• 제목/요약/키워드: Associated random variables

검색결과 157건 처리시간 0.03초

ON THE EXPONENTIAL INEQUALITY FOR NEGATIVE DEPENDENT SEQUENCE

  • Kim, Tae-Sung;Kim, Hyun-Chull
    • 대한수학회논문집
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    • 제22권2호
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    • pp.315-321
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    • 2007
  • We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.

신뢰성 이론을 이용한 500kgf/$\textrm{cm}^2$의 고강도콘크리트 구조물에 대한 휨변형의 해석적 연구 (An Analytical Study of the Flexural Deformation for High Strength Concrete Structures using Reliability Theory)

  • 송재호;최광진;김민웅;홍원기
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1995년도 봄 학술발표회 논문집
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    • pp.231-236
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    • 1995
  • The object of this thesis is an analytical study on flexural deformation of high strength concrete structures using reliability theory. Using the established experimental data that have been presented in various documents the stress-strain relationship curves of high strength(500kgf/$\textrm{cm}^2$)models are proposed. Based on both methods of logarithm regression analysis and multiple regression analysis adopted in order to establish the relationships between design parameters, response random variables and flexural deformation analyzed using Monte Carlo simulation and Simpson composite formula. Additional random variables are introduced to incorporate both the confidence in the analytical accuracy of engineering mechanics associated with structural response quantities and the uncertainty in the construction quality control. The result is expected to accomodate other important design parameter of high strength concrete design in treating reliability theory that practicing engineers, structural engineering often face.

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Effect of Boundary Conditions of Failure Pressure Models on Reliability Estimation of Buried Pipelines

  • Lee, Ouk-Sub;Pyun, Jang-Sik;Kim, Dong-Hyeok
    • International Journal of Precision Engineering and Manufacturing
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    • 제4권6호
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    • pp.12-19
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    • 2003
  • This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

PRECISE ASYMPTOTICS IN COMPLETE MOMENT CONVERGENCE FOR DEPENDENT RANDOM VARIABLE

  • Han, Kwang-Hee
    • 호남수학학술지
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    • 제31권3호
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    • pp.369-380
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    • 2009
  • Let $X,X_1,X_2,\;{\cdots}$ be identically distributed and negatively associated random variables with mean zeros and positive, finite variances. We prove that, if $E{\mid}X_1{\mid}^r$ < ${\infty}$, for 1 < p < 2 and r > $1+{\frac{p}{2}}$, and $lim_{n{\rightarrow}{\infty}}n^{-1}ES^2_n={\sigma}^2$ < ${\infty}$, then $lim_{{\epsilon}{\downarrow}0}{\epsilon}^{{2(r-p}/(2-p)-1}{\sum}^{\infty}_{n=1}n^{{\frac{r}{p}}-2-{\frac{1}{p}}}E\{{{\mid}S_n{\mid}}-{\epsilon}n^{\frac{1}{p}}\}+={\frac{p(2-p)}{(r-p)(2r-p-2)}}E{\mid}Z{\mid}^{\frac{2(r-p)}{2-p}}$, where $S_n\;=\;X_1\;+\;X_2\;+\;{\cdots}\;+\;X_n$ and Z has a normal distribution with mean 0 and variance ${\sigma}^2$.

A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS

  • Liang, Han-Ying;Li, Yu-Yu
    • 대한수학회지
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    • 제45권6호
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    • pp.1753-1767
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    • 2008
  • Consider the nonparametric regression model $Y_{ni}\;=\;g(x_{ni})+{\epsilon}_{ni}$ ($1\;{\leq}\;i\;{\leq}\;n$), where g($\cdot$) is an unknown regression function, $x_{ni}$ are known fixed design points, and the correlated errors {${\epsilon}_{ni}$, $1\;{\leq}\;i\;{\leq}\;n$} have the same distribution as {$V_i$, $1\;{\leq}\;i\;{\leq}\;n$}, here $V_t\;=\;{\sum}^{\infty}_{j=-{\infty}}\;{\psi}_je_{t-j}$ with ${\sum}^{\infty}_{j=-{\infty}}\;|{\psi}_j|$ < $\infty$ and {$e_t$} are negatively associated random variables. Under appropriate conditions, we derive a Berry-Esseen type bound for the estimator of g($\cdot$). As corollary, by choice of the weights, the Berry-Esseen type bound can attain O($n^{-1/4}({\log}\;n)^{3/4}$).

Probabilistic analysis of RC beams according to IS456:2000 in limit state of collapse

  • Kulkarni, Anadee M.;Dattaa, Debarati
    • Structural Engineering and Mechanics
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    • 제71권2호
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    • pp.165-173
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    • 2019
  • This paper investigates the probability of failure of reinforced concrete beams for limit state of collapse for flexure and shear. The influence of randomness of the variables on the failure probability is also examined. The Indian standard code for plain and reinforced concrete IS456:2000 is used for the design of beams. Probabilistic models are developed for flexure and shear according to IS456:2000. The loads considered acting on the beam are live load and dead load only. Random variables associated with the limit state equation such as grade of concrete, grade of steel, live load and dead load are identified. Probability of failure is evaluated based on the limit state equation using First Order Reliability Method (FORM). Importance of the random variables on the limit state equations are observed and the variables are accordingly reduced. The effect of the reduced parameters is checked on the probability of failure. The results show the role of each parameter on the design of beam. Thus, the Indian standard guidelines for plain and reinforced concrete IS456:2000 is investigated with the probabilistic and risk-based analysis and design for a simple beam. The results obtained are also compared with the literature and accordingly some suggestions are made.

