmara [Le Pichon et al., 2001; Armijo et al., 2002]. Newly interpreted fault segmentation enables an improved regional A.D. 1500-2000 earthquake catalog and interevent model, which form the basis for time-dependent probability estimates. Calculations presented here also employ detailed models of coseismic and postseismic slip associated with the 17 August 1999 M = 7.4 Izmit earthquake to investigate effects of stress transfer on seismic hazard. Probability changes caused by the 1999 shock depend on Marmara Sea fault-stressing rates, which are calculated with a new finite element model. The combined 2004-2034 regional Poisson probability of M≥7 earthquakes is ~38%, the regional time-dependent probability is 44 ± 18%, and incorporation of stress transfer raises it to 53 ± 18%. The most important effect of adding time dependence and stress transfer to the calculations is an increase in the 30 year probability of a M ??? 7 earthquake affecting Istanbul. The 30 year Poisson probability at Istanbul is 21%, and the addition of time dependence and stress transfer raises it to 41 ± 14%. The ranges given on probability values are sensitivities of the calculations to input parameters determined by Monte Carlo analysis; 1000 calculations are made using parameters drawn at random from distributions. Sensitivities are large relative to mean probability values and enhancements caused by stress transfer, reflecting a poor understanding of large-earthquake aperiodicity.

Failure probability analysis of optical grid

NASA Astrophysics Data System (ADS)

Zhong, Yaoquan; Guo, Wei; Sun, Weiqiang; Jin, Yaohui; Hu, Weisheng

2008-11-01

Optical grid, the integrated computing environment based on optical network, is expected to be an efficient infrastructure to support advanced data-intensive grid applications. In optical grid, the faults of both computational and network resources are inevitable due to the large scale and high complexity of the system. With the optical network based distributed computing systems extensive applied in the processing of data, the requirement of the application failure probability have been an important indicator of the quality of application and an important aspect the operators consider. This paper will present a task-based analysis method of the application failure probability in optical grid. Then the failure probability of the entire application can be quantified, and the performance of reducing application failure probability in different backup strategies can be compared, so that the different requirements of different clients can be satisfied according to the application failure probability respectively. In optical grid, when the application based DAG (directed acyclic graph) is executed in different backup strategies, the application failure probability and the application complete time is different. This paper will propose new multi-objective differentiated services algorithm (MDSA). New application scheduling algorithm can guarantee the requirement of the failure probability and improve the network resource utilization, realize a compromise between the network operator and the application submission. Then differentiated services can be achieved in optical grid.

Quantum temporal probabilities in tunneling systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Anastopoulos, Charis, E-mail: anastop@physics.upatras.gr; Savvidou, Ntina, E-mail: ksavvidou@physics.upatras.gr

We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal probabilities in tunneling systems that (i) defines ‘classical’ time observables for quantum systems and (ii) applies to relativistic particles interacting through quantum fields. We show that the relevant probabilities are defined in terms of specific correlation functions of the quantum field associated with tunneling particles. We construct a probability distribution with respect to the time of particle detection that contains all information about the temporal aspects ofmore » the tunneling process. In specific cases, this probability distribution leads to the definition of a delay time that, for parity-symmetric potentials, reduces to the phase time of Bohm and Wigner. We apply our results to piecewise constant potentials, by deriving the appropriate junction conditions on the points of discontinuity. For the double square potential, in particular, we demonstrate the existence of (at least) two physically relevant time parameters, the delay time and a decay rate that describes the escape of particles trapped in the inter-barrier region. Finally, we propose a resolution to the paradox of apparent superluminal velocities for tunneling particles. We demonstrate that the idea of faster-than-light speeds in tunneling follows from an inadmissible use of classical reasoning in the description of quantum systems. -- Highlights: •Present a general methodology for deriving temporal probabilities in tunneling systems. •Treatment applies to relativistic particles interacting through quantum fields. •Derive a new expression for tunneling time. •Identify new time parameters relevant to tunneling. •Propose a resolution of the superluminality paradox in tunneling.« less

Probability of success for phase III after exploratory biomarker analysis in phase II.

PubMed

Götte, Heiko; Kirchner, Marietta; Sailer, Martin Oliver

2017-05-01

The probability of success or average power describes the potential of a future trial by weighting the power with a probability distribution of the treatment effect. The treatment effect estimate from a previous trial can be used to define such a distribution. During the development of targeted therapies, it is common practice to look for predictive biomarkers. The consequence is that the trial population for phase III is often selected on the basis of the most extreme result from phase II biomarker subgroup analyses. In such a case, there is a tendency to overestimate the treatment effect. We investigate whether the overestimation of the treatment effect estimate from phase II is transformed into a positive bias for the probability of success for phase III. We simulate a phase II/III development program for targeted therapies. This simulation allows to investigate selection probabilities and allows to compare the estimated with the true probability of success. We consider the estimated probability of success with and without subgroup selection. Depending on the true treatment effects, there is a negative bias without selection because of the weighting by the phase II distribution. In comparison, selection increases the estimated probability of success. Thus, selection does not lead to a bias in probability of success if underestimation due to the phase II distribution and overestimation due to selection cancel each other out. We recommend to perform similar simulations in practice to get the necessary information about the risk and chances associated with such subgroup selection designs. Copyright © 2017 John Wiley & Sons, Ltd.

Optimizing Probability of Detection Point Estimate Demonstration

NASA Technical Reports Server (NTRS)

Koshti, Ajay M.

2017-01-01

Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.

The maximum entropy method of moments and Bayesian probability theory

NASA Astrophysics Data System (ADS)

Bretthorst, G. Larry

2013-08-01

The problem of density estimation occurs in many disciplines. For example, in MRI it is often necessary to classify the types of tissues in an image. To perform this classification one must first identify the characteristics of the tissues to be classified. These characteristics might be the intensity of a T1 weighted image and in MRI many other types of characteristic weightings (classifiers) may be generated. In a given tissue type there is no single intensity that characterizes the tissue, rather there is a distribution of intensities. Often this distributions can be characterized by a Gaussian, but just as often it is much more complicated. Either way, estimating the distribution of intensities is an inference problem. In the case of a Gaussian distribution, one must estimate the mean and standard deviation. However, in the Non-Gaussian case the shape of the density function itself must be inferred. Three common techniques for estimating density functions are binned histograms [1, 2], kernel density estimation [3, 4], and the maximum entropy method of moments [5, 6]. In the introduction, the maximum entropy method of moments will be reviewed. Some of its problems and conditions under which it fails will be discussed. Then in later sections, the functional form of the maximum entropy method of moments probability distribution will be incorporated into Bayesian probability theory. It will be shown that Bayesian probability theory solves all of the problems with the maximum entropy method of moments. One gets posterior probabilities for the Lagrange multipliers, and, finally, one can put error bars on the resulting estimated density function.

Probabilistic Cloning of Three Real States with Optimal Success Probabilities

NASA Astrophysics Data System (ADS)

Rui, Pin-shu

2017-06-01

We investigate the probabilistic quantum cloning (PQC) of three real states with average probability distribution. To get the analytic forms of the optimal success probabilities we assume that the three states have only two pairwise inner products. Based on the optimal success probabilities, we derive the explicit form of 1 →2 PQC for cloning three real states. The unitary operation needed in the PQC process is worked out too. The optimal success probabilities are also generalized to the M→ N PQC case.

Binomial probability distribution model-based protein identification algorithm for tandem mass spectrometry utilizing peak intensity information.

PubMed

Xiao, Chuan-Le; Chen, Xiao-Zhou; Du, Yang-Li; Sun, Xuesong; Zhang, Gong; He, Qing-Yu

2013-01-04

Mass spectrometry has become one of the most important technologies in proteomic analysis. Tandem mass spectrometry (LC-MS/MS) is a major tool for the analysis of peptide mixtures from protein samples. The key step of MS data processing is the identification of peptides from experimental spectra by searching public sequence databases. Although a number of algorithms to identify peptides from MS/MS data have been already proposed, e.g. Sequest, OMSSA, X!Tandem, Mascot, etc., they are mainly based on statistical models considering only peak-matches between experimental and theoretical spectra, but not peak intensity information. Moreover, different algorithms gave different results from the same MS data, implying their probable incompleteness and questionable reproducibility. We developed a novel peptide identification algorithm, ProVerB, based on a binomial probability distribution model of protein tandem mass spectrometry combined with a new scoring function, making full use of peak intensity information and, thus, enhancing the ability of identification. Compared with Mascot, Sequest, and SQID, ProVerB identified significantly more peptides from LC-MS/MS data sets than the current algorithms at 1% False Discovery Rate (FDR) and provided more confident peptide identifications. ProVerB is also compatible with various platforms and experimental data sets, showing its robustness and versatility. The open-source program ProVerB is available at http://bioinformatics.jnu.edu.cn/software/proverb/ .

a Probability-Based Statistical Method to Extract Water Body of TM Images with Missing Information

NASA Astrophysics Data System (ADS)

Lian, Shizhong; Chen, Jiangping; Luo, Minghai

2016-06-01

Water information cannot be accurately extracted using TM images because true information is lost in some images because of blocking clouds and missing data stripes, thereby water information cannot be accurately extracted. Water is continuously distributed in natural conditions; thus, this paper proposed a new method of water body extraction based on probability statistics to improve the accuracy of water information extraction of TM images with missing information. Different disturbing information of clouds and missing data stripes are simulated. Water information is extracted using global histogram matching, local histogram matching, and the probability-based statistical method in the simulated images. Experiments show that smaller Areal Error and higher Boundary Recall can be obtained using this method compared with the conventional methods.

Outage Probability of MRC for κ-μ Shadowed Fading Channels under Co-Channel Interference.

PubMed

Chen, Changfang; Shu, Minglei; Wang, Yinglong; Yang, Ming; Zhang, Chongqing

2016-01-01

In this paper, exact closed-form expressions are derived for the outage probability (OP) of the maximal ratio combining (MRC) scheme in the κ-μ shadowed fading channels, in which both the independent and correlated shadowing components are considered. The scenario assumes the received desired signals are corrupted by the independent Rayleigh-faded co-channel interference (CCI) and background white Gaussian noise. To this end, first, the probability density function (PDF) of the κ-μ shadowed fading distribution is obtained in the form of a power series. Then the incomplete generalized moment-generating function (IG-MGF) of the received signal-to-interference-plus-noise ratio (SINR) is derived in the closed form. By using the IG-MGF results, closed-form expressions for the OP of MRC scheme are obtained over the κ-μ shadowed fading channels. Simulation results are included to validate the correctness of the analytical derivations. These new statistical results can be applied to the modeling and analysis of several wireless communication systems, such as body centric communications.

Outage Probability of MRC for κ-μ Shadowed Fading Channels under Co-Channel Interference

PubMed Central

Chen, Changfang; Shu, Minglei; Wang, Yinglong; Yang, Ming; Zhang, Chongqing

2016-01-01

In this paper, exact closed-form expressions are derived for the outage probability (OP) of the maximal ratio combining (MRC) scheme in the κ-μ shadowed fading channels, in which both the independent and correlated shadowing components are considered. The scenario assumes the received desired signals are corrupted by the independent Rayleigh-faded co-channel interference (CCI) and background white Gaussian noise. To this end, first, the probability density function (PDF) of the κ-μ shadowed fading distribution is obtained in the form of a power series. Then the incomplete generalized moment-generating function (IG-MGF) of the received signal-to-interference-plus-noise ratio (SINR) is derived in the closed form. By using the IG-MGF results, closed-form expressions for the OP of MRC scheme are obtained over the κ-μ shadowed fading channels. Simulation results are included to validate the correctness of the analytical derivations. These new statistical results can be applied to the modeling and analysis of several wireless communication systems, such as body centric communications. PMID:27851817

Detailed pressure distribution measurements obtained on several configurations of an aspect-ratio-7 variable twist wing

NASA Technical Reports Server (NTRS)

Holbrook, G. T.; Dunham, D. M.

1985-01-01

Detailed pressure distribution measurements were made for 11 twist configurations of a unique, multisegmented wing model having an aspect ratio of 7 and a taper ratio of 1. These configurations encompassed span loads ranging from that of an untwisted wing to simple flapped wings both with and without upper-surface spoilers attached. For each of the wing twist configurations, electronic scanning pressure transducers were used to obtain 580 surface pressure measurements over the wing in about 0.1 sec. Integrated pressure distribution measurements compared favorably with force-balance measurements of lift on the model when the model centerbody lift was included. Complete plots and tabulations of the pressure distribution data for each wing twist configuration are provided.

Quantum Probability Cancellation Due to a Single-Photon State

NASA Technical Reports Server (NTRS)

Ou, Z. Y.

1996-01-01

When an N-photon state enters a lossless symmetric beamsplitter from one input port, the photon distribution for the two output ports has the form of Bernouli Binormial, with highest probability at equal partition (N/2 at one outport and N/2 at the other). However, injection of a single photon state at the other input port can dramatically change the photon distribution at the outputs, resulting in zero probability at equal partition. Such a strong deviation from classical particle theory stems from quantum probability amplitude cancellation. The effect persists even if the N-photon state is replaced by an arbitrary state of light. A special case is the coherent state which corresponds to homodyne detection of a single photon state and can lead to the measurement of the wave function of a single photon state.

Measurement of absolute gamma emission probabilities

NASA Astrophysics Data System (ADS)

Sumithrarachchi, Chandana S.; Rengan, Krish; Griffin, Henry C.

2003-06-01

The energies and emission probabilities (intensities) of gamma-rays emitted in radioactive decays of particular nuclides are the most important characteristics by which to quantify mixtures of radionuclides. Often, quantification is limited by uncertainties in measured intensities. A technique was developed to reduce these uncertainties. The method involves obtaining a pure sample of a nuclide using radiochemical techniques, and using appropriate fractions for beta and gamma measurements. The beta emission rates were measured using a liquid scintillation counter, and the gamma emission rates were measured with a high-purity germanium detector. Results were combined to obtain absolute gamma emission probabilities. All sources of uncertainties greater than 0.1% were examined. The method was tested with 38Cl and 88Rb.

Multiple Streaming and the Probability Distribution of Density in Redshift Space

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hui, Lam; Kofman, Lev; Shandarin, Sergei F.

2000-07-01

We examine several aspects of redshift distortions by expressing the redshift-space density in terms of the eigenvalues and orientation of the local Lagrangian deformation tensor. We explore the importance of multiple streaming using the Zeldovich approximation (ZA), and compute the average number of streams in both real and redshift space. We find that multiple streaming can be significant in redshift space but negligible in real space, even at moderate values of the linear fluctuation amplitude ({sigma}{sub l}(less-or-similar sign)1). Moreover, unlike their real-space counterparts, redshift-space multiple streams can flow past each other with minimal interactions. Such nonlinear redshift-space effects, which aremore » physically distinct from the fingers-of-God due to small-scale virialized motions, might in part explain the well-known departure of redshift distortions from the classic linear prediction by Kaiser, even at relatively large scales where the corresponding density field in real space is well described by linear perturbation theory. We also compute, using the ZA, the probability distribution function (PDF) of the density, as well as S{sub 3}, in real and redshift space, and compare it with the PDF measured from N-body simulations. The role of caustics in defining the character of the high-density tail is examined. We find that (non-Lagrangian) smoothing, due to both finite resolution or discreteness and small-scale velocity dispersions, is very effective in erasing caustic structures, unless the initial power spectrum is sufficiently truncated. (c) 2000 The American Astronomical Society.« less

Impact of temporal probability in 4D dose calculation for lung tumors.

