Page 95 - Using ANSYS for Finite Element Analysis Dynamic, Probabilistic, Design and Heat Transfer Analysis
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82  •   using ansys for finite eLement anaLysis

                                              e − x  2  2 /
                                        fx () =
                                                2p

                    Figure 3.2 shows the standard normal pdf.


                3.2.2.2  Cumulative Distribution Function

                The formula for the cdf of the normal distribution does not exist in a  simple
                closed formula. It is computed numerically. Figure 3.3 shows the normal cdf.


                3.2.2.3  Common Statistics

                 Mean                       The location parameter m
                 Median                     The location parameter m
                 Mode                       The location parameter m
                 Range                      Infinity in both directions
                 Standard Deviation         The scale parameter s
                                              /
                 Coefficient of Variation   sm
                 Skewness                   0
                 Kurtosis                   3


                3.2.2.4  Parameter estimation

                The location and scale parameters of the normal distribution can be esti-
                mated with the sample mean and sample standard deviation, respectively.


                3.2.2.5  Comments

                The Gaussian or normal distribution is a very fundamental and commonly
                used distribution for statistical matters. It is typically used to describe the
                scatter of the measurement data of many physical phenomena. Strictly speak-
                ing, every random variable follows a normal distribution if it is generated by
                a linear combination of a very large number of other random effects, regard-
                less of which distribution these random effects originally follow. The Gauss-
                ian distribution is also valid if the random variable is a linear combination of
                two or more other effects if those effects also follow a Gaussian distribution.
                    For both theoretical and practical reasons, the normal distribution is
                probably the most important distribution in statistics. For example:
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