• 한국데이터정보과학회:학술대회논문집
• /
• 2004.04a
• /
• pp.111-119
• /
• 2004

유사이항분포와 유사다항분포를 소개하고 베타분포와 Dirichlet 분포와의 관계를 밝힘으로써 심플렉스상에서 정의되는 성분데이터의 분석을 위한 새로운 방법을 제시하는 토대를 마련하고자 한다.

• Journal of Korea Water Resources Association
• /
• v.46 no.4
• /
• pp.361-372
• /
• 2013

This study used the beta distribution to analyze the independent annual maximum rainfall events from 1961 to 2010 and decided the representative rainfall event for Seoul. In detail, the annual maximum rainfall events were divided into two groups, the upper 50% and the lower 50%. For each group, a beta distribution was derived to pass the mean location of the rainfall peaks. Finally, the representative rainfall event was decided as the rainfall histogram of the arithmetic average of the two beta distributions derived. The representative rainfall event derived has a realistic shape very similar to those observed annual maximum rainfall events, especially with the higher rainfall peak compared to that of the Huff distribution. Comparison with other rainfall distribution models shows that the temporal distribution of the representative rainfall event derived in this study is most similar to the Keifer & Chu model.

• Journal of Korea Water Resources Association
• /
• v.45 no.6
• /
• pp.531-544
• /
• 2012

This study suggested the parameter estimation method for given rainfall events to be properly expressed by the beta distribution. For this purpose, this study compared the characteristics of probability density function with the parameter proposed considering the cases with and without addition to the rainfall peak, and the cases of using the real hyetograph and the rearranged hyetograph about the rainfall peak. As an example, this study analyzed the independent rainfall events at Seoul in 2010 and the annual maximum independent rainfall events from 1961 to 2010. The results derived are as follows. First, this study confirmed the necessity of additional consideration on rainfall peak to mimic the real hyetograph of rainfall events by the beta distribution. Second, this study confirmed the case of using rearranged hyetograph about the rainfall peak derived a better beta distribution to well mimic the characteristics of real rainfall than the case using the real hyetograph.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.34 no.1
• /
• pp.11-18
• /
• 2010

Tool condition monitoring (TCM) is crucial for improvement of productivity in manufacturing process. However, TCM techniques have not been applied to monitor tool failure in an industrial gear shaving application. Therefore, this work studied a statistical TCM method for monitoring gear shaving tool condition. The method modeled the vibration signal of the shaving process using beta probability distribution in order to extract the effective features for TCM. Modeling includes rectifying for converting a bi-modal distribution into a unimodal distribution, estimating the parameters of beta probability distribution based on method of moments. The performance of features obtained from the proposed method was evaluated and discussed.

• Nuclear Engineering and Technology
• /
• v.21 no.1
• /
• pp.32-39
• /
• 1989

A method for determining the optimum ideal MHD $\beta$limit and the operation conditions is presented for an axisymmetric tokamak reactor with a circular cross section. The $\beta$limit is calculated under the constraints of ideal MHD instability criteria with varying the operation conditions which depend on the toroidal current density distributions. Semiempirical laws deduced from experimental observations are used for the toroidal current density distributions. Analytic derivations of various equations required to determine the $\beta$limit are carried out from the empirical equations. Various distributions of the $\beta$limit are obtained by the numerical calculations for different distributions of the toroidal current density. The resulting values of the maximum $\beta$limited by ideal MHD instabilities are expressed by a scaling law in terms of the tokamak geometry and the safety factor.

• The Korean Journal of Applied Statistics
• /
• v.27 no.6
• /
• pp.891-907
• /
• 2014

This article is concerned with one of the most important prior distributions for Bayesian analysis of survival and event history data, called Beta processes, proposed in Hjort (1990). We review the current state of the art of beta processes and their application to survival analysis. Relevant methodological and practical areas of research that we touch on relate to constructions, posterior distributions, large-sample properties, Bayesian computations, and mixtures of Beta processes.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.3 no.3
• /
• pp.95-106
• /
• 1983

The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; $$P_f$$=M/N N: Total number of trials M: Total number of failures some of the conclusions derived from the case study include; 1. If the strength parameters are assumed to be normal variated, the relationship between safety factor and the probability of failure is fairly consistent, regardless of the procedures of analysis and dimensions of assumed rupture surfaces. 2. However if the strength parameters are beta variated, general relationship between $F_s$ and $P_f$ is hardly found.

• The Korean Journal of Applied Statistics
• /
• v.11 no.1
• /
• pp.129-139
• /
• 1998

This article examines the use and some difficulties of Normal Test Variables(NTV) plot for clinical research. Monte Carlo Simulation results are presented based on Normal, Bimodal, Uniform, Exponential and skewed-right distributed Beta Distributions. Further, some solutions are presented and illustrated.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.4 no.3
• /
• pp.75-83
• /
• 1984

The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; $P_f=M/N$ N: Total number of trials M: Total number of failures Some of the conclusions derived. from the case study include; 1. Three dimensional factors of safety are generally much higher than 2-D factors of safety. However situations appear to exist where the 3-D factor of safety can be lower than the 2-D factor of safety. 2. The $F_3/F_2$ ratio appears to be quite sensitive to c and ${\phi}$ and to the shape of the 3-D shear surface and the slope but not to be to the unit weight of soil. 3. From the two models (normal, beta) considered for the distribution of the factor of safety, the beta distribution generally provides lager than normal distribution. 4. Results obtained using the beta and normal models are presented in a nomgraph relating slope height and slop angle to probability of failure.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.4
• /
• pp.825-835
• /
• 2004

In this paper, we investigate the estimation of the value at risk(VaR) when stock prices are subjected to price limits. The mixture of probability mass functions and beta density functions is proposed to derive the distribution of asset returns. The analyses of real data show that the proposed distribution is appropriate to explain the VaR when the price limits exist in the data.