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Journal Radioengineering №4 for 2017 г.
Article in number:
Identifying the probability distributions of additive and multiplicative functions by the numerical characteristics of the arguments
Authors:
V.P. Kotelnikov - Dr. Sc. (Eng.), Professor, Leading Research Scientist, Department of Radiophysics, JSC «VNII «Gradient» (Rostov-on-Don) E-mail: vpkot@mail.ru
Abstract:
A new approximate solution of two problems is proposed for the identification of probability distributions of additive and multiplicative functions of random arguments. It is believed that, in terms of physical meaning, experimental data or analytical methods, regions of the meanings of the arguments are found, as well as their moments not higher than the second order. The required distribution of the function is chosen from the universal standard Student-normal family of distributions proposed by the author. This family, unlike many types of existing (Pearson, Johnson, etc.), has a single and relatively simple analytic view, its parameters are easily computed on a computer. Five complex examples of the solution of the assigned problems are considered. Some examples of the examples are chosen to compare solutions for the existing and proposed method using a specially constructed indicator of adequacy.
Pages: 133-141
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