Use of ELVIS II platform for random process modelling and analysis of its probability density function

Autor:	Yu S Maslennikova, I.S. Nugmanov
Rok vydání:	2016
Předmět:	History Theoretical computer science Computer science Mathematical statistics Random function Probability density function Moment-generating function Algebra of random variables Computer Science Applications Education Random variate Probability distribution Algorithm Realization (probability)
Zdroj:	Journal of Physics: Conference Series. 738:012113
ISSN:	1742-6596 1742-6588
DOI:	10.1088/1742-6596/738/1/012113
Popis:	The problem of probability density function estimation for a random process is one of the most common in practice. There are several methods to solve this problem. Presented laboratory work uses methods of the mathematical statistics to detect patterns in the realization of random process. On the basis of ergodic theory, we construct algorithm for estimating univariate probability density distribution function for a random process. Correlational analysis of realizations is applied to estimate the necessary size of the sample and the time of observation. Hypothesis testing for two probability distributions (normal and Cauchy) is used on the experimental data, using χ2 criterion. To facilitate understanding and clarity of the problem solved, we use ELVIS II platform and LabVIEW software package that allows us to make the necessary calculations, display results of the experiment and, most importantly, to control the experiment. At the same time students are introduced to a LabVIEW software package and its capabilities.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d382a0c23c124d1217f2c2ccd81aeb8e https://doi.org/10.1088/1742-6596/738/1/012113 Zobrazit plný text záznamu