DETERMINATION OF COMPONENT STATISTICAL PARAMETERS TO MEET SYSTEM REQUIREMENTS.
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For a sum of independent random variables where all the components except one have known statistical parameters, the mean and variance of the unknown component are determined in accordance with a probabilistic constraint on the sum. The constraint is of the form The probability that the sum will not exceed a specified value, w, must be at least P. In general, there is an acceptable range over which the unknown mean and variance may vary and still satisfy the constraint on the sum. The results of this paper may be utilized in defining acceptable statistical characteristics for a components weight in a system having the probability constraint above. Author
- Statistics and Probability