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Effective Measyrand Estimators for Samples of Trapezoidal PDF-s

Warsza Z. L.

Journal of Automation Mobile Robotics and Intelligent Systems

2012

Vol. 6, No. 1

8-14

This paper is final overview of investigations on the accuracy of basic estimators of trapezoidal probability distribution samples of the measured data. For symmetrical trapezoidal PDF of straight as well concaved sides, using Monte-Carlo method of simulation, the standard deviation (SD) of linear 1- and 2-component estimators are evaluated. Approaches for theirs evaluation are proposed. It is established that in the ratio of upper and bottom bases of trapezoidal PDF in the range from 1 to 0,35 the mid-range value has smaller standard deviation (SD) than the mean value and median. It is find then for the whole family of the symmetric linear trapezoidal PDF more accurate than above single element estimators are two-component (2C) estimators as the linear form of the mean and mid-range values of the sample. Their coefficients are found, properties discussed and formulas of SD are given. The new simplified 2C-estimator of equal coefficients is also proposed. These estimators successfully extend estimation of the measurand value as the sample mean and description of its accuracy by the uncertainty type A recommended by the international guides of uncertainty evaluation in measurement GUM-2008 [1], EA-4/02 [2] and by Handbook NASA [3]. Approaches of described below investigations could be effectively applied also for other models of convoluted PDF-s.

About the best measurand estimators of trapezoidal probability distributions

Warsza Z., Galovska M.

Przegląd Elektrotechniczny

2009

R. 85, nr 5

86-91

As introduction, the basic estimators of the measurand obtained from data sample of few basic types of probability density distributions - PDF are given. For trapezoidal PDF of symmetrical straight sides, in the range of ratio of upper and bottom bases 1 to 0.35 is found by Monte-Carlo method that the mid-range has the smaller standard deviation (SD) than the mean value. The best for the whole family of the linear trapeze PDF are two-component (2C) estimators as the linear form of the mean and mid-range values of the sample. Their coefficients are found, properties discussed and formulas of SD are given. Some conclusions for curvilinear trapeze also are included. The simplified 2C-estimator of coefficients equal 0.5 is proposed. For the simulated data sample the trapeze PDF is chosen by the criterion ?2, three estimators and their SD are calculated and the best one is selected.

Na wstępie przedstawiono podstawowe estymatory mezurandu dla próbek o kilku głównych rozkładach prawdopodobieństwa (PDF). Dla symetrycznych trapezowych PDF o liniowych oraz o krzywoliniowych bokach, za pomocą symulacji metodą Monte-Carlo określono odchylenia standardowe różnych estymatorów jedno- i dwu-składnikowych. Dla stosunku podstaw trapezu ? od 1 (prostokąt) do 0,35 najdokładniejszy jest środek rozstępu, a poniżej 0,35 wartość średnia. Dla trapezu liniowego zaproponowano nowy dwuskładnikowy estymator o jednakowych współczynnikach 0,5. Dla przykładu danych o trapezowym rozkładzie wg kryterium ?2 obliczono wartości i odchylenia standardowe trzech estymatorów i wybrano najefektywniejszy z nich.