Planetary Spacecraft Navigation by James Miller

Author:James Miller
Language: eng
Format: epub, pdf
ISBN: 9783319789163
Publisher: Springer International Publishing

Another approach is to order the Monte Carlo samples from low to high and estimate the probability level directly from the sample. For example, the cumulative 99% probability level may be estimated from a sample size of 500 by determining the fifth largest sample. On the average, 1% or about 5 samples will be above the 99% cumulative probability level. A problem with estimating probability levels from the tails of a distribution is the uncertainty or confidence associated with these estimates. By application of order statistics using the binomial distribution, the confidence level associated with estimates of the cumulative probability may be determined.

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