Probability density function

About: Probability density function is a research topic. Over the lifetime, 22321 publications have been published within this topic receiving 422885 citations. The topic is also known as: probability function & PDF.

Optimal Rates of Convergence for Deconvolving a Density

Abstract: Suppose that the sum of two independent random variables X and Z is observed, where Z denotes measurement error and has a known distribution, and where the unknown density f of X is to be estimated. One application is the estimation of a prior density for a sequence of location parameters. A second application arises in the errors-in-variables problem for nonlinear and generalized linear models, when one attempts to model the distribution of the true but unobservable covariates. This article shows that if Z is normally distributed and f has k bounded derivatives, then the fastest attainable convergence rate of any nonparametric estimator of f is only (log n)–k/2. Therefore, deconvolution with normal errors may not be a practical proposition. Other error distributions are also treated. Stefanski—Carroll (1987a) estimators achieve the optimal rates. The results given have versions for multiplicative errors, where they imply that even optimal rates are exceptionally slow.

Simulation models with correct statistical properties for Rayleigh fading channels

Abstract: In this paper, new sum-of-sinusoids statistical simulation models are proposed for Rayleigh fading channels. These new models employ random path gain, random initial phase, and conditional random Doppler frequency for all individual sinusoids. It is shown that the autocorrelations and cross correlations of the quadrature components, and the autocorrelation of the complex envelope of the new simulators match the desired ones exactly, even if the number of sinusoids is as small as a single-digit integer. Moreover, the probability density functions of the envelope and phase, the level crossing rate, the average fade duration, and the autocorrelation of the squared fading envelope which contains fourth-order statistics of the new simulators, asymptotically approach the correct ones as the number of sinusoids approaches infinity, while good convergence is achieved even when the number of sinusoids is as small as eight. The new simulators can be directly used to generate multiple uncorrelated fading waveforms for frequency selective fading channels, multiple-input multiple-output channels, and diversity combining scenarios. Statistical properties of one of the new simulators are evaluated by numerical results, finding good agreements.

Estimation of shape parameter for generalized Gaussian distributions in subband decompositions of video

Abstract: A subband decomposition scheme for video signals, in which the original or difference frames are each decomposed into 16 equal-size frequency subbands, is considered. Westerink et al. (1991) have shown that the distribution of the sample values in each subband can be modeled with a "generalized Gaussian" probability density function (PDF) where three parameters, mean, variance, and shape are required to uniquely determine the PDF. To estimate the shape parameter, a series of statistical goodness-of-fit tests such as Kolmogorov-Smirnov or chi-squared tests have been used. A simple alternative method to estimate the shape parameter for the generalized Gaussian PDF is proposed that significantly reduces the number of computations by eliminating the need for any statistical goodness-of-fit test. >

The Density Probability Distribution in Compressible Isothermal Turbulence: Solenoidal versus Compressive Forcing

Abstract: The probability density function (PDF) of the gas density in turbulent supersonic flows is investigated with high-resolution numerical simulations. In a systematic study, we compare the density statistics of compressible turbulence driven by the usually adopted solenoidal forcing (divergence-free) and by compressive forcing (curl-free). Our results are in agreement with studies using solenoidal forcing. However, compressive forcing yields a significantly broader density distribution with standard deviation ~3 times larger at the same rms Mach number. The standard deviation-Mach number relation used in analytical models of star formation is reviewed and a modification of the existing expression is proposed, which takes into account the ratio of solenoidal and compressive modes of the turbulence forcing.

Detection and modeling of non-Gaussian apparent diffusion coefficient profiles in human brain data.

Abstract: This work details the observation of non-Gaussian apparent diffusion coefficient (ADC) profiles in multi-direction, diffusion-weighted MR data acquired with easily achievable imaging parameters (b 1000 s/mm2). A technique is described for modeling the profile of the ADC over the sphere, which can capture non-Gaussian effects that can occur at, for example, intersections of different tissue types or white matter fiber tracts. When these effects are significant, the common diffusion tensor model is inappropriate, since it is based on the assumption of a simple underlying diffusion process, which can be described by a Gaussian probability density function. A sequence of models of increasing complexity is obtained by truncating the spherical harmonic (SH) expansion of the ADC measurements at several orders. Further, a method is described for selection of the most appropriate of these models, in order to describe the data adequately but without overfitting. The combined procedure is used to classify the profile at each voxel as isotropic, anisotropic Gaussian, or non-Gaussian, each with reference to the underlying probability density function of displacement of water molecules. We use it to show that non-Gaussian profiles arise consistently in various regions of the human brain where complex tissue structure is known to exist, and can be observed in data typical of clinical scanners. The performance of the procedure developed is characterized using synthetic data in order to demonstrate that the observed effects are genuine. This characterization validates the use of our method as an indicator of pathology that affects tissue structure, which will tend to reduce the complexity of the selected model.