PubMed

Rouabhi, Ouided; Ma, Mingyu; Bayouth, John; Xia, Junyi

2015-11-08

The purpose of this study was to evaluate the dosimetric uncertainty in 4D dose calculation using three temporal probability distributions: uniform distribution, sinusoidal distribution, and patient-specific distribution derived from the patient respiratory trace. Temporal probability, defined as the fraction of time a patient spends in each respiratory amplitude, was evaluated in nine lung cancer patients. Four-dimensional computed tomography (4D CT), along with deformable image registration, was used to compute 4D dose incorporating the patient's respiratory motion. First, the dose of each of 10 phase CTs was computed using the same planning parameters as those used in 3D treatment planning based on the breath-hold CT. Next, deformable image registration was used to deform the dose of each phase CT to the breath-hold CT using the deformation map between the phase CT and the breath-hold CT. Finally, the 4D dose was computed by summing the deformed phase doses using their corresponding temporal probabilities. In this study, 4D dose calculated from the patient-specific temporal probability distribution was used as the ground truth. The dosimetric evaluation matrix included: 1) 3D gamma analysis, 2) mean tumor dose (MTD), 3) mean lung dose (MLD), and 4) lung V20. For seven out of nine patients, both uniform and sinusoidal temporal probability dose distributions were found to have an average gamma passing rate > 95% for both the lung and PTV regions. Compared with 4D dose calculated using the patient respiratory trace, doses using uniform and sinusoidal distribution showed a percentage difference on average of -0.1% ± 0.6% and -0.2% ± 0.4% in MTD, -0.2% ± 1.9% and -0.2% ± 1.3% in MLD, 0.09% ± 2.8% and -0.07% ± 1.8% in lung V20, -0.1% ± 2.0% and 0.08% ± 1.34% in lung V10, 0.47% ± 1.8% and 0.19% ± 1.3% in lung V5, respectively. We concluded that four-dimensional dose computed using either a uniform or sinusoidal temporal probability distribution can

Stability metrics for multi-source biomedical data based on simplicial projections from probability distribution distances.

PubMed

Sáez, Carlos; Robles, Montserrat; García-Gómez, Juan M

2017-02-01

Biomedical data may be composed of individuals generated from distinct, meaningful sources. Due to possible contextual biases in the processes that generate data, there may exist an undesirable and unexpected variability among the probability distribution functions (PDFs) of the source subsamples, which, when uncontrolled, may lead to inaccurate or unreproducible research results. Classical statistical methods may have difficulties to undercover such variabilities when dealing with multi-modal, multi-type, multi-variate data. This work proposes two metrics for the analysis of stability among multiple data sources, robust to the aforementioned conditions, and defined in the context of data quality assessment. Specifically, a global probabilistic deviation and a source probabilistic outlyingness metrics are proposed. The first provides a bounded degree of the global multi-source variability, designed as an estimator equivalent to the notion of normalized standard deviation of PDFs. The second provides a bounded degree of the dissimilarity of each source to a latent central distribution. The metrics are based on the projection of a simplex geometrical structure constructed from the Jensen-Shannon distances among the sources PDFs. The metrics have been evaluated and demonstrated their correct behaviour on a simulated benchmark and with real multi-source biomedical data using the UCI Heart Disease data set. The biomedical data quality assessment based on the proposed stability metrics may improve the efficiency and effectiveness of biomedical data exploitation and research.

USING PARTIAL LEAST SQUARES REGRESSION TO OBTAIN COTTON FIBER LENGTH DISTRIBUTIONS FROM THE BEARD TESTING METHOD

USDA-ARS?s Scientific Manuscript database

The beard testing method for measuring cotton fiber length is based on the fibrogram theory. However, in the instrumental implementations, the engineering complexity alters the original fiber length distribution observed by the instrument. This causes challenges in obtaining the entire original le...

Sample size guidelines for fitting a lognormal probability distribution to censored most probable number data with a Markov chain Monte Carlo method.

PubMed

Williams, Michael S; Cao, Yong; Ebel, Eric D

2013-07-15

Levels of pathogenic organisms in food and water have steadily declined in many parts of the world. A consequence of this reduction is that the proportion of samples that test positive for the most contaminated product-pathogen pairings has fallen to less than 0.1. While this is unequivocally beneficial to public health, datasets with very few enumerated samples present an analytical challenge because a large proportion of the observations are censored values. One application of particular interest to risk assessors is the fitting of a statistical distribution function to datasets collected at some point in the farm-to-table continuum. The fitted distribution forms an important component of an exposure assessment. A number of studies have compared different fitting methods and proposed lower limits on the proportion of samples where the organisms of interest are identified and enumerated, with the recommended lower limit of enumerated samples being 0.2. This recommendation may not be applicable to food safety risk assessments for a number of reasons, which include the development of new Bayesian fitting methods, the use of highly sensitive screening tests, and the generally larger sample sizes found in surveys of food commodities. This study evaluates the performance of a Markov chain Monte Carlo fitting method when used in conjunction with a screening test and enumeration of positive samples by the Most Probable Number technique. The results suggest that levels of contamination for common product-pathogen pairs, such as Salmonella on poultry carcasses, can be reliably estimated with the proposed fitting method and samples sizes in excess of 500 observations. The results do, however, demonstrate that simple guidelines for this application, such as the proportion of positive samples, cannot be provided. Published by Elsevier B.V.

Do bacterial cell numbers follow a theoretical Poisson distribution? Comparison of experimentally obtained numbers of single cells with random number generation via computer simulation.

PubMed

Koyama, Kento; Hokunan, Hidekazu; Hasegawa, Mayumi; Kawamura, Shuso; Koseki, Shigenobu

2016-12-01

We investigated a bacterial sample preparation procedure for single-cell studies. In the present study, we examined whether single bacterial cells obtained via 10-fold dilution followed a theoretical Poisson distribution. Four serotypes of Salmonella enterica, three serotypes of enterohaemorrhagic Escherichia coli and one serotype of Listeria monocytogenes were used as sample bacteria. An inoculum of each serotype was prepared via a 10-fold dilution series to obtain bacterial cell counts with mean values of one or two. To determine whether the experimentally obtained bacterial cell counts follow a theoretical Poisson distribution, a likelihood ratio test between the experimentally obtained cell counts and Poisson distribution which parameter estimated by maximum likelihood estimation (MLE) was conducted. The bacterial cell counts of each serotype sufficiently followed a Poisson distribution. Furthermore, to examine the validity of the parameters of Poisson distribution from experimentally obtained bacterial cell counts, we compared these with the parameters of a Poisson distribution that were estimated using random number generation via computer simulation. The Poisson distribution parameters experimentally obtained from bacterial cell counts were within the range of the parameters estimated using a computer simulation. These results demonstrate that the bacterial cell counts of each serotype obtained via 10-fold dilution followed a Poisson distribution. The fact that the frequency of bacterial cell counts follows a Poisson distribution at low number would be applied to some single-cell studies with a few bacterial cells. In particular, the procedure presented in this study enables us to develop an inactivation model at the single-cell level that can estimate the variability of survival bacterial numbers during the bacterial death process. Copyright © 2016 Elsevier Ltd. All rights reserved.

A bioinformatic survey of distribution, conservation, and probable functions of LuxR solo regulators in bacteria.

PubMed

Subramoni, Sujatha; Florez Salcedo, Diana Vanessa; Suarez-Moreno, Zulma R

2015-01-01

LuxR solo transcriptional regulators contain both an autoinducer binding domain (ABD; N-terminal) and a DNA binding Helix-Turn-Helix domain (HTH; C-terminal), but are not associated with a cognate N-acyl homoserine lactone (AHL) synthase coding gene in the same genome. Although a few LuxR solos have been characterized, their distributions as well as their role in bacterial signal perception and other processes are poorly understood. In this study we have carried out a systematic survey of distribution of all ABD containing LuxR transcriptional regulators (QS domain LuxRs) available in the InterPro database (IPR005143), and identified those lacking a cognate AHL synthase. These LuxR solos were then analyzed regarding their taxonomical distribution, predicted functions of neighboring genes and the presence of complete AHL-QS systems in the genomes that carry them. Our analyses reveal the presence of one or multiple predicted LuxR solos in many proteobacterial genomes carrying QS domain LuxRs, some of them harboring genes for one or more AHL-QS circuits. The presence of LuxR solos in bacteria occupying diverse environments suggests potential ecological functions for these proteins beyond AHL and interkingdom signaling. Based on gene context and the conservation levels of invariant amino acids of ABD, we have classified LuxR solos into functionally meaningful groups or putative orthologs. Surprisingly, putative LuxR solos were also found in a few non-proteobacterial genomes which are not known to carry AHL-QS systems. Multiple predicted LuxR solos in the same genome appeared to have different levels of conservation of invariant amino acid residues of ABD questioning their binding to AHLs. In summary, this study provides a detailed overview of distribution of LuxR solos and their probable roles in bacteria with genome sequence information.

A bioinformatic survey of distribution, conservation, and probable functions of LuxR solo regulators in bacteria

PubMed Central

Subramoni, Sujatha; Florez Salcedo, Diana Vanessa; Suarez-Moreno, Zulma R.

2015-01-01

LuxR solo transcriptional regulators contain both an autoinducer binding domain (ABD; N-terminal) and a DNA binding Helix-Turn-Helix domain (HTH; C-terminal), but are not associated with a cognate N-acyl homoserine lactone (AHL) synthase coding gene in the same genome. Although a few LuxR solos have been characterized, their distributions as well as their role in bacterial signal perception and other processes are poorly understood. In this study we have carried out a systematic survey of distribution of all ABD containing LuxR transcriptional regulators (QS domain LuxRs) available in the InterPro database (IPR005143), and identified those lacking a cognate AHL synthase. These LuxR solos were then analyzed regarding their taxonomical distribution, predicted functions of neighboring genes and the presence of complete AHL-QS systems in the genomes that carry them. Our analyses reveal the presence of one or multiple predicted LuxR solos in many proteobacterial genomes carrying QS domain LuxRs, some of them harboring genes for one or more AHL-QS circuits. The presence of LuxR solos in bacteria occupying diverse environments suggests potential ecological functions for these proteins beyond AHL and interkingdom signaling. Based on gene context and the conservation levels of invariant amino acids of ABD, we have classified LuxR solos into functionally meaningful groups or putative orthologs. Surprisingly, putative LuxR solos were also found in a few non-proteobacterial genomes which are not known to carry AHL-QS systems. Multiple predicted LuxR solos in the same genome appeared to have different levels of conservation of invariant amino acid residues of ABD questioning their binding to AHLs. In summary, this study provides a detailed overview of distribution of LuxR solos and their probable roles in bacteria with genome sequence information. PMID:25759807

Kinetics of Slow Neutrons in a Time-of-flight Spectrometer. II. Probability of Transmission Across a Rotating Slit and Distribution after the Flight of Neutrons with Velocity Spectrum F (v); CINETICA DEI NEUTRONI LENTI IN UNO SPETTROMETRO A TEMPO DI VOLO. II. PROBABILITA DI TRANSMISSIONE ATTRAVERSO UNA FENDITURA RUOTANTE E DISTRIBUZIONE DOPO IL VOLO DI NEUTRONI CON SPETTRO DI VELOCITA F (V)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marsequerra, M.; Pauli, G.

1958-12-01

On the basis of the results obtained in Part I (CNC-1), expressions are derived for the transmission probability through a revolving curved slit for neutrons having a velocity distribution f(v), the distribution shown by the neutrons after the flight, and the uncertainty in the energy of neutrons detected in an infinitesimal time interval. (auth)

Prizes in Cereal Boxes: An Application of Probability.

ERIC Educational Resources Information Center

Litwiller, Bonnie H.; Duncan, David R.

1992-01-01

Presents four cases of real-world probabilistic situations to promote more effective teaching of probability. Calculates the probability of obtaining six of six different prizes successively in six, seven, eight, and nine boxes of cereal, generalizes the problem to n boxes of cereal, and offers suggestions to extend the problem. (MDH)

Probability shapes perceptual precision: A study in orientation estimation.

PubMed

Jabar, Syaheed B; Anderson, Britt

2015-12-01

Probability is known to affect perceptual estimations, but an understanding of mechanisms is lacking. Moving beyond binary classification tasks, we had naive participants report the orientation of briefly viewed gratings where we systematically manipulated contingent probability. Participants rapidly developed faster and more precise estimations for high-probability tilts. The shapes of their error distributions, as indexed by a kurtosis measure, also showed a distortion from Gaussian. This kurtosis metric was robust, capturing probability effects that were graded, contextual, and varying as a function of stimulus orientation. Our data can be understood as a probability-induced reduction in the variability or "shape" of estimation errors, as would be expected if probability affects the perceptual representations. As probability manipulations are an implicit component of many endogenous cuing paradigms, changes at the perceptual level could account for changes in performance that might have traditionally been ascribed to "attention." (c) 2015 APA, all rights reserved).

Some New Approaches to Multivariate Probability Distributions.

DTIC Science & Technology

1986-12-01

Krishnaiah (1977). The following example may serve as an illustration of this point. EXAMPLE 2. (Fre^*chet’s bivariate continuous distribution...the error in the theorem of "" Prakasa Rao (1974) and to Dr. P.R. Krishnaiah for his valuable comments on the initial draft, his monumental patience and...M. and Proschan, F. (1984). Nonparametric Concepts and Methods in Reliability, Handbook of Statistics, 4, 613-655, (eds. P.R. Krishnaiah and P.K

Bivariate extreme value distributions

NASA Technical Reports Server (NTRS)

Elshamy, M.

1992-01-01

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Propensity scores-potential outcomes framework to incorporate severity probabilities in the highway safety manual crash prediction algorithm.

PubMed

Sasidharan, Lekshmi; Donnell, Eric T

2014-10-01

Accurate estimation of the expected number of crashes at different severity levels for entities with and without countermeasures plays a vital role in selecting countermeasures in the framework of the safety management process. The current practice is to use the American Association of State Highway and Transportation Officials' Highway Safety Manual crash prediction algorithms, which combine safety performance functions and crash modification factors, to estimate the effects of safety countermeasures on different highway and street facility types. Many of these crash prediction algorithms are based solely on crash frequency, or assume that severity outcomes are unchanged when planning for, or implementing, safety countermeasures. Failing to account for the uncertainty associated with crash severity outcomes, and assuming crash severity distributions remain unchanged in safety performance evaluations, limits the utility of the Highway Safety Manual crash prediction algorithms in assessing the effect of safety countermeasures on crash severity. This study demonstrates the application of a propensity scores-potential outcomes framework to estimate the probability distribution for the occurrence of different crash severity levels by accounting for the uncertainties associated with them. The probability of fatal and severe injury crash occurrence at lighted and unlighted intersections is estimated in this paper using data from Minnesota. The results show that the expected probability of occurrence of fatal and severe injury crashes at a lighted intersection was 1 in 35 crashes and the estimated risk ratio indicates that the respective probabilities at an unlighted intersection was 1.14 times higher compared to lighted intersections. The results from the potential outcomes-propensity scores framework are compared to results obtained from traditional binary logit models, without application of propensity scores matching. Traditional binary logit analysis suggests that

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density.

PubMed

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often 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. 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-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density

PubMed Central

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often 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. 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-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done. PMID:29765345

Probability Distribution of Dose and Dose-Rate Effectiveness Factor for use in Estimating Risks of Solid Cancers From Exposure to Low-Let Radiation.

