Approximating the minimum distribution of two normally distributed variables each with the same mean and variance

Zhengbing He; Ailing Huang

doi:10.1109/CSO.2012.31

Approximating the minimum distribution of two normally distributed variables each with the same mean and variance

Zhengbing He^*
, Ailing Huang

^*Corresponding author for this work

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

Several integrals impose excessive computational burden in the solution of the minimum distribution of two normally distributed variables each with the same mean and variance. To overcome the inefficiency, this paper first investigates the probability and maximum value of deviation occurrence between the normal distributions, and then proposes an approximation method of the mean and variance of the distribution. The test results show that the approximations give high accuracy in the range from 10 to 10000, and the more importance is that one can modify the fitting parameters in the method to obtain approximations for other ranges.

Original language	English
Title of host publication	Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012
Pages	103-107
Number of pages	5
DOIs	https://doi.org/10.1109/CSO.2012.31
Publication status	Published - 2012
Externally published	Yes
Event	2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012 - Harbin, Heilongjiang, China Duration: 23 Jun 2012 → 26 Jun 2012

Publication series

Name	Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012

Conference

Conference	2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012
Country/Territory	China
City	Harbin, Heilongjiang
Period	23/06/12 → 26/06/12

Free Keywords

Approximation method
Minimum distribution
Normally distributed variable

ASJC Scopus subject areas

Computational Mathematics
Theoretical Computer Science

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10.1109/CSO.2012.31

Cite this

He, Z., & Huang, A. (2012). Approximating the minimum distribution of two normally distributed variables each with the same mean and variance. In Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012 (pp. 103-107). Article 6274687 (Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012). https://doi.org/10.1109/CSO.2012.31

He, Zhengbing ; Huang, Ailing. / Approximating the minimum distribution of two normally distributed variables each with the same mean and variance. Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012. 2012. pp. 103-107 (Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012).

@inproceedings{8d6e2df572e94afda073e0b1e369aaee,

title = "Approximating the minimum distribution of two normally distributed variables each with the same mean and variance",

abstract = "Several integrals impose excessive computational burden in the solution of the minimum distribution of two normally distributed variables each with the same mean and variance. To overcome the inefficiency, this paper first investigates the probability and maximum value of deviation occurrence between the normal distributions, and then proposes an approximation method of the mean and variance of the distribution. The test results show that the approximations give high accuracy in the range from 10 to 10000, and the more importance is that one can modify the fitting parameters in the method to obtain approximations for other ranges.",

keywords = "Approximation method, Minimum distribution, Normally distributed variable",

author = "Zhengbing He and Ailing Huang",

year = "2012",

doi = "10.1109/CSO.2012.31",

language = "English",

isbn = "9780769546902",

series = "Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012",

pages = "103--107",

booktitle = "Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012",

note = "2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012 ; Conference date: 23-06-2012 Through 26-06-2012",

}

He, Z & Huang, A 2012, Approximating the minimum distribution of two normally distributed variables each with the same mean and variance. in Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012., 6274687, Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012, pp. 103-107, 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012, Harbin, Heilongjiang, China, 23/06/12. https://doi.org/10.1109/CSO.2012.31

Approximating the minimum distribution of two normally distributed variables each with the same mean and variance. / He, Zhengbing; Huang, Ailing.
Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012. 2012. p. 103-107 6274687 (Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012).

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

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AU - He, Zhengbing

AU - Huang, Ailing

PY - 2012

Y1 - 2012

N2 - Several integrals impose excessive computational burden in the solution of the minimum distribution of two normally distributed variables each with the same mean and variance. To overcome the inefficiency, this paper first investigates the probability and maximum value of deviation occurrence between the normal distributions, and then proposes an approximation method of the mean and variance of the distribution. The test results show that the approximations give high accuracy in the range from 10 to 10000, and the more importance is that one can modify the fitting parameters in the method to obtain approximations for other ranges.

AB - Several integrals impose excessive computational burden in the solution of the minimum distribution of two normally distributed variables each with the same mean and variance. To overcome the inefficiency, this paper first investigates the probability and maximum value of deviation occurrence between the normal distributions, and then proposes an approximation method of the mean and variance of the distribution. The test results show that the approximations give high accuracy in the range from 10 to 10000, and the more importance is that one can modify the fitting parameters in the method to obtain approximations for other ranges.

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KW - Minimum distribution

KW - Normally distributed variable

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He Z, Huang A. Approximating the minimum distribution of two normally distributed variables each with the same mean and variance. In Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012. 2012. p. 103-107. 6274687. (Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012). doi: 10.1109/CSO.2012.31

Approximating the minimum distribution of two normally distributed variables each with the same mean and variance

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Conference

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ASJC Scopus subject areas

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