Methods of Estimating the Form of the Probability Distribution Density in Tasks of Processing Measurement Results

Abstract

Issues associated with methods for estimating the shape of the probability distribution density curve are analyzed in order to classify them when processing measurement results. For example, such nonparametric methods as the method of histograms and frequency polygon, as well as the method of classification of distributions, are considered. It is shown that the values of the anticurtosis and entropy coefficient can be taken as independent features of the form of symmetric distributions. For probability distribution densities that have a one-sided character, such as multiplicative noise, a skewness coefficient should be added to the parameters to consider. Recurrent procedures for obtaining current estimates of numerical characteristics of analyzed random processes are given. The results of processing a random process based on recurrent procedures are presented. It is shown that when the number of samples increases, the estimates obtained by using recurrent and non-recurrent procedures converge. The scattering of estimates of probability distribution density parameters, such as variance, relative mean square error, and entropy error, is determined.