PubMed

Kocher, David C; Apostoaei, A Iulian; Hoffman, F Owen; Trabalka, John R

2018-06-01

This paper presents an analysis to develop a subjective state-of-knowledge probability distribution of a dose and dose-rate effectiveness factor for use in estimating risks of solid cancers from exposure to low linear energy transfer radiation (photons or electrons) whenever linear dose responses from acute and chronic exposure are assumed. A dose and dose-rate effectiveness factor represents an assumption that the risk of a solid cancer per Gy at low acute doses or low dose rates of low linear energy transfer radiation, RL, differs from the risk per Gy at higher acute doses, RH; RL is estimated as RH divided by a dose and dose-rate effectiveness factor, where RH is estimated from analyses of dose responses in Japanese atomic-bomb survivors. A probability distribution to represent uncertainty in a dose and dose-rate effectiveness factor for solid cancers was developed from analyses of epidemiologic data on risks of incidence or mortality from all solid cancers as a group or all cancers excluding leukemias, including (1) analyses of possible nonlinearities in dose responses in atomic-bomb survivors, which give estimates of a low-dose effectiveness factor, and (2) comparisons of risks in radiation workers or members of the public from chronic exposure to low linear energy transfer radiation at low dose rates with risks in atomic-bomb survivors, which give estimates of a dose-rate effectiveness factor. Probability distributions of uncertain low-dose effectiveness factors and dose-rate effectiveness factors for solid cancer incidence and mortality were combined using assumptions about the relative weight that should be assigned to each estimate to represent its relevance to estimation of a dose and dose-rate effectiveness factor. The probability distribution of a dose and dose-rate effectiveness factor for solid cancers developed in this study has a median (50th percentile) and 90% subjective confidence interval of 1.3 (0.47, 3.6). The harmonic mean is 1.1, which

Work distributions for random sudden quantum quenches

NASA Astrophysics Data System (ADS)

Łobejko, Marcin; Łuczka, Jerzy; Talkner, Peter

2017-05-01

The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary ensemble (GUE) consisting of Hermitian matrices with identically, Gaussian distributed matrix elements. A probability density function (pdf) of work in terms of initial and final energy distributions is derived and evaluated for a two-level system. Explicit results are obtained for quenches with a sharply given initial Hamiltonian, while the work pdfs for quenches between Hamiltonians from two independent GUEs can only be determined in explicit form in the limits of zero and infinite temperature. The same work distribution as for a sudden random quench is obtained for an adiabatic, i.e., infinitely slow, protocol connecting the same initial and final Hamiltonians.

Visualization of the operational space of edge-localized modes through low-dimensional embedding of probability distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shabbir, A., E-mail: aqsa.shabbir@ugent.be; Noterdaeme, J. M.; Max-Planck-Institut für Plasmaphysik, Garching D-85748

2014-11-15

Information visualization aimed at facilitating human perception is an important tool for the interpretation of experiments on the basis of complex multidimensional data characterizing the operational space of fusion devices. This work describes a method for visualizing the operational space on a two-dimensional map and applies it to the discrimination of type I and type III edge-localized modes (ELMs) from a series of carbon-wall ELMy discharges at JET. The approach accounts for stochastic uncertainties that play an important role in fusion data sets, by modeling measurements with probability distributions in a metric space. The method is aimed at contributing tomore » physical understanding of ELMs as well as their control. Furthermore, it is a general method that can be applied to the modeling of various other plasma phenomena as well.« less

Disentangling rotational velocity distribution of stars

NASA Astrophysics Data System (ADS)

Curé, Michel; Rial, Diego F.; Cassetti, Julia; Christen, Alejandra

2017-11-01

Rotational speed is an important physical parameter of stars: knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. However, rotational speed cannot be measured directly and is instead the convolution between the rotational speed and the sine of the inclination angle vsin(i). The problem itself can be described via a Fredhoml integral of the first kind. A new method (Curé et al. 2014) to deconvolve this inverse problem and obtain the cumulative distribution function for stellar rotational velocities is based on the work of Chandrasekhar & Münch (1950). Another method to obtain the probability distribution function is Tikhonov regularization method (Christen et al. 2016). The proposed methods can be also applied to the mass ratio distribution of extrasolar planets and brown dwarfs (in binary systems, Curé et al. 2015). For stars in a cluster, where all members are gravitationally bounded, the standard assumption that rotational axes are uniform distributed over the sphere is questionable. On the basis of the proposed techniques a simple approach to model this anisotropy of rotational axes has been developed with the possibility to ``disentangling'' simultaneously both the rotational speed distribution and the orientation of rotational axes.

Block distributions on the lunar surface: A comparison between measurements obtained from surface and orbital photography

NASA Technical Reports Server (NTRS)

Cintala, Mark J.; Mcbride, Kathleen M.

1995-01-01

Among the hazards that must be negotiated by lunar-landing spacecraft are blocks on the surface of the Moon. Unfortunately, few data exist that can be used to evaluate the threat posed by such blocks to landing spacecraft. Perhaps the best information is that obtained from Surveyor photographs, but those data do not extend to the dimensions of the large blocks that would pose the greatest hazards. Block distributions in the vicinities of the Surveyor 1, 3, 6, and 7 sites have been determined from Lunar Orbiter photography and are presented here. Only large (i.e., greater than or equal to 2.5 m) blocks are measurable in these pictures, resulting in a size gap between the Surveyor and Lunar Orbiter distributions. Nevertheless, the orbital data are self-consistent, a claim supported by the similarity in behavior between the subsets of data from the Surveyor 1, 3, and 6 sites and by the good agreement in position (if not slopes) between the data obtained from the Surveyor 3 photography and those derived from the Lunar Orbiter photographs. Confidence in the results is also justified by the well-behaved distribution of large blocks at the surveyor site. Comparisons between the Surveyor distributions and those derived from the orbital photography permit these observations: (1) in all cases but that for Surveyor 3, the density of large blocks is overestimated by extrapolation of the Surveyor-derived trends; (2) the slopes of the Surveyor-derived distributions are consistently lower than those determined for the large blocks; and (3) these apparent disagreements could be mitigated if the overall shapes of the cumulative lunar block populations were nonlinear, allowing for different slopes over different size intervals. The relatively large gaps between the Surveyor-derived and Orbiter-derived data sets, however, do not permit a determination of those shapes.

A Case Series of the Probability Density and Cumulative Distribution of Laryngeal Disease in a Tertiary Care Voice Center.

PubMed

de la Fuente, Jaime; Garrett, C Gaelyn; Ossoff, Robert; Vinson, Kim; Francis, David O; Gelbard, Alexander

2017-11-01

To examine the distribution of clinic and operative pathology in a tertiary care laryngology practice. Probability density and cumulative distribution analyses (Pareto analysis) was used to rank order laryngeal conditions seen in an outpatient tertiary care laryngology practice and those requiring surgical intervention during a 3-year period. Among 3783 new clinic consultations and 1380 operative procedures, voice disorders were the most common primary diagnostic category seen in clinic (n = 3223), followed by airway (n = 374) and swallowing (n = 186) disorders. Within the voice strata, the most common primary ICD-9 code used was dysphonia (41%), followed by unilateral vocal fold paralysis (UVFP) (9%) and cough (7%). Among new voice patients, 45% were found to have a structural abnormality. The most common surgical indications were laryngotracheal stenosis (37%), followed by recurrent respiratory papillomatosis (18%) and UVFP (17%). Nearly 55% of patients presenting to a tertiary referral laryngology practice did not have an identifiable structural abnormality in the larynx on direct or indirect examination. The distribution of ICD-9 codes requiring surgical intervention was disparate from that seen in clinic. Application of the Pareto principle may improve resource allocation in laryngology, but these initial results require confirmation across multiple institutions.

Large Deviations: Advanced Probability for Undergrads

ERIC Educational Resources Information Center

Rolls, David A.

2007-01-01

In the branch of probability called "large deviations," rates of convergence (e.g. of the sample mean) are considered. The theory makes use of the moment generating function. So, particularly for sums of independent and identically distributed random variables, the theory can be made accessible to senior undergraduates after a first course in…

A short walk in quantum probability

NASA Astrophysics Data System (ADS)

Hudson, Robin

2018-04-01

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas. This article is part of the themed issue `Hilbert's sixth problem'.

A short walk in quantum probability.

PubMed

Hudson, Robin

2018-04-28

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas.This article is part of the themed issue 'Hilbert's sixth problem'. © 2018 The Author(s).

Representation of Odds in Terms of Frequencies Reduces Probability Discounting

ERIC Educational Resources Information Center

Yi, Richard; Bickel, Warren K.

2005-01-01

In studies of probability discounting, the reduction in the value of an outcome as a result of its degree of uncertainty is calculated. Decision making studies suggest two issues with probability that may play a role in data obtained in probability discounting studies. The first issue involves the reduction of risk aversion via subdivision of…

Photocounting distributions for exponentially decaying sources.

PubMed

Teich, M C; Card, H C

1979-05-01

Exact photocounting distributions are obtained for a pulse of light whose intensity is exponentially decaying in time, when the underlying photon statistics are Poisson. It is assumed that the starting time for the sampling interval (which is of arbitrary duration) is uniformly distributed. The probability of registering n counts in the fixed time T is given in terms of the incomplete gamma function for n >/= 1 and in terms of the exponential integral for n = 0. Simple closed-form expressions are obtained for the count mean and variance. The results are expected to be of interest in certain studies involving spontaneous emission, radiation damage in solids, and nuclear counting. They will also be useful in neurobiology and psychophysics, since habituation and sensitization processes may sometimes be characterized by the same stochastic model.

Constructing probability boxes and Dempster-Shafer structures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ferson, Scott; Kreinovich, Vladik; Grinzburg, Lev

This report summarizes a variety of the most useful and commonly applied methods for obtaining Dempster-Shafer structures, and their mathematical kin probability boxes, from empirical information or theoretical knowledge. The report includes a review of the aggregation methods for handling agreement and conflict when multiple such objects are obtained from different sources.

Time-dependent earthquake probabilities

USGS Publications Warehouse

Gomberg, J.; Belardinelli, M.E.; Cocco, M.; Reasenberg, P.

2005-01-01

We have attempted to provide a careful examination of a class of approaches for estimating the conditional probability of failure of a single large earthquake, particularly approaches that account for static stress perturbations to tectonic loading as in the approaches of Stein et al. (1997) and Hardebeck (2004). We have loading as in the framework based on a simple, generalized rate change formulation and applied it to these two approaches to show how they relate to one another. We also have attempted to show the connection between models of seismicity rate changes applied to (1) populations of independent faults as in background and aftershock seismicity and (2) changes in estimates of the conditional probability of failures of different members of a the notion of failure rate corresponds to successive failures of different members of a population of faults. The latter application requires specification of some probability distribution (density function of PDF) that describes some population of potential recurrence times. This PDF may reflect our imperfect knowledge of when past earthquakes have occurred on a fault (epistemic uncertainty), the true natural variability in failure times, or some combination of both. We suggest two end-member conceptual single-fault models that may explain natural variability in recurrence times and suggest how they might be distinguished observationally. When viewed deterministically, these single-fault patch models differ significantly in their physical attributes, and when faults are immature, they differ in their responses to stress perturbations. Estimates of conditional failure probabilities effectively integrate over a range of possible deterministic fault models, usually with ranges that correspond to mature faults. Thus conditional failure probability estimates usually should not differ significantly for these models. Copyright 2005 by the American Geophysical Union.

An Empirical Bayes Estimate of Multinomial Probabilities.

DTIC Science & Technology

1982-02-01

multinomial probabilities has been considered from a decision theoretic point of view by Steinhaus (1957), Trybula (1958) and Rutkowska (1977). In a recent...variate Rypergeometric and Multinomial Distributions," Zastosowania Matematyki, 16, 9-21. Steinhaus , H. (1957), "The Problem of Estimation." Annals of

Fast Reliability Assessing Method for Distribution Network with Distributed Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Chen, Fan; Huang, Shaoxiong; Ding, Jinjin; Ding, Jinjin; Gao, Bo; Xie, Yuguang; Wang, Xiaoming

2018-01-01

This paper proposes a fast reliability assessing method for distribution grid with distributed renewable energy generation. First, the Weibull distribution and the Beta distribution are used to describe the probability distribution characteristics of wind speed and solar irradiance respectively, and the models of wind farm, solar park and local load are built for reliability assessment. Then based on power system production cost simulation probability discretization and linearization power flow, a optimal power flow objected with minimum cost of conventional power generation is to be resolved. Thus a reliability assessment for distribution grid is implemented fast and accurately. The Loss Of Load Probability (LOLP) and Expected Energy Not Supplied (EENS) are selected as the reliability index, a simulation for IEEE RBTS BUS6 system in MATLAB indicates that the fast reliability assessing method calculates the reliability index much faster with the accuracy ensured when compared with Monte Carlo method.

A Tomographic Method for the Reconstruction of Local Probability Density Functions

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A method of obtaining the probability density function (PDF) of local properties from path integrated measurements is described. The approach uses a discrete probability function (DPF) method to infer the PDF of the local extinction coefficient from measurements of the PDFs of the path integrated transmittance. The local PDFs obtained using the method are compared with those obtained from direct intrusive measurements in propylene/air and ethylene/air diffusion flames. The results of this comparison are good.

Probability density function of non-reactive solute concentration in heterogeneous porous formations.

PubMed

Bellin, Alberto; Tonina, Daniele

2007-10-30

Available models of solute transport in heterogeneous formations lack in providing complete characterization of the predicted concentration. This is a serious drawback especially in risk analysis where confidence intervals and probability of exceeding threshold values are required. Our contribution to fill this gap of knowledge is a probability distribution model for the local concentration of conservative tracers migrating in heterogeneous aquifers. Our model accounts for dilution, mechanical mixing within the sampling volume and spreading due to formation heterogeneity. It is developed by modeling local concentration dynamics with an Ito Stochastic Differential Equation (SDE) that under the hypothesis of statistical stationarity leads to the Beta probability distribution function (pdf) for the solute concentration. This model shows large flexibility in capturing the smoothing effect of the sampling volume and the associated reduction of the probability of exceeding large concentrations. Furthermore, it is fully characterized by the first two moments of the solute concentration, and these are the same pieces of information required for standard geostatistical techniques employing Normal or Log-Normal distributions. Additionally, we show that in the absence of pore-scale dispersion and for point concentrations the pdf model converges to the binary distribution of [Dagan, G., 1982. Stochastic modeling of groundwater flow by unconditional and conditional probabilities, 2, The solute transport. Water Resour. Res. 18 (4), 835-848.], while it approaches the Normal distribution for sampling volumes much larger than the characteristic scale of the aquifer heterogeneity. Furthermore, we demonstrate that the same model with the spatial moments replacing the statistical moments can be applied to estimate the proportion of the plume volume where solute concentrations are above or below critical thresholds. Application of this model to point and vertically averaged bromide

How to model a negligible probability under the WTO sanitary and phytosanitary agreement?

