MATHEMATICS / 3. The probabilities theory and Mathematical Statistics

Iskakova A., Abdenova D.

L.N. Gumilyov Eurasian National University, Astana, Kazakhstan

Probabilistic representation of  the generalized exponential distribution of probability

Assume that proper representation is  representable as the value of  l0   which distorted by u consisting of their d factors, taking values from the set L1,.., Ld and L1,.., Ld is independent variables that subordinate the exponential distribution corresponding parameters λ1, .., λd. Early in works [1] – [3] one probability model of  of  generalized of multinomial distribution of  the sum of random values  L1, … , Ld, where L1, … , Ld are not observable and observable only their sum.  

Assume that Vu represent the number of possible combinations that amounting to form u, where  determine the possible number of corresponding factors of  L1,.., Ld. In other words Vu is the number of partitions u, into L1,.., Ld parts.

Theorem  1. The probability of distortion of  the value of u determined by the formula

                              (1)

Proof.  Let  is the space of elementary  outcomes of  representable model and  is the space of elementary  outcomes of the generalized exponential distribution, which has appearance

we will consider the following amount

Certainly if partition u on  takes place, then partition happens Vu≥1 methods. For each method of partition we have a vector . It is also obvious that  is the solution of a system of equations

                                           (2)

What follows from that the vector  corresponds only to one certain . Therefore, if  and   then  in case of any  and. Thus, we have

Therefore

and therefore  the considered method of determination of probabilities on a formula (1) is correct. The theorem is proved.

Exemple. Let's say that  where α accepts any natural numbers on an interval from 1 to d=5. For n=3 we will define probability  P(U=4).

Solving a system of equations (2) with use of the available data, we receive two partitions of u on l1,…, l5

or

Thus, the probability that the \ variable U will accept value u is

.

 

REFERENCES

1.     Ayman I. Construction of the most suitable unbiased estimate distortions of radiation processes from remote sensing data //Journal of Physics: Conference Series. – IOP Publishing, 2014. – Ò. 490. – ¹. 1. – Ñ. 012113.

2.     Ayman I. Statistical Research for Probabilistic Model of Distortions of Remote Sensing//Journal of Physics: Conference Series. – IOP Publishing, 2016. – Ò. 738. – ¹. 1. – Ñ. 012004.

3.     Iskakova A., Ibragimov B. A method for determining an unbiased estimate // Nauka i Studia. – Przemyśl: Nauka i studia. - NR 7 (52), 2012. –P. 86-91.