• Title/Summary/Keyword: Cumulative probability distribution

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Risk Analysis of Highway Investment by Private Sectors (민자유치대상고속도로 투자의 위험도분석)

  • 이용택;김상범;원제무
    • Journal of Korean Society of Transportation
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    • v.17 no.5
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    • pp.33-42
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    • 1999
  • 본 논문은 도로투자 사업성분석시 사업주체의 현금흐름을 결정하는 항목들을 고정값(Deterministic Value)이 아닌 확률적으로 추정함으로써, 사업의 재무적 변동으로 인한 위험도를 민간사업자의 견지에서 사업성분석과정에 내재화하는 모형을 개발하는 것이다. 즉, 확률적 비용추정기법으로 국소적으로 활용되던 위험도분석을 재무모형에 내재화함으로써 사업의 재무적 변동을 보다 포괄적으로 분석할 수 있는 틀을 제공한다. 본 연구에서는 몬테카를로 시뮬레이션기법을 이용한 위험도분석(Risk Analysis)을 적용하여 사업성 평가지표와 비용의 확률밀도함수(Probability Density Function : PDF), 누적확률분포함수(Cumulative Distribution Function : CDF)를 산출하고, 그 결과로 해당 사업의 위험도를 고려하여 사업성을 평가한다. 이 모형은 사업의 모든 변동요인을 복합적으로 추정하여 사업기간 내 사업주체의 현금흐름을 분석할 수 있다. 따라서 사업주체는 효용에 따라 합리적인 위험도 관리 목표값(Target Value)을 선정하고, 사업의 위험도를 고려하여 건설비, 예비비를 결정할 수 있다. 본 연구에서 정립된 모형을 서울외곽순환고속도로(일산-퇴계원 구간)와 대전당진고속도로를 대상으로 사례분석을 수행하였다. 그 결과, 대전당진고속도로의 경우 사업성이 없으며, 서울외곽순환고속도로의 경우, 일부 위험도 발생변수를 합리적으로 관리한다면, 사업성이 충분한 것으로 분석되었다. 본 사례분석은 사업의 위험도를 반영한 사업성분석 방법으로 우리나라 민자유치대상고속도로의 사업성분석의 하나의 지침이 될 것이다.

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Analysis of Breakdown Voltage Dispersion and Breakdown Process in Mineral Oil (광유 중 절연파괴전압의 분산과 절연파괴진전 과정의 분석)

  • Lim, Dong-Young;Park, Sung-Gyu;Park, Cheol-Ho;Kim, Ki-Chai;Lee, Kwang-Sik;Choi, Eun-Hyeok
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.29 no.6
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    • pp.35-41
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    • 2015
  • This paper presents a breakdown voltage and a process of breakdown progress in mineral oil under an quasi-uniform field with decomposition products which occur after the oil discharge. The breakdown voltage in the oil revealed the characteristics of dispersion regardless of an electrode gap. The cumulative probability distribution was used to analyze the dispersion of the breakdown voltage. In addition, the process of breakdown progress in the oil can be reasonably described by the electron breakdown theory based on both electrons emitted from the cathode and ions by field-aided dissociation of the oil. The proposed breakdown process will be used for the basic data to explain the behavior pattern of the decomposition product to cause the dispersion of the breakdown voltage.

Three-dimensional monte carlo modeling and simulation of point defect generation and recombination during ion implantation (이온 주입 시의 점결함 발생과 재결합에 관한 3차원 몬테 카를로 모델링 및 시뮬레이션)