PubMed

Powell, Mark R

2013-06-01

Since the 1997 EC--Hormones decision, World Trade Organization (WTO) Dispute Settlement Panels have wrestled with the question of what constitutes a negligible risk under the Sanitary and Phytosanitary Agreement. More recently, the 2010 WTO Australia--Apples Panel focused considerable attention on the appropriate quantitative model for a negligible probability in a risk assessment. The 2006 Australian Import Risk Analysis for Apples from New Zealand translated narrative probability statements into quantitative ranges. The uncertainty about a "negligible" probability was characterized as a uniform distribution with a minimum value of zero and a maximum value of 10(-6) . The Australia - Apples Panel found that the use of this distribution would tend to overestimate the likelihood of "negligible" events and indicated that a triangular distribution with a most probable value of zero and a maximum value of 10⁻⁶ would correct the bias. The Panel observed that the midpoint of the uniform distribution is 5 × 10⁻⁷ but did not consider that the triangular distribution has an expected value of 3.3 × 10⁻⁷. Therefore, if this triangular distribution is the appropriate correction, the magnitude of the bias found by the Panel appears modest. The Panel's detailed critique of the Australian risk assessment, and the conclusions of the WTO Appellate Body about the materiality of flaws found by the Panel, may have important implications for the standard of review for risk assessments under the WTO SPS Agreement. © 2012 Society for Risk Analysis.

Conflict Probability Estimation for Free Flight

NASA Technical Reports Server (NTRS)

Paielli, Russell A.; Erzberger, Heinz

1996-01-01

The safety and efficiency of free flight will benefit from automated conflict prediction and resolution advisories. Conflict prediction is based on trajectory prediction and is less certain the farther in advance the prediction, however. An estimate is therefore needed of the probability that a conflict will occur, given a pair of predicted trajectories and their levels of uncertainty. A method is developed in this paper to estimate that conflict probability. The trajectory prediction errors are modeled as normally distributed, and the two error covariances for an aircraft pair are combined into a single equivalent covariance of the relative position. A coordinate transformation is then used to derive an analytical solution. Numerical examples and Monte Carlo validation are presented.

MaxEnt alternatives to pearson family distributions

NASA Astrophysics Data System (ADS)

Stokes, Barrie J.

2012-05-01

In a previous MaxEnt conference [11] a method of obtaining MaxEnt univariate distributions under a variety of constraints was presented. The Mathematica function Interpolation[], normally used with numerical data, can also process "semi-symbolic" data, and Lagrange Multiplier equations were solved for a set of symbolic ordinates describing the required MaxEnt probability density function. We apply a more developed version of this approach to finding MaxEnt distributions having prescribed β1 and β2 values, and compare the entropy of the MaxEnt distribution to that of the Pearson family distribution having the same β1 and β2. These MaxEnt distributions do have, in general, greater entropy than the related Pearson distribution. In accordance with Jaynes' Maximum Entropy Principle, these MaxEnt distributions are thus to be preferred to the corresponding Pearson distributions as priors in Bayes' Theorem.

Significance of stress transfer in time-dependent earthquake probability calculations

USGS Publications Warehouse

Parsons, T.

2005-01-01

A sudden change in stress is seen to modify earthquake rates, but should it also revise earthquake probability? Data used to derive input parameters permits an array of forecasts; so how large a static stress change is require to cause a statistically significant earthquake probability change? To answer that question, effects of parameter and philosophical choices are examined through all phases of sample calculations, Drawing at random from distributions of recurrence-aperiodicity pairs identifies many that recreate long paleoseismic and historic earthquake catalogs. Probability density funtions built from the recurrence-aperiodicity pairs give the range of possible earthquake forecasts under a point process renewal model. Consequences of choices made in stress transfer calculations, such as different slip models, fault rake, dip, and friction are, tracked. For interactions among large faults, calculated peak stress changes may be localized, with most of the receiving fault area changed less than the mean. Thus, to avoid overstating probability change on segments, stress change values should be drawn from a distribution reflecting the spatial pattern rather than using the segment mean. Disparity resulting from interaction probability methodology is also examined. For a fault with a well-understood earthquake history, a minimum stress change to stressing rate ratio of 10:1 to 20:1 is required to significantly skew probabilities with >80-85% confidence. That ratio must be closer to 50:1 to exceed 90-95% confidence levels. Thus revision to earthquake probability is achievable when a perturbing event is very close to the fault in question or the tectonic stressing rate is low.

N -tag probability law of the symmetric exclusion process

NASA Astrophysics Data System (ADS)

Poncet, Alexis; Bénichou, Olivier; Démery, Vincent; Oshanin, Gleb

2018-06-01

The symmetric exclusion process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of strong spatial correlations induced by the requirement that the particles cannot overtake each other. Even if this fact has been recognized qualitatively for a long time, up to now there has been no full quantitative determination of these correlations. Here we study the joint probability distribution of an arbitrary number of tagged particles in the SEP. We determine analytically its large-time limit for an arbitrary density of particles, and its full dynamics in the high-density limit. In this limit, we obtain the time-dependent large deviation function of the problem and unveil a universal scaling form shared by the cumulants.

Normal tissue complication probability modelling of tissue fibrosis following breast radiotherapy

NASA Astrophysics Data System (ADS)

Alexander, M. A. R.; Brooks, W. A.; Blake, S. W.

2007-04-01

Cosmetic late effects of radiotherapy such as tissue fibrosis are increasingly regarded as being of importance. It is generally considered that the complication probability of a radiotherapy plan is dependent on the dose uniformity, and can be reduced by using better compensation to remove dose hotspots. This work aimed to model the effects of improved dose homogeneity on complication probability. The Lyman and relative seriality NTCP models were fitted to clinical fibrosis data for the breast collated from the literature. Breast outlines were obtained from a commercially available Rando phantom using the Osiris system. Multislice breast treatment plans were produced using a variety of compensation methods. Dose-volume histograms (DVHs) obtained for each treatment plan were reduced to simple numerical parameters using the equivalent uniform dose and effective volume DVH reduction methods. These parameters were input into the models to obtain complication probability predictions. The fitted model parameters were consistent with a parallel tissue architecture. Conventional clinical plans generally showed reducing complication probabilities with increasing compensation sophistication. Extremely homogenous plans representing idealized IMRT treatments showed increased complication probabilities compared to conventional planning methods, as a result of increased dose to areas receiving sub-prescription doses using conventional techniques.

Ordinal probability effect measures for group comparisons in multinomial cumulative link models.

PubMed

Agresti, Alan; Kateri, Maria

2017-03-01

We consider simple ordinal model-based probability effect measures for comparing distributions of two groups, adjusted for explanatory variables. An "ordinal superiority" measure summarizes the probability that an observation from one distribution falls above an independent observation from the other distribution, adjusted for explanatory variables in a model. The measure applies directly to normal linear models and to a normal latent variable model for ordinal response variables. It equals Φ(β/2) for the corresponding ordinal model that applies a probit link function to cumulative multinomial probabilities, for standard normal cdf Φ and effect β that is the coefficient of the group indicator variable. For the more general latent variable model for ordinal responses that corresponds to a linear model with other possible error distributions and corresponding link functions for cumulative multinomial probabilities, the ordinal superiority measure equals exp(β)/[1+exp(β)] with the log-log link and equals approximately exp(β/2)/[1+exp(β/2)] with the logit link, where β is the group effect. Another ordinal superiority measure generalizes the difference of proportions from binary to ordinal responses. We also present related measures directly for ordinal models for the observed response that need not assume corresponding latent response models. We present confidence intervals for the measures and illustrate with an example. © 2016, The International Biometric Society.

Characterisation of seasonal flood types according to timescales in mixed probability distributions

NASA Astrophysics Data System (ADS)

Fischer, Svenja; Schumann, Andreas; Schulte, Markus

2016-08-01

When flood statistics are based on annual maximum series (AMS), the sample often contains flood peaks, which differ in their genesis. If the ratios among event types change over the range of observations, the extrapolation of a probability distribution function (pdf) can be dominated by a majority of events that belong to a certain flood type. If this type is not typical for extraordinarily large extremes, such an extrapolation of the pdf is misleading. To avoid this breach of the assumption of homogeneity, seasonal models were developed that differ between winter and summer floods. We show that a distinction between summer and winter floods is not always sufficient if seasonal series include events with different geneses. Here, we differentiate floods by their timescales into groups of long and short events. A statistical method for such a distinction of events is presented. To demonstrate their applicability, timescales for winter and summer floods in a German river basin were estimated. It is shown that summer floods can be separated into two main groups, but in our study region, the sample of winter floods consists of at least three different flood types. The pdfs of the two groups of summer floods are combined via a new mixing model. This model considers that information about parallel events that uses their maximum values only is incomplete because some of the realisations are overlaid. A statistical method resulting in an amendment of statistical parameters is proposed. The application in a German case study demonstrates the advantages of the new model, with specific emphasis on flood types.

Scaling of strength and lifetime probability distributions of quasibrittle structures based on atomistic fracture mechanics

PubMed Central

Bažant, Zdeněk P.; Le, Jia-Liang; Bazant, Martin Z.

2009-01-01

The failure probability of engineering structures such as aircraft, bridges, dams, nuclear structures, and ships, as well as microelectronic components and medical implants, must be kept extremely low, typically <10−6. The safety factors needed to ensure it have so far been assessed empirically. For perfectly ductile and perfectly brittle structures, the empirical approach is sufficient because the cumulative distribution function (cdf) of random material strength is known and fixed. However, such an approach is insufficient for structures consisting of quasibrittle materials, which are brittle materials with inhomogeneities that are not negligible compared with the structure size. The reason is that the strength cdf of quasibrittle structure varies from Gaussian to Weibullian as the structure size increases. In this article, a recently proposed theory for the strength cdf of quasibrittle structure is refined by deriving it from fracture mechanics of nanocracks propagating by small, activation-energy-controlled, random jumps through the atomic lattice. This refinement also provides a plausible physical justification of the power law for subcritical creep crack growth, hitherto considered empirical. The theory is further extended to predict the cdf of structural lifetime at constant load, which is shown to be size- and geometry-dependent. The size effects on structure strength and lifetime are shown to be related and the latter to be much stronger. The theory fits previously unexplained deviations of experimental strength and lifetime histograms from the Weibull distribution. Finally, a boundary layer method for numerical calculation of the cdf of structural strength and lifetime is outlined. PMID:19561294

Probability in High Dimension

DTIC Science & Technology

2014-06-30

b 1 , . . . , b0m, bm)  fm(b0) + Pm i=1 1bi 6=b0 i 1b i 6=b j for j<i. 4.8 ( Travelling salesman problem ). Let X 1 , . . . ,Xn be i.i.d. points that...are uniformly distributed in the unit square [0, 1]2. We think of Xi as the location of city i. The goal of the travelling salesman problem is to find... salesman problem , . . . • Probability in Banach spaces: probabilistic limit theorems for Banach- valued random variables, empirical processes, local

Seismicity alert probabilities at Parkfield, California, revisited

USGS Publications Warehouse

Michael, A.J.; Jones, L.M.

1998-01-01

For a decade, the US Geological Survey has used the Parkfield Earthquake Prediction Experiment scenario document to estimate the probability that earthquakes observed on the San Andreas fault near Parkfield will turn out to be foreshocks followed by the expected magnitude six mainshock. During this time, we have learned much about the seismogenic process at Parkfield, about the long-term probability of the Parkfield mainshock, and about the estimation of these types of probabilities. The probabilities for potential foreshocks at Parkfield are reexamined and revised in light of these advances. As part of this process, we have confirmed both the rate of foreshocks before strike-slip earthquakes in the San Andreas physiographic province and the uniform distribution of foreshocks with magnitude proposed by earlier studies. Compared to the earlier assessment, these new estimates of the long-term probability of the Parkfield mainshock are lower, our estimate of the rate of background seismicity is higher, and we find that the assumption that foreshocks at Parkfield occur in a unique way is not statistically significant at the 95% confidence level. While the exact numbers vary depending on the assumptions that are made, the new alert probabilities are lower than previously estimated. Considering the various assumptions and the statistical uncertainties in the input parameters, we also compute a plausible range for the probabilities. The range is large, partly due to the extra knowledge that exists for the Parkfield segment, making us question the usefulness of these numbers.

Probabilistic Design Analysis (PDA) Approach to Determine the Probability of Cross-System Failures for a Space Launch Vehicle

NASA Technical Reports Server (NTRS)

Shih, Ann T.; Lo, Yunnhon; Ward, Natalie C.

2010-01-01

Quantifying the probability of significant launch vehicle failure scenarios for a given design, while still in the design process, is critical to mission success and to the safety of the astronauts. Probabilistic risk assessment (PRA) is chosen from many system safety and reliability tools to verify the loss of mission (LOM) and loss of crew (LOC) requirements set by the NASA Program Office. To support the integrated vehicle PRA, probabilistic design analysis (PDA) models are developed by using vehicle design and operation data to better quantify failure probabilities and to better understand the characteristics of a failure and its outcome. This PDA approach uses a physics-based model to describe the system behavior and response for a given failure scenario. Each driving parameter in the model is treated as a random variable with a distribution function. Monte Carlo simulation is used to perform probabilistic calculations to statistically obtain the failure probability. Sensitivity analyses are performed to show how input parameters affect the predicted failure probability, providing insight for potential design improvements to mitigate the risk. The paper discusses the application of the PDA approach in determining the probability of failure for two scenarios from the NASA Ares I project

Distribution of injected power fluctuations in electroconvection.

PubMed

Tóth-Katona, Tibor; Gleeson, J T

2003-12-31

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluc-tuations as well as the magnitude of the fluctuations have been determined in a wide range of imposed stress both for unconfined and confined flow geometries. These spectra are compared to those found in other systems held far from equilibrium, and find that in certain conditions we obtain the universal PDF form reported by Phys. Rev. Lett. 84, 3744 (2000)]. Moreover, the PDF approaches this universal form via an interesting mechanism whereby the distribution's negative tail evolves towards form in a different manner than the positive tail.

Classic maximum entropy recovery of the average joint distribution of apparent FRET efficiency and fluorescence photons for single-molecule burst measurements.

PubMed

DeVore, Matthew S; Gull, Stephen F; Johnson, Carey K

2012-04-05

We describe a method for analysis of single-molecule Förster resonance energy transfer (FRET) burst measurements using classic maximum entropy. Classic maximum entropy determines the Bayesian inference for the joint probability describing the total fluorescence photons and the apparent FRET efficiency. The method was tested with simulated data and then with DNA labeled with fluorescent dyes. The most probable joint distribution can be marginalized to obtain both the overall distribution of fluorescence photons and the apparent FRET efficiency distribution. This method proves to be ideal for determining the distance distribution of FRET-labeled biomolecules, and it successfully predicts the shape of the recovered distributions.

Classic Maximum Entropy Recovery of the Average Joint Distribution of Apparent FRET Efficiency and Fluorescence Photons for Single-molecule Burst Measurements

PubMed Central

DeVore, Matthew S.; Gull, Stephen F.; Johnson, Carey K.

2012-01-01

We describe a method for analysis of single-molecule Förster resonance energy transfer (FRET) burst measurements using classic maximum entropy. Classic maximum entropy determines the Bayesian inference for the joint probability describing the total fluorescence photons and the apparent FRET efficiency. The method was tested with simulated data and then with DNA labeled with fluorescent dyes. The most probable joint distribution can be marginalized to obtain both the overall distribution of fluorescence photons and the apparent FRET efficiency distribution. This method proves to be ideal for determining the distance distribution of FRET-labeled biomolecules, and it successfully predicts the shape of the recovered distributions. PMID:22338694

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

Dahl, David B.; Day, Ryan; Tsai, Jerry W.

