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.

On the Distribution of the Sum of Gamma-Gamma Variates and Applications in RF and Optical Wireless Communications

Abstract: The Gamma-Gamma (Γ Γ ) distribution has recently attracted the interest of the research community due to its involvement in various communication systems. In the context of RF wireless communications, Γ Γ distribution accurately models the power statistics in composite shadowing/fading channels as well as in cascade multipath fading channels, while in optical wireless (OW) systems, it describes the fluctuations of the irradiance of optical signals distorted by atmospheric turbulence. Although Γ Γ channel model offers analytical tractability in the analysis of single input single output (SISO) wireless systems, difficulties arise when studying multiple input multiple output (MIMO) systems, where the distribution of the sum of independent Γ Γ variates is required. In this paper, we present a novel and simple closed-form approximation for the distribution of the sum of independent, but not necessarily identically distributed Γ Γ variates. It is shown that the probability density function (PDF) of the Γ Γ sum can be efficiently approximated either by the PDF of a single Γ Γ distribution, or by a finite weighted sum of PDFs of Γ Γ distributions. To reveal the importance of the proposed approximation, the performance of RF wireless systems in the presence of composite fading, as well as MIMO OW systems impaired by atmospheric turbulence, are investigated. Numerical results and simulations illustrate the accuracy of the proposed approach.

Biasing effects in schedulability measures

Abstract: The performance of a schedulabilty test is typically evaluated by generating a huge number of synthetic task sets and then computing the fraction of those that pass the test with respect to the total number of feasible ones. The resulting ratio, however, depends on the metrics used for evaluating the performance and on the method for generating random task parameters. In particular, an important factor that affects the overall result of the simulation is the probability density function of the random variables used to generate the task set parameters. In this paper we discuss and compare three different metrics that can be used for evaluating the performance of schedulability tests. Then, we investigate how the random generation procedure can bias the simulation results of some specific scheduling algorithm. Finally, we present an efficient method for generating task sets with uniform distribution in a given space, and show how some intuitive solutions typically used for task set generation can bias the simulation results.

Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data

Abstract: We consider asymmetric kernel density estimators and smoothed histograms when the unknown probability density function f is defined on [0,+infinity). Uniform weak consistency on each compact set in [0,+infinity) is proved for these estimators when f is continuous on its support. Weak convergence in L_1 is also established. We further prove that the asymmetric kernel density estimator and the smoothed histogram converge in probability to infinity at x=0 when the density is unbounded at x=0. Monte Carlo results and an empirical study of the shape of a highly skewed income distribution based on a large micro-data set are finally provided.

Mixture probability distribution functions to model wind speed distributions

Abstract: Accurate wind speed modeling is critical in estimating wind energy potential for harnessing wind power effectively. The quality of wind speed assessment depends on the capability of chosen probability density function (PDF) to describe the measured wind speed frequency distribution. The objective of this study is to describe (model) wind speed characteristics using three mixture probability density functions Weibull-extreme value distribution (GEV), Weibull-lognormal, and GEV-lognormal which were not tried before. Statistical parameters such as maximum error in the Kolmogorov-Smirnov test, root mean square error, Chi-square error, coefficient of determination, and power density error are considered as judgment criteria to assess the fitness of the probability density functions. Results indicate that Weibull-GEV PDF is able to describe unimodal as well as bimodal wind distributions accurately whereas GEV-lognormal PDF is able to describe familiar bell-shaped unimodal distribution well. Results show that mixture probability functions are better alternatives to conventional Weibull, two-component mixture Weibull, gamma, and lognormal PDFs to describe wind speed characteristics.