Accession Number : AD0738919

Title :   Statistical Extrapolation.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Oldson,Dennis Randolph

Report Date : SEP 1971

Pagination or Media Count : 67

Abstract : The mathematics of extrapolating known statistics of components to the probability density function of a system's performance measure is considered. Quadrature sum integration schemes for evaluating the resulting required integration are examined, and alternate integral approximation schemes are developed utilizing Monte Carlo methods. A simple electrical circuit example illustrates the use of these techniques. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, SYSTEMS ENGINEERING), (*CIRCUITS, PERFORMANCE(ENGINEERING)), APPROXIMATION(MATHEMATICS), MEASURE THEORY, NUMERICAL INTEGRATION, NUMERICAL ANALYSIS, MONTE CARLO METHOD, CONFIDENCE LIMITS, PROBABILITY DENSITY FUNCTIONS, COMPUTER PROGRAMS, THESES

Subject Categories : Electrical and Electronic Equipment
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE