Properties of median under drift of one of group of measuring instruments at normal distribution
Автор: Ilyin Anatolij Stepanovich
Журнал: Научное приборостроение @nauchnoe-priborostroenie
Рубрика: Математические методы и моделирование в приборостроении
Статья в выпуске: 3 т.26, 2016 года.
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It is supposed that the data arriving from each measuring instrument are distributed under the normal law. Formulas of calculation of expected value and dispersion of median when data from one of group of measuring instruments are subject to drift are received. As a median we take the value which has appeared in the middle of the sorted list of values from the odd number of measuring instruments. It was possible to take integrals and to receive analytical formulas, - when using approximate formula of integral of probability (Laplace's function). On the basis of results of numerical integration correction functions are added to the received formulas. Limits of preference of median in comparison with arithmetic average are defined.
Median, normal distribution, arithmetic mean, expected value, dispersion, sensitivity drift
Короткий адрес: https://sciup.org/14265035
IDR: 14265035