Methodical aspects of statistical modeling of two-dimensional systems of random variables
dc.citation.epage | 57 | |
dc.citation.issue | 1 | |
dc.citation.journalTitle | Комп'ютерні системи проектування. Теорія і практика | |
dc.citation.spage | 43 | |
dc.contributor.affiliation | Національний університет “Львівська політехніка” | |
dc.contributor.affiliation | Lviv Polytechnic National University | |
dc.contributor.author | Кособуцький, П. | |
dc.contributor.author | Kosobutskyy, P. | |
dc.coverage.placename | Львів | |
dc.coverage.placename | Lviv | |
dc.date.accessioned | 2023-03-08T07:43:55Z | |
dc.date.available | 2023-03-08T07:43:55Z | |
dc.date.created | 2020-11-20 | |
dc.date.issued | 2020-11-20 | |
dc.description.abstract | Як свідчить аналіз літературних джерел, статистичній обробці результатів вимірювань не завжди приділяють належну увагу. На превеликий жаль, відповідні алгоритми часто обмежуються спрощеними статистичними процедурами, без належного обгрунтування цільової функції, в тому числі для перевірки якості опрацювання випадкових даних. Тому автор планує опублікувати серію статей із статистичного моделювання, які включатимуть результати оригінальних досліджень самого автора та інших. У цій статті розглянуто мeтодичні аспекти статистичного моделювання двовимірних систем із випадковими даними, дане фізичне обґрунтування кореляційних закономірностей статистичних співвідношень між випадковими величинами, оскільки задача встановлення закону розподілу випадкової величини має практичний інтерес з погляду моделювання статистичних закономірностей моделі “сигнал+шум”. | |
dc.description.abstract | According to the analysis of literature sources, the statistical processing of measurement results is not always given due attention. Unfortunately, appropriate algorithms are often limited to simplified statistical procedures, without the proper justification of the objective function, including to check the quality of processing of random data. Therefore, the author plans to publish a series of articles on statistical modeling, which will include the results of original research by the author and others. In this article are considered the methodological aspects of statistical modeling of two-dimensional systems with random data, physical substantiation of correlation regularities of statistical relations between random variables is given, since or the problem of establishing the law of distribution of random variable has practical interest from the point of view of modeling statistical regularities of model “signal + noise”. | |
dc.format.extent | 43-57 | |
dc.format.pages | 15 | |
dc.identifier.citation | Kosobutskyy P. Methodical aspects of statistical modeling of two-dimensional systems of random variables / P. Kosobutskyy // Computer Design Systems. Theory and Practice. — Lviv : Lviv Politechnic Publishing House, 2020. — Vol 2. — No 1. — P. 43–57. | |
dc.identifier.citationen | Kosobutskyy P. (2020) Methodical aspects of statistical modeling of two-dimensional systems of random variables. Computer Design Systems. Theory and Practice (Lviv), vol. 2, no 1, pp. 43-57. | |
dc.identifier.doi | https://doi.org/ 10.23939/cds2020.01.043 | |
dc.identifier.issn | 2707-6784 | |
dc.identifier.uri | https://ena.lpnu.ua/handle/ntb/57557 | |
dc.language.iso | en | |
dc.publisher | Видавництво Львівської політехніки | |
dc.publisher | Lviv Politechnic Publishing House | |
dc.relation.ispartof | Комп'ютерні системи проектування. Теорія і практика, 1 (2), 2020 | |
dc.relation.ispartof | Computer Design Systems. Theory and Practice, 1 (2), 2020 | |
dc.relation.references | 1. Jonson N., Kotz S., Balakrishnan N. Continuous Univariate Distributions.1995, Wiley, New York. | |
