Probabilistic characteristics for the transforms of the Gaussian random variables - Maple Application Center
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Probabilistic characteristics for the transforms of the Gaussian random variables

Author
: Prof. Marcin Kaminski
Engineering software solutions from Maplesoft
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This script shows the basic probabilistic characteristics of the most popular transform on Gaussian random variables (GRVs) used in scientific and engineering applications. Each time up to the 10th order probabilistic moments as well as the coefficients of variation, skewness and kurtosis are determined symbolically for a simple GRV, its second power, further its linear and higher order polynomial transforms, truncated distribution, exponential and harmonic transforms, finally - some of their combinations. Basic probabilistic moments are sometimes plotted as the functions of expected value and standard deviation variations of the initial random input. Some parts of this script may be used for various analytical derivations on Gaussian random variables, fields and processes and they can be applied in various scientific and engineering applications. This script uses no statistics and probabilistic libraries features of MAPLE, so that all formulas are explicit here and can be further modified towards the other distributions of your choice.

Application Details

Publish Date: February 19, 2008
Created In: Maple 11
Language: English

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