• 제목/요약/키워드: Joint Probability

검색결과 295건 처리시간 0.024초

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

  • 김길환
    • 산업경영시스템학회지
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    • 제42권4호
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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.

매설환경에 따른 배수관망의 누수발생원인 특성분석 (Development of a Probability Model for Burst Risks of Water Main using the Analysis Methods of Leakage Type)

  • 박상봉;최태호;구자용
    • 상하수도학회지
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    • 제25권2호
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    • pp.141-152
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    • 2011
  • In this study, we extracted effective factors of pipe burst from the status data of water asset, operating data of pressure, volume and etc. and 7 years' pipe burst and repair records. The extracted factors were sorted by each attribution and then a statistical analysis was performed to generate a pipe burst probability function using the logistic regression model. As the result, material, diameter, length, laying year, pressure and road width affected to pipe burst significantly. Especially, in case of small diameter, laying year was most effective factor and in case of steel pipe, external loading was main cause of burst, and in case of cast iron, PE, PC, HP pipes, the deterioration of joint was main cause. The other side, as a result of Hosmer-Lemeshow goodness of fit test the models are turned out significant statistically. Also the classification criteria were determined to minimize the total cost from classification errors, when the predicted probability was more than 18% this pipe could have a chance of burst.

Performance Analysis And Optimization For AF Two-Way Relaying With Relay Selection Over Mixed Rician And Rayleigh Fading

  • Fan, Zhangjun;Guo, Daoxing;Zhang, Bangning;Zeng, Li
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권12호
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    • pp.3275-3295
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    • 2012
  • In this paper, we analyze the performance of an amplify-and-forward (AF) two-way relaying system, where two sources exchange information via the aid of an intermediate relay that is selected among multiple relays according to max-min criterion. We consider a practical scenario, where one source-relay link undergoes Rician fading, and the other source-relay link is subject to Rayleigh fading. To be specific, we derive a tight lower bound for the outage probability. From this lower bound, the asymptotic outage probability and average symbol error rate (SER) expressions are derived to gain insight into the system performance at high signal-to-noise ratio (SNR) region. Furthermore, we investigate the optimal power allocation (PA) with fixed relay location (RL), optimal RL with fixed PA and joint optimization of PA and RL to minimize the outage probability and average SER. The analytical expressions are verified through Monte Carlo simulations, where the positive impact of Rician factor on the system performance is also illustrated. Simulation results also validate the effectiveness of the proposed PA and relay positioning schemes.

몬테카를로 시뮬레이션의 난수 생성에 관한 교사들의 이해에 관한 연구 (Study on Teachers' Understanding on Generating Random Number in Monte Carlo Simulation)

  • 허남구;강향임
    • 대한수학교육학회지:학교수학
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    • 제17권2호
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    • pp.241-255
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    • 2015
  • 본 연구는 35명의 예비교사와 현직교사를 대상으로 몬테카를로 시뮬레이션의 난수 생성 아이디어에 관한 이해를 분석하여 학교현장에 교육적 함의를 제공하는데 그 목적이 있다. 연구의 분석 결과, 실험 대상의 70%가 확률 문제 해결을 위해 제시된 세 가지 유형의 난수 생성 아이디어에서 적절한 아이디어를 선택하지 못했고, 자신의 선택을 설명하는 과정에서 오류를 나타냈다. 오류 유형으로는 첫째, 연속확률분포에서 한 점 또는 경계가 선택될 확률은 확률밀도함수에 대입한 값과 같다. 둘째, 교사B의 아이디어는 조건부확률로 문제를 변형하여 표본공간을 확장한 것임에도 처음 제시된 표본공간으로만 문제를 해석하려는 오류를 나타냈다. 셋째, 두 확률변수 X, Y가 독립일 때에만 $P(X=x,\;Y=y)=p(X=x){\times}P(Y=y{\mid}X=x)$이 성립한다는 오류를 나타냈다.