dc.relation.references | 2. Kolmogorov A.N., Foundations of the Theory of Probability, Chelsea Pub Co., 2nd Edition 1960. | |
dc.relation.references | 3. Frolov A. N. Limit theorems of probability theory. St. Petersburg, 2014, 152 pages | |
dc.relation.references | 4. Shevchuk V. Calculation of dynamic errors of intelligent measuring systems. Moscow: Fizmatlit, 2008 | |
dc.relation.references | 5. Nadarajah, S., and Kibria, B. M. G. (2006). On the ratio of generalized Pareto random variables. Stochastic Environmental Research & Risk Assessment, 206–212. | |
dc.relation.references | 6. Purcell E. Electricity and Magnetism.v.2 McGraw-Hill Book Company. | |
dc.relation.references | 7. Tucker H. An Introduction to Probability and Mathematical Statistics.NY Academic Press 1962. | |
dc.relation.references | 8. Tong Y.L. The Multivariate Normal Distribution. Springer Series in Statistics. Springer-Verlag. | |
dc.relation.references | 9. Hegge F. A Simple Zener Diode Voltage Regulator.Journal of the Experimental Analysis of Behavior Volume 8, Issue 1,1965. | |
dc.relation.references | 10. Cramer H. RVs and Probability Distributions. Cambridge Tracts in Mathematics and Mathematical Physics, No. 36. Cambridge University Press, 1962. | |
dc.relation.references | 11. Cooper G., McGillem C. Probabilistic Methods of Signal and System Analysis, Oxford University Press. | |
dc.relation.references | 12. Deserno M. The probability density of the sum of two uncorrelated RVs is not necessarily the convolution of its two marginal densities; https://www.cmu.edu/biolphys/deserno/pdf/uncorrelated-sum-pdensity.pdf. | |
dc.relation.references | 13. Mari D., Kotz S. Correlation and Dependence. Empirical College Press.2001. | |
dc.relation.references | 14. Bernstein S. N. Probability theory. Moscow–Leningrad: 1927. | |
dc.relation.references | 15. Pearson K. Contributions to the Mathematical Theory of Evolution.II.Skew Variations in Homogeneous Material. Philosophical Transactions Of the Royal Society of London.Ser.A. 1895. Vol. 186. P. 343–414. http://rsta.royalsocietypublishing.org/content/roypta/186/343.full.pdf; The problem of the random walk.Nature. 1905. Vol. 72. Issue 1866. P. 342. | |
dc.relation.references | 16. Lehmann E. L. Some concepts of dependence, Ann. Math.Statist. 37,1137–1153 (1966). | |
dc.relation.references | 17. Louis de Broglie. Les incertitudes Heisenberg et l'interprétation probabiliste de la mécanique undulatory, Gauthier-Villars, 1982. | |
dc.relation.references | 18. Jaroszewicz S., Korzen M. Arithmetic operations on independent RVs: a numerical approach. SIAM J.Sci Comput. Vol. 34, No. 3, A1241–1265, 2012. | |
dc.relation.references | 19. Springer, M. The Algebra of RVs, Wiley, New York, 1984. | |
dc.relation.references | 20.Springer M., Thompson W. The distribution of products of beta, gamma, and Gaussian RVs. SIAM Journal on Applied Mathematics. 18 (4): 721–737, (1970); The distribution of products of independent RVs. SIAM Journal on Applied Mathematics. 14 (3): 511–526,1966. | |
dc.relation.references | 21. Seijas-Magic A. An approach to Distribution of the Product of Two Normal Variables. Discussions Mathematics. Probability and Statistics vol. 32, 87–99 (2012). | |
dc.relation.referencesen | 1. Jonson N., Kotz S., Balakrishnan N. Continuous Univariate Distributions.1995, Wiley, New York. | |
dc.relation.referencesen | 2. Kolmogorov A.N., Foundations of the Theory of Probability, Chelsea Pub Co., 2nd Edition 1960. | |
dc.relation.referencesen | 3. Frolov A. N. Limit theorems of probability theory. St. Petersburg, 2014, 152 pages | |
dc.relation.referencesen | 4. Shevchuk V. Calculation of dynamic errors of intelligent measuring systems. Moscow: Fizmatlit, 2008 | |
dc.relation.referencesen | 5. Nadarajah, S., and Kibria, B. M. G. (2006). On the ratio of generalized Pareto random variables. Stochastic Environmental Research & Risk Assessment, 206–212. | |
