THE TWO-DIMENSIONAL PROBABILITY DISTRIBUTION OF RANDOM SEQUENCE WITH A GIVEN CORRELATION BETWEEN ADJACENT VALUES

This article examines the two-dimensional probability distribution of random sequence with a given correlation between adjacent values.There are five random sequence probability distribution rules to be considered. All of them are widely used in the metrological analysis.

Authors: M. T. Rzieva

Direction: Instrument Engineering and Information Technology

Keywords: Random sequence, correlation of adjacent values, normal distribution, uniform distribution, Simpson's rule, arksinusoidalny distribution, Rayleigh distribution, two-dimensional probability distribution, histogram, the depth of correlation

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