,*
CRC 432 / July 1980
A REPRINT OF "A METHOD OF ESTIMATING PLANE VULNERABILITY BASED ON DAMAGE OF SURVIVORS" BY ABRAHAM WALD
Abraham Wald
CENTER FOR
NAVAL ANALYSES
Approved for public release; distribution unlimited
This Research Contribution does not necessarily represent the opinion of the Department of the Navy
4
*
O
MEMORANDUM FOR DISTRIBUTION LIST
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Subj: Center for Naval Analyses Research Contribution 432
<B Encl:
(1) CRC 432, "A Reprint of 'A Method of Estimating Plane Vulnerability Based on Damage of Survivors' by Abraham Wald," July 1980
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1. Enclosure (1) is forwarded as a matter of possible
interest.
2. This Research Contribution contains a series of
memoranda written by Abraham Wald of the Statistical
Research Group at Columbia University during World War II.
Unfortunately, this work was never published externally, although some copies of his original memoranda have been available and his methodology has been employed in the analysis of data from both the Korean and Vietnam Wars.
•o It is published by CNA not only as a matter of historical
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interest but also because the methodology is still relevant,
3. Research Contributions are distributed for their
potential value in other studies and analyses. They do not necessarily represent the opinion of the Department
of.the Navy.
an affiliate
of the University of Rochester
PHIL E. DePOY Director Operations Evaluation Group
Subj; Center for Naval Analyses Research Contribution 432
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CRC 432 / July 1980
A REPRINT OF "A METHOD OF ESTIMATING PLANE VULNERABILITY BASED ON DAMAGE OF SURVIVORS" BY ABRAHAM WALD
Abraham Wald
Operations Evaluation Group
CENTER FOR NAVAL ANALYSES
2000 North Beauregard Street, Alexandria, Virginia 22311
Pa
'
;
^{:} :Part'' _{'}
i.
Page
iii
Proipabilities That"
.'•'
•''•
•
•
~

'
"
l;y: ^{:}^{:} :i. Hits
:

*
•

''
•'' •
''•'
.•.'.v.'."
'••" •
:••
Number of Hits
 ^{l}
v;.j.
.•iA.>; ^{:} . ••
•
•
•
••.
11
of';the; ^{:} :Probl^p';y _{;} That; X Plane Will
^6i;i^^
i^^nK ^{:} 'a'nd;'Mait _{:} :ip0'tii::^^2i&of;.;;the^ _{:} :Probabiiity ^{:}^{;} b^. a; Under Some Furthfer
;
:
:
IsEhto Seyera 1 Equ i
to Dif ferent 'Type;s
"'
'
•
•
22
39
56
66
75
78
THIS PAGE INTENTIONALLY LEFT BLANK
.
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ifense
; •.:.'/•• '•• Y
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• "•
Research Coinmitfeee.
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separately, but
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THIS PAGE INTENTIONALLY LEFT BLANK
PART I
AN EQUATION SATISFIED BY THE PROBABILITIES THAT A PLANE WILL BE DOWNED BY i HITS ^{1}
INTRODUCTION
Denote by P. (i = 1,2, will be downed by i hits.
ability that a plane will be downed by the ith hit knowing that
the first i  1 hits did not
ad inf.) the probability that a plane Denote by p. the conditional prob
down the plane.
Let Q.
=
1  P. and
,
q. 
= 
1 
 p. 
(i = 1,2, 
, 
ad inf.). 
It is clear that 
^{Q} i ^ 

and 
Suppose that p. and P. (i = 1,2,
mation consists only of the following data concerning planes participating in combat:
)
are unknown and our infor
• The total number N of planes participating in combat.
(i = 0,1,2,
•
For any integer i
)
the number A. of
planes that received exactly i hits but have not been downed, i.e., have returned from combat.
A.
Denote the ratio 
^
by a. (i = 0,1,2,
)
and let L be the
proportion of planes lost. Then we have
a.
i=0
=
1

