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Multivariate normality

Sets of experimentally determined or routinely observed data provide information about the past, present and, hopefully, future sets of similarly produced data. An infinite set of statistical models exists which may be used to describe the data sets. The normal distribution is one model. If it serves at all, it serves well. If a data set, or a transformation of the set, representative of a larger population can be described by the normal distribution, then valid statistical inferences can be drawn. There are several tests which may be applied to a data set to determine whether the univariate normal model adequately describes the set. The chi-square test based on Pearson's work in the late nineteenth and early twentieth centuries is often used. Like all tests, it has some weaknesses which are discussed in elementary texts. Extension of the chi-square test to the multivariate normal model is provided. Tables and graphs permit easier application of the test in the higher dimensions. Several examples, using recorded data, illustrate the procedures. Tests of maximum absolute differences, mean sum of squares of residuals, runs and changes of sign are included in these tests. Dimensions one through five with selected sample sizes 11 to 101 are used to illustrate the statistical tests developed.

Crutcher, H. L.

Solar cell angle of incidence corrections

Literature on solar array angle of incidence corrections was found to be sparse and contained no tabular data for support. This lack along with recent data on 27 GaAs/Ge 4 cm by 4 cm cells initiated the analysis presented in this paper. The literature cites seven possible contributors to angle of incidence effects: cosine, optical front surface, edge, shadowing, UV degradation, particulate soiling, and background color. Only the first three are covered in this paper due to lack of sufficient data. The cosine correction is commonly used but is not sufficient when the incident angle is large. Fresnel reflection calculations require knowledge of the index of refraction of the coverglass front surface. The absolute index of refraction for the coverglass front surface was not known nor was it measured due to lack of funds. However, a value for the index of refraction was obtained by examining how the prediction errors varied with different assumed indices and selecting the best fit to the set of measured values. Corrections using front surface Fresnel reflection along with the cosine correction give very good predictive results when compared to measured data, except there is a definite trend away from predicted values at the larger incident angles. This trend could be related to edge effects and is illustrated by a use of a box plot of the errors and by plotting the deviation of the mean against incidence angle. The trend is for larger deviations at larger incidence angles and there may be a fourth order effect involved in the trend. A chi-squared test was used to determine if the measurement errors were normally distributed. At 10 degrees the chi-squared test failed, probably due to the very small numbers involved or a bias from the measurement procedure. All other angles showed a good fit to the normal distribution with increasing goodness-of-fit as the angles increased which reinforces the very small numbers hypothesis. The contributed data only went to 65 degrees from normal which prevented any firm conclusions about extreme angle effects although a trend in the right direction was seen. Measurement errors were estimated and found to be consistent with the conclusions that were drawn. A controlled experiment using coverglasses and cells from the same lots and extending to larger incidence angles would probably lead to further insight into the subject area.

Burger, Dale R.

The Effect of General Statistical Fiber Misalignment on Predicted Damage Initiation in Composites

A micromechanical method is employed for the prediction of unidirectional composites in which the fiber orientation can possess various statistical misalignment distributions. The method relies on the probability-weighted averaging of the appropriate concentration tensor, which is established by the micromechanical procedure. This approach provides access to the local field quantities throughout the constituents, from which initiation of damage in the composite can be predicted. In contrast, a typical macromechanical procedure can determine the effective composite elastic properties in the presence of statistical fiber misalignment, but cannot provide the local fields. Fully random fiber distribution is presented as a special case using the proposed micromechanical method. Results are given that illustrate the effects of various amounts of fiber misalignment in terms of the standard deviations of in-plane and out-of-plane misalignment angles, where normal distributions have been employed. Damage initiation envelopes, local fields, effective moduli, and strengths are predicted for polymer and ceramic matrix composites with given normal distributions of misalignment angles, as well as fully random fiber orientation.

Micromechanical

Some qualitative remarks on the variation of the probability of error

The qualitative behavior of the probability of misclassifying observations from two normally distributed populations as the classification regions are varied in a prescribed way is described in order to provide a preliminary generalization of the results obtained by Walton for the case of normally distributed observations with varying a priori probabilities.

Walker, H. F.

Fault injection experiments using FIAT

The results of several experiments conducted using the fault-injection-based automated testing (FIAT) system are presented. FIAT is capable of emulating a variety of distributed system architectures, and it provides the capabilities to monitor system behavior and inject faults for the purpose of experimental characterization and validation of a system's dependability. The experiments consist of exhaustively injecting three separate fault types into various locations, encompassing both the code and data portions of memory images, of two distinct applications executed with several different data values and sizes. Fault types are variations of memory bit faults. The results show that there are a limited number of system-level fault manifestations. These manifestations follow a normal distribution for each fault type. Error detection latencies are found to be normally distributed. The methodology can be used to predict the system-level fault responses during the system design stage.

Barton, James H.