  • 손명식;황호정
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.5
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    • pp.32-44
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    • 1997
  • A three-dimensional (3D) full-dynamic damage model for ion implantation in crystalline silicon was proposed to calculate more accurately point defect distributions and ion-implanted concentration profiles during ion implantation process. The developed model was based on the physical monte carlo approach. This model was applied to simulate B and BF2 implantation. We compared our results for damage distributions with those of the analytical kinchin-pease approach. In our result, the point defect distributions obtained by our new model are less than those of kinchin-pease approach, and the vacancy distributions differ from the interstitial distributions. The vacancy concentrations are higher than the interstitial ones before 0.8 . Rp to the silicon surface, and after the 0.8 . Rp to the silicon bulk, the interstitial concentrations are revesrsely higher than the vacancy ones.The fully-dynamic damage model for the accumulative damage during ion implantation follows all of the trajectories of both ions and recoiled silicons and, concurrently, the cumulative damage effect on the ions and the recoiled silicons are considered dynamically by introducing the distributon probability of the point defect. In addition, the self-annealing effect of the vacancy-interstitial recombination during ion implantation at room temperature is considered, which resulted in the saturation level for the damage distribution.

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Probabilistic optimal safety valuation based on stochastic finite element analysis of steel cable-stayed bridges

  • Han, Sung-Ho;Bang, Myung-Seok
    • Smart Structures and Systems
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    • v.10 no.2
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    • pp.89-110
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    • 2012
  • This study was intended to efficiently perform the probabilistic optimal safety assessment of steel cable-stayed bridges (SCS bridges) using stochastic finite element analysis (SFEA) and expected life-cycle cost (LCC) concept. To that end, advanced probabilistic finite element algorithm (APFEA) which enables to execute the static and dynamic SFEA considering aleatory uncertainties contained in random variable was developed. APFEA is the useful analytical means enabling to conduct the reliability assessment (RA) in a systematic way by considering the result of SFEA based on linearity and nonlinearity of before or after introducing initial tensile force. The appropriateness of APFEA was verified in such a way of comparing the result of SFEA and that of Monte Carlo Simulation (MCS). The probabilistic method was set taking into account of analytical parameters. The dynamic response characteristic by probabilistic method was evaluated using ASFEA, and RA was carried out using analysis results, thereby quantitatively calculating the probabilistic safety. The optimal design was determined based on the expected LCC according to the results of SFEA and RA of alternative designs. Moreover, given the potential epistemic uncertainty contained in safety index, failure probability and minimum LCC, the sensitivity analysis was conducted and as a result, a critical distribution phase was illustrated using a cumulative-percentile.

Rapid seismic vulnerability assessment by new regression-based demand and collapse models for steel moment frames

  • Kia, M.;Banazadeh, M.;Bayat, M.
    • Earthquakes and Structures
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    • v.14 no.3
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    • pp.203-214
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    • 2018
  • Predictive demand and collapse fragility functions are two essential components of the probabilistic seismic demand analysis that are commonly developed based on statistics with enormous, costly and time consuming data gathering. Although this approach might be justified for research purposes, it is not appealing for practical applications because of its computational cost. Thus, in this paper, Bayesian regression-based demand and collapse models are proposed to eliminate the need of time-consuming analyses. The demand model developed in the form of linear equation predicts overall maximum inter-story drift of the lowto mid-rise regular steel moment resisting frames (SMRFs), while the collapse model mathematically expressed by lognormal cumulative distribution function provides collapse occurrence probability for a given spectral acceleration at the fundamental period of the structure. Next, as an application, the proposed demand and collapse functions are implemented in a seismic fragility analysis to develop fragility and consequently seismic demand curves of three example buildings. The accuracy provided by utilization of the proposed models, with considering computation reduction, are compared with those directly obtained from Incremental Dynamic analysis, which is a computer-intensive procedure.

Survey of the Secondary Effluents from Municipal Wastewater Treatment Plants in Korea (우리나라 하수처리장 방류수 수질현황 및 특성)