L.
(3)
1This part of "A Method of Estimating Plane Vulnerability Based on Damage of Survivors" was published as SRG memo 85 and AMP memo 76.1.
—1—
The purpose of this memorandum is to draw inferences concerning the unknown probabilities p^ and P^ on the basis of the known
quantities a , a , a.,,
etc.
,
To simplify the discussion, we shall neglect sampling errors, i.e., we shall assume that N is infinity. Furthermore, we shall assume that
0<p.< l
(i =
1, 2,
.
.
.
,
ad
in f.) .
From equation 4 it follows that
0
< P^
<
I
(i = 1,2,
,
ad inf.).
(5)
(4)
We shall assume that there exists a nonnegative integer n such
that a _{n} > 0 but a.^ =
0 for i > n.
We shall also assume that there exists a positive integer m such that the probability is zero that the number of hits received by
a plane is greater than or equal to m.
integer with the property that the probability is zero that the
number of hits received by a plane is greater than or equal to
m ^{1} .
hits is positive. We shall
Let m ^{1} be the smallest
Then the probability that the plane receives exactly m ^{1}  1
prove that m' = n + 1.
Since a _{n} > 0,
it is clear that m ^{1} must be greater than n.
cannot be greater than n + 1, let y be the proportion of planes
To show that m'
that received exactly m ^{1}  1 hits.
y(l  P^^) = _{m} '_i«
a
i.e., m'< n + 1.
Denote by x (i = 1,2,
downed by the ith hit to the total number of planes
participating
x. = 0 for i > n.
Then y > 0 and
a
Since y > 0 and 1  P _{m} i_ _{1} > 0, we
have
0.
Since
a. = 0 for i > n, we see that m ^{1}  1 < n,
i
—
Hence, m ^{1} = n + 1 must hold.
)
the ratio of the number of planes
Since m' = n + 1, we obviously have
m —1
,
,
>
in combat.
It is clear that
n
y
£l
x. = L =
1
1

a
o
a , 
1

a
n
.
(6)
2
CALCULATION
O F x.
•I.
IN TERMS O F a
\J
,
a,,
_L
,
a
11
,
p
J.
,
,
p
II
Since the proportion of planes that received at least one hit is equal to 1  a , we have
(7)
The proportion of planes that received at least two hits and the first hit did not down the plane is obviously equal to
1

a
 a,
 x,.
Hence,
x _{2} = p _{2} (l 
In general, we obtain
Putting
^{c} i ^{=}
 ^{1} ~ ^{a} o
~ ^{a} l ~
*
equation 9 can be written
ct
, ~"X ,
.
11
1
*™*X,,
2
*••
^ X 
(8)
i
11
(i 
= 2,3, 
,n) 
(9) 
(11) 
Substitutin g i  1 fo r i , v/e obtai n from equatio n 1 1
"• ^{+} ^{X} i2 ^{}}  ^{P} i
Dividing by p _ , , v/e obtain
x.
^ ±
*J'_1
+ (x, +
J.
+ x.
i
^
)
=
c
XJ .
3
(i = 3,4
n).
(13)
Adding x. , j 1  ———
\
^{i}
'
^{1} /
] = ———— ^{x} 'i
^{1} " ^{1}
equation 13, we obtain
x
+
+X
.
l
=c .
i
— ——x .
^{p} i_i
1
*° both sides of
~
(i = 3,4,
,n+l).
From equations 11 and 14, we obtain
x .
i
Hence
+ p .
L
Ic .
1
~'
,  — —  x . , 1 = p
1
^{1}
~
.
c .
.
(14)
(15)
x _{i} = p _{i} (c _{i} _{~}
Let
^{d} i ^{=} ^{p} i ^{(}^{c} i  ^{c} il ^{)} ^{=}  ^{p} i ^{a} il
and
p.q. ,
t.
^{1}
=
^
^{P} il
(i = 3,4,
(i = 3,4,
,n)
,n).
(17)
(10)
Then equation 16 can be written as
^{X} i ^{=} ^{d} i ^{+} ^{f}^{c} i ^{x} il
^{(}^{i} ^{=} 3,4,
,n).
(19)
Denote p^(l  a ) by d,, ~P _{2} ^{a} i ^{b} V ^{d} 2' ^{a}^{n}^{d}
have
P
2 ^{q} l
~~p—
^{b} ^{y} ^{f}^{c} 2' ^{t}^{n}^{e}^{n} ^{w}^{e}
x _{l} = d _{l} an
X _{2} =
4
From equations 19 and 20, we obtain
x _{l} =d _{l}
^{x} ij?! ^{d} j ^{t} j+l ^{t} j+ 2 '•• ^{f}^{c} i ^{+}^{d} i
^{(}^{i} ^{=} ^{2}^{,}^{3}^{,}
,n).
^{(}^{2}^{1}^{)}
EQUATION SATISFIED BY q _{J}_{L} ,
,q
n
To derive an equation satisfied by
qj_,
,q
, we shall express
n
Y* x.
in terms of the quantities t. and d. (i = l,
,n).
Substituting i for i  1 in equation 14, we obtain
j=l
Hence, in particular
Since c
n
n
n1
 L = a , and since t
,
^{.}
t
=
obtain from equation 23
n1
d.
Dividing by q,
q and substituting pa
—5—
(22)
(23)
n = L
,
_{'} _{W}_{e}
(24)
for d., we obtain
^{a} nl
^{a} n
^{q} l '•• ^{q} n
n1
^{p} ^
^{a} nl
^{q} l '•• ^{q} nl
a
!
31
d,
JL
(25)
n a •
or
^{n}
=
1

