Gaussian assumptions of non-Gaussian noises hinder the improvement state estimation accuracy. In this paper, an asymmetric generalized distribution (AGGD), as a unified representation various unimodal distributions, is applied to formulate forecasting-aided problem. To address problem, novel particle filter method proposed, which integrates near-optimal AGGD proposal function and sampling into ...

The method of polynomial bases in Mádi-Nagy (2012) can solve almost any type of multivariate discrete moment problem (MDMP) within an acceptable time. The effective implementation of this algorithm is published as a Google hosted project Numerical MDMP (2013), which enables the use of the method in several practical applications. This paper presents three types of applications: approximations o...

In this letter, we propose a new histogram equalization method to compensate for acoustic mismatches mainly caused by corruption of additive noise and channel distortion in speech recognition. The proposed method employs an improved test cumulative distribution function (CDF) by more accurately smoothing the conventional order statisticsbased test CDF with the use of window functions for robust...

The distribution of the non-null characteristic roots of a matrix derived from sample observations taken from multivariate normal populations is of fundamental of importance in multivariate analysis. The Fisher-Girshick-Shu-Roy distribution (1939), which has interested statisticians for more than 6 decades, is revisited. Instead of using K.C.S. Pillai’s method by neglecting higher order terms o...

1. Abstract For the performance measure approach (PMA) of RBDO, a transformation between the input random variables and the standard normal random variables is required to carry out the inverse reliability analysis. Since the transformation uses the joint cumulative density function (CDF) of input variables, the joint CDF should be known before carrying out RBDO. In many industrial RBDO problem...

T he cumulative distribution function (cdf) of a finite mixture of independent uniform random variables will be derived. The distribution is useful for uncertainty analyses in application domains such as, e.g., project risk analysis, decision analysis, finance, accident probability analysis and actuarial analysis, particularly when dependence between uncertain elements is present due to common ...

We present an algorithm for computing the cumulative distribution function of the Kolmogorov{ Smirnov test statistic D n in the all-parameters-known case. Birnbaum (1952) gives an n-fold integral for the CDF of the test statistic which yields a function deened in a piecewise fashion, where each piece is a polynomial of degree n. Unfortunately, it is diicult to determine the appropriate limits o...

Each country has its own characteristics of COVID-19 infection trajectory and epidemic waves. Differences in government-implemented restrictions social regulations result variability the virus transmissions spread dynamics. This turn results various shapes growth function used to represent describe propagation infection. Statistical methods are applied fit non-linear functions daily time-series...

The quality of signal received at the destination depends upon the channel conditions and the propagation environment which can’t be always homogeneous. Weibull which is terrain specific distribution along with Gamma forms a versatile, flexible and multiparameter compound WeibullGamma heterogeneous channel model. Its closed expressions of Probability Density Function (PDF) and Cumulative Distri...