Means normal distribution

White noise (zero mean, normally distributed)... 

We consider for simplicity the displacement equivalent of the simple ID Markov chain model given in Eq. 9. We suppose that x, is now a zero-mean normally distributed random variable that represents the longitudinal displacement of the site i from its regular position on a ID lattice... 

Consider a normal variable X drawn from a zero-mean normal distribution and compute iidXl)). Hint Split the integral into two parts, one from —oo to 0 and the other from 0 to+co. Note that x can be written as -X ifx<0 and x if x>0.)... 

Again, 1000 realizations of the disturbance sequence (A ) have been generated by filtering a zero mean, normally distributed, white noise sequence e k) with unit variance through the disturbance model. Here the assumed model structure is only an approximation the true disturbance model. For this example, we applied our rule for determining the disturbance model order, i.e. choose m based on whichever condition (a) or (b) is satisfied first. Out of the 1000 experiments, a model order of 7 was chosen in 635 cases, a model order of 8 in 135 cases, and a model order of 9 in 229 cases. 

A 5.2 The disturbance is zero mean, normally distributed white noise with variance [Pg.115]

Therefore an automatic method, which means an objective and reproducible process, is necessary to determine the threshold value. The results of this investigations show that the threshold value can be determined reproducible in the point of intersection of two normal distributed frequency approximations. 

In Figure 1.12 we show three normal distributions that all have zero mean but different values of the variance (cr ). A variance larger than 1 (small a) gives a flatter fimction and a variance less than 1 (larger a) gives a sharper function. 

These two methods generate random numbers in the normal distribution with zero me< and unit variance. A number (x) generated from this distribution can be related to i counterpart (x ) from another Gaussian distribution with mean (x ) and variance cr using... 

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 standardized variable (the z statistic) requires only the probability level to be specified. It measures the deviation from the population mean in units of standard deviation. Y is 0.399 for the most probable value, /x. In the absence of any other information, the normal distribution is assumed to apply whenever repetitive measurements are made on a sample, or a similar measurement is made on different samples. 

Table 2.26a lists the height of an ordinate (Y) as a distance z from the mean, and Table 2.26b the area under the normal curve at a distance z from the mean, expressed as fractions of the total area, 1.000. Returning to Fig. 2.10, we note that 68.27% of the area of the normal distribution curve lies within 1 standard deviation of the center or mean value. Therefore, 31.73% lies outside those limits and 15.86% on each side. Ninety-five percent (actually 95.43%) of the area lies within 2 standard deviations, and 99.73% lies within 3 standard deviations of the mean. Often the last two areas are stated slightly different viz. 95% of the area lies within 1.96cr (approximately 2cr) and 99% lies within approximately 2.5cr. The mean falls at exactly the 50% point for symmetric normal distributions. 

In the next several sections, the theoretical distributions and tests of significance will be examined beginning with Student s distribution or t test. If the data contained only random (or chance) errors, the cumulative estimates x and 5- would gradually approach the limits p and cr. The distribution of results would be normally distributed with mean p and standard deviation cr. Were the true mean of the infinite population known, it would also have some symmetrical type of distribution centered around p. However, it would be expected that the dispersion or spread of this dispersion about the mean would depend on the sample size. 

The shape of a normal distribution is determined by two parameters, the first of which is the population s central, or true mean value, p, given as... 

The data in Table 4.12 are best displayed as a histogram, in which the frequency of occurrence for equal intervals of data is plotted versus the midpoint of each interval. Table 4.13 and figure 4.8 show a frequency table and histogram for the data in Table 4.12. Note that the histogram was constructed such that the mean value for the data set is centered within its interval. In addition, a normal distribution curve using X and to estimate p, and is superimposed on the histogram. 

The most commonly encountered probability distribution is the normal, or Gaussian, distribution. A normal distribution is characterized by a true mean, p, and variance, O, which are estimated using X and s. Since the area between any two limits of a normal distribution is well defined, the construction and evaluation of significance tests are straightforward. 