a
.
(26)
If it is known a priori that q, =
is completely solved. The common value
root (between 0 and 1) of the equation
= q , then our problem
of q, ,
,q
is the
n
Y
f^1
a.
4
1
3=1 q ^{j}
It is easy to see that there exists exactly one root between zero
an d one .
shall investigate the implications of these inequalities and equation 26 later.
W e ca n certainl y assum e tha t q , >_ q ~ ^_ ••• >_ q . W e
ALTERNATIVE DERIVATION OF EQUATION 26
Let b be the hypothetical proportion of planes that would have been hit exactly i times if dummy bullets would have been used.
Clearly b^ >_ a^.
Denote b^  a^ by y^ ( i = 0,l,2,
,n).
Of
course, b
= a _{Q} , i.e., y _{Q} = 0.
We have
n
X) b^ = 1. Clearly
j=0
6
y _{i} = P _{i} b _{i} = P _{i} (a _{i} + _{y}_{i} )
(i = l,2,
,n).
Hencej
P _{i}
y . = =.
a.
1  gjL
q
t a A
= ———— i————— i a. = ——— ——— 
Since
n
£ y. = L, we obtain from equation 28
i
(27)
(28)
 •' •
.This equation is the same as equation 26.
This is a simpler
derivation than the derivation of equation 26 given before. However, equations 21 and 22 (on which the derivation of equation 26 was based) will be needed later for other purposes.
As mentioned before, equation 29 leads to a solution of our
problem if it is known that q. =
memorandum (part II) we shall investigate the implications of
equation 29 under the condition that q,
= q . In the next
_> q _{0}
_>. ^
•
NUMERICAL EXAMPLES
N is the number of planes participating in combat.
A , A,, A _{2} ,
,A 
are the number returning with no hits, one hit, two hits, 
,n 
hits, respectively. Then 
A.
^{a} i ^{=} ~
(i = 0,1,2,
,n)
i.e., a. is the proportion of planes returning with i hits. computations below were performed under the following two assumptions:
7
The
• The bombing mission is representative so that there is no sampling error.
• The probability that a plane will be shot down does not depend on the number of previous nondestructive hits.
Example 1;
Let N
= 400
and A _{Q} = 320
& _{1} =32
A
=2 0
^
then a _{Q} = .80
_{a}_{;}_{L} = .08
a
= .05
^
A _{3} = 
4 
a _{3} = 
.01 

A _{4} 
= 
2 
a _{4} = 
.005 
A _{S} = 2 
a _{5} = 
.005 
We assume q
a plane surviving
did not down the plane.
Then equation 26,
= q
£*
=
= q
J
= q., where q. is the probability of
L
_L
L
the ith hit, knowing that the first i  1 hits
n
a.
Z TT——1 _{q} _{j}
reduces to
n
a.
£
i
D=l • i q D ^{j}
=
1 
a
Substituting values of a.
.08 
.05 
.01 
.005 
.005 
—— + ——2 ^{+} ——3 
——4 
———5 
q
q
q
q
q
or
.200q ^{5}  . 080q ^{4}  .050q
 .OlOq ^{2}  . 005q  .005 = 0.
The BirgeVieta method of finding roots described in Marchant
Method No. 225 is used
q = q. = .851, p. =
being downed by the ith hit, knowing that the first i  1 hits did not down the plane.
x. equals the ratio of the number of planes downed by the ith
hit to the total number of planes participating in combat. Using equation 9
to solve this equation (table 1).
We find
.149 where
p. is the probability of a plane
^{X} i ^{=} ^{P} i ^{(}^{1}  ^{a} o  ^{a} l  '••  ^{a} il  ^{X} l  ^{X} 2  •'•  ^{X} il ^{)}
for n = 5, we obtain
X _{3}
=
 a _{Q} ) = .030
^{=} »013
P _{3} (1 _{~} a _{o} _{~} a _{l} _{~} a _{2} _{~} X _{l} _{~} X _{2} ) = _{*} 004
(i = 2,3,
,n)
^{X} _{4} ^{=} P _{4} < ^{1} ~ ^{a} o ~ ^{a} l ~ ^{a} 2 ~ ^{a} 3 ~ ^{X} l ~ ^{X} 2 ~ ^{X} 3 ^{}} ^{=} ' ^{U}^{0}^{2}
^{X} 5 ^{=} ^{P} 5 ^{(}^{1}  ^{a} o ~ ^{a} l ~ ^{3} 2 ~ ^{a} 3 ~ ^{a} 4  ^{X} l ~ ^{X} 2~ ^{X} 3 ~ ^{X} 4 ^{)} ^{=} '
Example 2; a,. = .05.
5
p =
X _{5} =
1

q
=
Let a
= .3,
a, =
.2, a
= .1, a
= .1, a
= .05, and
Then the following results are obtained:
q = .87,
.13, x, = .09, x
i
—
% \j *s f
'*•'')
9
= .05, x., = .03, x. = .02, and
•
\j j i
"3
—
•*.'»,
A
The value of q in the second example is nearly equal to the value in the first example in spite ot the fact that the values a.
(i = 0,1,
,5)
differ considerably. The difference in the
values a. in these two examples is mainly due to the fact that
the probability that a plane will receive a hit is much smaller in the first example than in the second example. The probability that a plane will receive a hit has, of course, no relation to the probability that a plane will be downed if it receives a
hit.
1
.
Assume
.20 0
.20 0
_{.}_{2}_{0}_{0}
q