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

X-rays

Data for "Quantifying the Propagation of Parametric Uncertainty on Flux Balance Analysis"

In the repository are example scripts that perform uncertainty injection and propagation to flux balance analysis with outputs for a small sample size (for demonstration purpose only). For proper analysis, user should download the scripts and run for a large sample size (e.g., 10,000 samples). If you use the scripts, please cite the following Metabolic Engineering article: “Quantifying the propagation of parametric uncertainty on flux balance analysis” (https://doi.org/10.1016/j.ymben.2021.10.012) There are two subdirectories: /uncFBA/uncBiom: injection of normally distributed noise to biomass precursor coeffcients and ATP maintenance (growth-associated ATP maintenance (GAM) and non-growth associated ATP maintenance (NGAM)) /uncFBA/uncRHS: departure from steady-state by adding noise drawn from normal distribution to the RHS terms of mass balance constraints

Metabolomics

The missing impact craters on Venus

The size-frequency pattern of the 842 impact craters on Venus measured to date can be well described (across four standard deviation units) as a single log normal distribution with a mean crater diameter of 14.5 km. This result was predicted in 1991 on examination of the initial Magellan analysis. If this observed distribution is close to the real distribution, the 'missing' 90 percent of the small craters and the 'anomalous' lack of surface splotches may thus be neither missing nor anomalous. I think that the missing craters and missing splotches can be satisfactorily explained by accepting that the observed distribution approximates the real one, that it is not craters that are missing but the impactors. What you see is what you got. The implication that Venus crossing impactors would have the same type of log normal distribution is consistent with recently described distribution for terrestrial craters and Earth crossing asteroids.

Speidel, D. H.

Slant path L- and S-Band tree shadowing measurements

This contribution presents selected results from simultaneous L- and S-Band slant-path fade measurements through a pecan, a cottonwood, and a pine tree employing a tower-mounted transmitter and dual-frequency receiver. A single, circularly-polarized antenna was used at each end of the link. The objective was to provide information for personal communications satellite design on the correlation of tree shadowing between frequencies near 1620 and 2500 MHz. Fades were measured along 10 m lateral distance with 5 cm spacing. Instantaneous fade differences between L- and S-Band exhibited normal distribution with means usually near 0 dB and standard deviations from 5.2 to 7.5 dB. The cottonwood tree was an exception, with 5.4 dB higher average fading at S- than at L-Band. The spatial autocorrelation reduced to near zero with lags of about 10 lambda. The fade slope in dB/MHz is normally distributed with zero mean and standard deviation increasing with fade level.

Vogel, Wolfhard J.

Fermi/GBM Observations of SGRJ0501 + 4516 Bursts

We present our temporal and spectral analyses of 29 bursts from SGRJ0501+4516, detected with the Gamma-ray Burst Monitor onboard the Fermi Gamma-ray Space Telescope during the 13 days of the source activation in 2008 (August 22 to September 3). We find that the T(sub 90) durations of the bursts can be fit with a log-normal distribution with a mean value of approx. 123 ms. We also estimate for the first time event durations of Soft Gamma Repeater (SGR) bursts in photon space (i.e., using their deconvolved spectra) and find that these are very similar to the T(sub 90)s estimated in count space (following a log-normal distribution with a mean value of approx. 124 ms). We fit the time-integrated spectra for each burst and the time-resolved spectra of the five brightest bursts with several models. We find that a single power law with an exponential cutoff model fits all 29 bursts well, while 18 of the events can also be fit with two black body functions. We expand on the physical interpretation of these two models and we compare their parameters and discuss their evolution. We show that the time-integrated and time-resolved spectra reveal that E(sub peak) decreases with energy flux (and fluence) to a minimum of approx. 30 keV at F = 8.7 x 10(exp -6)erg/sq cm/s, increasing steadily afterwards. Two more sources exhibit a similar trend: SGRs J1550 - 5418 and 1806 - 20. The isotropic luminosity, L(sub iso), corresponding to these flux values is roughly similar for all sources (0.4 - l.5 x 10(exp 40) erg/s.

Lin, Lin

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral parameter estimates based on the combination of data sets.

Howell, L. W.

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.

Howell, L. W., Jr.

Solution of an integral equation encountered in studies on radiative transfer in completely absorbing leaf canopies

The leaf normal distribution function is related to the extinction coefficient of direct solar radiation by a Fredholm integral equation of the first kind. The integral equation is solved by the method of constrained least squares. The solutions are stable and correct only in extreme cases and, in general, it is not possible to recover an arbitrary leaf normal distribution function.

Myneni, Ranga B.

On the statistics of El Nino occurrences and the relationship of El Nino to volcanic and solar/geomagnetic activity

El Nino is conventionally defined as an anomalous and persistent warming of the waters off the coasts of Ecuador and Peru in the eastern equatorial Pacific, having onset usually in Southern Hemispheric summer/fall. Some of the statistical aspects of El Nino occurrences are examined, especially as they relate to the normal distribution and to possible associations with volcanic, solar, and geomagnetic activity. With regard to the very strong El Nino of 1982 to 1983, it is noted that, although it may very well be related to the 1982 eruptions of El Chichon, the event occurred essentially on time (with respect to the past behavior of elapsed times between successive El Nino events; a moderate-to-stronger El Nino was expected during the interval 1978 to 1982, assuming that El Nino occurrences are normally distributed, having a mean elapsed time between successive onsets of 4 years and a standard deviation of 2 years and a last known occurrence in 1976). Also, although not widely recognized, the whole of 1982 was a record year for geomagnetic activity (based on the aa geomagnetic index, with the aa index registering an all time high in February 1982), perhaps, important for determining a possible trigger for this and other El Nino events. A major feature is an extensive bibliography (325 entries) on El Nino and volcanic-solar-geomagnetic effects on climate. Also, included is a tabular listing of the 94 major volcanic eruptions of 1835 to 1986.

Wilson, Robert M.

Application of a data-mining method based on Bayesian networks to lesion-deficit analysis

Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.

NASA Discipline Neuroscience