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  5. Implicit solution of inverse problem of continuous one-dimensional random quantity modeling

Implicit solution of inverse problem of continuous one-dimensional random quantity modeling

V.Yu. Dubnyzkyj, I.G. Skorikova
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The determination problem of expectation value and standard deviation (dispersion) of random distribution density as parameter function of this distribution (inverse problem of continuous random quantity) is considered. The problem is solved for Erlang distribution, beta-distribution - distribution of different kind, normal logarithmical distribution by usage of Newton’s method for system solving of nonlinear equation. The expressions of equation solution are received, which make their programming procedure simpler. For Weibull and Nakagami distributions the problem solution was received by usage of tables regressive interpolation, which contain the data for primal problem solution.
Keywords: inverse problem of continuous random quantity, Erlang distribution, distribution of different kind, normal logarithmical distribution, Weibull distribution, distribution of Newton’s method for system solving of nonlinear equation, regressive interpolation