2种常用非正态分布的概率密度函数合成

费添豪, 王锐, 班亚, 徐新平

计量学报 ›› 2019, Vol. 40 ›› Issue (6A) : 159-163.

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计量学报 ›› 2019, Vol. 40 ›› Issue (6A) : 159-163. DOI: 10.3969/j.issn.1000-1158.2019.6A.034
计量学总论

2种常用非正态分布的概率密度函数合成

  • 费添豪, 王锐, 班亚, 徐新平
作者信息 +

Synthesis of Probability Density Functions of Two Common Non-Normal Distributions

  • FEI Tian-hao, WANG Rui, BAN Ya, XU Xin-ping
Author information +
文章历史 +

摘要

为解决计量测试工作中合成标准不确定度评定问题。首先,对简单的两均匀分布进行了概率密度函数合成,得到了半区间不等的两均匀分布合成为梯形分布,半区间相等的两均匀分布合成为三角分布,并给出其合成概率密度函数表达式;其次,将三角分布与均匀分布的概率密度函数进行了合成,得到了合成概率密度函数的表达式,并绘制出其图像,从概率密度函数的角度和合成标准不确定度计算的角度分别计算出合成分布的方差,2种方法得到的结果一致,并用蒙特卡洛法对60000个服从均匀分布和60000个服从三角分布的数据进行模拟,所得到的曲线与合成概率密度函数曲线完全一致。

Abstract

In order to solve the uncertainty evaluation problem of synthetic standard in measurement and test. First, the probability density function synthesis of simple two uniform distributions is carried out, and the two uniform distributions with different half-intervals are synthesized into trapezoidal distribution, and the two uniform distributions with equal half-intervals are synthesized into triangular distribution. Secondly, the expression of synthetic probability density function is given. The probability density functions of triangular distribution and uniform distribution are synthesized, and the expression of synthetic probability density function is obtained, and its image is drawn. The variance of synthetic distribution is calculated from the point of view of probability density function and the point of view of calculation of synthetic standard uncertainty respectively. The results obtained by the two methods are consistent, and the Monte Carlo method is used to simulate 60000 data which obey the uniform distribution and 60000 data which obey the triangle distribution. The curve obtained is completely consistent with the curve of the composite probability density function. The results are consistent and the correctness of the synthetic probability density function is verified.

关键词

计量学 / 均匀分布 / 三角分布 / 概率密度函数

Key words

metrology / uniform distribution / triangular distribution / probability density function

引用本文

导出引用
费添豪, 王锐, 班亚, 徐新平. 2种常用非正态分布的概率密度函数合成[J]. 计量学报. 2019, 40(6A): 159-163 https://doi.org/10.3969/j.issn.1000-1158.2019.6A.034
FEI Tian-hao, WANG Rui, BAN Ya, XU Xin-ping. Synthesis of Probability Density Functions of Two Common Non-Normal Distributions[J]. Acta Metrologica Sinica. 2019, 40(6A): 159-163 https://doi.org/10.3969/j.issn.1000-1158.2019.6A.034
中图分类号: TB9   

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基金

重庆市自然基金面上项目(cstc2019jcyj-msxmX0701,cstc2019jcyj-msxmX0383,cstc2019jcyj-msxmX0800,cstc2019jcyj-msxmX0783); 重庆市技术创新与应用发展专项面上项目(cstc2019jscx-msxmX0051); 重庆市市场监督管理局科技项目(CQZJKY2019004)

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