Skip to main content
Log in

Exact Estimates for Some Linear Functionals of Unimodal Distribution Functions Under Incomplete Information

  • Published:
Cybernetics and Systems Analysis Aims and scope

Exact estimates are found for the probability that a non-negative unimodal random variable μ hits the interval (m − σμ, m + σμ) when mode m coincides with the fixed first moment of a random variable μ and \( {\sigma}_{\mu}^2 \) is a fixed variance of random variable μ. Also, a brief important auxiliary information is given with examples, statements, and author’s notations, which simplify obtaining the main result. The results of this study may be useful in evaluating the probability of hitting the projectile zone when aimed shooting

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. W. J. Stadden and S. Karlin, Tchebycheff Systems: With Applications in Analysis and Statistics (Pure and Applied Mathematics, Vol. XV) (1966).

  2. H. P. Mulholland and C. A. Rogers, “Representation theorems for distribution functions,” in: Proc. London Math. Soc., Vol. 8, No. 3, 177–223 (1958).

  3. N. L. Johnson and C. A. Rogers, “The moment problem for unimodal distribution,” Ann. Math. Stat., Vol. 22, 433–439 (1951).

  4. L. Kleinrock, Queueing Theory, Wiley Interscience, Vol. 1 (1975), Vol. 2 (1976).

  5. M. G. Krein and A. A. Nudelman, The Markov Moment Problem and Extremal Problems, Translations of Mathematical Monographs, Vol. 50, American Mathematical Society (1977).

  6. L. S. Stoikova, “Necessary and sufficient condition of extremum for the Lebesgue–Stieltjes integral on a class of distributions,” Cybern. Syst. Analysis, Vol. 26, No. 1, 90–95 (1990).

  7. L. S. Stoikova, “Generalized Chebyshev inequalities and their application in the mathematical theory of reliability,” Cybern. Syst. Analysis, Vol. 46, No. 3, 472–476 (2010).

  8. L. S. Stoikova, “Greatest lower bound of system failure probability on a special time interval under incomplete information about the distribution function of the time to failure of the system,” Cybern. Syst. Analysis, Vol. 53, No. 2, 217–224 (2017).

  9. E. S. Ventsel and L. A. Ovcharov, Probability Theory [in Russian], Nauka, Moscow (1973).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to L. S. Stoikova.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 6, November–December, 2019, pp. 41–53.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Stoikova, L.S., Kovalchuk, L.V. Exact Estimates for Some Linear Functionals of Unimodal Distribution Functions Under Incomplete Information. Cybern Syst Anal 55, 914–925 (2019). https://doi.org/10.1007/s10559-019-00201-z

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10559-019-00201-z

Keywords

Navigation