ON ANALYSIS OF n-DIMENSIONAL NORMAL PROBABILITIES

Abstract

Although Gaussian probability densities are extremely useful in engineering analyses, they are frequently misinterpreted in this context. This report is specifically designed to clarify this situation. The report begins by developing, from first principles, the contours of constant probability associated with n-dimensional normal density functions. Analytic expressions are then derived for the probability that the random variables under study will be contained within these contours. The results obtained are fully discussed from an engineering viewpoint.

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Document Details

Document Type
Technical Report
Publication Date
Jun 02, 1970
Accession Number
AD0710691

Entities

People

  • Ira A. Gura
  • Robert H. Gersten

Organizations

  • The Aerospace Corporation

Tags

Communities of Interest

  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • California
  • Coordinate Systems
  • Covariance
  • Data Science
  • Ellipsoids
  • Engineering
  • Engineers
  • Error Analysis
  • Errors
  • Information Science
  • Probability
  • Probability Distributions
  • Random Variables
  • Square Roots
  • Systems Engineering
  • Three Dimensional

Readers

  • Statistical inference.
  • Theoretical Analysis.