Open AccessA hybrid multivariate Normal and lognormal distribution for data assimilation
Author(s) -
Fletcher Steven J.,
Zupanski Milija
Publication year - 2006
Publication title -
atmospheric science letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.951
H-Index - 45
ISSN - 1530-261X
DOI - 10.1002/asl.128
Subject(s) - log normal distribution , multivariate statistics , bayesian probability , data assimilation , mathematics , multivariate normal distribution , statistics , distribution fitting , inverse wishart distribution , econometrics , probability distribution , meteorology , geography
In this article, we define and prove a distribution, which is a combination of a multivariate Normal and lognormal distribution. From this distribution, we apply a Bayesian probability framework to derive a non‐linear cost function similar to the one that is in current variational data assimilation (DA) applications. Copyright © 2006 Royal Meteorological Society