• Title/Summary/Keyword: Cumulative probability

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Efficient Performance Evaluation Method for Digital Satellite Broadcasting Channels (효율적인 디지틀 위성방송채널 성능평가 기법)

  • 정창봉;김준명;김용섭;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.6A
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    • pp.794-801
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    • 2000
  • In this paper, the efficient new performance evaluation method for digital communication channels is suggested and verified its efficiency in terms of simulation run-tim for the digital satellite broadcasting satellite TV channel. In order to solve the difficulties of the existing Importance Sampling(IS) Technics, we adopted the discrete probability mass function(PMF) in the new method for estimating the statistical characteristics of received signals from the measured Nth order central moments. From the discrete probability mass function obtained with less number of the received signal than the one required in the IS technic, continuous cumulative probability function and its inverse function are exactly estimated by using interpolation and extrapolation technic. And the overall channel is simplified with encoding block, inner channel performance degra-dation modeing block which is modeled with the Uniform Random Number Generator (URNG) and concatenated Inverse Cummulative Pr bility Distribution function, and decoding block. With the simplified channel model, the overall performance evaluation can be done within a drastically reduced time. The simulation results applied to the nonlinear digital satellite broadcasting TV channel showed the great efficiency of the alogrithm in the sense of computer run time, and demonstrated that the existing problems of IS for the nonlinear satellite channels with coding and M-dimensional memory can be completely solved.

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Probability Density Function of the Tidal Residuals in the Korean Coast (한반도 연안 조위편차의 확률밀도함수)

  • Cho, Hong-Yeon;Kang, Ju-Whan
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.24 no.1
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    • pp.1-9
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    • 2012
  • Tidal residual is being an important factor by the influence of the climate change in terms of the coastal safety and defense. It is one of the most important factor for the determination of the reference sea level in order to check the safety and performance of the coastal structures in company with the typhoon intensity variation. The probability density function (pdf) of tidal residuals in the Korean coasts have a non-ignorable skewness and high kurtosis. It is highly restricted to the application of the normal pdf assumption as an approximated pdf of tidal residuals. In this study, the pdf of tidal residuals estimated using the Kernel function is suggested as a more reliable and accurate pdf of tidal residuals than the normal function. This suggested pdf shows a good agreement with the empirical cumulative distribution function and histogram. It also gives the more accurate estimation result on the extreme values in comparison with the results based on the normal pdf assumption.

Constructing a Database Structure for the Domestic LP Gas and Natural Gas Accidents and its Analysis (국내 LP 및 천연가스사고 Database 구축 및 분석에 관한 연구)

  • Ko, Jae-Sun;Park, Sun-Young;Kim, Hyo
    • Journal of the Korean Institute of Gas
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    • v.12 no.3
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    • pp.56-63
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    • 2008
  • We have garnered 3,593 data of gas [Natural Gas (NG) and Liquefied Petroleum Gas (LPG)] accidents reported for 16 years from 1991, and then analyzed the accidents according to their types and causes based on the classified database. According to the results the gas leak has been the most common accident followed by the explosion and then fire accidents. The most frequent accident-occurring locations for fire, explosion and leak are recognized around the valve, hose and pipeline, respectively. In addition, we have applied the Poisson analysis to predict the most-likely probabilities of fire, explosion and release in the upcoming 5 years. From this research we have assured the successive database updating will highly improve the anticipating-probability accuracy and thus it will play a key role as a significant safety-securing guideline against the gas disasters.

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An Application of the Probability Plotting Positions for the Ln­least Method for Estimating the Parameters of Weibull Wind Speed Distribution (와이블 풍속 분포 파라미터 추정을 위한 Ln­least 방법의 확률도시위치 적용)

  • Kang, Dong-Bum;Ko, Kyung-Nam
    • Journal of the Korean Solar Energy Society
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    • v.38 no.5
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    • pp.11-25
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    • 2018
  • The Ln-least method is commonly used to estimate the Weibull parameters from the observed wind speed data. In previous studies, the bin method has been used to calculate the cumulative frequency distribution for the Ln-least method. The purpose of this study is to obtain better performance in the Ln-least method by applying probability plotting position(PPP) instead of the bin method. Two types of the wind speed data were used for the analysis. One was the observed wind speed data taken from three sites with different topographical conditions. The other was the virtual wind speed data which were statistically generated by a random variable with known Weibull parameters. Also, ten types of PPP formulas were applied which were Hazen, California, Weibull, Blom, Gringorten, Chegodayev, Cunnane, Tukey, Beard and Median. In addition, in order to suggest the most suitable PPP formula for estimating Weibull parameters, two accuracy tests, the root mean square error(RMSE) and $R^2$ tests, were performed. As a result, all of PPPs showed better performances than the bin method and the best PPP was the Hazen formula. In the RMSE test, compared with the bin method, the Hazen formula increased estimation performance by 38.2% for the observed wind speed data and by 37.0% for the virtual wind speed data. For the $R^2$ test, the Hazen formula improved the performance by 1.2% and 2.7%, respectively. In addition, the performance of the PPP depended on the frequency of low wind speeds and wind speed variability.

Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • v.9 no.3
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

Annual Loss Probability Estimation of Steel Moment-Resisting Frames(SMRFs) using Seismic Fragility Analysis (지진취약도를 통한 철골모멘트골조의 연간 손실 평가)

  • Jun, Saemee;Shin, Dong-Hyeon;Kim, Hyung-Joon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.6
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    • pp.517-524
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    • 2014
  • The ultimate goal of seismic design is to reduce the probable losses or damages occurred during an expected earthquake event. To achieve this goal, this study represents a procedure that can estimate annual loss probability of a structure damaged by strong ground motion. First of all, probabilistic seismic performance assessment should be performed using seismic fragility analyses that are presented by a cumulative distribution function of the probability in each exceedance structural damage state. A seismic hazard curve is then derived from an annual frequency of exccedance per each ground motion intensity. An annual loss probability function is combined with seismic fragility analysis results and seismic hazard curves. In this paper, annual loss probabilities are estimated by the structural fragility curve of steel moment-resisting frames(SMRFs) in San Francisco Bay, USA, and are compared with loss estimation results obtained from the HAZUS methodology. It is investigated from the comparison that seismic losses of the SMRFs calculated from the HAZUS method are conservatively estimated. The procedure presented in this study could be effectively used for future studies related with structural seismic performance assessment and annual loss probability estimation.

Radar Rainfall Estimation Using Window Probability Matching Method : 1. Establishment of Ze-R Relationship for Kwanak Mt, DWSR-88C at Summer, 1998 (WPMM 방법을 이용한 레이더 강수량 추정 : 1. 1998년 여름철 관악산 DWSR-88C를 위한 Ze-R 관계식 산출)

  • Kim, Hyo-Gyeong;Lee, Dong-In;Yu, Cheol-Hwan;Gwon, Won-Tae
    • Journal of Korea Water Resources Association
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    • v.35 no.1
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    • pp.25-36
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    • 2002
  • Window Probability Matching Method(WPMM) is achieved by matching identical probability density of rain intensities and radar reflectivities taken only from small window centered about the gage. The equation of $Z_{e}-R$ relationship is obtained and compared with data between a DWSR-88C radar and high density rain gage networks within 150km from radar site in summer season, 1998. The probability density of radar effective reflectivity is distributed with high frequency near 15dBZ. The frequency distribution of rain intensities shows that rain intensity is lower than 10mm/hr in most part of radar coverage area. As the result of $Z_{e}-R$ relationship using WPMM, curved line has shown to the log scale spatially and it can be explained more flexible than any straight-line power laws at the transformation to the rainfall amount from $Z_e$ value. During 3 months, total radar cumulative rainfall amount estimated by $Z=200R^{1.6}$ and WPMM relationships are 44 and 80 percentages of total raingage amount, respectively. Therefore, $Z_{e}-R$ relationships by WPMM may be widely needed a statistical method for the computation of accumulated precipitation.

Comparative Study of Reliability Design Methods by Application to Donghae Harbor Breakwaters. 1. Stability of Amor Blocks (동해항 방파제를 대상으로 한 신뢰성 설계법의 비교 연구. 1 피복 블록의 안정성)

  • Kim Seung-Woo;Suh Kyung-Duck;Oh Young Min
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.3
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    • pp.188-201
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    • 2005
  • This is the first part of a two-part paper which describes comparison of reliability design methods by application to Donghae Harbor Breakwaters. This paper, Part 1, is restricted to stability of armor blocks, while Part 2 deals with sliding of caissons. Reliability design methods have been developed fur breakwater designs since the mid-1980s. The reliability design method is classified into three categories depending on the level of probabilistic concepts being employed. In the Level 1 method, partial safety factors are used, which are predetermined depending on the allowable probability of failure. In the Level 2 method, the probability of failure is evaluated with the reliability index, which is calculated using the means and standard deviations of the load and resistance. The load and resistance are assumed to distribute normally. In the Level 3 method, the cumulative quantity of failure (e.g. cumulative damage of armor blocks) during the lifetime of the breakwater is calculated without assumptions of normal distribution of load and resistance. Each method calculates different design parameters, but they can be expressed in terms of probability of failure so that tile difference can be compared among the different methods. In this study, we applied the reliability design methods to the stability of armor blocks of the breakwaters of Donghae Harbor, which was constructed by traditional deterministic design methods to be damaged in 1987. Analyses are made for the breakwaters before the damage and after reinforcement. The probability of failure before the damage is much higher than the target probability of failure while that for the reinforced breakwater is much lower than the target value, indicating that the breakwaters before damage and after reinforcement were under- and over-designed, respectively. On the other hand, the results of the different reliability design methods were in fairly good agreement, confirming that there is not much difference among different methods.

Analysis of Wetness/Dryness in Geum River Basin based on Climatic Water Balance (기후학적 물수지에 의한 금강유역의 습윤/건조 상태 분석)

  • Kim, Joo Cheol;Lee, Sang Jin
    • Journal of Korean Society on Water Environment
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    • v.26 no.2
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    • pp.243-251
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    • 2010
  • Evapotranspiration and rainfall-runoff are the major components of hydrological cycle and thereby the changes of them can directly affect the wetness/dryness or runoff characteristics of basins. In this study the wetness/dryness in Geum river basin are classified by dint of cumulative probability density function of monthly moisture index and the long term changes of them are analyzed based on climatic water balance concept. The drought events in Geum river basin are selected through evaluation of monthly moisture index and the various hydrological properties of them are investigated in detail. Also the trends of time-series of climatic water balance components are examined by Seasonal Kendall test and the variability of hydrological cycle in Geum river basin during the recent decade is inquired. It is judged that the results of this study can be contributed to establishment of the counter plan against the future drought events as the fundamental information.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.