2017-01-01

We propose a random partition distribution indexed by pairwise similarity information such that partitions compatible with the similarities are given more probability. The use of pairwise similarities, in the form of distances, is common in some clustering algorithms (e.g., hierarchical clustering), but we show how to use this type of information to define a prior partition distribution for flexible Bayesian modeling. A defining feature of the distribution is that it allocates probability among partitions within a given number of subsets, but it does not shift probability among sets of partitions with different numbers of subsets. Our distribution places more probability on partitions that group similar items yet keeps the total probability of partitions with a given number of subsets constant. The distribution of the number of subsets (and its moments) is available in closed-form and is not a function of the similarities. Our formulation has an explicit probability mass function (with a tractable normalizing constant) so the full suite of MCMC methods may be used for posterior inference. We compare our distribution with several existing partition distributions, showing that our formulation has attractive properties. We provide three demonstrations to highlight the features and relative performance of our distribution. PMID:29276318

Combined-probability space and certainty or uncertainty relations for a finite-level quantum system

NASA Astrophysics Data System (ADS)

Sehrawat, Arun

2017-08-01

The Born rule provides a probability vector (distribution) with a quantum state for a measurement setting. For two settings, we have a pair of vectors from the same quantum state. Each pair forms a combined-probability vector that obeys certain quantum constraints, which are triangle inequalities in our case. Such a restricted set of combined vectors, called the combined-probability space, is presented here for a d -level quantum system (qudit). The combined space is a compact convex subset of a Euclidean space, and all its extreme points come from a family of parametric curves. Considering a suitable concave function on the combined space to estimate the uncertainty, we deliver an uncertainty relation by finding its global minimum on the curves for a qudit. If one chooses an appropriate concave (or convex) function, then there is no need to search for the absolute minimum (maximum) over the whole space; it will be on the parametric curves. So these curves are quite useful for establishing an uncertainty (or a certainty) relation for a general pair of settings. We also demonstrate that many known tight certainty or uncertainty relations for a qubit can be obtained with the triangle inequalities.

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

Misinterpretation of statistical distance in security of quantum key distribution shown by simulation

NASA Astrophysics Data System (ADS)

Iwakoshi, Takehisa; Hirota, Osamu

2014-10-01

This study will test an interpretation in quantum key distribution (QKD) that trace distance between the distributed quantum state and the ideal mixed state is a maximum failure probability of the protocol. Around 2004, this interpretation was proposed and standardized to satisfy both of the key uniformity in the context of universal composability and operational meaning of the failure probability of the key extraction. However, this proposal has not been verified concretely yet for many years while H. P. Yuen and O. Hirota have thrown doubt on this interpretation since 2009. To ascertain this interpretation, a physical random number generator was employed to evaluate key uniformity in QKD. In this way, we calculated statistical distance which correspond to trace distance in quantum theory after a quantum measurement is done, then we compared it with the failure probability whether universal composability was obtained. As a result, the degree of statistical distance of the probability distribution of the physical random numbers and the ideal uniformity was very large. It is also explained why trace distance is not suitable to guarantee the security in QKD from the view point of quantum binary decision theory.

Wireless cellular networks with Pareto-distributed call holding times

NASA Astrophysics Data System (ADS)

Rodriguez-Dagnino, Ramon M.; Takagi, Hideaki

2001-07-01

Nowadays, there is a growing interest in providing internet to mobile users. For instance, NTT DoCoMo in Japan deploys an important mobile phone network with that offers the Internet service, named 'i-mode', to more than 17 million subscribers. Internet traffic measurements show that the session duration of Call Holding Time (CHT) has probability distributions with heavy-tails, which tells us that they depart significantly from the traffic statistics of traditional voice services. In this environment, it is particularly important to know the number of handovers during a call for a network designer to make an appropriate dimensioning of virtual circuits for a wireless cell. The handover traffic has a direct impact on the Quality of Service (QoS); e.g. the service disruption due to the handover failure may significantly degrade the specified QoS of time-constrained services. In this paper, we first study the random behavior of the number of handovers during a call, where we assume that the CHT are Pareto distributed (heavy-tail distribution), and the Cell Residence Times (CRT) are exponentially distributed. Our approach is based on renewal theory arguments. We present closed-form formulae for the probability mass function (pmf) of the number of handovers during a Pareto distributed CHT, and obtain the probability of call completion as well as handover rates. Most of the formulae are expressed in terms of the Whittaker's function. We compare the Pareto case with cases of $k(subscript Erlang and hyperexponential distributions for the CHT.

Fixation Probability in a Haploid-Diploid Population.

PubMed

Bessho, Kazuhiro; Otto, Sarah P

2017-01-01

Classical population genetic theory generally assumes either a fully haploid or fully diploid life cycle. However, many organisms exhibit more complex life cycles, with both free-living haploid and diploid stages. Here we ask what the probability of fixation is for selected alleles in organisms with haploid-diploid life cycles. We develop a genetic model that considers the population dynamics using both the Moran model and Wright-Fisher model. Applying a branching process approximation, we obtain an accurate fixation probability assuming that the population is large and the net effect of the mutation is beneficial. We also find the diffusion approximation for the fixation probability, which is accurate even in small populations and for deleterious alleles, as long as selection is weak. These fixation probabilities from branching process and diffusion approximations are similar when selection is weak for beneficial mutations that are not fully recessive. In many cases, particularly when one phase predominates, the fixation probability differs substantially for haploid-diploid organisms compared to either fully haploid or diploid species. Copyright © 2017 by the Genetics Society of America.

Fixation Probability in a Haploid-Diploid Population

PubMed Central

Bessho, Kazuhiro; Otto, Sarah P.

2017-01-01

Classical population genetic theory generally assumes either a fully haploid or fully diploid life cycle. However, many organisms exhibit more complex life cycles, with both free-living haploid and diploid stages. Here we ask what the probability of fixation is for selected alleles in organisms with haploid-diploid life cycles. We develop a genetic model that considers the population dynamics using both the Moran model and Wright–Fisher model. Applying a branching process approximation, we obtain an accurate fixation probability assuming that the population is large and the net effect of the mutation is beneficial. We also find the diffusion approximation for the fixation probability, which is accurate even in small populations and for deleterious alleles, as long as selection is weak. These fixation probabilities from branching process and diffusion approximations are similar when selection is weak for beneficial mutations that are not fully recessive. In many cases, particularly when one phase predominates, the fixation probability differs substantially for haploid-diploid organisms compared to either fully haploid or diploid species. PMID:27866168

Mechanical failure probability of glasses in Earth orbit

NASA Technical Reports Server (NTRS)

Kinser, Donald L.; Wiedlocher, David E.

1992-01-01

Results of five years of earth-orbital exposure on mechanical properties of glasses indicate that radiation effects on mechanical properties of glasses, for the glasses examined, are less than the probable error of measurement. During the 5 year exposure, seven micrometeorite or space debris impacts occurred on the samples examined. These impacts were located in locations which were not subjected to effective mechanical testing, hence limited information on their influence upon mechanical strength was obtained. Combination of these results with micrometeorite and space debris impact frequency obtained by other experiments permits estimates of the failure probability of glasses exposed to mechanical loading under earth-orbit conditions. This probabilistic failure prediction is described and illustrated with examples.

On Convergent Probability of a Random Walk

ERIC Educational Resources Information Center

Lee, Y.-F.; Ching, W.-K.

2006-01-01

This note introduces an interesting random walk on a straight path with cards of random numbers. The method of recurrent relations is used to obtain the convergent probability of the random walk with different initial positions.

Performance of mixed RF/FSO systems in exponentiated Weibull distributed channels

NASA Astrophysics Data System (ADS)

Zhao, Jing; Zhao, Shang-Hong; Zhao, Wei-Hu; Liu, Yun; Li, Xuan

2017-12-01

This paper presented the performances of asymmetric mixed radio frequency (RF)/free-space optical (FSO) system with the amplify-and-forward relaying scheme. The RF channel undergoes Nakagami- m channel, and the Exponentiated Weibull distribution is adopted for the FSO component. The mathematical formulas for cumulative distribution function (CDF), probability density function (PDF) and moment generating function (MGF) of equivalent signal-to-noise ratio (SNR) are achieved. According to the end-to-end statistical characteristics, the new analytical expressions of outage probability are obtained. Under various modulation techniques, we derive the average bit-error-rate (BER) based on the Meijer's G function. The evaluation and simulation are provided for the system performance, and the aperture average effect is discussed as well.

Nonstationary envelope process and first excursion probability.

NASA Technical Reports Server (NTRS)

Yang, J.-N.

1972-01-01

The definition of stationary random envelope proposed by Cramer and Leadbetter, is extended to the envelope of nonstationary random process possessing evolutionary power spectral densities. The density function, the joint density function, the moment function, and the crossing rate of a level of the nonstationary envelope process are derived. Based on the envelope statistics, approximate solutions to the first excursion probability of nonstationary random processes are obtained. In particular, applications of the first excursion probability to the earthquake engineering problems are demonstrated in detail.

Discrepancies between conformational distributions of a polyalanine peptide in solution obtained from molecular dynamics force fields and amide I' band profiles.

PubMed

Verbaro, Daniel; Ghosh, Indrajit; Nau, Werner M; Schweitzer-Stenner, Reinhard

2010-12-30

Structural preferences in the unfolded state of peptides determined by molecular dynamics still contradict experimental data. A remedy in this regard has been suggested by MD simulations with an optimized Amber force field ff03* ( Best, R. Hummer, G. J. Phys. Chem. B 2009 , 113 , 9004 - 9015 ). The simulations yielded a statistical coil distribution for alanine which is at variance with recent experimental results. To check the validity of this distribution, we investigated the peptide H-A(5)W-OH, which with the exception of the additional terminal tryptophan is analogous to the peptide used to optimize the force fields ff03*. Electronic circular dichroism, vibrational circular dichroism, and infrared spectroscopy as well as J-coupling constants obtained from NMR experiments were used to derive the peptide's conformational ensemble. Additionally, Förster resonance energy transfer between the terminal chromophores of the fluorescently labeled peptide analogue H-Dbo-A(5)W-OH was used to determine its average length, from which the end-to-end distance of the unlabeled peptide was estimated. Qualitatively, the experimental (3)J(H(N),C(α)), VCD, and ECD indicated a preference of alanine for polyproline II-like conformations. The experimental (3)J(H(N),C(α)) for A(5)W closely resembles the constants obtained for A(5). In order to quantitatively relate the conformational distribution of A(5) obtained with the optimized AMBER ff03* force field to experimental data, the former was used to derive a distribution function which expressed the conformational ensemble as a mixture of polyproline II, β-strand, helical, and turn conformations. This model was found to satisfactorily reproduce all experimental J-coupling constants. We employed the model to calculate the amide I' profiles of the IR and vibrational circular dichroism spectrum of A(5)W, as well as the distance between the two terminal peptide carbonyls. This led to an underestimated negative VCD couplet and an

Spatial distribution of traffic in a cellular mobile data network

NASA Astrophysics Data System (ADS)

Linnartz, J. P. M. G.

1987-02-01

The use of integral transforms of the probability density function for the received power to analyze the relation between the spatial distributions of offered and throughout packet traffic in a mobile radio network with Rayleigh fading channels and ALOHA multiple access was assessed. A method to obtain the spatial distribution of throughput traffic from a prescribed spatial distribution of offered traffic is presented. Incoherent and coherent addition of interference signals is considered. The channel behavior for heavy traffic loads is studied. In both the incoherent and coherent case, the spatial distribution of offered traffic required to ensure a prescribed spatially uniform throughput is synthesized numerically.

The global impact distribution of Near-Earth objects

NASA Astrophysics Data System (ADS)

Rumpf, Clemens; Lewis, Hugh G.; Atkinson, Peter M.

2016-02-01

Asteroids that could collide with the Earth are listed on the publicly available Near-Earth object (NEO) hazard web sites maintained by the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The impact probability distribution of 69 potentially threatening NEOs from these lists that produce 261 dynamically distinct impact instances, or Virtual Impactors (VIs), were calculated using the Asteroid Risk Mitigation and Optimization Research (ARMOR) tool in conjunction with OrbFit. ARMOR projected the impact probability of each VI onto the surface of the Earth as a spatial probability distribution. The projection considers orbit solution accuracy and the global impact probability. The method of ARMOR is introduced and the tool is validated against two asteroid-Earth collision cases with objects 2008 TC3 and 2014 AA. In the analysis, the natural distribution of impact corridors is contrasted against the impact probability distribution to evaluate the distributions' conformity with the uniform impact distribution assumption. The distribution of impact corridors is based on the NEO population and orbital mechanics. The analysis shows that the distribution of impact corridors matches the common assumption of uniform impact distribution and the result extends the evidence base for the uniform assumption from qualitative analysis of historic impact events into the future in a quantitative way. This finding is confirmed in a parallel analysis of impact points belonging to a synthetic population of 10,006 VIs. Taking into account the impact probabilities introduced significant variation into the results and the impact probability distribution, consequently, deviates markedly from uniformity. The concept of impact probabilities is a product of the asteroid observation and orbit determination technique and, thus, represents a man-made component that is largely disconnected from natural processes. It is important to consider impact

Updated greenhouse gas and criteria air pollutant emission factors and their probability distribution functions for electricity generating units

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cai, H.; Wang, M.; Elgowainy, A.

Greenhouse gas (CO{sub 2}, CH{sub 4} and N{sub 2}O, hereinafter GHG) and criteria air pollutant (CO, NO{sub x}, VOC, PM{sub 10}, PM{sub 2.5} and SO{sub x}, hereinafter CAP) emission factors for various types of power plants burning various fuels with different technologies are important upstream parameters for estimating life-cycle emissions associated with alternative vehicle/fuel systems in the transportation sector, especially electric vehicles. The emission factors are typically expressed in grams of GHG or CAP per kWh of electricity generated by a specific power generation technology. This document describes our approach for updating and expanding GHG and CAP emission factors inmore » the GREET (Greenhouse Gases, Regulated Emissions, and Energy Use in Transportation) model developed at Argonne National Laboratory (see Wang 1999 and the GREET website at http://greet.es.anl.gov/main) for various power generation technologies. These GHG and CAP emissions are used to estimate the impact of electricity use by stationary and transportation applications on their fuel-cycle emissions. The electricity generation mixes and the fuel shares attributable to various combustion technologies at the national, regional and state levels are also updated in this document. The energy conversion efficiencies of electric generating units (EGUs) by fuel type and combustion technology are calculated on the basis of the lower heating values of each fuel, to be consistent with the basis used in GREET for transportation fuels. On the basis of the updated GHG and CAP emission factors and energy efficiencies of EGUs, the probability distribution functions (PDFs), which are functions that describe the relative likelihood for the emission factors and energy efficiencies as random variables to take on a given value by the integral of their own probability distributions, are updated using best-fit statistical curves to characterize the uncertainties associated with GHG and CAP emissions in

Probability workshop to be better in probability topic

NASA Astrophysics Data System (ADS)

Asmat, Aszila; Ujang, Suriyati; Wahid, Sharifah Norhuda Syed

2015-02-01

The purpose of the present study was to examine whether statistics anxiety and attitudes towards probability topic among students in higher education level have an effect on their performance. 62 fourth semester science students were given statistics anxiety questionnaires about their perception towards probability topic. Result indicated that students' performance in probability topic is not related to anxiety level, which means that the higher level in statistics anxiety will not cause lower score in probability topic performance. The study also revealed that motivated students gained from probability workshop ensure that their performance in probability topic shows a positive improvement compared before the workshop. In addition there exists a significance difference in students' performance between genders with better achievement among female students compared to male students. Thus, more initiatives in learning programs with different teaching approaches is needed to provide useful information in improving student learning outcome in higher learning institution.

Statistical Surrogate Models for Estimating Probability of High-Consequence Climate Change

NASA Astrophysics Data System (ADS)

Field, R.; Constantine, P.; Boslough, M.

