• Title/Summary/Keyword: Cumulative probability

Search Result 315, Processing Time 0.027 seconds

A Study on Probability Density Function Analysis and Application of Car Reaccident (자동차사고 재발생의 확률밀도함수분석과 활용방안)

  • 이공섭;김영민
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.20 no.44
    • /
    • pp.163-169
    • /
    • 1997
  • Due to the increasing of the number of cars and bad road conditions, car accidens are increasing every you in Korea. When a person meets a car accident, it is necessary for him to analyze and determine whether applying insurance or not, because standard discount rate and special increasing rate change with accident types and the amount of accident expenditure. When we consider insurance rate that includes more then ten elements, we need a decision making, In this paper, S insurance company investigated previous car causers in 1988, 1989, 1990 to 1996 with 600,000 real data. We investigate probability density functions and cumulative distribution functions for each year using ARENA software. We can apply the results of this study to various accidents that occur under uncertainty in our life. I hope that this paper contribute to strengthening competitive power of companies and developing new insurance rate systems in future.

  • PDF

Impact of Outdated CSI on the Performance of Incremental Amplify-and-Forward Opportunistic Relaying

  • Zhou, Tsingsong;Gao, Qiang;Fei, Li
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.10 no.6
    • /
    • pp.2567-2582
    • /
    • 2016
  • This paper investigates the impact of outdated channel state information (CSI) on the performance of the incremental amplify-and-forward (AF) opportunistic relaying (OR) over dual-hop Rayleigh fading channels. According to the definition of distribution function, we obtain the cumulative distribution function (CDF) of the actual combined signal-to-noise ratio (SNR) received at the destination. Based on this CDF, the closed-form expressions of the average spectral efficiency and outage probability are derived for the incremental AF OR under outdated CSI. Numerical results show that in the low region of the average SNR of the direct link, outdated CSI deteriorates the system performance, whereas in the high region, outdated CSI has almost no impact on the system performance.

Determining the Decision Limit of CUSUM Chart for A Fixed Sample Size

  • Kang, Chang Wook;Hawkins, Donglas M.
    • Journal of Korean Society for Quality Management
    • /
    • v.20 no.1
    • /
    • pp.1-10
    • /
    • 1992
  • When we compare different control charting schemes, the average run length of each control chart is usually used. The use of the average run length implies that there is unbounded number of samples or observations. The regression recursive residuals, however, have been applied to the cumulative sum chart to detect whether the mean or variance changes. To implement choice of decision interval, we calculate the probability that certain fixed number of control statistics stay in the in-control state. This probability can be used as the significance level of a test for detecting the change in the residual mean or variance of the data with a finite number of observations.

  • PDF

Infrared Rainfall Estimates Using the Probability Matching Method Applied to Coincident SSM/I and GMS-5 Data

  • Oh, Hyun-Jong;Sohn, Byung-Ju;Chung, Hyo-Sang
    • Proceedings of the KSRS Conference
    • /
    • 1999.11a
    • /
    • pp.117-121
    • /
    • 1999
  • Relations between GMS-5 infrared brightness temperature with SSM/I retrieved rain rate are determined by a probability matching method similar to Atlas et al. and Crosson et al. For this study, coincident data sets of the GMS-5 infrared measurements and SSM/I data during two summer seasons of 1997 and 1998 are constructed. The cumulative density functions (CDFs) of infrared brightness temperature and rain rate are matched at pairs of two variables which give the same percentile contribution. The method was applied for estimating rain rate on 31 July 1998, examining heavy rainfall estimation of a flash flood event over Mt. Jiri. Results were compared with surface gauge observations run by Korean Meteorological Administration. It was noted that the method produced reasonably good quality of rain estimate, however, there was large area giving false rain due to the anvil type clouds surrounding deep convective clouds. Extensive validation against surface rain observation is currently under investigation.