부재 연결부 회전 강성의 불확실성을 고려한 가설 구조물의 신뢰성 해석 (Reliability Analysis of Temporary Structures Considering Uncertainty in Rotational Stiffness at Member Joints)

  • 류선호;옥승용
    • 한국안전학회지
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    • 제34권5호
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    • pp.87-94
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    • 2019
  • This study deals with the reliability analysis approach of the temporary structure that can consider the uncertainty in rotational stiffness at the joints of the members, for which the semi-rigid connections are modelled as rotational spring and its coefficient is treated as a random variable following uniform distribution. In addition, this study introduces a computational procedure of the effective length coefficient for more accurate buckling load according to connection conditions of the supporting members attached to the joint. From the results of this study, it can be seen that the failure probability of the joint-hinge model (Case 1) presented in the design standard is higher than that of the practical model (Case 5) considering the rotational stiffness at the joints. This implies that the design standard leads to a conservative design of the temporary structure. The results also confirmed that the failure probability of the vertical member, i.e., the most critical member, can be further reduced when the base connection is provided with a fixed end. The comparative results between FORM, SORM and MCS further demonstrated that FORM can have a high level of numerical efficiency while ensuring the accuracy of the solution, compared with SORM and MCS. Based on these results, the proposed approach can be used as an accurate and efficient reliability analysis method of the three dimensional temporary structure.

플라스틱 IC 패키지 접합부의 수명예측 및 품질향상에 관한 연구 (A Study on the Life Prediction and Quality Improvement of Joint in IC Package)

  • 신영의;김종민
    • Journal of Welding and Joining
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    • 제17권1호
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    • pp.124-132
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    • 1999
  • Thermal fatigue strength of the solder joints is the most critical issue for TSOP(Thin Small Outline Package) because the leads of this package are extremely short and thermal deformation cannot be absorbed by the deflection of the lead. And the TSOP body can be subject to early fatigue failures in thermal cycle environments. This paper was discussed distribution of thermal stresses at near the joint between silicon chip and die pad and investigated their reliability of solder joints of TSOP with 42 alloy clad lead frame on printed circuit board through FEM and 3 different thermal cycling tests. It has been found that the stress concentration around the encapsulated edge structure for internal crack between the silicon chip and Cu alloy die pad. And using 42 alloy clad, The reliability of TSOP body was improved. In case of using 42 alloy clad die pad(t=0.03mm). $$\sigma$_{VMmax}$ is 69Mpa. It is showed that 15% improvement of the strength in the TSOP body in comparison with using Cu alloy die pad $($\sigma$_{VMmax}$=81MPa). In solder joint of TSOP, the maximum equivalent plastic strain and Von Mises stress concentrate on the heel of solder fillet and crack was initiated in it's region and propagated through the interface between lead and solder. Finally, the modified Manson-Coffin equation and relationship of the ratio of $N_{f}$ to nest(η) and cumulative fracture probability(f) with respect to the deviations of the 50% fracture probability life $(N_{f 50%})$ were achieved.

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성능의 상관관계를 고려한 시스템 신뢰성 해석 (System Reliability Analysis Considering Correlation of Performances)

  • 김새결;임우철;이태희
    • 대한기계학회논문집A
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    • 제41권4호
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    • pp.291-297
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    • 2017
  • 신뢰성 해석은 설계변수의 공차나 환경변수 및 재료 물성치의 불확실성으로 인해 발생하는 제품성능의 불확실성을 고려하기 위해 제품의 신뢰도를 평가하는 기법이다. 기존의 많은 신뢰성 해석 기법은 성능의 신뢰도를 독립적으로 계산한다. 그러나 실제 공학 문제에서 시스템의 성능은 상관관계를 가질 수 있으며 이로 인해 전체 시스템의 신뢰도와 성능의 신뢰도 사이에 차이가 발생한다. 본 연구에서는 코플라를 이용하여 시스템에서 상관관계가 있는 성능의 결합확률밀도함수를 추정하고 이를 이용하여 시스템의 신뢰도를 평가하는 시스템 신뢰성 해석 기법을 제안한다. 수학예제를 통하여 제안하는 기법의 정확성을 검증하고 트러스 구조물에 시스템 신뢰성 해석 기법을 적용하여 제안하는 기법의 유용성을 확인한다.