dc.relation.referencesen | 6. Purcell E. Electricity and Magnetism.v.2 McGraw-Hill Book Company. | |
dc.relation.referencesen | 7. Tucker H. An Introduction to Probability and Mathematical Statistics.NY Academic Press 1962. | |
dc.relation.referencesen | 8. Tong Y.L. The Multivariate Normal Distribution. Springer Series in Statistics. Springer-Verlag. | |
dc.relation.referencesen | 9. Hegge F. A Simple Zener Diode Voltage Regulator.Journal of the Experimental Analysis of Behavior Volume 8, Issue 1,1965. | |
dc.relation.referencesen | 10. Cramer H. RVs and Probability Distributions. Cambridge Tracts in Mathematics and Mathematical Physics, No. 36. Cambridge University Press, 1962. | |
dc.relation.referencesen | 11. Cooper G., McGillem C. Probabilistic Methods of Signal and System Analysis, Oxford University Press. | |
dc.relation.referencesen | 12. Deserno M. The probability density of the sum of two uncorrelated RVs is not necessarily the convolution of its two marginal densities; https://www.cmu.edu/biolphys/deserno/pdf/uncorrelated-sum-pdensity.pdf. | |
dc.relation.referencesen | 13. Mari D., Kotz S. Correlation and Dependence. Empirical College Press.2001. | |
dc.relation.referencesen | 14. Bernstein S. N. Probability theory. Moscow–Leningrad: 1927. | |
dc.relation.referencesen | 15. Pearson K. Contributions to the Mathematical Theory of Evolution.II.Skew Variations in Homogeneous Material. Philosophical Transactions Of the Royal Society of London.Ser.A. 1895. Vol. 186. P. 343–414. http://rsta.royalsocietypublishing.org/content/roypta/186/343.full.pdf; The problem of the random walk.Nature. 1905. Vol. 72. Issue 1866. P. 342. | |
dc.relation.referencesen | 16. Lehmann E. L. Some concepts of dependence, Ann. Math.Statist. 37,1137–1153 (1966). | |
dc.relation.referencesen | 17. Louis de Broglie. Les incertitudes Heisenberg et l'interprétation probabiliste de la mécanique undulatory, Gauthier-Villars, 1982. | |
dc.relation.referencesen | 18. Jaroszewicz S., Korzen M. Arithmetic operations on independent RVs: a numerical approach. SIAM J.Sci Comput. Vol. 34, No. 3, A1241–1265, 2012. | |
dc.relation.referencesen | 19. Springer, M. The Algebra of RVs, Wiley, New York, 1984. | |
dc.relation.referencesen | 20.Springer M., Thompson W. The distribution of products of beta, gamma, and Gaussian RVs. SIAM Journal on Applied Mathematics. 18 (4): 721–737, (1970); The distribution of products of independent RVs. SIAM Journal on Applied Mathematics. 14 (3): 511–526,1966. | |
dc.relation.referencesen | 21. Seijas-Magic A. An approach to Distribution of the Product of Two Normal Variables. Discussions Mathematics. Probability and Statistics vol. 32, 87–99 (2012). | |
dc.relation.uri | https://www.cmu.edu/biolphys/deserno/pdf/uncorrelated-sum-pdensity.pdf | |
dc.relation.uri | http://rsta.royalsocietypublishing.org/content/roypta/186/343.full.pdf; | |
dc.rights.holder | © Національний університет „Львівська політехніка“, 2020 | |
dc.rights.holder | © Kosobutskyy P., 2020 | |
dc.subject | двовимірні системи | |
dc.subject | умовні ймовірності | |
dc.subject | залежні та незалежні | |
dc.subject | Якобійські детермінанти | |
dc.subject | кореляція та трансформація буксирної мірності | |
dc.subject | Two-Dimensional Systems | |
dc.subject | Conditional probabilities. Dependent and independent | |
dc.subject | Jacobian determinants | |
dc.subject | Correlation | |
dc.subject | and Transformation of Tow-Dimensional | |
dc.title | Methodical aspects of statistical modeling of two-dimensional systems of random variables | |
dc.title.alternative | Методичні аспекти статистичного моделювання двовимірних систем із випадковими даними | |
dc.type | Article |