Distribution Laws of Small Size Samples. Metrological Implementation

Abstract

In this paper is exposed an original technique to determine the empirical probability density function (pdf) and the empirical cumulative distribution function (cdf) and to estimate moments of any order, for a small size random sample (m=3 - 10) of a continuous random variable (rv). The efficiency of the proposed method is checked up by applying the Kolmogorov-Smirnov test to several series of pseudorandom numbers heaving known distribution laws. In the last part of the paper are presented the advantages of our method for distribution determination in metrological measurements, specially for destructive or expensive measurements.