• 제목/요약/키워드: Conditional probability density function

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CMC model에 의한 near-extinction methane/air turbulent jet diffusion flame의 수치적 모사 (Numerical Study on Methane/Air Turbulent Jet Diffusion Flames Near-Extinction Using Conditional Moment Closure Model)

  • 강승탁;김승현;허강일
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2002년도 제25회 KOSCI SYMPOSIUM 논문집
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    • pp.11-17
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    • 2002
  • The first-order conditional moment closure (CMC) model is applied to $CH_4$/Air turbulent jet diffusion flames(Sandia Flame D, E and F). The flow and mixing fields are calculated by fast chemistry assumption and a beta function pdf for mixture fraction. Reacting scalar fields are calculated by elliptic CMC formulation. The results for Flame D show reasonable agreement with the measured conditional mean temperature and mass fractions of major species, although with discrepancy on the fuel rich side. The discrepancy tends to increase as the level of local extinction increases. Second-order CMC may be needed for better prediction of these near-extinction flames.

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CHARACTERIZATIONS OF BETA DISTRIBUTION OF THE FIRST KIND BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Chang, Se-Kyung
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.441-446
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    • 2003
  • Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j|j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

Effect of Microdiversity and Macrodiversity on Average Bit Error Probability in Gamma-Shadowed Rician Fading Channels

  • Milenkovic, Vladeta Vasilije;Sekulovic, Nikola Milos;Stefanovic, Mihajlo Caslav;Petrovic, Mile Branko
    • ETRI Journal
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    • 제32권3호
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    • pp.464-467
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    • 2010
  • In this letter, we analyze the error performance of a mobile communication system with microdiversity and macrodiversity reception in gamma-shadowed Rician fading channels for a binary differential phase-shift keying modulation scheme. Analytical expressions for the probability density function (PDF) and moment-generating function (MGF) are derived. The average bit error probability can be calculated by averaging the conditional bit error probability over the PDF or using the MGF-based approach. Numerical results are graphically presented to show the effects of macrodiversity, correlation, number of diversity branches, and severity of both fading and shadowing.

Stochastic interpolation of earthquake ground motions under spectral uncertainties

  • Morikawa, Hitoshi;Kameda, Hiroyuki
    • Structural Engineering and Mechanics
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    • 제5권6호
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    • pp.839-851
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    • 1997
  • Closed-form solutions are analytically derived for stochastic properties of earthquake ground motion fields, which are conditioned by an observed time series at certain observation sites and are characterized by spectra with uncertainties. The theoretical framework presented here can estimate not only the expectations of such simulated earthquake ground motions, but also the prediction errors which offer important information for the field of engineering. Before these derivations are made, the theory of conditional random fields is summarized for convenience in this study. Furthermore, a method for stochastic interpolation of power spectra is explained.

난류 Pilot 비예혼합 화염장의 상세구조 해석 (Numerical Investigations of Turbulent Piloted Non-Premixed Flames)

  • 이정원;전상태;김용모
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2014년도 제49회 KOSCO SYMPOSIUM 초록집
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    • pp.185-186
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    • 2014
  • The multi-environment probability density function model has been applied to simulate the turbulent stratified premixed flames. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. The IEM mixing model is employed to represent the mixing process and the chemical mechanism is based on Gri 3.0 mechanism. Numerical results obtained in this study are precisely compared with experimental data in terms of unconditional and conditional means for scalar fields and velocity fields.

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A Simultaneous Design of TSK - Linguistic Fuzzy Models with Uncertain Fuzzy Output

  • Kwak, Keun-Chang;Kim, Dong-Hwa
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.427-432
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    • 2005
  • This paper is concerned with a simultaneous design of TSK (Takagi-Sugeno-Kang)-linguistic fuzzy models with uncertain model output and the computationally efficient representation. For this purpose, we use the fundamental idea of linguistic models introduced by Pedrycz and develop their comprehensive design framework. The design process consists of several main phases such as (a) the automatic generation of the linguistic contexts by probabilistic distribution using CDF (conditional density function) and PDF (probability density function) (b) performing context-based fuzzy clustering preserving homogeneity based on the concept of fuzzy granulation (c) augment of bias term to compensate bias error (d) combination of TSK and linguistic context in the consequent part. Finally, we contrast the performance of the enhanced models with other fuzzy models for automobile MPG predication data and coagulant dosing process in a water purification plant.

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형상비변화에 따른 직선냉각유로에 대한 난류열전달 LES해석 (Large Eddy Simulation of Turbulent Heat Transfer in a Straight Cooling Passage with Various Aspect Ratios)

  • 박태선
    • 한국추진공학회:학술대회논문집
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    • 한국추진공학회 2012년도 제38회 춘계학술대회논문집
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    • pp.274-277
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    • 2012
  • 형상비 변화가 있는 덕트의 난류유동 및 난류열전달에 대한 LES해석이 수행되었다. 다양한 난류통계량이 계산되어졌고 각각 형상에 대한 열전달계수의 특징이 조사되었다. 특히 벽면근처에서 주유동방향의 와류의 영향을 조사하기 위하여 conditional sampling기법이 도입되었다. 와류의 회전방향에 따른 열전달계수의 pdf가 계산되어졌다.

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Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • 제18권2호
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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QUALITY IMPROVEMENT OF COMPRESSED COLOR IMAGES USING A PROBABILISTIC APPROACH

  • Takao, Nobuteru;Haraguchi, Shun;Noda, Hideki;Niimi, Michiharu
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.520-524
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    • 2009
  • In compressed color images, colors are usually represented by luminance and chrominance (YCbCr) components. Considering characteristics of human vision system, chrominance (CbCr) components are generally represented more coarsely than luminance component. Aiming at possible recovery of chrominance components, we propose a model-based chrominance estimation algorithm where color images are modeled by a Markov random field (MRF). A simple MRF model is here used whose local conditional probability density function (pdf) for a color vector of a pixel is a Gaussian pdf depending on color vectors of its neighboring pixels. Chrominance components of a pixel are estimated by maximizing the conditional pdf given its luminance component and its neighboring color vectors. Experimental results show that the proposed chrominance estimation algorithm is effective for quality improvement of compressed color images such as JPEG and JPEG2000.

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An Evaluation Method for Tornado Missile Strike Probability with Stochastic Correlation

  • Eguchi, Yuzuru;Murakami, Takahiro;Hirakuchi, Hiromaru;Sugimoto, Soichiro;Hattori, Yasuo
    • Nuclear Engineering and Technology
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    • 제49권2호
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    • pp.395-403
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    • 2017
  • An efficient evaluation method for the probability of a tornado missile strike without using the Monte Carlo method is proposed in this paper. A major part of the proposed probability evaluation is based on numerical results computed using an in-house code, Tornado-borne missile analysis code, which enables us to evaluate the liftoff and flight behaviors of unconstrained objects on the ground driven by a tornado. Using the Tornado-borne missile analysis code, we can obtain a stochastic correlation between local wind speed and flight distance of each object, and this stochastic correlation is used to evaluate the conditional strike probability, $Q_V(r)$, of a missile located at position r, where the local wind speed is V. In contrast, the annual exceedance probability of local wind speed, which can be computed using a tornado hazard analysis code, is used to derive the probability density function, p(V). Then, we finally obtain the annual probability of tornado missile strike on a structure with the convolutional integration of product of $Q_V(r)$ and p(V) over V. The evaluation method is applied to a simple problem to qualitatively confirm the validity, and to quantitatively verify the results for two extreme cases in which an object is located just in the vicinity of or far away from the structure.