1

.080
+
.200
y .
+ .12 0
+
.20 0
.05 0
+ .12 0
+ .07 0
+ .32 0
_{+} _{.}_{3}_{9}_{0}
.01 0
+ .07 0
+ . 060
+ . 390
+ .450
.005
+ .06 0
+ .05 5
+ .45 0
.00 5
+ .05 5
+ . 050
=
+.505 " A.
A
y  —— «= 1  .0990  .9010
Assume 2. q = 
.9010 = y 

. 2000 
. 0800 
.0500 
.0100 
+ . 1802 
+.0903 
+. 0363 

.2000 
+. 1002 
+.0403 
+. 0263 
+.1802 
+. 2526 
+. 2639 

_{.}_{2}_{0}_{0}_{0} 
+.2929 
+.2902 
.0050 
.0050 
+.0237 
+.0168 
+ .0 187 
+.0118 = B _{(} 
+.2615 
+.2802 = B.
f   = .9010  .042113 = .858887
3. Assume q = .858887
_{.}_{2}_{0}_{0}_{0}_{0}_{0} 
.060000 .050000 .010000 .005000 .005000 

+.171777 +.078826 +.024758 
+.012675 +.006592 

.200000 
+.091777 +.028826 +.014758 +.007675 +.001592 

+.171777 +.226363 +.219179 +.200925 

.200000 
+.263554 +.255189 +.233937 +.208600 = C 
y
4
= y
3
  = .858887  .007632
C
Assume q = .851255 = y
.2000000 +.080000 .050000 .010000 .005000 .005000
+.170251
+.076827
+.022837 +.010928 +.005046
_{.}_{2}_{0}_{0}_{0}_{0}_{0}_{0} +.090251 +.026627 +.012837 +.005928 +.000046 = D
+.170251
+.221754 +.211606 +.191058
.2000000 +.260502 +.248531 4.224443 +.196986 = D
.851255  .000234
10
.851021
PART II
MAXIMUM VALUE OF THE PROBABILITY THAT A PLANE WILL BE DOWNED BY A GIVEN NUMBER OF HITS ^{1}
The symbols defined and the results obtained in part I will be used here without further explanation. The purpose of this
i
memorandum is to derive the least upper bound of X.= Y^ x. and
^{1} J=l ^{D}
that of P. (i = l,
<3i .> ^2  '** * '  ^{q} n*
First, we shall show that X. is a strictly increasing function
of p. for
us study the effect of this change on x,,
,n)
under the restriction that
j _<
i
Let us replace p . by p . + A (A > 0) and let
,x.
Denote the
.
changes in x A^ = , = A. ^ = 0. ,x. 
by A , ,A., respectively. Clearly, It follows easily from equation 9 that 

A . > 0 and 
Hence,
AJ +
^{A} j
A _{j}_{+}_{1} = (1  P _{j}_{+}_{1} ) AJ > 0.
Similarly, we obtain from equation 9
Hence,
^{A} j
'
In
^{A} j
^{+}
general
AJ
+
^{A} j _{+} l
A _{j}_{+} _{1}
^{+}
+
^{A} j +2 =
+
^{(}^{1}

A _{j} _{+} _{k}
Pj _{+} 2>
=
(1

< ^{A}

Pj+l>
P _{j}_{+}_{1} )
^{A} j
(1
>

°'
P _{j}_{+}_{k} )
AJ >
(k
=
1,
., ij
)
Hence, we have proved that X. is a strictly increasing function
of P.
(j
=
1,
,i).
JThis part of "A Method of Estimating Plane Vulnerability
Based on Damage of Survivors" v/as published AMP memo 76.2.
AM D
m^imr^ i
"7 £
~)
as SRG memo 87 and
11
0
On the basis of the inequalities p.>_ p.
, we shall derive the
least upper bound of X
shall admit 0 and 1 as possible values of p. (i = l,
making the domain of all possible points (p,,
closed and bounded subset of the ndimensional Cartesian space. Since X. is a continuous function of the probabilities p,, p ,
etc. (X is a polynomial in p,,
and coincides, of course, with the least upper bound. Hence, our problem is to determine the maximum of X
For the purpose of this derivation we
,p.),
,p
,n), ) to be a
thus
the maximum of X. exists
First, we show that the value of X. is below the maximum if
Assume that p
integer for which p, > p
for j = l,
p
> p
> p.
and let k be the smallest positive
>
i.
Let p ^{1} . = p
D
J
(1 +
,n,
e)
! Obviously k
K
,kl,
and p\ = p. (1  n ) for j = k,k+l,
where
n
e > 0 and
23 x ^{1} = L (xj. is
n is a function
n( e ) of e determined so that
the proportion of planes that would have been
brought down with
probabilities). Since X
function of p , such a function
ciently small e the condition p ^{1} _< p' _<
Since p' > p. (j = l,
depend on p ^{1}
p,,
the jth hit if p',
,p
(r = l,
n( e ) exists.
,i),
,p'
were the true
,n)
is a strictly monotonic
that for suffi is fulfilled.
, it is clear that for sufficiently small
It is also clear
£ p ^{1}
we see that X* > X. (X. does not Hence, we have proved that if
for r > i).
,p
is a point at which X. becomes a maximum, we must have
p _{i} =
Now we shall show that if X. is a maximum then p, = p, _{;} =
For this purpose assume that p. > p
tradiction.
Since p.> p., we must have j < i.
r
and we shall derive a con
Let
j be the greatest integer for which p.= p,.
Let p ^{1} = p (1 + e ) for
(
1