2011-12-01

We have posed the climate change problem in a framework similar to that used in safety engineering, by acknowledging that probabilistic risk assessments focused on low-probability, high-consequence climate events are perhaps more appropriate than studies focused simply on best estimates. To properly explore the tails of the distribution requires extensive sampling, which is not possible with existing coupled atmospheric models due to the high computational cost of each simulation. We have developed specialized statistical surrogate models (SSMs) that can be used to make predictions about the tails of the associated probability distributions. A SSM is different than a deterministic surrogate model in that it represents each climate variable of interest as a space/time random field, that is, a random variable for every fixed location in the atmosphere at all times. The SSM can be calibrated to available spatial and temporal data from existing climate databases, or to a collection of outputs from general circulation models. Because of its reduced size and complexity, the realization of a large number of independent model outputs from a SSM becomes computationally straightforward, so that quantifying the risk associated with low-probability, high-consequence climate events becomes feasible. A Bayesian framework was also developed to provide quantitative measures of confidence, via Bayesian credible intervals, to assess these risks. To illustrate the use of the SSM, we considered two collections of NCAR CCSM 3.0 output data. The first collection corresponds to average December surface temperature for years 1990-1999 based on a collection of 8 different model runs obtained from the Program for Climate Model Diagnosis and Intercomparison (PCMDI). We calibrated the surrogate model to the available model data and make various point predictions. We also analyzed average precipitation rate in June, July, and August over a 54-year period assuming a cyclic Y2K ocean model. We

Theoretical Analysis of Rain Attenuation Probability

NASA Astrophysics Data System (ADS)

Roy, Surendra Kr.; Jha, Santosh Kr.; Jha, Lallan

2007-07-01

Satellite communication technologies are now highly developed and high quality, distance-independent services have expanded over a very wide area. As for the system design of the Hokkaido integrated telecommunications(HIT) network, it must first overcome outages of satellite links due to rain attenuation in ka frequency bands. In this paper theoretical analysis of rain attenuation probability on a slant path has been made. The formula proposed is based Weibull distribution and incorporates recent ITU-R recommendations concerning the necessary rain rates and rain heights inputs. The error behaviour of the model was tested with the loading rain attenuation prediction model recommended by ITU-R for large number of experiments at different probability levels. The novel slant path rain attenuastion prediction model compared to the ITU-R one exhibits a similar behaviour at low time percentages and a better root-mean-square error performance for probability levels above 0.02%. The set of presented models exhibits the advantage of implementation with little complexity and is considered useful for educational and back of the envelope computations.

Does probability of occurrence relate to population dynamics?

USGS Publications Warehouse

Thuiller, Wilfried; Münkemüller, Tamara; Schiffers, Katja H.; Georges, Damien; Dullinger, Stefan; Eckhart, Vincent M.; Edwards, Thomas C.; Gravel, Dominique; Kunstler, Georges; Merow, Cory; Moore, Kara; Piedallu, Christian; Vissault, Steve; Zimmermann, Niklaus E.; Zurell, Damaris; Schurr, Frank M.

2014-01-01

Hutchinson defined species' realized niche as the set of environmental conditions in which populations can persist in the presence of competitors. In terms of demography, the realized niche corresponds to the environments where the intrinsic growth rate (r) of populations is positive. Observed species occurrences should reflect the realized niche when additional processes like dispersal and local extinction lags do not have overwhelming effects. Despite the foundational nature of these ideas, quantitative assessments of the relationship between range-wide demographic performance and occurrence probability have not been made. This assessment is needed both to improve our conceptual understanding of species' niches and ranges and to develop reliable mechanistic models of species geographic distributions that incorporate demography and species interactions.The objective of this study is to analyse how demographic parameters (intrinsic growth rate r and carrying capacity K ) and population density (N ) relate to occurrence probability (Pocc ). We hypothesized that these relationships vary with species' competitive ability. Demographic parameters, density, and occurrence probability were estimated for 108 tree species from four temperate forest inventory surveys (Québec, western USA, France and Switzerland). We used published information of shade tolerance as indicators of light competition strategy, assuming that high tolerance denotes high competitive capacity in stable forest environments.Interestingly, relationships between demographic parameters and occurrence probability did not vary substantially across degrees of shade tolerance and regions. Although they were influenced by the uncertainty in the estimation of the demographic parameters, we found that r was generally negatively correlated with Pocc, while N, and for most regions K, was generally positively correlated with Pocc. Thus, in temperate forest trees the regions of highest occurrence

Naive Probability: Model-Based Estimates of Unique Events.

PubMed

Khemlani, Sangeet S; Lotstein, Max; Johnson-Laird, Philip N

2015-08-01

We describe a dual-process theory of how individuals estimate the probabilities of unique events, such as Hillary Clinton becoming U.S. President. It postulates that uncertainty is a guide to improbability. In its computer implementation, an intuitive system 1 simulates evidence in mental models and forms analog non-numerical representations of the magnitude of degrees of belief. This system has minimal computational power and combines evidence using a small repertoire of primitive operations. It resolves the uncertainty of divergent evidence for single events, for conjunctions of events, and for inclusive disjunctions of events, by taking a primitive average of non-numerical probabilities. It computes conditional probabilities in a tractable way, treating the given event as evidence that may be relevant to the probability of the dependent event. A deliberative system 2 maps the resulting representations into numerical probabilities. With access to working memory, it carries out arithmetical operations in combining numerical estimates. Experiments corroborated the theory's predictions. Participants concurred in estimates of real possibilities. They violated the complete joint probability distribution in the predicted ways, when they made estimates about conjunctions: P(A), P(B), P(A and B), disjunctions: P(A), P(B), P(A or B or both), and conditional probabilities P(A), P(B), P(B|A). They were faster to estimate the probabilities of compound propositions when they had already estimated the probabilities of each of their components. We discuss the implications of these results for theories of probabilistic reasoning. © 2014 Cognitive Science Society, Inc.

Electrofishing capture probability of smallmouth bass in streams

USGS Publications Warehouse

Dauwalter, D.C.; Fisher, W.L.

2007-01-01

Abundance estimation is an integral part of understanding the ecology and advancing the management of fish populations and communities. Mark-recapture and removal methods are commonly used to estimate the abundance of stream fishes. Alternatively, abundance can be estimated by dividing the number of individuals sampled by the probability of capture. We conducted a mark-recapture study and used multiple repeated-measures logistic regression to determine the influence of fish size, sampling procedures, and stream habitat variables on the cumulative capture probability for smallmouth bass Micropterus dolomieu in two eastern Oklahoma streams. The predicted capture probability was used to adjust the number of individuals sampled to obtain abundance estimates. The observed capture probabilities were higher for larger fish and decreased with successive electrofishing passes for larger fish only. Model selection suggested that the number of electrofishing passes, fish length, and mean thalweg depth affected capture probabilities the most; there was little evidence for any effect of electrofishing power density and woody debris density on capture probability. Leave-one-out cross validation showed that the cumulative capture probability model predicts smallmouth abundance accurately. ?? Copyright by the American Fisheries Society 2007.

Redox potential distribution of an organic-rich contaminated site obtained by the inversion of self-potential data

NASA Astrophysics Data System (ADS)

Abbas, M.; Jardani, A.; Soueid Ahmed, A.; Revil, A.; Brigaud, L.; Bégassat, Ph.; Dupont, J. P.

2017-11-01

Mapping the redox potential of shallow aquifers impacted by hydrocarbon contaminant plumes is important for the characterization and remediation of such contaminated sites. The redox potential of groundwater is indicative of the biodegradation of hydrocarbons and is important in delineating the shapes of contaminant plumes. The self-potential method was used to reconstruct the redox potential of groundwater associated with an organic-rich contaminant plume in northern France. The self-potential technique is a passive technique consisting in recording the electrical potential distribution at the surface of the Earth. A self-potential map is essentially the sum of two contributions, one associated with groundwater flow referred to as the electrokinetic component, and one associated with redox potential anomalies referred to as the electroredox component (thermoelectric and diffusion potentials are generally negligible). A groundwater flow model was first used to remove the electrokinetic component from the observed self-potential data. Then, a residual self-potential map was obtained. The source current density generating the residual self-potential signals is assumed to be associated with the position of the water table, an interface characterized by a change in both the electrical conductivity and the redox potential. The source current density was obtained through an inverse problem by minimizing a cost function including a data misfit contribution and a regularizer. This inversion algorithm allows the determination of the vertical and horizontal components of the source current density taking into account the electrical conductivity distribution of the saturated and non-saturated zones obtained independently by electrical resistivity tomography. The redox potential distribution was finally determined from the inverted residual source current density. A redox map was successfully built and the estimated redox potential values correlated well with in

Probability Weighting Functions Derived from Hyperbolic Time Discounting: Psychophysical Models and Their Individual Level Testing.

PubMed

Takemura, Kazuhisa; Murakami, Hajime

2016-01-01

A probability weighting function (w(p)) is considered to be a nonlinear function of probability (p) in behavioral decision theory. This study proposes a psychophysical model of probability weighting functions derived from a hyperbolic time discounting model and a geometric distribution. The aim of the study is to show probability weighting functions from the point of view of waiting time for a decision maker. Since the expected value of a geometrically distributed random variable X is 1/p, we formulized the probability weighting function of the expected value model for hyperbolic time discounting as w(p) = (1 - k log p)(-1). Moreover, the probability weighting function is derived from Loewenstein and Prelec's (1992) generalized hyperbolic time discounting model. The latter model is proved to be equivalent to the hyperbolic-logarithmic weighting function considered by Prelec (1998) and Luce (2001). In this study, we derive a model from the generalized hyperbolic time discounting model assuming Fechner's (1860) psychophysical law of time and a geometric distribution of trials. In addition, we develop median models of hyperbolic time discounting and generalized hyperbolic time discounting. To illustrate the fitness of each model, a psychological experiment was conducted to assess the probability weighting and value functions at the level of the individual participant. The participants were 50 university students. The results of individual analysis indicated that the expected value model of generalized hyperbolic discounting fitted better than previous probability weighting decision-making models. The theoretical implications of this finding are discussed.

Derivation of Failure Rates and Probability of Failures for the International Space Station Probabilistic Risk Assessment Study

NASA Technical Reports Server (NTRS)

Vitali, Roberto; Lutomski, Michael G.

2004-01-01

National Aeronautics and Space Administration s (NASA) International Space Station (ISS) Program uses Probabilistic Risk Assessment (PRA) as part of its Continuous Risk Management Process. It is used as a decision and management support tool to not only quantify risk for specific conditions, but more importantly comparing different operational and management options to determine the lowest risk option and provide rationale for management decisions. This paper presents the derivation of the probability distributions used to quantify the failure rates and the probability of failures of the basic events employed in the PRA model of the ISS. The paper will show how a Bayesian approach was used with different sources of data including the actual ISS on orbit failures to enhance the confidence in results of the PRA. As time progresses and more meaningful data is gathered from on orbit failures, an increasingly accurate failure rate probability distribution for the basic events of the ISS PRA model can be obtained. The ISS PRA has been developed by mapping the ISS critical systems such as propulsion, thermal control, or power generation into event sequences diagrams and fault trees. The lowest level of indenture of the fault trees was the orbital replacement units (ORU). The ORU level was chosen consistently with the level of statistically meaningful data that could be obtained from the aerospace industry and from the experts in the field. For example, data was gathered for the solenoid valves present in the propulsion system of the ISS. However valves themselves are composed of parts and the individual failure of these parts was not accounted for in the PRA model. In other words the failure of a spring within a valve was considered a failure of the valve itself.

The estimation of probable maximum precipitation: the case of Catalonia.

PubMed

Casas, M Carmen; Rodríguez, Raül; Nieto, Raquel; Redaño, Angel

2008-12-01

A brief overview of the different techniques used to estimate the probable maximum precipitation (PMP) is presented. As a particular case, the 1-day PMP over Catalonia has been calculated and mapped with a high spatial resolution. For this purpose, the annual maximum daily rainfall series from 145 pluviometric stations of the Instituto Nacional de Meteorología (Spanish Weather Service) in Catalonia have been analyzed. In order to obtain values of PMP, an enveloping frequency factor curve based on the actual rainfall data of stations in the region has been developed. This enveloping curve has been used to estimate 1-day PMP values of all the 145 stations. Applying the Cressman method, the spatial analysis of these values has been achieved. Monthly precipitation climatological data, obtained from the application of Geographic Information Systems techniques, have been used as the initial field for the analysis. The 1-day PMP at 1 km(2) spatial resolution over Catalonia has been objectively determined, varying from 200 to 550 mm. Structures with wavelength longer than approximately 35 km can be identified and, despite their general concordance, the obtained 1-day PMP spatial distribution shows remarkable differences compared to the annual mean precipitation arrangement over Catalonia.

Power-law tail probabilities of drainage areas in river basins

USGS Publications Warehouse

Veitzer, S.A.; Troutman, B.M.; Gupta, V.K.

2003-01-01

The significance of power-law tail probabilities of drainage areas in river basins was discussed. The convergence to a power law was not observed for all underlying distributions, but for a large class of statistical distributions with specific limiting properties. The article also discussed about the scaling properties of topologic and geometric network properties in river basins.

Processor tradeoffs in distributed real-time systems

NASA Technical Reports Server (NTRS)

Krishna, C. M.; Shin, Kang G.; Bhandari, Inderpal S.

1987-01-01

The problem of the optimization of the design of real-time distributed systems is examined with reference to a class of computer architectures similar to the continuously reconfigurable multiprocessor flight control system structure, CM2FCS. Particular attention is given to the impact of processor replacement and the burn-in time on the probability of dynamic failure and mean cost. The solution is obtained numerically and interpreted in the context of real-time applications.

Effects of translation-rotation coupling on the displacement probability distribution functions of boomerang colloidal particles.

PubMed

Chakrabarty, Ayan; Wang, Feng; Sun, Kai; Wei, Qi-Huo

2016-05-11

Prior studies have shown that low symmetry particles such as micro-boomerangs exhibit behaviour of Brownian motion rather different from that of high symmetry particles because convenient tracking points (TPs) are usually inconsistent with their center of hydrodynamic stress (CoH) where the translational and rotational motions are decoupled. In this paper we study the effects of the translation-rotation coupling on the displacement probability distribution functions (PDFs) of the boomerang colloid particles with symmetric arm length. By tracking the motions of different points on the particle symmetry axis, we show that as the distance between the TP and the CoH is increased, the effects of translation-rotation coupling becomes pronounced, making the short-time 2D PDF for fixed initial orientation to change from elliptical, to bean and then to crescent shape, and the angle averaged PDFs change from ellipsoidal-particle-like PDF to a shape with a Gaussian top and long displacement tails. We also observed that at long times the PDFs revert to Gaussian. These 2D PDF shapes provide a clear physical picture of the non-zero mean displacements observed in boomerangs particles.

Effects of translation-rotation coupling on the displacement probability distribution functions of boomerang colloidal particles

NASA Astrophysics Data System (ADS)

Chakrabarty, Ayan; Wang, Feng; Sun, Kai; Wei, Qi-Huo

Prior studies have shown that low symmetry particles such as micro-boomerangs exhibit behaviour of Brownian motion rather different from that of high symmetry particles because convenient tracking points (TPs) are usually inconsistent with the center of hydrodynamic stress (CoH) where the translational and rotational motions are decoupled. In this paper we study the effects of the translation-rotation coupling on the displacement probability distribution functions (PDFs) of the boomerang colloid particles with symmetric arms. By tracking the motions of different points on the particle symmetry axis, we show that as the distance between the TP and the CoH is increased, the effects of translation-rotation coupling becomes pronounced, making the short-time 2D PDF for fixed initial orientation to change from elliptical to crescent shape and the angle averaged PDFs from ellipsoidal-particle-like PDF to a shape with a Gaussian top and long displacement tails. We also observed that at long times the PDFs revert to Gaussian. This crescent shape of 2D PDF provides a clear physical picture of the non-zero mean displacements observed in boomerangs particles.

