کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7180871 1467856 2018 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An improved complex fractional moment-based approach for the probabilistic characterization of random variables
ترجمه فارسی عنوان
یک رویکرد مبتنی بر لحظه ای پیچیده فشرده بهبود یافته برای مشخصه احتمالاتی متغیرهای تصادفی
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
چکیده انگلیسی
Recently, the concept of complex fractional moments has been introduced as an extension to ordinary moments. It has been shown that complex fractional moments never diverge and they are able to represent both probability density function (PDF) and characteristic function (CF). In this paper, we develop an improved complex fractional moments-based approach to recover the PDF and the CF, in which the PDF is re-expressed in two parts such that the complex fractional moment coincide with Mellin transform in each part. The proposed PDF decomposition scheme is a most natural way to connect complex fractional moments and Mellin transform while it represent the PDF (or CF) in a more straightforward and more distinct way. By virtue of inverse Mellin transform theorem, the PDF (or CF) can be exactly recovered in terms of complex fractional moments. In addition, the developed approach is further extended to estimate the PDF (or CF) from a finite number of samples of variables. Three illustrative distributions are used to demonstrate the proposed complex fractional moment-based approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 53, June 2018, Pages 52-58
نویسندگان
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