Statistical Extrapolation.

Abstract

The mathematics of extrapolating known statistics of components to the probability density function of a system's performance measure is considered. Quadrature sum integration schemes for evaluating the resulting required integration are examined, and alternate integral approximation schemes are developed utilizing Monte Carlo methods. A simple electrical circuit example illustrates the use of these techniques. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0738919

Entities

People

  • Dennis Randolph Oldson

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Approximation (Mathematics)
  • Data Science
  • Electrical Circuits
  • Information Science
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • Monte Carlo Method
  • Probability
  • Probability Density Functions
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Integrated Circuit Design and Technology.
  • Regression Analysis.