DETERMINATION OF COMPONENT STATISTICAL PARAMETERS TO MEET SYSTEM REQUIREMENTS.

Abstract

For a sum of independent random variables where all the components except one have known statistical parameters, the mean and variance of the unknown component are determined in accordance with a probabilistic constraint on the sum. The constraint is of the form: The probability that the sum will not exceed a specified value, w*, must be at least P*. In general, there is an acceptable range over which the unknown mean and variance may vary and still satisfy the constraint on the sum. The results of this paper may be utilized in defining acceptable statistical characteristics for a component's weight in a system having the probability constraint above. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1968
Accession Number
AD0671981

Entities

People

  • Frank C. Bond

Organizations

  • The Aerospace Corporation

Tags

DTIC Thesaurus Topics

  • Mathematics
  • Probability
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation