13.42 Design Principles for Ocean Vehicles
Spring 2005
1. Gaussian Distribution
Distributions of random variables are often gaussian in shape, or can be approximated as
such. The gaussian density function is described by the probability density function
f ( x) =
1
e
2πσ 2
− ( x− x2)
2
2σ
(1)
which is symmetric about x . Given this pdf the cumulative probability of x is
x−x
1+ erf
σ
F ( x) =
2
(2)
where erf is the error function:
erf (ζ )
1
2π
∫
ζ
0
2
e− y / 2 dy
(3)
For an approximately normal function (with Gaussian distribution) then
68% of events fall within 1σ
95% of events fall within 2σ
97.7% of events fall within 3σ
2. Poisson distribution
Discrete events occur randomly in time with the following probability as δ t → 0 :
λδ t
to have 1 occurence in time interval δ t
to have 0 occurrences in time δ t
1 − λδ t
0
to have more than one occurence in time δ t
(4)
Thus the probability to have k occurrences within a finite time t can be shown to be
P(k in t) = e − λt
(λ t ) k
k!
(5)
This can be useful when designing platforms that require less than k occurrences of an
event in a certain time t (e.g. less than ten times water on deck in one day).