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Carter, M. C.

Publications and source records attributed to Carter, M. C..

Multivariate normal integration

Monte Carlo program evaluates integrals over rectangular regions for dimensions less than six and over elliptical regions in bivariate case. Program gives positive definite symmetric variance/covariance matrix factorization and calculates reciprocal of lower triangular matrix and product of diagonal elements of triangular matrix.

Falls, L. W.

A Bayesian analysis of two probability models describing thunderstorm activity at Cape Kennedy, Florida

A Bayesian analysis of the two discrete probability models, the negative binomial and the modified negative binomial distributions, which have been used to describe thunderstorm activity at Cape Kennedy, Florida, is presented. The Bayesian approach with beta prior distributions is compared to the classical approach which uses a moment method of estimation or a maximum-likelihood method. The accuracy and simplicity of the Bayesian method is demonstrated.

Williford, W. O.

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Parrish, R. S.

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Carter, M. C.

Estimation in a modified binomial distribution

Estimation techniques in a modified binomial distribution, developed to describe thunderstorm activity over a small area at Cape Kennedy, Florida, are compared. A compound model is also developed and compared with the original model. The minimum Chi square technique is compared with the maximum likelihood and method of moments techniques. The minimum Chi square technique, although useful in complicated models, compared poorly compared to the other techniques. The maximum likelihood and method of moments were comparable. The compound model fit better in every case based on a likelihood ratio test comparing the compound model with the modified binomial model using maximum likelihood estimators.

Carter, M. C.