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suredelolw|/ wkh qxpehu dvvljqhg wr wkdw ixqfwlrq e| d udqgrp yduldeoh/ dovr kdv d suredelolw|1 Wkh

suredelolw| ri d jlyhq udqgrp yduldeoh lv ghwhuplqhg dv iroorzv1

 
S ^[ +  , @ { ` @ S  @ [ 4 + { , +53,

zkhuh [ 4 +{, lv d pdsslqj iurp wkh uhdo olqh/ ?/ wr wkh vhw ri doo rxwfrphv/ 1
H{dpsoh 8 Frqvlghu wkh udqgrp yduldeoh [ + , ghqhg lq H{dpsoh 6
 
S ^[ + , @ 4` @ S  @ [ 4 +4, @ S ^ @ D‚` @
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S ^V + , @ 4` @ S  @ V 4 +4,
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Fxpxodwlyh Glvwulexwlrq Ixqfwlrqv dqg Suredelolw| Ghqvlw| Ixqfwlrqv

Wzr zd|v wr dqdo|}h h{shulphqwv yld udqgrp yduldeohv lv wkurxjk wkh Fxpxodwlyh Glvwulexwlrq Ixqfwlrq
+FGI, dqg suredelolw| ghqvlw| ixqfwlrq +sgi,

Ghqlwlrq ; Ohw [ + , eh d udqgrp yduldeoh ghqhg rq d vdpsoh vsdfh 1 Wkhq wkh Fxpxodwlyh Glvwul0
exwlrq Ixqfwlrq +FGI, ri [ lv ghqrwhg e| wkh ixqfwlrq I[ +{3 , dqg lv ghqhg dv iroorzv

I[ +{3 , @ S ^[  {3 ` +54,

zkhuh wkh vhw ^ [  {3 ` ghqhv dq hyhqw ru d froohfwlrq ri rxwfrphv1

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I[ +{3 , @ S ^[  {3 ` @
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1 52 x

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dv iroorzv
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glvfxvvlrq/ zh zloo dvvxph wkdw wkh ghshqghqfh ri d udqgrp yduldeoh [ rq  lv lpsolflw dqg rplw wkh
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Prphqwv ri Udqgrp Yduldeohv

Prphqwv ri udqgrp yduldeohv lqfoxgh d qxpehu ri txdqwlwlhv vxfk dv dyhudjhv / yduldqfhv/ vwdqgdug
ghyldwlrqv/ hwf1 Wkh| duh sduwlfxoduo| xvhixo lq frppxqlfdwlrqv ehfdxvh wkh| surylgh ydoxdeoh lqirupdwlrq
derxw d udqgrp yduldeoh zlwk kdylqj wr nqrz lwv vwdwlvwlfv +l1h1/ wkh FGI ru sgi,

Ghqlwlrq 43 Ohw [ eh d udqgrp yduldeoh zlwk wkh sgi i[ +{,1 Wkhq wkh h{shfwhg ydoxh ru dyhudjh ri

[ / lv ]4
[dyj @ H ^[ ` / {i[ +{, +5;,
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k l ] 4
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wklv j +[ , zloo wudqvirup [ lqwr d qhz udqgrp yduldeoh/ zklfk zh zloo fdoo \
\ @ j +[ , +66,

zklfk kdv lwv rzq FGI dqg sgi/ zklfk pxvw eh irxqg wkurxjk wkh xvh ri udqgrp yduldeoh wudqvirupdwlrq

whfkqltxhv1 Krzhyhu/ li zh duh lqwhuhvwhg lq wkh prphqwv ri \ / vxfk dv lwv dyhudjh/ wkhq nqrzohgjh derxw
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Wkhruhp 4 Ohw [ eh d udqgrp yduldeoh zlwk sgi i[ +{, 1 Ohw \ @ j +[ , eh vrph wudqvirupdwlrq ri [ 1
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Ixqfwlrqv ri d Udqgrp Yduldeoh

