• Title/Summary/Keyword: Discrete Probability Function

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Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

Ontology based Educational Systems using Discrete Probability Techniques (이산 확률 기법을 이용한 온톨로지 기반 교육 시스템)

  • Lee, Yoon-Soo
    • Journal of the Korea Society of Computer and Information
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    • v.12 no.1 s.45
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    • pp.17-24
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    • 2007
  • Critical practicality problems are cause to search the presentation and contents according to user request and purpose in previous internet system. Recently, there are a lot of researches about dynamic adaptable ontology based system. We designed ontology based educational system which uses discrete probability and user profile. This system provided advanced usability of contents by ontology and dynamic adaptive model based on discrete probability distribution function and user profile in ontology educational systems. This models represents application domain to weighted direction graph of dynamic adaptive objects and modeling user actions using dynamically approach method structured on discrete probability function. Proposed probability analysis can use that presenting potential attribute to user actions that are tracing search actions of user in ontology structure. This approach methods can allocate dynamically appropriate profiles to user.

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Dynamic Adaptive Model for WebMedia Educational Systems based on Discrete Probability Techniques (이산 확률 기법에 기반한 웹미디어 교육 시스템을 위한 동적 적응 모델)

  • Lee, Yoon-Soo
    • Journal of the Korea Computer Industry Society
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    • v.5 no.9
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    • pp.921-928
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    • 2004
  • This paper proposed dynamic adaptive model based on discrete probability distribution function and user profile in web based HyperMedia educational systems. This modelsrepresents application domain to weighted direction graph of dynamic adaptive objects andmodeling user actions using dynamically approach method structured on discrete probability function. Proposed probabilitic analysis can use that presenting potential attribute to useractions that are tracing search actions of user in WebMedia structure. This approach methodscan allocate dynamically appropriate profiles to user.

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ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL

  • Bao, Zhen-Hua;Wang, Jing
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.325-334
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    • 2011
  • In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.

Estimating reliability in discrete distributions

  • Moon, Yeung-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.811-817
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    • 2011
  • We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

A Quantitative Model of System-Man Interaction Based on Discrete Function Theory

  • Kim, Man-Cheol;Seong, Poong-Hyun
    • Nuclear Engineering and Technology
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    • v.36 no.5
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    • pp.430-449
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    • 2004
  • A quantitative model for a control system that integrates human operators, systems, and their interactions is developed based on discrete functions. After identifying the major entities and the key factors that are important to each entity in the control system, a quantitative analysis to estimate the recovery failure probability from an abnormal state is performed. A numerical analysis based on assumed values of related variables shows that this model produces reasonable results. The concept of 'relative sensitivity' is introduced to identify the major factors affecting the reliability of the control system. The analysis shows that the hardware factor and the design factor of the instrumentation system have the highest relative sensitivities in this model. T도 probability of human operators performing incorrect actions, along with factors related to human operators, are also found to have high relative sensitivities. This model is applied to an analysis of the TMI-2 nuclear power plant accident and systematically explains how the accident took place.

QUANTIZATION FOR A PROBABILITY DISTRIBUTION GENERATED BY AN INFINITE ITERATED FUNCTION SYSTEM

  • Roychowdhury, Lakshmi;Roychowdhury, Mrinal Kanti
    • Communications of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.765-800
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    • 2022
  • Quantization for probability distributions concerns the best approximation of a d-dimensional probability distribution P by a discrete probability with a given number n of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on ℝ. For such a probability measure P, an induction formula to determine the optimal sets of n-means and the nth quantization error for every natural number n is given. In addition, using the induction formula we give some results and observations about the optimal sets of n-means for all n ≥ 2.

A Methodology to Formulate Stochastic Continuum Model from Discrete Fracture Network Model and Analysis of Compatibility between two Models (개별균열 연결망 모델에 근거한 추계적 연속체 모델의 구성기법과 두 모델간의 적합성 분석)

  • 장근무;이은용;박주완;김창락;박희영
    • Tunnel and Underground Space
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    • v.11 no.2
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    • pp.156-166
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    • 2001
  • A stochastic continuum(SC) modeling technique was developed to simulate the groundwater flow pathway in fractured rocks. This model was developed to overcome the disadvantageous points of discrete fracture network(DFN) modes which has the limitation of fracture numbers. Besides, SC model is able to perform probabilistic analysis and to simulate the conductive groundwater pathway as discrete fracture network model. The SC model was formulated based on the discrete fracture network(DFN) model. The spatial distribution of permeability in the stochastic continuum model was defined by the probability distribution and variogram functions defined from the permeabilities of subdivided smaller blocks of the DFN model. The analysis of groundwater travel time was performed to show the consistency between DFN and SC models by the numerical experiment. It was found that the stochastic continuum modes was an appropriate way to provide the probability density distribution of groundwater velocity which is required for the probabilistic safety assessment of a radioactive waste disposal facility.

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Busy Period Analysis of the Geo/Geo/1/K Queue with a Single Vacation (단일 휴가형 Geo/Geo/1/K 대기행렬의 바쁜 기간 분석)

  • Kim, Kilhwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.4
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    • pp.91-105
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    • 2019
  • Discrete-time Queueing models are frequently utilized to analyze the performance of computing and communication systems. The length of busy period is one of important performance measures for such systems. In this paper, we consider the busy period of the Geo/Geo/1/K queue with a single vacation. We derive the moments of the length of the busy (idle) period, the number of customers who arrive and enter the system during the busy (idle) period and the number of customers who arrive but are lost due to no vacancies in the system for both early arrival system (EAS) and late arrival system (LAS). In order to do this, recursive equations for the joint probability generating function of the busy period of the Geo/Geo/1/K queue starting with n, 1 ≤ n ≤ K, customers, the number of customers who arrive and enter the system, and arrive but are lost during that busy period are constructed. Using the result of the busy period analysis, we also numerically study differences of various performance measures between EAS and LAS. This numerical study shows that the performance gap between EAS and LAS increases as the system capacity K decrease, and the arrival rate (probability) approaches the service rate (probability). This performance gap also decreases as the vacation rate (probability) decrease, but it does not shrink to zero.