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Probability of Events in Equations

Probability of Events in Equations

Probability of Events in Equations


This may be an easy question, but I would like to know how to incorporate the probability of an event in a linear (or non linear) equation.

For example, say I have the following linear equation: Y = (100X * W) + 20T + 10M - 50.

I collect data from an experiment, and find values X, W, T and M - no problem, I can now find Y. However, I found that W only has a 25% chance of occurring for any given experiment.

Can I (or how do I) incorporate this probability into my equation to produce a more accurate model?


RE: Probability of Events in Equations

Your question seems to be apples and oranges. How is incorporating non-data going to improve accuracy? Is the actual phenomenon that random? Rather than spending time trying to account for this W not being there at all, shouldn't you be spending time re-vamping the experiment to be more reliable?

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RE: Probability of Events in Equations

You don't know in advance whether W occurs? If W "does not occur" does variable W = 0, or some other random value, and if "W does occur", does variable W have a finite value or a range?

RE: Probability of Events in Equations

In the more complex case of running cars over roads, where there is a finite probability that we will hit a particular bump at a particular speed, we get round that sort of problem by running a monte carlo analysis where the variables are randomly set for a whole bunch of runs. We then linearise the resulting responses. For instance we might be worried about the effect of jounce bumper engagement travel on the fatigue life of the spring tower, the output would be some sort of load factor vs travel. We don't know (or even care about) the exact combination of bumps that would maximise the loads, for a given travel.

Is that what you were thinking of?


Greg Locock

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