Density distribution function of a self-gravitating isothermal compressible turbulent fluid in the context of molecular clouds ensembles

NASA Astrophysics Data System (ADS)

Donkov, Sava; Stefanov, Ivan Z.

2018-03-01

We have set ourselves the task of obtaining the probability distribution function of the mass density of a self-gravitating isothermal compressible turbulent fluid from its physics. We have done this in the context of a new notion: the molecular clouds ensemble. We have applied a new approach that takes into account the fractal nature of the fluid. Using the medium equations, under the assumption of steady state, we show that the total energy per unit mass is an invariant with respect to the fractal scales. As a next step we obtain a non-linear integral equation for the dimensionless scale Q which is the third root of the integral of the probability distribution function. It is solved approximately up to the leading-order term in the series expansion. We obtain two solutions. They are power-law distributions with different slopes: the first one is -1.5 at low densities, corresponding to an equilibrium between all energies at a given scale, and the second one is -2 at high densities, corresponding to a free fall at small scales.

A collision probability analysis of the double-heterogeneity problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hebert, A.

1993-10-01

A practical collision probability model is presented for the description of geometries with many levels of heterogeneity. Regular regions of the macrogeometry are assumed to contain a stochastic mixture of spherical grains or cylindrical tubes. Simple expressions for the collision probabilities in the global geometry are obtained as a function of the collision probabilities in the macro- and microgeometries. This model was successfully implemented in the collision probability kernel of the APOLLO-1, APOLLO-2, and DRAGON lattice codes for the description of a broad range of reactor physics problems. Resonance self-shielding and depletion calculations in the microgeometries are possible because eachmore » microregion is explicitly represented.« less

Asymptotic Equivalence of Probability Measures and Stochastic Processes

NASA Astrophysics Data System (ADS)

Touchette, Hugo

2018-03-01

Let P_n and Q_n be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M_n be a random variable representing a "macrostate" or "global observable" of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of P_n and Q_n, for the set of typical values of M_n obtained relative to P_n to be the same as the set of typical values obtained relative to Q_n in the limit n→ ∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

Turbulence-induced relative velocity of dust particles. III. The probability distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pan, Liubin; Padoan, Paolo; Scalo, John, E-mail: lpan@cfa.harvard.edu, E-mail: ppadoan@icc.ub.edu, E-mail: parrot@astro.as.utexas.edu

2014-09-01

Motivated by its important role in the collisional growth of dust particles in protoplanetary disks, we investigate the probability distribution function (PDF) of the relative velocity of inertial particles suspended in turbulent flows. Using the simulation from our previous work, we compute the relative velocity PDF as a function of the friction timescales, τ{sub p1} and τ{sub p2}, of two particles of arbitrary sizes. The friction time of the particles included in the simulation ranges from 0.1τ{sub η} to 54T {sub L}, where τ{sub η} and T {sub L} are the Kolmogorov time and the Lagrangian correlation time of themore » flow, respectively. The relative velocity PDF is generically non-Gaussian, exhibiting fat tails. For a fixed value of τ{sub p1}, the PDF shape is the fattest for equal-size particles (τ{sub p2} = τ{sub p1}), and becomes thinner at both τ{sub p2} < τ{sub p1} and τ{sub p2} > τ{sub p1}. Defining f as the friction time ratio of the smaller particle to the larger one, we find that, at a given f in (1/2) ≲ f ≲ 1, the PDF fatness first increases with the friction time τ{sub p,h} of the larger particle, peaks at τ{sub p,h} ≅ τ{sub η}, and then decreases as τ{sub p,h} increases further. For 0 ≤ f ≲ (1/4), the PDF becomes continuously thinner with increasing τ{sub p,h}. The PDF is nearly Gaussian only if τ{sub p,h} is sufficiently large (>>T {sub L}). These features are successfully explained by the Pan and Padoan model. Using our simulation data and some simplifying assumptions, we estimated the fractions of collisions resulting in sticking, bouncing, and fragmentation as a function of the dust size in protoplanetary disks, and argued that accounting for non-Gaussianity of the collision velocity may help further alleviate the bouncing barrier problem.« less

Probability density function of non-reactive solute concentration in heterogeneous porous formations

Treesearch

Alberto Bellin; Daniele Tonina

2007-01-01

Available models of solute transport in heterogeneous formations lack in providing complete characterization of the predicted concentration. This is a serious drawback especially in risk analysis where confidence intervals and probability of exceeding threshold values are required. Our contribution to fill this gap of knowledge is a probability distribution model for...

Positive phase space distributions and uncertainty relations

NASA Technical Reports Server (NTRS)

Kruger, Jan

1993-01-01

In contrast to a widespread belief, Wigner's theorem allows the construction of true joint probabilities in phase space for distributions describing the object system as well as for distributions depending on the measurement apparatus. The fundamental role of Heisenberg's uncertainty relations in Schroedinger form (including correlations) is pointed out for these two possible interpretations of joint probability distributions. Hence, in order that a multivariate normal probability distribution in phase space may correspond to a Wigner distribution of a pure or a mixed state, it is necessary and sufficient that Heisenberg's uncertainty relation in Schroedinger form should be satisfied.

Compositional cokriging for mapping the probability risk of groundwater contamination by nitrates.

PubMed

Pardo-Igúzquiza, Eulogio; Chica-Olmo, Mario; Luque-Espinar, Juan A; Rodríguez-Galiano, Víctor

2015-11-01

Contamination by nitrates is an important cause of groundwater pollution and represents a potential risk to human health. Management decisions must be made using probability maps that assess the nitrate concentration potential of exceeding regulatory thresholds. However these maps are obtained with only a small number of sparse monitoring locations where the nitrate concentrations have been measured. It is therefore of great interest to have an efficient methodology for obtaining those probability maps. In this paper, we make use of the fact that the discrete probability density function is a compositional variable. The spatial discrete probability density function is estimated by compositional cokriging. There are several advantages in using this approach: (i) problems of classical indicator cokriging, like estimates outside the interval (0,1) and order relations, are avoided; (ii) secondary variables (e.g. aquifer parameters) can be included in the estimation of the probability maps; (iii) uncertainty maps of the probability maps can be obtained; (iv) finally there are modelling advantages because the variograms and cross-variograms of real variables that do not have the restrictions of indicator variograms and indicator cross-variograms. The methodology was applied to the Vega de Granada aquifer in Southern Spain and the advantages of the compositional cokriging approach were demonstrated. Copyright © 2015 Elsevier B.V. All rights reserved.

The role of probabilities in physics.

PubMed

Le Bellac, Michel

2012-09-01

Although modern physics was born in the XVIIth century as a fully deterministic theory in the form of Newtonian mechanics, the use of probabilistic arguments turned out later on to be unavoidable. Three main situations can be distinguished. (1) When the number of degrees of freedom is very large, on the order of Avogadro's number, a detailed dynamical description is not possible, and in fact not useful: we do not care about the velocity of a particular molecule in a gas, all we need is the probability distribution of the velocities. This statistical description introduced by Maxwell and Boltzmann allows us to recover equilibrium thermodynamics, gives a microscopic interpretation of entropy and underlies our understanding of irreversibility. (2) Even when the number of degrees of freedom is small (but larger than three) sensitivity to initial conditions of chaotic dynamics makes determinism irrelevant in practice, because we cannot control the initial conditions with infinite accuracy. Although die tossing is in principle predictable, the approach to chaotic dynamics in some limit implies that our ignorance of initial conditions is translated into a probabilistic description: each face comes up with probability 1/6. (3) As is well-known, quantum mechanics is incompatible with determinism. However, quantum probabilities differ in an essential way from the probabilities introduced previously: it has been shown from the work of John Bell that quantum probabilities are intrinsic and cannot be given an ignorance interpretation based on a hypothetical deeper level of description. Copyright © 2012 Elsevier Ltd. All rights reserved.

Cosmological constraints from the convergence 1-point probability distribution

NASA Astrophysics Data System (ADS)

Patton, Kenneth; Blazek, Jonathan; Honscheid, Klaus; Huff, Eric; Melchior, Peter; Ross, Ashley J.; Suchyta, Eric

2017-11-01

We examine the cosmological information available from the 1-point probability density function (PDF) of the weak-lensing convergence field, utilizing fast L-PICOLA simulations and a Fisher analysis. We find competitive constraints in the Ωm-σ8 plane from the convergence PDF with 188 arcmin2 pixels compared to the cosmic shear power spectrum with an equivalent number of modes (ℓ < 886). The convergence PDF also partially breaks the degeneracy cosmic shear exhibits in that parameter space. A joint analysis of the convergence PDF and shear 2-point function also reduces the impact of shape measurement systematics, to which the PDF is less susceptible, and improves the total figure of merit by a factor of 2-3, depending on the level of systematics. Finally, we present a correction factor necessary for calculating the unbiased Fisher information from finite differences using a limited number of cosmological simulations.

An analytical model for regular respiratory signals derived from the probability density function of Rayleigh distribution.

PubMed

Li, Xin; Li, Ye

2015-01-01

Regular respiratory signals (RRSs) acquired with physiological sensing systems (e.g., the life-detection radar system) can be used to locate survivors trapped in debris in disaster rescue, or predict the breathing motion to allow beam delivery under free breathing conditions in external beam radiotherapy. Among the existing analytical models for RRSs, the harmonic-based random model (HRM) is shown to be the most accurate, which, however, is found to be subject to considerable error if the RRS has a slowly descending end-of-exhale (EOE) phase. The defect of the HRM motivates us to construct a more accurate analytical model for the RRS. In this paper, we derive a new analytical RRS model from the probability density function of Rayleigh distribution. We evaluate the derived RRS model by using it to fit a real-life RRS in the sense of least squares, and the evaluation result shows that, our presented model exhibits lower error and fits the slowly descending EOE phases of the real-life RRS better than the HRM.

Probability of coincidental similarity among the orbits of small bodies - I. Pairing

NASA Astrophysics Data System (ADS)

Jopek, Tadeusz Jan; Bronikowska, Małgorzata

2017-09-01

Probability of coincidental clustering among orbits of comets, asteroids and meteoroids depends on many factors like: the size of the orbital sample searched for clusters or the size of the identified group, it is different for groups of 2,3,4,… members. Probability of coincidental clustering is assessed by the numerical simulation, therefore, it depends also on the method used for the synthetic orbits generation. We have tested the impact of some of these factors. For a given size of the orbital sample we have assessed probability of random pairing among several orbital populations of different sizes. We have found how these probabilities vary with the size of the orbital samples. Finally, keeping fixed size of the orbital sample we have shown that the probability of random pairing can be significantly different for the orbital samples obtained by different observation techniques. Also for the user convenience we have obtained several formulae which, for given size of the orbital sample can be used to calculate the similarity threshold corresponding to the small value of the probability of coincidental similarity among two orbits.

IGM CONSTRAINTS FROM THE SDSS-III/BOSS DR9 Lyα FOREST TRANSMISSION PROBABILITY DISTRIBUTION FUNCTION

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, Khee-Gan; Hennawi, Joseph F.; Spergel, David N.

2015-02-01

The Lyα forest transmission probability distribution function (PDF) is an established probe of the intergalactic medium (IGM) astrophysics, especially the temperature-density relationship of the IGM. We measure the transmission PDF from 3393 Baryon Oscillations Spectroscopic Survey (BOSS) quasars from Sloan Digital Sky Survey Data Release 9, and compare with mock spectra that include careful modeling of the noise, continuum, and astrophysical uncertainties. The BOSS transmission PDFs, measured at (z) = [2.3, 2.6, 3.0], are compared with PDFs created from mock spectra drawn from a suite of hydrodynamical simulations that sample the IGM temperature-density relationship, γ, and temperature at mean density,more » T {sub 0}, where T(Δ) = T {sub 0}Δ{sup γ} {sup –} {sup 1}. We find that a significant population of partial Lyman-limit systems (LLSs) with a column-density distribution slope of β{sub pLLS} ∼ – 2 are required to explain the data at the low-transmission end of transmission PDF, while uncertainties in the mean Lyα forest transmission affect the high-transmission end. After modeling the LLSs and marginalizing over mean transmission uncertainties, we find that γ = 1.6 best describes the data over our entire redshift range, although constraints on T {sub 0} are affected by systematic uncertainties. Within our model framework, isothermal or inverted temperature-density relationships (γ ≤ 1) are disfavored at a significance of over 4σ, although this could be somewhat weakened by cosmological and astrophysical uncertainties that we did not model.« less

Gravity and count probabilities in an expanding universe

NASA Technical Reports Server (NTRS)

Bouchet, Francois R.; Hernquist, Lars

1992-01-01

The time evolution of nonlinear clustering on large scales in cold dark matter, hot dark matter, and white noise models of the universe is investigated using N-body simulations performed with a tree code. Count probabilities in cubic cells are determined as functions of the cell size and the clustering state (redshift), and comparisons are made with various theoretical models. We isolate the features that appear to be the result of gravitational instability, those that depend on the initial conditions, and those that are likely a consequence of numerical limitations. More specifically, we study the development of skewness, kurtosis, and the fifth moment in relation to variance, the dependence of the void probability on time as well as on sparseness of sampling, and the overall shape of the count probability distribution. Implications of our results for theoretical and observational studies are discussed.

Relating Regime Structure to Probability Distribution and Preferred Structure of Small Errors in a Large Atmospheric GCM

NASA Astrophysics Data System (ADS)

Straus, D. M.

2007-12-01

The probability distribution (pdf) of errors is followed in identical twin studies using the COLA T63 AGCM, integrated with observed SST for 15 recent winters. 30 integrations per winter (for 15 winters) are available with initial errors that are extremely small. The evolution of the pdf is tested for multi-modality, and the results interpreted in terms of clusters / regimes found in: (a) the set of 15x30 integrations mentioned, and (b) a larger ensemble of 55x15 integrations made with the same GCM using the same SSTs. The mapping of pdf evolution and clusters is also carried out for each winter separately, using the clusters found in the 55-member ensemble for the same winter alone. This technique yields information on the change in regimes caused by different boundary forcing (Straus and Molteni, 2004; Straus, Corti and Molteni, 2006). Analysis of the growing errors in terms of baroclinic and barotropic components allows for interpretation of the corresponding instabilities.

Estimating the Probability of Traditional Copying, Conditional on Answer-Copying Statistics.

PubMed

Allen, Jeff; Ghattas, Andrew

2016-06-01

Statistics for detecting copying on multiple-choice tests produce p values measuring the probability of a value at least as large as that observed, under the null hypothesis of no copying. The posterior probability of copying is arguably more relevant than the p value, but cannot be derived from Bayes' theorem unless the population probability of copying and probability distribution of the answer-copying statistic under copying are known. In this article, the authors develop an estimator for the posterior probability of copying that is based on estimable quantities and can be used with any answer-copying statistic. The performance of the estimator is evaluated via simulation, and the authors demonstrate how to apply the formula using actual data. Potential uses, generalizability to other types of cheating, and limitations of the approach are discussed.

Evaluation of the reproducibility of lung motion probability distribution function (PDF) using dynamic MRI.