  • Kim, Youngchul;An, Ik-Sung;Kang, Min-Gi
    • Journal of Korean Society on Water Environment
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    • v.21 no.2
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    • pp.158-168
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    • 2005
  • In this study, the discharging effluents from have been 9 municipal wastewater treatment plants surveyed for 1 year-period. Statistics including probability distribution, cumulative occurrence concentration and other statistical parameters were presented. In addition, treatment performance and its stability were also discussed. Most of the plants, have an operational problem of high soluble organic content in the secondary effluent which may be associated with the integrated treatment of human and livestock manures. Nitrogen concentration in the effluents were usually higher during the period of summer and winter. It was found that this is mainly due to lack of the proper C/N ratio during the summer, or/and the effects of low temperature and less dilution by dry weather during the winter. Phosphorus concentration is sharply increased in June. Discussion with plant operators told that it is due to the dissolution of phosphate from the sludge accumulated in the primary settling tanks from the early spring to june. During this period, usually, sludge treatment line is highly overloaded with flush-outs of the sediments also stored in the bottom of combined sewer due to the low flow during winter season. Most of the plants can meet new effluent discharge limits of the nitrogen and phosphorus, and total coliform without further treatment.

Asymptotic Inference on the Odds Ratio via Saddlepoint Method (안부점근사를 이용한 승산비에 대한 점근적 추론)

  • Na, Jong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.29-36
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    • 1999
  • We propose a new method of asymptotic inference on the odds ratio (or cross-product ratio) in $2{\times}2$ contingency table. Saddlepoint approximations to the conditional tail probability we used in this procedure. We assess the accuracy of the suggested method by comparing with the exact one. To obtain the exact values, we need very complicated calculations containing the cumulative probabilities of non-central hypergeometric distribution. The suggested method in this paper is very accurate even for small or moderate sample sizes as well as simple and easy to use. Example with a real data is also considered.

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Probabilistic sensitivity of base-isolated buildings to uncertainties

  • Gazi, Hatice;Alhan, Cenk
    • Smart Structures and Systems
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    • v.22 no.4
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    • pp.441-457
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    • 2018
  • Characteristic parameter values of seismic isolators deviate from their nominal design values due to uncertainties and/or errors in their material properties and element dimensions, etc. Deviations may increase over service life due to environmental effects and service conditions. For accurate evaluation of the seismic safety level, all such effects, which would result in deviations in the structural response, need to be taken into account. In this study, the sensitivity of the probability of failure of the structures equipped with nonlinear base isolation systems to the uncertainties in various isolation system characteristic parameters is investigated in terms of various isolation system and superstructure response parameters in the context of a realistic three-dimensional base-isolated building model via Monte Carlo Simulations. The inherent record-to-record variability nature of the earthquake ground motions is also taken into account by carrying out analyses for a large number of ground motion records which are classified as those with and without forward-directivity effects. Two levels of nominal isolation periods each with three different levels of uncertainty are considered. Comparative plots of cumulative distribution functions and related statistical evaluation presented here portray the potential extent of the deviation of the structural response parameters resulting from the uncertainties and the uncertainty levels considered, which is expected to be useful for practicing engineers in evaluating isolator test results for their projects.

ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Performance Analysis Based on RAU Selection and Cooperation in Distributed Antenna Systems

  • Wang, Gang;Meng, Chao;Heng, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.12
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    • pp.5898-5916
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    • 2018
  • In this paper, the downlink performance of multi-cell distributed antenna systems (DAS) with a single user in each cell is investigated. Assuming the channel state information is available at the transmitter, four transmission modes are formulated as combinations of remote antenna units (RAUs) selection and cooperative transmission, namely, non-cooperative transmission without RAU selection (NCT), cooperative transmission without RAU selection (CT), non-cooperative transmission with RAU selection (NCT_RAUS), and cooperative transmission with RAU selection (CT_RAUS). By using probability theory, the cumulative distribution function (CDF) of a user's signal to interference plus noise ratio (SINR) and the system ergodic capacity under the above four modes are determined, and their closed-form expressions are obtained. Furthermore, the system energy efficiency (EE) is studied by introducing a realistic power consumption model of DAS. An expression for determining EE is formulated, and the closed-form tradeoff relationship between spectral efficiency (SE) and EE is derived as well. Simulation results demonstrate their consistency with the theoretical analysis and reveal the factors constraining system EE, which provide a scientific basis for future design and optimization of DAS.