사회 심리 이론에 근거한 학교 흡연 예방 프로그램의 메타분석: 미국 사례와 Explanatory Variables (A meta-analysis of adolescent psychosocial smoking prevention programs in the United States: Identifying factors associated with program effectiveness)

  • Hwang, Myung-Hee-Song
    • 보건교육건강증진학회지
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    • 제24권5호
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    • pp.1-21
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    • 2007
  • 청소년을 위한 학교 흡연예방 프로그램은 사회심리 이론에 근거한 프로그램이 대체로 성공적이었다고 알려져 있으나, 각 프로그램의 효과 정도에는 많은 차이가 있다. 이 연구는 다른 메타 분석처럼 전체적인 프로그램 효과도를 측정하여 일반적인 결론을 유도한 것이 아니라, 프로그램의 효과와 관계가 깊은 요인 (Explanatory Variables)을 자세히 파악하여 보건교육 담당자, 연구원, 또는 정책 결정자들에게 구체적인 가이드라인을 제공하는 데에 목적을 두고 있다. 주요한 연구결과는 다음과 같다. 1. 8-12학년 학생들보다는 초등학교에서 중등학교로 바뀌는 5-7학년 학생들에게 흡연예방 프로그램은 더 효과가 있었다. 2. 연구 방법론에 있어서는 experimental design, random assignment, 순수 비교그룹을 사용하였을 경우, implementation fidelity와 instrument reliability가 높은 경우, 또는 10% 미만의 attrition rates일 때 프로그램 효과도 (effect size)가 더 높게 나타났다. 3. 프로그램 실행 시 또래 리더를 사용하였을 경우, 알코올 등 다른 약물을 배제한 담배만을 중점적으로 다루었을 경우, 적어도 10회 이상 연속적으로 이루어지거나 프로그램 종료 후 일년 뒤에 추가 프로그램이 주어진 경우가 더욱 효과적이었다.

Development of a predictive model for hypoxia due to sedatives in gastrointestinal endoscopy: a prospective clinical study in Korea

  • Jung Wan Choe;Jong Jin Hyun;Seong-Jin Son;Seung-Hak Lee
    • Clinical Endoscopy
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    • 제57권4호
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    • pp.476-485
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    • 2024
  • Background/Aims: Sedation has become a standard practice for patients undergoing gastrointestinal (GI) endoscopy. However, considering the serious cardiopulmonary adverse events associated with sedatives, it is important to identify patients at high risk. Machine learning can generate reasonable prediction for a wide range of medical conditions. This study aimed to evaluate the risk factors associated with sedation during GI endoscopy and develop a predictive model for hypoxia during endoscopy under sedation. Methods: This prospective observational study enrolled 446 patients who underwent sedative endoscopy at the Korea University Ansan Hospital. Clinical data were used as predictor variables to construct predictive models using the random forest method that is a machine learning algorithm. Results: Seventy-two of the 446 patients (16.1%) experienced life-threatening hypoxia requiring immediate medical intervention. Patients who developed hypoxia had higher body weight, body mass index (BMI), neck circumference, and Mallampati scores. Propofol alone and higher initial and total dose of propofol were significantly associated with hypoxia during sedative endoscopy. Among these variables, high BMI, neck circumference, and Mallampati score were independent risk factors for hypoxia. The area under the receiver operating characteristic curve for the random forest-based predictive model for hypoxia during sedative endoscopy was 0.82 (95% confidence interval, 0.79-0.86) and displayed a moderate discriminatory power. Conclusions: High BMI, neck circumference, and Mallampati score were independently associated with hypoxia during sedative endoscopy. We constructed a model with acceptable performance for predicting hypoxia during sedative endoscopy.

RELIABILITY-BASED DESIGN OPTIMIZATION OF AUTOMOTIVE SUSPENSION SYSTEMS

  • Chun, H.H.;Kwon, S.J.;Tak, T.
    • International Journal of Automotive Technology
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    • 제8권6호
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    • pp.713-722
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    • 2007
  • Design variables for suspension systems cannot always be realized in the actual suspension systems due to tolerances in manufacturing and assembly processes. In order to deal with these tolerances, design variables associated with kinematic configuration and compliance characteristics of suspensions are treated as random variables. The reliability of a design target with respect to a design variable is defined as the probability that the design target is in the acceptable design range for all possible values of the design variable. To compute reliability, the limit state, which is the boundary between the acceptable and unacceptable design, is expressed mathematically by a limit state function with value greater than 0 for acceptable design, and less than 0 for unacceptable design. Through reliability analysis, the acceptable range of design variables that satisfy a reliability target is specified. Furthermore, through sensitivity analysis, a general procedure for optimization of the design target with respect to the design variables has been established.