Ghqlwlrq 4 Frqvlghu d ixqfwlrq ri d udqgrp yduldeoh/ j +[ ,1 Wkh uhvxow lv dqrwkhu udqgrp yduldeoh/
zklfk zh frxog fdoo \ / \ @ j +[ ,1 Krzhyhu wkh FGI dqg sgi ri \ zloo eh glhuhqw wkdq wkh FGI dqg sgi
ri [ 1 Lq idfw zh zloo xvh lqirupdwlrq derxw wkh I[ +{,/ i[ +{,/ dqg j +[ , wr ghwhuplqh I\ +|, dqg i\ +|,

Wkh glvwulexwlrq ri t ' }Ef 

Wkh SGI ri wkh udqgrp yduldeoh/ \ / lv qrwklqj pruh wkdq wkh suredelolw| ri wkh hyhqw wkdw i  |j1 Wklv \
frqvlv \
wv ri doo rxwfrphv  5 vxfk wkdw + ,  |1 Wklv lv htxlydohqw wr wkh vhw ri doo rxwfrphv  5
vxfk wkdw j ^[ + ,`  |/ dqg wklv lv htxlydohqw wr wkh vhw ri doo rxwfrph  5 vxfk wkdw + ,  j4 +|,1 Vr [

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g
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H{dpsohv
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\ @ j +[ , @ 5 [ . 4
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dqg | lv vlpso| d qxpehu1 Frqvlghu wkh iroorzlq j judsk
Y

Y= 2X +1

{X ≤(y-1)/2} x=(y-1)/2 X

{Y ≤y}
Wkh vkdghg
 yhuwlfdo olqh fruuhvsrqgv
 wr wkh hyhqw i = \ + ,  |j dqg wkh krul}rqwdo olqh fruuhvsrqgv wr wkh
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i = \ + ,  | j @  = [ + ,  54 +|  4,
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5
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i[ +{, @ x +{,  x +{  4, @
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; 3 {?3 3 rwkhuzlvh
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 @ 3
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|@6 I\ +6, @ I[ 45 +6  4, @ I[ +4, @ 4

43
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Wkh ghqvlw| ri \ / i\ +|,/ lv vlpso|

g
i\ + | , @ I\ |
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i\ + |, @
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g g
4  4 
i\ +|, @ I +|, @ I[
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H{dpsoh 44 Ohw [ eh d udqgrp yduldeoh1 Ohw

\ @ j +[ , @ [ 5
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s
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I\ +|, @ 3 |?3
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; 3 |3
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44
 F (x)
X

µ
x

Iljxuh 4= sgi ri d Jdxvvldq Udqgrp Yduldeoh

Frpprq Udqgrp Yduldeohv

Wkh Jdxvvldq Udqgrp Yduldeoh
Wkh Jdxvvldq udqgrp yduldeoh lv wkh prvw frpprq ri doo udqgrp yduldeohv1 Lw lv xvhg wr fkdudfwhul}h d
qxpehu ri udqgrp skhqrphqrq vxfk dv qrlvh prvw frppxqlfdwlrq v|vwhp wr wkh udqgrp xfwxdwlrqv ri
wkh ghvluhg uhfhlyhg yrowdjh lq qrq0olqh0ri0vljkw zluhohvv frppxqlfdwlrqv v|vwhpv vxfk dv fhooxodu v|vwhpv
dqg shuvrqdo frppxqlfdwlrq v|vwhpv1 Wkh Jdxvvldq udqgrp yduldeoh kdv d sgi zklfk lv frpsohwho| ghqhg
e| lwv phdq p dqg yduldqfh 5 1 Ohw [ eh d Jdxvvldq udqgrp yduldeoh zlwk d phdq ri p[ dqg d yduldqfh
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] {5 +p{ ,5 {  p  {  p 
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4  5 5 [ T 4 [
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45
Wkh Ud|olhjk Udqgrp Yduldeoh
Ohw [ dqg \ eh wzr lqghshqghqw Jdxvvldq udqgrp yduldeohv zlwk p[ @ p\ @ 3 dqg 5[ @ 5\ @ 5 1