Vitha, M. F. Carr, P. W. A Laboratory Exercise in Statistical Analysis of Data, /. Chem. Educ. 1997, 74, 998-1000. Students determine the average weight of vitamin E pills using several different methods (one at a time, in sets of ten pills, and in sets of 100 pills). The data collected by the class are pooled together, plotted as histograms, and compared with results predicted by a normal distribution. The histograms and standard deviations for the pooled data also show the effect of sample size on the standard error of the mean. 

Interpreting Control Charts The purpose of a control chart is to determine if a system is in statistical control. This determination is made by examining the location of individual points in relation to the warning limits and the control limits, and the distribution of the points around the central line. If we assume that the data are normally distributed, then the probability of finding a point at any distance from the mean value can be determined from the normal distribution curve. The upper and lower control limits for a property control chart, for example, are set to +3S, which, if S is a good approximation for O, includes 99.74% of the data. The probability that a point will fall outside the UCL or LCL, therefore, is only 0.26%. The... 

This shows that Schlieren optics provide a means for directly monitoring concentration gradients. The value of the diffusion coefficient which is consistent with the variation of dn/dx with x and t can be determined from the normal distribution function. Methods that avoid the difficulty associated with locating the inflection point have been developed, and it can be shown that the area under a Schlieren peak divided by its maximum height equals (47rDt). Since there are no unknown proportionality factors in this expression, D can be determined from Schlieren spectra measured at known times. 

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). 

Example 3. A centrifugal pump moving a corrosive Hquid is known to have a time-to-failure that is well approximated by a normal distribution with a mean of 1400 h and a standard deviation of 120 h. A particular pump has been in operation for 1080 h. In order to plan maintenance activities the chances of the pump surviving the next 48 h must be deterrnined. 

Example 3 illustrated the use of the normal distribution as a model for time-to-failure. The normal distribution has an increasing ha2ard function which means that the product is experiencing wearout. In applying the normal to a specific situation, the fact must be considered that this model allows values of the random variable that are less than 2ero whereas obviously a life less than 2ero is not possible. This problem does not arise from a practical standpoint as long a.s fija > 4.0. 

The population from which the obsei vations were obtained is normally distributed with an unknown mean [L and standard deviation... 

The population of differences is normally distributed with a mean [L ansample size is 10 or greater in most situations. 

Both func tions are tabulated in mathematical handbooks (Ref. I). The function P gives the goodness of fit. Call %q the value of at the minimum. Then P > O.I represents a believable fit if ( > 0.001, it might be an acceptable fit smaller values of Q indicate the model may be in error (or the <7 are really larger.) A typical value of for a moderately good fit is X" - V. Asymptotic Iy for large V, the statistic X becomes normally distributed with a mean V ana a standard deviation V( (Ref. 231). 

The ciimnlative prohahility of a normally distributed variable lying within 4 standard deviations of the mean is 0.49997. Therefore, it is more than 99.99 percent (0.49997/0.50000) certain that a random value will he within 4<3 from the mean. For practical purposes, <3 may he taken as one-eighth of the range of certainty, and the standard deviation can he obtained ... 

The probabihty-density function for the normal distribution cui ve calculated from Eq. (9-95) by using the values of a, b, and c obtained in Example 10 is also compared with precise values in Table 9-10. In such symmetrical cases the best fit is to be expected when the median or 50 percentile Xm is used in conjunction with the lower quartile or 25 percentile Xl or with the upper quartile or 75 percentile X[j. These statistics are frequently quoted, and determination of values of a, b, and c by using Xm with Xl and with Xu is an indication of the symmetry of the cui ve. When the agreement is reasonable, the mean v ues of o so determined should be used to calculate the corresponding value of a. 

Finally, it is worth investigating how deterministic values of material strength are calculated as commonly found in engineering data books. Equation 4.14 states that the minimum material strength, as used in deterministic calculations, equals the mean value determined from test, minus three standard deviations, calculated for the Normal distribution (Cable and Virene, 1967) ... 

Consider the situation where the loading stress on a eomponent is given as Z, A (350,40) MPa relating to a Normal distribution with a mean of /i = 350 MPa and standard deviation cr = 40 MPa. The strength distribution of the eomponent is A (500, 50) MPa. It is required to find the reliability for these eonditions using eaeh approaeh above, given that the load will be applied 1000 times during a defined duty eyele. 

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