Opportunistic Relay Selection for Joint Decode-and-Forward Based Two-Way Relaying with Network Coding

  • Ji, Xiaodong;Zheng, Baoyu;Zou, Li
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제5권9호
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    • pp.1513-1527
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    • 2011
  • This paper investigates the capacity rate problems for a joint decode-and-forward (JDF) based two-way relaying with network coding. We first characterize the achievable rate region for a conventional three-node network scenario along with the calculation of the corresponding maximal sum-rate. Then, for the goal of maximizing the system sum-rate, opportunistic relay selection is examined for multi-relay networks. As a result, a novel strategy for the implementation of relay selection is proposed, which depends on the instantaneous channel state and allows a single best relay to help the two-way information exchange. The JDF scheme and the scheme using relay selection are analyzed in terms of outage probability, after which the corresponding exact expressions are developed over Rayleigh fading channels. For the purpose of comparison, outage probabilities of the amplify-and-forward (AF) scheme and those of the scheme using relay selection are also derived. Finally, simulation experiments are done and performance comparisons are conducted. The results verify that the proposed strategy is an appropriate method for the implementation of relay selection and can achieve significant performance gains in terms of outage probability regardless of the symmetry or asymmetry of the channels. Compared with the AF scheme and the scheme using relay selection, the conventional JDF scheme and that using relay selection perform well at low signal-to-noise ratios (SNRs).

인공신경망을 적용한 직사화기 무기체계의 살상확률(Pk) 산출방법론 연구 (A Study on Pk(Probability of Kill) Calculation Method of the Direct Fire Weapon System using ANN)

  • 장영천;한현진;이기택;송미진;이휘영;김종헌
    • 한국시뮬레이션학회논문지
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    • 제28권1호
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    • pp.99-107
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    • 2019
  • 기존 본 연구팀에서 연구한 직사화기 무기효과 산출방법론은 JMEM(Joint Munitions Effectiveness Manuals : 합동탄약효과편람)내(內) 표적에 대해서만 무기효과자료를 산출 가능하다는 제한 사항을 가지고 있었다. 따라서 본 연구에서는 JMEM 이외의 현실적 표적을 추가하여 무기효과자료를 산출하는 방법을 인공신경망(ANN : Artificial Neural Network)을 적용하여 도출하는 데 중점을 두었다. 즉, 미국 JMEM내(內) 표적의 제원과 효과지수인 취약면적(Av : vulnerable area)을 이용하여 인공신경망의 예측모델을 학습시키고, 학습된 예측모델에 현실적 표적의 제원을 적용하여 취약면적을 계산한다. 최종적으로 본 연구팀이 연구한 기존 직사화기 무기효과 산출방법론에 계산된 취약면적을 적용하여 살상확률(Pk)을 계산하는 방법론을 제시하였다.

A Copula method for modeling the intensity characteristic of geotechnical strata of roof based on small sample test data

  • Jiazeng Cao;Tao Wang;Mao Sheng;Yingying Huang;Guoqing Zhou
    • Geomechanics and Engineering
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    • 제36권6호
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    • pp.601-618
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    • 2024
  • The joint probability distribution of uncertain geomechanical parameters of geotechnical strata is a crucial aspect in constructing the reliability functional function for roof structures. However, due to the limited number of on-site exploration and test data samples, it is challenging to conduct a scientifically reliable analysis of roof geotechnical strata. This study proposes a Copula method based on small sample exploration and test data to construct the intensity characteristics of roof geotechnical strata. Firstly, the theory of multidimensional copula is systematically introduced, especially the construction of four-dimensional Gaussian copula. Secondly, data from measurements of 176 groups of geomechanical parameters of roof geotechnical strata in 31 coal mines in China are collected. The goodness of fit and simulation error of the four-dimensional Gaussian Copula constructed using the Pearson method, Kendall method, and Spearman methods are analyzed. Finally, the fitting effects of positive and negative correlation coefficients under different copula functions are discussed respectively. The results demonstrate that the established multidimensional Gaussian Copula joint distribution model can scientifically represent the uncertainty of geomechanical parameters in roof geotechnical strata. It provides an important theoretical basis for the study of reliability functional functions for roof structures. Different construction methods for multidimensional Gaussian Copula yield varying simulation effects. The Kendall method exhibits the best fit in constructing correlations of geotechnical parameters. For the bivariate Copula fitting ability of uncertain parameters in roof geotechnical strata, when the correlation is strong, Gaussian Copula demonstrates the best fit, and other Copula functions also show remarkable fitting ability in the region of fixed correlation parameters. The research results can offer valuable reference for the stability analysis of roof geotechnical engineering.