  • PDF

Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.4
    • /
    • pp.467-475
    • /
    • 2011
  • This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

The Evaluation of Seakeeping Performance of a Ship in Waves (선박의 파흔중 내항성능평가에 관한 연구)

  • 김순갑
    • Journal of the Korean Institute of Navigation
    • /
    • v.11 no.1
    • /
    • pp.67-91
    • /
    • 1987
  • In this paper, a synthetic method for evaluating the seakeeping performance of a ship in waves is studied. For the prediction and evaluation of irregular phenomena to be correlated each other, the multi-dimensional Rayleigh's joint probability density function and the cumulative distribution function are approximated. According to this approximated function, it is able to calculate easily the occurrence probability of the factors on seakeeping performance. We proposed an evaluation method and an index to be defined by the seakeeping performance reliability, that is considered as the dangerousness and the relative dangerousness of the factors on seakeeping performance in waves. The use of this method aid index will be effective to install the sensors which are necessary to evaluate the states of ships at sea. Some example of the calculations by this method for 175m length single screw container ship equipped with diesel engine are also presented.

  • PDF

Stochastic Modeling of Plug-in Electric Vehicle Distribution in Power Systems

  • Son, Hyeok Jin;Kook, Kyung Soo
    • Journal of Electrical Engineering and Technology
    • /
    • v.8 no.6
    • /
    • pp.1276-1282
    • /
    • 2013
  • This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

Homogenized limit analysis of masonry structures with random input properties: polynomial Response Surface approximation and Monte Carlo simulations

  • Milani, G.;Benasciutti, D.
    • Structural Engineering and Mechanics
    • /
    • v.34 no.4
    • /
    • pp.417-447
    • /
    • 2010
  • The uncertainty often observed in experimental strengths of masonry constituents makes critical the selection of the appropriate inputs in finite element analysis of complex masonry buildings, as well as requires modelling the building ultimate load as a random variable. On the other hand, the utilization of expensive Monte Carlo simulations to estimate collapse load probability distributions may become computationally impractical when a single analysis of a complex building requires hours of computer calculations. To reduce the computational cost of Monte Carlo simulations, direct computer calculations can be replaced with inexpensive Response Surface (RS) models. This work investigates the use of RS models in Monte Carlo analysis of complex masonry buildings with random input parameters. The accuracy of the estimated RS models, as well as the good estimations of the collapse load cumulative distributions obtained via polynomial RS models, show how the proposed approach could be a useful tool in problems of technical interest.

An Experimental Study on The Tribological Characteristics of The Magnetic Recording Disk Surfacd (자기저장 디스크 표면의 윤활 특성에 관한 실험적 연구)

  • Kim, Do-Hyung;Hwang, Pyung;Kim, Jang-Gyo
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
    • /
    • 1998.04a
    • /
    • pp.263-270
    • /
    • 1998
  • 상용화된 박막 코팅 자기 저장 디스크의 기계역학 및 윤활적 물성치를 도출하기 위하여 Nano-Indentation 과 Nano-Scratch 실험이 수행되었다. 자기 디스크는 원주방향으로 일정한의 분석을 위하여 AFM(Atomic Force Microscopy)이 사용되었다. 텍스처 방향에 따른 표면조도의 변화는 가우스 확률 분포(Gaussian probability distribution)와 Weibull누적 확률 이론(Weibull cumulative probability theory)에 의하여 분석되었다. 표면 조도와 마찰계수는 텍스처의 스캐닝(scanning) 방향에 의존한다는 것이 확인 되었다.

  • PDF

A Study on the Microscopically Characteristics of Properties of the Magnetic Recording Disk (자기저장 디스크 표면의 물성치에 관한 미소특성 연구)

  • Hwang, Pyung;Kim, Do-Hyung;Kim, Jang-Kyo
    • Tribology and Lubricants
    • /
    • v.15 no.1
    • /
    • pp.52-58
    • /
    • 1999
  • Nano-indentation and nano-scratch tests were peformed to assess the mechanical and tribological properties of the coating on a commercially available thin-film magnetic recording disk. Surface topography and roughness of the disk was studied using atomic force microscopy. The hardness and elastic modulus data show a peak at an indentation depth equivalent to the thickness of carbon overcoat, indicating strong influence of the coatin $g_strate interaction and the coating surface roughness on the measurements. The variations of surface roughness data were analysed statistically based on the normal probability distribution theories and Weibull cumulative probability theories.es.