1 ) for r = j + l,
,i,
where
= l,
,j
and p ' = p
= p.
i
i
e
probabilities p',
> 0 and n is determined so that V
_{t} p'. _{r} p. ,,
,
p
xl = V x, . Then for the
_{k} ti ^{k}
_{k} ti ^{k}
the proportion of lost
12
planes is not changed, i.e., it is equal to L.
Now let p ^{1} = p!
for r > i. to p»
Then the proportion L ^{1} of lost
planes corresponding
_{f} p^ is less than L.
Hence, there exists a positive
A so that the proportion L" of lost planes corresponding to the
probabilities p" = p' (1 +
A ) is equal to L.
But, since p" > p ^{1}
(r = l,
,i)
i
i
i
we must have ]P x" > £ x^ = ^ x
j=l ^{D}
j=l ^{J}
j=l ^{D}
Hence, we
arrived at a contradiction and our statement that p, = P _{2} ^{=} ••• ^{=}
p. is proved. when p, = p
Thus, we see that the maximum of X. is reached
= p
.
=
LEAST UPPER BOUND OF P _{i}
Now we shall calculate the least upper bound of P
the values 0 and 1 for p., the maximum of P. exists and is equal
to the least upper bound of P
maximizing P^
Admitting
Since P. = 1  q
q^.
q., We know that
is the same as minimizing q^
q,, 
,q 
are subject to the restriction 
n 
a • 
Z. _{q}_{j} _
.?. q. =
1  ^{a} o
•
< ^{3}^{0}^{)}
Let q?,
equation 30) for which q,
show that
Consider the set of probabilities q ^{1} = q ° fo r r <_ 1 an d q ^{1} = q?
for r > i.
,q°
be a set of values of q,,
= q
,q
(satisfying
< q.
q becomes a minimum.
. Suppose that q
First, we
.
q. = q. ,=
Then
n
a.
i—— ^{3} ——r
q
••• q
<
1

a
13
Hence, there exists a positive factor
= ^{q}
a
.
^{} a
A < 1 so that
where q ^{1} ' =
q;g »
\q! (i = l,
ql < q ° q °
,n).
q °
Then
in contradiction to our assumption that q?
Hence, we have proved that q. =
= q
q? is a minimum.
Now we show that there exists at most one value j such that
1 > q° > q? . Suppose there are two integers j and k' such that
1 > q. 2.^k ^{>} ^{q} i * ^{L}^{e}^{t} 3* k ^{e} the smallest integer for which
q., = q.
D
D
and let k
1
be the largest integer for which q?, = q° ,
K
K
Let q^ , = (1 + e) q°, , q~ _{k} ,= _{±} * _{£} q°, (£ > 0), and q" _{r} = q°
for
r ^
—
qJ,
l
j
'
,
^
k ^{1} .
— q. — q, o
^l
^1
Then
n
QJ* ^
q
^l
and
>
6
a
———————— r < , 1 , — a
—
—
r=l ^{q} l •• ^{q} r
Hence, there exists a positive factor
a, ±——r r=l ^{q} l *"* ^{M} r
n
=
1

a
X < 1 such that
o
.
wher e q * =
Xq"
.
Bu t q *
q^f <q i ••• q  ^{=}^{<} 3 i ••• ^f v/hich
contradicts the assumption that q, proves our statement.
q. is a minimum. This
14
It follows from our results that the minimum of q _{1} is the root of the equation
n a _{r}
E
F
r=i q
=
i  ^{a} o
•
02)
Now we shall calculate the minimum of q^q^. First, we know that
q. = q
q.q _{?} under the restriction
(i >L 2) if ^.^y be a minimum.
Hence, we have to minimize
Using the Lagrange multiplier method we obtain the equations
2
^{a} ^{+}
a
^{+} ~ ^{+} ' ^{+} \ ^{=} °
< ^{3}^{4} >
(Lagrang e multiplie r = A.)
+
2a
,*.+
(n  l)a
+
———
,
=
o .
(35)
Because of equation 33, we can write equation 34 as follows
^{q} 2 
q q
Substituting for X in equation 35, we obtain
2a.
£
O
3a _{4}
2.
^
j.
15
***
(n  l)a
li
r^
T
I

n
* —
or
2a _{3}
{n _{~} 1)a _{n}
On the other hand, from equation 33 we obtain
Equating the righthand sides of equations 37 and 38, we obtain
a
2a.
3a _{5}
(n  2)a
—— ^{+} —— ^{+} T ^{+} '•• ^{+} — — Z=I——
q
q
q
q