PubMed

Cai, Jing; Read, Paul W; Altes, Talissa A; Molloy, Janelle A; Brookeman, James R; Sheng, Ke

2007-01-21

Treatment planning based on probability distribution function (PDF) of patient geometries has been shown a potential off-line strategy to incorporate organ motion, but the application of such approach highly depends upon the reproducibility of the PDF. In this paper, we investigated the dependences of the PDF reproducibility on the imaging acquisition parameters, specifically the scan time and the frame rate. Three healthy subjects underwent a continuous 5 min magnetic resonance (MR) scan in the sagittal plane with a frame rate of approximately 10 f s-1, and the experiments were repeated with an interval of 2 to 3 weeks. A total of nine pulmonary vessels from different lung regions (upper, middle and lower) were tracked and the dependences of their displacement PDF reproducibility were evaluated as a function of scan time and frame rate. As results, the PDF reproducibility error decreased with prolonged scans and appeared to approach equilibrium state in subjects 2 and 3 within the 5 min scan. The PDF accuracy increased in the power function with the increase of frame rate; however, the PDF reproducibility showed less sensitivity to frame rate presumably due to the randomness of breathing which dominates the effects. As the key component of the PDF-based treatment planning, the reproducibility of the PDF affects the dosimetric accuracy substantially. This study provides a reference for acquiring MR-based PDF of structures in the lung.

High-precision simulation of the height distribution for the KPZ equation

NASA Astrophysics Data System (ADS)

Hartmann, Alexander K.; Le Doussal, Pierre; Majumdar, Satya N.; Rosso, Alberto; Schehr, Gregory

2018-03-01

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as 10-1000 in the tails. Both short and long times are investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations. At short times the agreement with the analytical expression is spectacular. We observe that the far left and right tails, with exponents 5/2 and 3/2, respectively, are preserved also in the region of long times. We present some evidence for the predicted non-trivial crossover in the left tail from the 5/2 tail exponent to the cubic tail of the Tracy-Widom distribution, although the details of the full scaling form remain beyond reach.

Uranium distribution and 'excessive' U-He ages in iron meteoritic troilite

NASA Technical Reports Server (NTRS)

Fisher, D. E.

1985-01-01

Fission tracking techniques were used to measure the uranium distribution in meteoritic troilite and graphite. The obtained fission tracking data showed a heterogeneous distribution of tracks with a significant portion of track density present in the form of uranium clusters at least 10 microns in size. The matrix containing the clusters was also heterogeneous in composition with U concentrations of about 0.2-4.7 ppb. U/He ages could not be estimated on the basis of the heterogeneous U distributions, so previously reported estimates of U/He ages in the presolar range are probably invalid.

Faster computation of exact RNA shape probabilities.

PubMed

Janssen, Stefan; Giegerich, Robert

2010-03-01

Abstract shape analysis allows efficient computation of a representative sample of low-energy foldings of an RNA molecule. More comprehensive information is obtained by computing shape probabilities, accumulating the Boltzmann probabilities of all structures within each abstract shape. Such information is superior to free energies because it is independent of sequence length and base composition. However, up to this point, computation of shape probabilities evaluates all shapes simultaneously and comes with a computation cost which is exponential in the length of the sequence. We device an approach called RapidShapes that computes the shapes above a specified probability threshold T by generating a list of promising shapes and constructing specialized folding programs for each shape to compute its share of Boltzmann probability. This aims at a heuristic improvement of runtime, while still computing exact probability values. Evaluating this approach and several substrategies, we find that only a small proportion of shapes have to be actually computed. For an RNA sequence of length 400, this leads, depending on the threshold, to a 10-138 fold speed-up compared with the previous complete method. Thus, probabilistic shape analysis has become feasible in medium-scale applications, such as the screening of RNA transcripts in a bacterial genome. RapidShapes is available via http://bibiserv.cebitec.uni-bielefeld.de/rnashapes

Application of at-site peak-streamflow frequency analyses for very low annual exceedance probabilities

USGS Publications Warehouse

Asquith, William H.; Kiang, Julie E.; Cohn, Timothy A.

2017-07-17

The U.S. Geological Survey (USGS), in cooperation with the U.S. Nuclear Regulatory Commission, has investigated statistical methods for probabilistic flood hazard assessment to provide guidance on very low annual exceedance probability (AEP) estimation of peak-streamflow frequency and the quantification of corresponding uncertainties using streamgage-specific data. The term “very low AEP” implies exceptionally rare events defined as those having AEPs less than about 0.001 (or 1 × 10–3 in scientific notation or for brevity 10–3). Such low AEPs are of great interest to those involved with peak-streamflow frequency analyses for critical infrastructure, such as nuclear power plants. Flood frequency analyses at streamgages are most commonly based on annual instantaneous peak streamflow data and a probability distribution fit to these data. The fitted distribution provides a means to extrapolate to very low AEPs. Within the United States, the Pearson type III probability distribution, when fit to the base-10 logarithms of streamflow, is widely used, but other distribution choices exist. The USGS-PeakFQ software, implementing the Pearson type III within the Federal agency guidelines of Bulletin 17B (method of moments) and updates to the expected moments algorithm (EMA), was specially adapted for an “Extended Output” user option to provide estimates at selected AEPs from 10–3 to 10–6. Parameter estimation methods, in addition to product moments and EMA, include L-moments, maximum likelihood, and maximum product of spacings (maximum spacing estimation). This study comprehensively investigates multiple distributions and parameter estimation methods for two USGS streamgages (01400500 Raritan River at Manville, New Jersey, and 01638500 Potomac River at Point of Rocks, Maryland). The results of this study specifically involve the four methods for parameter estimation and up to nine probability distributions, including the generalized extreme value, generalized

Cosmological constraints from the convergence 1-point probability distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patton, Kenneth; Blazek, Jonathan; Honscheid, Klaus

2017-06-29

Here, we examine the cosmological information available from the 1-point probability density function (PDF) of the weak-lensing convergence field, utilizing fast l-picola simulations and a Fisher analysis. We find competitive constraints in the Ωm–σ8 plane from the convergence PDF with 188 arcmin 2 pixels compared to the cosmic shear power spectrum with an equivalent number of modes (ℓ < 886). The convergence PDF also partially breaks the degeneracy cosmic shear exhibits in that parameter space. A joint analysis of the convergence PDF and shear 2-point function also reduces the impact of shape measurement systematics, to which the PDF is lessmore » susceptible, and improves the total figure of merit by a factor of 2–3, depending on the level of systematics. Finally, we present a correction factor necessary for calculating the unbiased Fisher information from finite differences using a limited number of cosmological simulations.« less

Influence of the random walk finite step on the first-passage probability

NASA Astrophysics Data System (ADS)

Klimenkova, Olga; Menshutin, Anton; Shchur, Lev

2018-01-01

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.

Reward skewness coding in the insula independent of probability and loss

PubMed Central

Tobler, Philippe N.

2011-01-01

Rewards in the natural environment are rarely predicted with complete certainty. Uncertainty relating to future rewards has typically been defined as the variance of the potential outcomes. However, the asymmetry of predicted reward distributions, known as skewness, constitutes a distinct but neuroscientifically underexplored risk term that may also have an impact on preference. By changing only reward magnitudes, we study skewness processing in equiprobable ternary lotteries involving only gains and constant probabilities, thus excluding probability distortion or loss aversion as mechanisms for skewness preference formation. We show that individual preferences are sensitive to not only the mean and variance but also to the skewness of predicted reward distributions. Using neuroimaging, we show that the insula, a structure previously implicated in the processing of reward-related uncertainty, responds to the skewness of predicted reward distributions. Some insula responses increased in a monotonic fashion with skewness (irrespective of individual skewness preferences), whereas others were similarly elevated to both negative and positive as opposed to no reward skew. These data support the notion that the asymmetry of reward distributions is processed in the brain and, taken together with replicated findings of mean coding in the striatum and variance coding in the cingulate, suggest that the brain codes distinct aspects of reward distributions in a distributed fashion. PMID:21849610

Effects of NMDA receptor antagonists on probability discounting depend on the order of probability presentation.

PubMed

Yates, Justin R; Breitenstein, Kerry A; Gunkel, Benjamin T; Hughes, Mallory N; Johnson, Anthony B; Rogers, Katherine K; Shape, Sara M

Risky decision making can be measured using a probability-discounting procedure, in which animals choose between a small, certain reinforcer and a large, uncertain reinforcer. Recent evidence has identified glutamate as a mediator of risky decision making, as blocking the N-methyl-d-aspartate (NMDA) receptor with MK-801 increases preference for a large, uncertain reinforcer. Because the order in which probabilities associated with the large reinforcer can modulate the effects of drugs on choice, the current study determined if NMDA receptor ligands alter probability discounting using ascending and descending schedules. Sixteen rats were trained in a probability-discounting procedure in which the odds against obtaining the large reinforcer increased (n=8) or decreased (n=8) across blocks of trials. Following behavioral training, rats received treatments of the NMDA receptor ligands MK-801 (uncompetitive antagonist; 0, 0.003, 0.01, or 0.03mg/kg), ketamine (uncompetitive antagonist; 0, 1.0, 5.0, or 10.0mg/kg), and ifenprodil (NR2B-selective non-competitive antagonist; 0, 1.0, 3.0, or 10.0mg/kg). Results showed discounting was steeper (indicating increased risk aversion) for rats on an ascending schedule relative to rats on the descending schedule. Furthermore, the effects of MK-801, ketamine, and ifenprodil on discounting were dependent on the schedule used. Specifically, the highest dose of each drug decreased risk taking in rats in the descending schedule, but only MK-801 (0.03mg/kg) increased risk taking in rats on an ascending schedule. These results show that probability presentation order modulates the effects of NMDA receptor ligands on risky decision making. Copyright © 2016 Elsevier Inc. All rights reserved.

Isotropic probability measures in infinite-dimensional spaces

NASA Technical Reports Server (NTRS)

Backus, George

1987-01-01

Let R be the real numbers, R(n) the linear space of all real n-tuples, and R(infinity) the linear space of all infinite real sequences x = (x sub 1, x sub 2,...). Let P sub in :R(infinity) approaches R(n) be the projection operator with P sub n (x) = (x sub 1,...,x sub n). Let p(infinity) be a probability measure on the smallest sigma-ring of subsets of R(infinity) which includes all of the cylinder sets P sub n(-1) (B sub n), where B sub n is an arbitrary Borel subset of R(n). Let p sub n be the marginal distribution of p(infinity) on R(n), so p sub n(B sub n) = p(infinity) (P sub n to the -1 (B sub n)) for each B sub n. A measure on R(n) is isotropic if it is invariant under all orthogonal transformations of R(n). All members of the set of all isotropic probability distributions on R(n) are described. The result calls into question both stochastic inversion and Bayesian inference, as currently used in many geophysical inverse problems.

Risk estimation using probability machines

PubMed Central

2014-01-01

Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306

Risk estimation using probability machines.

PubMed

Dasgupta, Abhijit; Szymczak, Silke; Moore, Jason H; Bailey-Wilson, Joan E; Malley, James D

2014-03-01

Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a "risk machine", will share properties from the statistical machine that it is derived from.

Comparison of probability statistics for automated ship detection in SAR imagery

NASA Astrophysics Data System (ADS)

Henschel, Michael D.; Rey, Maria T.; Campbell, J. W. M.; Petrovic, D.

1998-12-01

This paper discuses the initial results of a recent operational trial of the Ocean Monitoring Workstation's (OMW) ship detection algorithm which is essentially a Constant False Alarm Rate filter applied to Synthetic Aperture Radar data. The choice of probability distribution and methodologies for calculating scene specific statistics are discussed in some detail. An empirical basis for the choice of probability distribution used is discussed. We compare the results using a l-look, k-distribution function with various parameter choices and methods of estimation. As a special case of sea clutter statistics the application of a (chi) 2-distribution is also discussed. Comparisons are made with reference to RADARSAT data collected during the Maritime Command Operation Training exercise conducted in Atlantic Canadian Waters in June 1998. Reference is also made to previously collected statistics. The OMW is a commercial software suite that provides modules for automated vessel detection, oil spill monitoring, and environmental monitoring. This work has been undertaken to fine tune the OMW algorithm's, with special emphasis on the false alarm rate of each algorithm.

Number distribution of emitted electrons by MeV H+ impact on carbon

NASA Astrophysics Data System (ADS)

Ogawa, H.; Koyanagi, Y.; Hongo, N.; Ishii, K.; Kaneko, T.

2017-09-01

The statistical distributions of the number of the forward- and backward-emitted secondary electrons (SE's) from a thin carbon foil have been measured in coincidence with foil-transmitted H+ ions of 0.5-3.0 MeV in every 0.5 MeV step. The measured SE energy spectra were fitted by assuming a Pólya distribution for the simultaneous n-SE emission probabilities. For our previous data with a couple of the carbon foils with different thicknesses, a similar analysis has been carried out. As a result, it was found that the measured spectra could be reproduced as well as by an analysis without placing any restriction on the emission probabilities both for the forward and backward SE emission. The obtained b-parameter of the Pólya distribution, which is a measure of the deviation from a Poisson distribution due to the cascade multiplication by high energy internal SE's, increases monotonically with the incident energy of proton beams. On the other hand, a clear foil-thickness dependence is not observed for the b-parameter. A theoretical model which could reproduced the magnitude of the b-parameter for the SE energy spectra obtained with thick Au, Cu and Al targets is found to overestimates our values for thin carbon foils significantly. Another model calculation is found to reproduce our b-values very well.

A new numerical method for inverse Laplace transforms used to obtain gluon distributions from the proton structure function

NASA Astrophysics Data System (ADS)

Block, Martin M.; Durand, Loyal

2011-11-01

We recently derived a very accurate and fast new algorithm for numerically inverting the Laplace transforms needed to obtain gluon distributions from the proton structure function F2^{γ p}(x,Q2). We numerically inverted the function g( s), s being the variable in Laplace space, to G( v), where v is the variable in ordinary space. We have since discovered that the algorithm does not work if g( s)→0 less rapidly than 1/ s as s→∞, e.g., as 1/ s β for 0< β<1. In this note, we derive a new numerical algorithm for such cases, which holds for all positive and non-integer negative values of β. The new algorithm is exact if the original function G( v) is given by the product of a power v β-1 and a polynomial in v. We test the algorithm numerically for very small positive β, β=10-6 obtaining numerical results that imitate the Dirac delta function δ( v). We also devolve the published MSTW2008LO gluon distribution at virtuality Q 2=5 GeV2 down to the lower virtuality Q 2=1.69 GeV2. For devolution, β is negative, giving rise to inverse Laplace transforms that are distributions and not proper functions. This requires us to introduce the concept of Hadamard Finite Part integrals, which we discuss in detail.

Comment on "constructing quantum games from nonfactorizable joint probabilities".

PubMed

Frąckiewicz, Piotr

2013-09-01

In the paper [Phys. Rev. E 76, 061122 (2007)], the authors presented a way of playing 2 × 2 games so that players were able to exploit nonfactorizable joint probabilities respecting the nonsignaling principle (i.e., relativistic causality). We are going to prove, however, that the scheme does not generalize the games studied in the commented paper. Moreover, it allows the players to obtain nonclassical results even if the factorizable joint probabilities are used.

Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks.

PubMed

Shi, Chaoyang; Chen, Bi Yu; Lam, William H K; Li, Qingquan

2017-12-06

Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Herzog, James P. (Inventor); Bickford, Randall L. (Inventor)

2005-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)