• 제목/요약/키워드: Cumulative probability distribution

검색결과 181건 처리시간 0.03초

상수도 미보급 지역의 지하수 수질상태 평가를 위한 배경농도 산정방법에 관한 연구 (A study on estimating background concentration of groundwater for water quality assessment in non-water supply district)

  • 여영도;서용교;김락현;조동준;김광식;조욱상
    • 상하수도학회지
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    • 제28권3호
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    • pp.345-358
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    • 2014
  • For introducing the groundwater quality assessment using background concentration of groundwater, several methods had been studied to estimate the background concentration of groundwater and to suggest the background concentration of study area. Some methods such as Box whisker plot, Percentile and Cumulative probability distribution had been adopted to estimate background concentration, and it was evaluated that the Cumulative probability distribution method presents more reasonable background concentration because it can consider the data distribution. So we estimated the background concentration of study area using cumulative probability distribution method. We suggested the background concentration for each hydrogeology respectively in case hydrogeological water quality similarity is very low.

Noncentral F-Distribution for an M-ary Phase Shift Keying Wedge-Shaped Region

  • Kim, Jung-Su;Chong, Jong-Wha
    • ETRI Journal
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    • 제31권3호
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    • pp.345-347
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    • 2009
  • This letter presents an alternative analytical expression for computing the probability of an M-ary phase shift keying (MPSK) wedge-shaped region in an additive white Gaussian noise channel. The expression is represented by the cumulative distribution function of known noncentral F-distribution. Computer simulation results demonstrate the validity of our analytical expression for the exact computation of the symbol error probability of an MPSK system with phase error.

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확률분포를 이용한 전력설비의 기대여명 추정 (Evaluation of life Expectancy of Power System Equipment Using Probability Distribution)

  • 김광원;현승호
    • 조명전기설비학회논문지
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    • 제22권10호
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    • pp.49-55
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    • 2008
  • 본 논문은 확률분포를 이용하여 전력설비의 기대여명을 산출하는 방법을 제안한다. 전력설비의 기대여명이란 해당 설비의 잔존수명으로, 기대여명은 전력시스템의 보수계획, 설비교체계획, 신뢰도 평가에 유용하게 이용될 수 있다. 본 논문에서는 각 운전년수별로 향후 운전가능년수에 대한 누적확률을 계산하고, 계산한 누적확률로 누적확률분포함수모델의 모수를 결정한 후, 모델함수의 평균값을 구하여 기대여명을 산정한다. 제안한 방법에서는 정립한 누적확률분포함수모델을 이용하여 기대여명 뿐만 아니라, 향후 특정 운전년수에 이르기 위한 기대확률까지도 쉽게 구할 수 있다. 제안한 방법은 우리나라 복합화력 발전소 발전기의 기대여명 추정에 적용하여 그 효용성을 입증하였다.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

확률밀도함수를 이용한 멤브레인방식 LNG탱크의 선형누적손상도 평가에 관한 연구 (A Study on the Evaluation of Linear Cumulative Damage Factor of Membrane Type LNG Tank by use of Probability Density Function)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • 제28권6호
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    • pp.993-999
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    • 2004
  • The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

Theoretical prediction on thickness distribution of cement paste among neighboring aggregates in concrete

  • Chen, Huisu;Sluys, Lambertus Johannes;Stroeven, Piet;Sun, Wei
    • Computers and Concrete
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    • 제8권2호
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    • pp.163-176
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    • 2011
  • By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

Distribution Characteristics of Data Retention Time Considering the Probability Distribution of Cell Parameters in DRAM

  • 이경호;이기영
    • 대한전자공학회논문지SD
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    • 제39권4호
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    • pp.1-9
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    • 2002
  • DRAM에서 셀 파라메터들의 확률 분포를 고려하여 데이터 보유 시간에 대한 분포 특성을 계산하였다. 셀 파라메터와 셀 내부 전압의 과도 특성으로부터 데이터 보유 시간의 식을 유도하였다. 접합 공핍 영역에서 발생하는 누설 전류의 분포 특성은 재결합 트랩의 에너지 분포로, 셀 캐패시턴스 분포 특성은 유전체 성장에서 표면 반응 에너지의 분포 특성으로, 그리고 sense amplifer의 감도를 각각의 독립적인 확률 변수로 보고, monte carlo 시뮬레이션을 이용하여, 셀 파라메터 값들의 확률적 분포와, DRAM 셀들의 데이터 보유 시간에 대하여cumulative failure bit의 분포함수를 계산하였다 특히 sense amplifier의 감도 특성이 데이터 보유 시간 분포의 tail bit에 상당히 영향을 미침을 보였다.

Robust Histogram Equalization Using Compensated Probability Distribution

  • Kim, Sung-Tak;Kim, Hoi-Rin
    • 대한음성학회지:말소리
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    • 제55권
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    • pp.131-142
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    • 2005
  • A mismatch between the training and the test conditions often causes a drastic decrease in the performance of the speech recognition systems. In this paper, non-linear transformation techniques based on histogram equalization in the acoustic feature space are studied for reducing the mismatched condition. The purpose of histogram equalization(HEQ) is to convert the probability distribution of test speech into the probability distribution of training speech. While conventional histogram equalization methods consider only the probability distribution of a test speech, for noise-corrupted test speech, its probability distribution is also distorted. The transformation function obtained by this distorted probability distribution maybe bring about miss-transformation of feature vectors, and this causes the performance of histogram equalization to decrease. Therefore, this paper proposes a new method of calculating noise-removed probability distribution by using assumption that the CDF of noisy speech feature vectors consists of component of speech feature vectors and component of noise feature vectors, and this compensated probability distribution is used in HEQ process. In the AURORA-2 framework, the proposed method reduced the error rate by over $44\%$ in clean training condition compared to the baseline system. For multi training condition, the proposed methods are also better than the baseline system.

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탐지효과도 및 누적탐지확률 (Measure of Effectiveness for Detection and Cumulative Detection Probability)

  • 조정홍;김재수;임준석;박지성
    • 한국군사과학기술학회지
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    • 제15권5호
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    • pp.601-614
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    • 2012
  • Since the optimized use of sonar systems available for detection is a very practical problem for a given ocean environment, the measure of mission achievability is needed for operating the sonar system efficiently. In this paper, a theory on Measure Of Effectiveness(MOE) for specific mission such as detection is described as the measure of mission achievability, and a recursive Cumulative Detection Probability(CDP) algorithm is found to be most efficient from comparing three CDP algorithms for discrete glimpses search to reduce computation time and memory for complicated scenarios. The three CDPs which are MOE for sonar-maneuver pattern are calculated as time evolves for comparison, based on three different formula depending on the assumptions as follows; dependent or independent glimpses, unimodal or non-unimodal distribution of Probability of Detection(PD) as a function of observation time interval for detection. The proposed CDP algorithm which is made from unimodal formula is verified and applied to OASPP(Optimal Acoustic Search Path Planning) with complicated scenarios.