0.
(39)
It is clear that equation 39 has exactly one positive root. root is less than or equal to 1 if and only if 
The 

a., + 2a. + 3a _{5} + 
+ (n  2)a 
<_ aj^ 
. 
(40) 
Equations 38 and 39 have exactly one positive root in q, and 
q _{y} . 
We shall show that if the roots satisfy the inequalities 1 _> q then for these roots q^q^ becomes a minimum. We can assume
_> q
that 2 < n, since the derivation of the minimum value of q,
q
will be given later in this memorandum.
It is clear that for any
a
l
value q, > ^——— — equation 38 has exactly
q _{?} .
one positive root in
x
x — a _{o}
Denote this root by
<t>(qi). Hence,
^(qi) is defined for
all values q
j.
n
>
a
i
^————
j.
~*
^{a} o
.
i t i s eas y t o se e tha t
16
,
lim 
<f> (q 
) 
= 
+ co 

Hence 
(assuming 
a 
> 
0) 

lim 
ij> (q , 
) 
= 
+ 

where 
_{} 
_{q} 
It
is
clear
tha t
lim
<f>(q
}
=
0.
Since
a
n
>
0,
it
follows
from
equation 38
q,»oa.
But
that q, [ ^(q,)]"*" "*" has a positive lower bound when
then, since n > 2, lim
q, ^(q,) = + oo. From
the relations lim
(p(q,) = lim
_{=}
_{+} _{°}_{°}
_{i}_{t} _{f}_{o}_{l}_{l}_{o}_{w}_{s}
that the absolute minimum value of tp(q _{1} ) is reached for some
positive value q, . positive root in q
must be reached for this root.
Since equations 38 and 39 have exactly one
and q , the absolute minimum value of
^(q,
This proves our statement that
becomes a minimum con
if the roots of equations 38 and 39 satisfy the inequalities
_{>}_{^} _{q}
_{>}_{_}
the n fo r thes e roots q,q _{2}
sistent with
not satisfied by the roots of equations 38 and 39, then q
equal either to 1 or to q
either
our restrictions on q, and q.
If 1 >^ q,
_{q}
and the minimum value of q^q^ is
2 , where q is the root of the equation
<j>(l) or q
_{i}_{s}
is
17
n
a
_
q ^{r}
=
i

_{a}
How we shall determine the minimum of q, First, we determine the minimum M. , of q,
striction that q _{2} = q the restriction that
q. (2 < i < n). q. under the re
Thus, we have to minimize qiqV" under
^{q} l
^{q} l ^{q} 2
^{q} i ^{q} 2
^{"}^{n}
^{q} l ^{q} 2
 _{a}
_{(} 40a)
Using the Lagrange multiplier method, we obtain
and
\
/
(41)
<i

i2
^{1}^{)}^{q} l ^{q} 2
X
q T
^{1}
/ ^{a} 2
4
\ ^{q} 2
^{2}^{a} 3
^{+} ~ r
^{q} 2
^{+}
—— ^{+}
^{(} ^{n}
"
———rT
^{q} 2
^{1}^{)}^{a} n
/ (41a)
Substituting ^————— for X (the value of X obtained from
i
~ cl o
equation 41), we obtain
^{0}
'a _{2}
^{q} _{2}
2a _{3}
^{q} _{2}
(n  l)a _{n}
^{q} _{2}
(42)
Prom
equation 40a
,
~~
J *™
a.
.
o I
a
1
 
 
a
+ 
,»
q 2
+'
+
a
——
f~+
q 2
~
1
=
0
.
(43 )
18
From equations 42 and 43, we obtain
(i  2)a 
(i  3)a 
(i  n)a 

(i  I)a _{1} + —————— 
+ ———^—— + 
+ ————— 
= 0. 
^{q} 2
^{q} 2
^{q} 2
(44)
From Descartes' sign rule it follows that equation 44 has exactly one positive root.
Let q, = q, and q_ = q»
be the roots of
the equations 43 and
44. If 1 > q° > q°
~~
L
~~
^
then M.
1 J.
= q^q?)
1
£•
1 _{"} 1
. If 1 > q° > q° does
"~
1
^"
£
not hold, then M. , is either (q ^{1} ) ^{1} or (q ^{1}^{1} ) ^{1} " , where q ^{1} is the root of the equation
and
j
n
a.
L ——^T  1  ^{a} _{0}
=l (q') ^{1}^{1}
°
q"
a
1
is
the
a
+ —
_• !
q
root of
a
+ ———^
/
I
I
\
^
the
+
(45) 

equation 

a 

+ ——"—y 
= 
1 
 
a 
. 
(46 ) 

