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An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Carter, M. C. Parrish, R. S. |
| Copyright Year | 1974 |
| Description | This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated. |
| File Size | 1890660 |
| Page Count | 85 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19750010884 |
| Archival Resource Key | ark:/13960/t0dv69q2h |
| Language | English |
| Publisher Date | 1974-08-07 |
| Access Restriction | Open |
| Subject Keyword | Statistics And Probability Univac Computers Normal Density Functions Computerized Simulation Statistical Analysis Monte Carlo Method Stochastic Processes Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
