• Title/Summary/Keyword: Cumulative probability

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Comparison of Outage Probability Between Best-relay 2-hop Relaying and 3-hop Relaying (두 릴레이가 존재할 때 삼중 홉 중계와 베스트 릴레이 선택 후 이중 홉 중계 방식의 아웃티지 확률 비교)

  • Youn, You-Sun;Kim, Dong-Woo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.1B
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    • pp.136-143
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    • 2010
  • In this paper, we investigate decode-and-forward (DF) relaying systems with a direct link between the source and the destination node. The objective of this paper is to determine the better relaying strategy between 3-hop DF relaying and dual-hop DF relaying with the best relay selection. Assuming Rayleigh fading channels, we present closed-form outage probability of the 3-hop relaying and the dual-hop relaying, respectively, and compare the performances by numerical investigation. Numerical results show that if the channel is poor, the outage performance of the 3-hop relaying is better than the dual-hop relaying.

A Study on Development of Assessment Model for Spatio-Temporal Changes in River Bed Using Numerical Models (수치모형을 이용한 하상변동 시공간 평가 기법 개발 연구)

  • Kim, Chul-Moon;Lee, Jeong-Ju;Choi, Su-Won;Ahn, Won-Sik
    • Journal of Korea Water Resources Association
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    • v.44 no.12
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    • pp.975-990
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    • 2011
  • In this study, to develop an assessment method for spatio-temporal riverbed changes, a 1-dimensional model (HEC-RAS) and a 2-dimensional model (CCHE2D) were built and applied. As for the analysis of a riverbed's long-term change in a real stream, three new assessment methods were developed, which are called the "Sediment section cumulative curve", "Sediment section moment", and "Sediment probability distribution function." These methods were used to assess the characteristics of riverbed changes using a consistent valuation standard and to understand changes in quantities intuitively. From the results of this study, sediment characteristics of cross sections can be detected effectively by applying the "Sediment section cumulative curve" method to determine whether there is any sedimentation or erosion in total emission. The amount of sedimentation or erosion occurring in the right or left banks, which divided by center column, could be presented as one criterion by applying the "Sediment section moment" method. This approach could be utilized as an indicator for sediment predictions. Spatio-temporal sediment variables can be presented quantitatively by determining the mean and uncertain boundaries through the "Sediment probability distribution function", and finally, the results can be illustrated for each cross section to provide intuitive recognition.

Estimation of sewer deterioration by Weibull distribution function (와이블 분포함수를 이용한 하수관로 노후도 추정)

  • Kang, Byongjun;Yoo, Soonyu;Park, Kyoohong
    • Journal of Korean Society of Water and Wastewater
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    • v.34 no.4
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    • pp.251-258
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    • 2020
  • Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

Applicability Evaluation of Probability Matching Method for Parameter Estimation of Radar Rain Rate Equation (강우 추정관계식의 매개변수 결정을 위한 확률대응법의 적용성 평가)

  • Ro, Yonghun;Yoo, Chulsang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.6
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    • pp.1765-1777
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    • 2014
  • This study evaluated PMM (Probability Matching Method) for parameter estimation of the Z - R relation. As a first step, the sensitivity analysis was done to decide the threshold number of data pairs and the data interval for the development of a histogram. As a result, it was found that at least 1,000 number of data pairs are required to apply the PMM for the parameter estimation. This amount of data is similar to that collected for two hours. Also, the number of intervals for the histogram was found to be at least 100. Additionally, it was found that the matching the first-order moment is better than the cumulative probability, and that the data pairs comprising 30 to 100% are better for the PMM application. Finally, above findings were applied to a real rainfall event observed by the Bislsan radar and optimal parameters were estimated. The radar rain rate derived by applying these parameters was found to be well matched to the rain gauge rain rate.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • 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.243-247
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    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

Balanced Simultaneous Confidence Intervals in Logistic Regression Models

  • Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.139-151
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    • 1992
  • Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

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ON CHARACTERIZATIONS OF THE CONTINUOUS DISTRIBUTIONS BY INDEPENDENCE PROPERTY OF RECORD VALUES

  • JIN, HYUN-WOO;LEE, MIN-YOUNG
    • Journal of applied mathematics & informatics
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    • v.35 no.5_6
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    • pp.651-657
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    • 2017
  • A sequence {$X_n,\;n{\geq}1$} of independent and identically distributed random variables with absolutely continuous (with respect to Lebesque measure) cumulative distribution function F(x) is considered. We obtain two characterizations of a family of continuous probability distribution by independence property of record values.

CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.2
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    • pp.149-153
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    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

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Determination of epicenters and magnitudes of future earthquakes based on the historical earthquake catalogues (역사지진 기록을 기초로한 지진규모와 위치 예측 방법)

  • 권오성;한상환
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.10a
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    • pp.323-330
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    • 2000
  • Three historical earthquake catalogues were compared with each other in the view of frequency of events per century, cumulative magnitude distribution, and annual earthquake occurrence rate in each unit grid of 0.1°by 0.1°. And, a method to determine earthquake epicenters and magnitudes was proposed given the historical earthquake data. With this method, the epicenters and magnitudes of future earthquakes in Korean penninsula for 1,000 years were generated with each earthquake catalogue. Earthquake PGAs with 10% exceedance probability in Seoul were calculated for each catalogue and compared.

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A Study on the Monitoring of Reject Rate in High Yield Process

  • Nam, Ho-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.773-782
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    • 2007
  • The statistical process control charts are very extensively used for monitoring of process mean, deviation, defect rate or reject rate. In this paper we consider a control chart to monitor the process reject rate in the high yield process, which is based on the observed cumulative probability of the number of items inspected until r defective items are observed. We first propose selection of the optimal value of r in the CPC-r charts, and also consider the usefulness of the chart in high yield process such as semiconductor or TFT-LCD manufacturing process.

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