/ 
ll\l*J 
 
** 
Let M _{i}_{r} (r = 2,
restriction that q, =
be calculated in the same way as M. ,; we have merely to make the
substitutions
,il)
^
be the minimum of q,
= q
^
, = 1 and q
^
q.^ under the
= q
^i
Then M. can
ir
.,
*
n 
= 
n 
 
^{a} o 
" 
^{a} o 

* 

* 

i 
= 
i 
 
^{+}
r 
+ 
1 

^{a} l 
^{+} 
••• ^{+} ^{a} rl 

* 

i 
(] ^{=} l, 
,n 
) 

j 
= 
1, 
,n 
) 

r 
+ 
1, 
and we have to calculate the minimum of q,
have to solve the equations corresponding to equations 43 and 44,
q.^ . Thus, we
i.e., the equations
19
^{a} o \
*
^{a} ?
q _{2}
^{a}^{n}^{d}
*
*
*
*
(i  2)a
(i  Da. + ——————— 
*
*
<3 _{2}
*
(i
*
*
 3)a
+ —————— ——• +
*
<<3 _{2} )
*
^{a} ^
<q _{2} )
*
^{a} n
<q _{2} )
n*l
(43*)
*
(i
*
*
 n )a *
+ ———————————
* n*l
^{(}^{q} _{2} ^{}}
^{(}^{4}^{4} _{*}_{>}
= 0.
Let q, = v, and q« = v _{9} be the positive roots of the equations
*
43* and 44*.
If 1 _> v, >_ v , then M.
= v v^ ~ ^{1}
~ "~
JL
" "
^
\.\JL£ *
*
.
does not hold, then M.
*
is equal to either (v ^{1} ) ^{1} or
If 1
(v") ^{1} ~ , where v ^{1} is the positive root of the equation
*
*
n
a.
>_ v
\.
>_ v
£*
and v" is the positive root of the equation
*
^{a} n
^{a} o
(v») ^{2}
^{a} _{n} *
(v») ^{n} 
The minimum M^ of q,
smallest of the i  1 values M. ,,
q . ( i = 2,3,
IX
,
M.
1/1—i
.
,nl)
,
.
is equal to the
Now we shall determine the minimum of q
the minimum is reached when q, =
this is not true and we shall derive a contradiction^
the smallest integer for which q. < 1 (j < n).
q . We show that Suppose that
Let j be
Let q. = (1 +
= q _{n} _i = 1«
e)q.
_
(e > 0), q _{n}
q
_
= _{±} _{+} ^{n} _{e} , and q _{r} = q _{r} fo r al l r ji j» / n .
Then q
.
.
. q
.
.
. = q
.
.
.
q
and
20
n
E .
r=l
 ^{a}
Hence, there exists a positive
n
r=l
q.
a_
A < 1 such that
where
q
^
=
Aq
_
J
*
But then q , .
the assumption that q,
q, =
minimum value of
q
=
< q
1«
_
=
q _{n}
i
n
^{a} o  ^{a} l 
q
q
= q
q in contradiction to
is a minimum. Hence, we must have
Then, from equation 26 it follows that the _{q} _{n} _{i}_{s} _{g}_{i}_{v}_{e}_{n} _{b}_{y}
 ^{a} nl
If i > 1 but < n, the computation of the minimum value of q, is involved,.since a large number of algebraic equations have to be solved. In the next part we shall discuss some approximation methods by means of which the amount of computational work can be considerably reduced.
21
PART III
APPROXIMATE DETERMINATION OF THE MAXIMUM VALUE OF THE PROBABILITY THAT A PLANE WILL BE DOWNED BY A GIVEN NUMBER OF HITS ^{1}
The symbols defined in parts I and II will be used here without further explanations. We have seen in part II that the exact determination of the maximum value of P. (i < n) involves a con
siderable amount of computational work, since a large number of algebraic equations have to be solved. The purpose of this memorandum is to derive some approximations to the maximum of P.
which can be computed much more easily than the exact values.
Let us denote the maximum of P. by P° and let Q? = 1  P? .
Thus, Q. is the minimum value of Q
mate values of P. (or Q.) we shall discuss some
that can be made in calculating the exact value P. (or Q.)
assuming 1 < i < n.
the smallest of the
make some simplifications in calculating M. (r = l,
Before we derive approxi
simplifications
We have seen in part II that Q. is equal to
i  1 values M. ,,
XX
, M.
X, X X
.
,.
We shall
,il).
For this purpose consider the equation
*"* ^{1} "" ^{(}^{4}^{7}^{)}
a
It is clear that for any value u > ;—————— — ———————— , equation
1
 a _{Q} 