Vxssrvh zh ghqh d qhz udqgrp yduldeoh ] iurp wkh wudqvirupdwlrq

]@
s[ . \ 5 5

Qrz li [ dqg \ sY
uhsuhvhqw wkh uhfhlyhg yrowdjhv iurp wzr vljqdo frpsrqhqwv lq d zluhohvv fkdqqho/ wkhq ]
uhsuhvhqwv wkh uhfhlyhg hqyhorsh/ qdpho | [ . Y\5 ]
5 1 lv fdoohg d Ud|olhjk udqgrp yduldeoh 1 Wkh sgi ri ]
lv

i] +}, @ }5 h 55 x +},

}5
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dqg lv sorwwhg ehorz iru ydulrxv ydoxhv ri  5[ @ 5W @ 5

Rayleigh distributions for s=1,2,3,...,10
0.7

1
0.6

0.5

0.4 2
Fx(x)

3
0.3

0.2

0.1

0
0 1 2 3 4 5 6 7 8 9 10
x

Wkh FGI ri ] lv irxqg e| lqwhjudwlqj wkh sgi1 Wkhuhiruh

] } ] }
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5
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prghohg dv d Ud|olhjk udqgrp yduldeoh

Wkh H{srqhqwldo Udqgrp Yduldeoh

Ohw ] eh d Ud|ohljk udqgrp yduldeoh1 V xssrvh zh ghqh d qhz udqgrp yduldeoh/ Z / vxfk wkdw
Z @ ]5 +8;,

Li ] uhsuhvhqwv wkh yrowdjh hqyhorsh ri d vljqdo/ wkh Z uhsuhvhqwv wkh srzhu

Z
lq d vljqdo/ wr zlwklq d

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iZ +z , @
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46
 Exponential distributions for s=1,2,3,...,10
1
1
0.9

0.8

0.7

0.6

Fx(x)
0.5
2

0.4
3
0.3
4
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0.1

0
0 1 2 3 4 5 6 7 8 9 10
x

Wkh F GI ri Z lv  
4  h 5 x +z,
5
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sursdjdwlrq lv qrw hvwdeolvkhg

Xqlirup Udqgrp Yduldeoh

Lq v|vwhpv ru vljqdov zkhuh wkh skdvh lv qrw nqrzq/ lw lv jhqhudoo| prghohg dv d udqgrp yduldeoh  / zklfk

lv xqlirupo| glvwulexwhg ehwzhhq 3 dqg 5 1 Wkh sgi ri vxfk d udqgrp yduldeoh lv

 4 3    5
^x +,  x +  5 ,` @
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? ?3
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Wkh Fhqwudo Olplw Wkhruhp

Vxssrvh zh wdnh d odujh qxpehu ri udqgrp yduldeohv dqg vxp wkhp wrjhwkhu1 Wkh fhqwudo olplw wkhruhp
vwdwhv wkdw wkh uhvxowdqw udqgrp yduldeoh zloo kdyh d Jdxvvldq glvwulexwlrq1 Wklv lv rqh ri wkh uhdvrqv zk|

Jdxvvldq udqgrp yduldeohv duh vr frpprq1 D pruh irupdo vwdwhphqw ri wkh wkhruhp iroorzv

Wkhruhp 5 Ohw [l > l @ 4> 5> = = = > Q eh d froohfwlrq ri lqghshqghqw udqgrp yduldeohv zlwk d phdq ri 3 dqg
d yduldqfh ri 41 Ghqh d qhz udqgrp yduldeoh/ \ / dv iroorzv

\ @ olp
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Ulfldq Udqgrp Yduldeohv

Zh mxvw ohduqhg wkdw zkhq olqh0ri0vljkw grhv qrw h{lvw lq d fhooxodu v|vwhp/ wkdw wkh uhfhlyhg hqyhorsh

iroorzv d Ud|olhjk glvwulexwlrq1 Krzhyhu/ li olqh0ri0vljkw lv hvwdeolvkhg/ wkhq wkh vljqdo iroorzv d Ulfldq
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}5 .y5  }y 
h  5 5
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i] +}, @ L3 x +} , +97,
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47