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Model statistical structures

Colección

This third block is dedicated to the implications of the consistency constraints on the statistical families of distributions used when building stochastic models. In particular we show that some families cannot be used unless the random variable is dimensionless. In particular the dimensionless ratios provided by the Bauckingham theorem arise as natural candidates for these distributions. We also deal with how to define multivariate models and present underdetermined, overdetermined and strictly determined methods, indicating about some warnings when using these alternatives. In particular, we suggest the use of Bayesian networks as the best way of defining multivariate models, because of the fact that they always satisfy consistency and have a clear physical interpretation.

Autores Enrique Castillo
Fecha 17/09/2019 Idioma Ingles

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Contenido

Dimensional analysis and distributions. Model building

Some dimensional considerations are used to demonstrate that some families of distributions can be used only for dimensionless variables. The exact distribution of some mixtures of distributions are provided. The central limit theorem and the definition of infinitely divisible families of distributions are used to justify these models in practice.

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How to build multivariate models

We discuss how to define multivariate models in order to get consistency. Different ways of dealing with this problem are discussed, together with the associated risks. Finally, the Bayesian network models are presented with some illustrative examples.

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