a _{r}_{}_{1}
47 has exactly one positive root in v.
Denote this root by
<J> (u)
Thus, <f> (u) is defined for all values u > ^————————————
In all that follows we shall assume that a. > 0 (i = l, We shall prove that
,n).
u <J>(u)
_{(}_{4}_{8}_{)}
s part of "A Method of Estimating Plane Vulnerability Based on Damage of Survivors" was published as SRG memo 88 and AMP memo 76.3.
22
and
"*
>
l. _{(}_{u}_{)} *•*  .
_{+} .
.
(49)
u
It follows easily from equation 47 that if u»
then
hold. It follows easily from equation 47 that lim
r
~ _{a} o ~ •" ~ _{a} rl Since i > r, we see that equation 48 must
0 (u) = 0.
4>
(u) >• + CD .
u <£ (u) lnr
We also see from equation 47 that if u>o>, the product
must have a positive lower bound. Equation 49 follows from this
and the fact that lim
<j> (u)
= 0.
U Joo
We have seen
one positive root in the unknowns, q, and q~.
q
^1
From equations 48 and 49 it follows that u 10 (u) ^{1} ~ ^{r} is
in part II that equations 43* and
*
*
44* have exactly Let the root in
}.
be u° . Then the root in q_ is equal to
ir
^2
^
d> r ^{v} (u° ir
T
r
strictly decreasing in the interval •*—————————————— — < u < u? ,
1
 a _{Q} 

a _{r} _ _{1}
ir
and is strictly increasing in the interval u.
< u
< + <»
.
Denote by u' the positive root of the equation
u
It
equal
is
u
clear
to
the
u
that
u ^{1}
<
1 and
smallest of
the
4>
three
(u' )
=
u '
values
.
The
value
M.
(50)
is
'.a u° _{r}
A simplification in the calculation of M. can be achieved by
the fact that in some areas M
can
be determined without
calculating the value
u.
. We consider three cases.
Case A:
u£ ~4> _{r} ( u£)l ^{X}
23
In this case,
and
M.
ir
= u
1
r
I<j> r ^{v} (u») r I
T
1 _{"} 1
" if du =£ u U (u) ^{x} ~" > 0 for u =
M. ir 
=u. 
ir c> ^{T} r (u. v ir' ) 
if r— u <b (u) du y r ^{v} 
' 
< 0 for 
u = 
u 
1 r 
. 

Case B: 
u. 

In this case, 

and 
M. ir 
= 
U (l)r~ ^{I}  if £• uU (u) 
^{J} ~ ^{r} < 0 for u = 1 

[ 4> T 
1 . 
p 
i. 

r (u° ) ir 
^{x} _{"} ^{r} 
if 
_ ^2. du u 
I <b ^{Y} r 
(u)r~ I ^{r} 
> 
0 for 
u 
= 
1, 

Case C: 
u^ [*(u;)l i  ^{r} 

In this case, 

o f,. ^>(u o . ) ."Ii 

We 
ca n 
ir = u . ir easil y J I ir I calculat e th e 
valu e o f 
—r— u d u 
<b ^{r} r 
(u ) 
fo r 
u 
= 
u 1 r 

and 
u 
= 
1. 
In fact , we have 

~ ^{r} + 
( i  
r)u 

(51) 

d4> 
(u) 
dv 

r and —g— — = j— can be obtained from equation 47 as follows. 
24
Denote
a
_£
u
T
a .,
r+1
uv
T
n
uv
by G(u,v).
Then
d<)> _{r} (u) ~~du
d_v
du
1
U
1
u
a
r
\u
/•r+1
^
v ^{2}
,
r+1
uv
^{2}^{a} r+2
v ^{3}
hi
,
^{2}^{a} r+2
_{v}
,
,
^

,
"
uv ^{n}  ^{r} /
<"
^{+}
(n 
 
r) a 
\ 

v^ 
) 

 
"«n\ 
f 
nr+1
^{=}
^{<}^{t}^{>}
T
W*
^{(}^{u} ^{)}
\
(52)
/
On the oasis of equations
51 and 52, we can easily obtain the
value of
^{i}^{}^{r} for u = u ^{1} and u = 1 if u ^{1} and
<J> (1)
have been calculated.
(
u = 1, then v =
<J>
If u = u ^{1} , then
1) .
<f> (u)
= v
= u ^{1} ;
if
Since
$ (1) is equal to the root of the equation in v
f ,
it follows from equation 50 that
(53)
25
Thus, for carrying out the investigations of cases A, B, and C
for r = l,
,il,
we merely have to calculate u',
,u!.
If we want to calculate Q° for all values i < n, then it seems
best to compute first the n quantities uj,
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