Gaussian distribution mean value

To simulate noise of different levels The most unbiased noise was taken as white Gaussian distributed one. Its variance a was chosen as its main parameter, because its mean value equaled zero. The ratio of ct to the maximum level of intensity on the projections... 

The normal distribution of measurements (or the normal law of error) is the fundamental starting point for analysis of data. When a large number of measurements are made, the individual measurements are not all identical and equal to the accepted value /x, which is the mean of an infinite population or universe of data, but are scattered about /x, owing to random error. If the magnitude of any single measurement is the abscissa and the relative frequencies (i.e., the probability) of occurrence of different-sized measurements are the ordinate, the smooth curve drawn through the points (Fig. 2.10) is the normal or Gaussian distribution curve (also the error curve or probability curve). The term error curve arises when one considers the distribution of errors (x — /x) about the true value. 

The degree of data spread around the mean value may be quantified using the concept of standard deviation. O. If the distribution of data points for a certain parameter has a Gaussian or normal distribution, the probabiUty of normally distributed data that is within Fa of the mean value becomes 0.6826 or 68.26%. There is a 68.26% probabiUty of getting a certain parameter within X F a, where X is the mean value. In other words, the standard deviation, O, represents a distance from the mean value, in both positive and negative directions, so that the number of data points between X — a and X -H <7 is 68.26% of the total data points. Detailed descriptions on the statistical analysis using the Gaussian distribution can be found in standard statistics reference books (11). 

The assumption of harmonic vibrations and a Gaussian distribution of neighbors is not always valid. Anharmonic vibrations can lead to an incorrect determination of distance, with an apparent mean distance that is shorter than the real value. Measurements should preferably be carried out at low temperatures, and ideally at a range of temperatures, to check for anharmonicity. Model compounds should be measured at the same temperature as the unknown system. It is possible to obtain the real, non-Gaussian, distribution of neighbors from EXAFS, but a model for the distribution is needed and inevitably more parameters are introduced. 

The root-mean-square error (RMS error) is a statistic closely related to MAD for gaussian distributions. It provides a measure of the abso differences between calculated values and experiment as well as distribution of the values with respect to the mean. 

When an experimental value is obtained numerous times, the individual values will symmetrically cluster around the mean value with a scatter that depends on the number of replications made. If a very large number of replications are made (i.e., >2,000), the distribution of the values will take on the form of a Gaussian curve. It is useful to examine some of the features of this curve since it forms the basis of a large portion of the statistical tools used in this chapter. The Gaussian curve for a particular population of N values (denoted x ) will be centered along the abscissal axis on the mean value where the mean (r ) is given by... 

We will now add random noise to each concentration value in Cl through C5. The noise will follow a gaussian distribution with a mean of 0 and a standard deviation of. 02 concentration units. This represents an average relative noise level of approximately 5% of the mean concentration values — a level typically encountered when working with industrial samples. Figure 15 contains multivariate plots of the noise-free and the noisy concentration values for Cl through C5. We will not make any use of the noise-free concentrations since we never have these when working with actual data. 

To better understand this, let s create a set of data that only contains random noise. Let s create 100 spectra of 10 wavelengths each. The absorbance value at each wavelength will be a random number selected from a gaussian distribution with a mean of 0 and a standard deviation of 1. In other words, our spectra will consist of pure, normally distributed noise. Figure SO contains plots of some of these spectra, It is difficult to draw a plot that shows each spectrum as a point in a 100-dimensional space, but we can plot the spectra in a 3-dimensional space using the absorbances at the first 3 wavelengths. That plot is shown in Figure 51. 

The gaussian distribution is a good example of a case where the mean and standard derivation are good measures of the center of the distribution and its spread about the center . This is indicated by an inspection of Fig. 3-3, which shows that the mean gives the location of the central peak of the density, and the standard deviation is the distance from the mean where the density has fallen to e 112 = 0.607 its peak value. Another indication that the standard deviation is a good measure of spread in this case is that 68% of the probability under the density function is located within one standard deviation of the mean. A similar discussion can be given for the Poisson distribution. The details are left as an exercise. 

For most systems in thermal equilibrium, it is sufficient to regard fB as random forces which follows a Gaussian distribution function with mean value = 0 and standard deviation = 2kBT 8(i — j) 8(t — t ) [44],... 

