Convolution Method in Probability Distribution
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ScribdTranslationsConvolution Method in Probability Distribution
Translated by
ScribdTranslationsMETHOD OF
CONVOLUTION
It is a technique used in simulation to calculate the
resulting probability distribution from the sum or the
combination of two or more independent random variables.
Subject: Simulation. Students. No control.
Professor: Ing. Esbeyde Mora Sanchez. Emmanuel Ortega López. 22070026
Career: ISIC Fredy Calvillo Reynoso. 22070119
Semester: 4 B Enoc Portillo Maldonado. 22070124
School: ITSH. Edwin Yael Yañez Najera. 22070039
Place: Huetamo, Michoacán, Mexico. José Julián Arenas Santana. 22070003
Method of
convolution.
Method, convolution.
It is used to determine the distribution
resulting probability of the
combination of random variables
independent.
Modeling of sum of various variables
random to analyze behavior
of a random system.
Characteristics
Versatility: Can Applicability a systems
apply to a wide complexes: useful in systems
variety of distributions complexes where the interaction of
of probability, as much multiple random variables is
continuous as discrete. difficult to model in a way
Conservation of the analytics. It allows finding the
probability Preserve the probability distribution
property that the sum of the resulting effectively. Efficiency in simulation: Once that
probabilities of all the the density function is calculated of
possible results is equal to one. resulting probability, can be used
This ensures that the final result efficiently in simulations
it is a distribution of subsequent ones without the need to repeat them
valid probability. convolution calculations.
Examples
Erlang distribution.
The distribution is used in
telephone traffic engineering
queue systems, biology
mathematics and other fields for
model a variety of
real world phenomena.
Call center.
Medicine: Model the distribution of
cell cycle time.
Retail configuration.
Erlang Distribution.
Normal distribution.
The normal distribution is a
theoretical model that approximates
the behavior of a
random variable to a
ideal situation, using the
mean and standard deviation
as key parameters.
Student's t-distribution
chi-square distribution and the
Fisher's F distribution.
Media = Mediana = Moda
Normal distribution.
Binomial distribution.
Success or failure.
Each test or experiment
is carried out in a way
independent.
It helps us calculate the
probability of obtaining a
specific number of successes
in a set of tests.
Binomial distribution.
Advantages
Applicability to systems
Conservation of the
Ease of linear: It is especially
implementation There are structure: Preserves the
powerful in linear systems,
tools and software statistical properties
where random variables
available that facilitate their important, such as symmetry
they interact in an additive manner.
implementation and calculation. or the asymmetry, are preserved in
This linearity simplifies the
the density function of
calculation of convolutions.
resulting probability.
Disadvantages
Computational cost: It can be
Limitations en the
computationally expensive, Interpretation of
precision: In some cases,
especially for a large resultados:Cuando se trata
number of random variables or it can be difficult or impossible
of systems with many
for density functions of obtain an analytical solution
random variables or
complex probability. exact for the convolution.
complex distributions.
Exercise.
Conclusion.
It allows calculating the resulting probability distribution of
the combination of multiple random variables
independent. It is a fundamental tool in modeling
and simulation of random systems, facilitates decision making
decisions and evaluates the performance of a system.
Bibliography.
What is the Erlang distribution? (2021, May 17). Statologos.
[Link]
Rodó, P. (2019, noviembre 10). Distribución normal: Qué es, cómo se calcula y ejemplos.
Economipedia. [Link]
Uniform, 4. 1. Distribution. (n/d). Specific methods for generating various
continuous distributions. [Link]. Retrieved on March 11, 2024, from
[Link]
Eduardo García Dunna, H. G. (2013). Simulation and analysis of systems with ProModel.
Second edition. Mexico: PEARSON.
Allows to calculate the resulting probability distribution of
the combination of multiple random variables
independents. It is a fundamental tool in modeling
and simulation of random systems, facilitates decision making
decisions and evaluates the performance of a system.