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Presentation for PDMU-2013
17
APPLICATION OF EMPIRICAL DISTRIBUTION FUNCTIONS FOR DECISION MAKING Bakhrushin V.E., Dudko I.O., Ignakhina M.A. STATISTICAL ESTIMATION OF THE DIFFERENTIAL RELATIONSHIPS Bakhrushin V.E. Classic Private University, Zaporizhia [email protected]
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Page 1: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

APPLICATION OF EMPIRICAL DISTRIBUTION FUNCTIONS FOR DECISION

MAKING Bakhrushin V.E., Dudko I.O., Ignakhina M.A.

STATISTICAL ESTIMATION OF THE DIFFERENTIAL RELATIONSHIPS

Bakhrushin V.E.

Classic Private University, [email protected]

Page 2: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Empirical distribution function

Distribution function contains the most complete information about sample statistical properties.

Empirical distribution function at large n is approximately equal to the theoretical distribution function.

Page 3: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Correlation coefficients of 2011 EIE tests tasks

Page 4: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

EIE mean results for software engineering applicants in 2012

Page 5: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

SJR rating of countries publication activity in 1996 –

2011

Page 6: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Party of regions results at the 2007 elections

Page 7: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Difference between ERF and TRF for R random values generator

Page 8: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Correlation of Lillieforse criterion calculated values

Page 9: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Critical values, calculated by Monte-Carlo method

Page 10: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

The method of differential relation estimation

( ) ( )( )'1 2f x F f x=

( )( ) ( )( ) ( )

11 2 1

1j 1 j 1 1 j 1 1 j j j 1

y f x ;

y y f x f x x x / 2; j 2,...,n,− − −

=

= + + − =

d 1 2K (y , f )

1 2R(y , f )

- nonlinear relation;

- linear relation

Page 11: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Model linear differential relation

Page 12: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Differential relation between internal friction and elastic modulus of Nb-N

Page 13: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Differential relation between internal friction and elastic modulus of Nb-N

Page 14: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

R script for estimation of differential bond

Page 15: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

( ) 11 152 ε++= xxf ( ) 22

2 25 ε+−+= xxxf

1502 ,R = 960,Kd =

Model differential relation

Page 16: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

( ) ( )1 1 2 2f x 1/ x ; f x ln(x)= + ε = + ε2R 0,880= dK 0,989=

Model differential relation

Page 17: Application of empirical distribution functions for decision making & Statistical estimation of the differential relationships

Publications1.Бахрушин В.Е. Проблемы идентификации моделей распределения случайных величин с применением современного программного обеспечения // Успехи современного естествознания. – 2011. – № 11. – С. 50 – 54. 2.Бахрушин В.Є. Статистичний аналіз університетських рейтингів // Освіта і управління. – 2011. – № 1. – С. 7 – 12.3.Бахрушин В.Є., Ігнахіна М.О. Застосування емпіричних функцій розподілу в дослідженні соціально-економічних систем // Складні системи і процеси. – 2012. – № 1. – С. 103 - 111 4.Бахрушин В.Є. Критерій для перевірки гіпотези про наявність зв'язку типу // Складні системи і процеси. – 2010, № 1. – С. 3 – 5. 5.Бахрушин В.Е. Статистический анализ дифференциальных связей в колебательных системах // Фундаментальные физико-математические проблемы и моделирование технико-технологических систем: Ежегодный сборник научных трудов, вып. 14. Труды второй международной конференции Моделирование нелинейных процессов и систем / Под ред. Л.А. Уваровой. – М.: Янус-К, 2011. – С. 57 – 62.


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