It can be shown [4] that the innovations of a correct filter model applied on data with Gaussian noise follows a Gaussian distribution with a mean value equal to zero and a standard deviation equal to the experimental error. A model error means that the design vector h in the measurement equation is not adequate. If, for instance, in the calibration example the model was quadratic, should be [1 c(j) c(j) ] instead of [1 c(j)]. In the MCA example h (/) is wrong if the absorptivities of some absorbing species are not included. Any error in the design vector appears by a non-zero mean for the innovation [4]. One also expects the sequence of the innovation to be random and uncorrelated. This can be checked by an investigation of the autocorrelation function (see Section 20.3) of the innovation. 

In reality, the queue size n and waiting time (w) do not behave as a zero-infinity step function at p = 1. Also at lower utilization factors (p < 1) queues are formed. This queuing is caused by the fact that when analysis times and arrival times are distributed around a mean value, incidently a new sample may arrive before the previous analysis is finished. Moreover, the queue length behaves as a time series which fluctuates about a mean value with a certain standard deviation. For instance, the average lengths of the queues formed in a particular laboratory for spectroscopic analysis by IR, H NMR, MS and C NMR are respectively 12, 39, 14 and 17 samples and the sample queues are Gaussian distributed (see Fig. 42.3). This is caused by the fluctuations in both the arrivals of the samples and the analysis times. 

A particular problem is the number of events that should be simulated before the results are stabilized about a mean value. This problem is comparable to the question of how many runs are required to simulate a Gaussian distribution within a certain precision. Experience shows that at least 1000 sample arrivals should be simulated to obtain reliable simulation results. The sample load (samples/day) therefore determines the time horizon of the simulation, which for low sample loads may be as long as several years. It means also that in practice many laboratories never reach a stationary state which makes forecasting difficult. However, one may assume that on the average the best long term decision will also be the best in the short run. One should be careful to tune a simulator based on results obtained before equilibrium is reached. 

In particle size analysis it is important to define three terms. The three important measures of central tendency or averages, the mean, the median, and the mode are depicted in Figure 2.4. The mode, it may be pointed out, is the most common value of the frequency distribution, i.e., it corresponds to the highest point of the frequency curve. The distribution shown in Figure 2.4 (A) is a normal or Gaussian distribution. In this case, the mean, the median and the mode are found to fie in exactly the same position. The distribution shown in Figure 2.4 (B) is bimodal. In this case, the mean diameter is almost exactly halfway between the two distributions as shown. It may be noted that there are no particles which are of this mean size The median diameter lies 1% into the higher of the two distri-... 

These considerations raise a question how can we determine the optimal value of n and the coefficients i < n in (2.54) and (2.56) Clearly, if the expansion is truncated too early, some terms that contribute importantly to Po(AU) will be lost. On the other hand, terms above some threshold carry no information, and, instead, only add statistical noise to the probability distribution. One solution to this problem is to use physical intuition [40]. Perhaps a better approach is that based on the maximum likelihood (ML) method, in which we determine the maximum number of terms supported by the provided information. For the expansion in (2.54), calculating the number of Gaussian functions, their mean values and variances using ML is a standard problem solved in many textbooks on Bayesian inference [43]. For the expansion in (2.56), the ML solution for n and o, also exists, lust like in the case of the multistate Gaussian model, this equation appears to improve the free energy estimates considerably when P0(AU) is a broad function. 

Just as in everyday life, in statistics a relation is a pair-wise interaction. Suppose we have two random variables, ga and gb (e.g., one can think of an axial S = 1/2 system with gN and g ). The g-value is a random variable and a function of two other random variables g = f(ga, gb). Each random variable is distributed according to its own, say, gaussian distribution with a mean and a standard deviation, for ga, for example, (g,) and oa. The standard deviation is a measure of how much a random variable can deviate from its mean, either in a positive or negative direction. The standard deviation itself is a positive number as it is defined as the square root of the variance ol. The extent to which two random variables are related, that is, how much their individual variation is intertwined, is then expressed in their covariance Cab ... 

The standard requirements for the behavior of the errors are met, that is, the errors associated with the various measurements are random, independent, normally (i. e Gaussian) distributed, and are a random sample from a (hypothetical, perhaps) population of similar errors that have a mean of zero and a variance equal to some finite value of sigma-squared. 

The vector nk describes the unknown additive measurement noise, which is assumed in accordance with Kalman filter theory to be a Gaussian random variable with zero mean and covariance matrix R. Instead of the additive noise term nj( in equation (20), the errors of the different measurement values are assumed to be statistically independent and identically Gaussian distributed, so... 

A set of replicate measurements is said to show a normal or Gaussian distribution if it shows a symmetrical distribution about the mean value. 

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