• Title/Summary/Keyword: Kolmogorov models

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Researches in 1900's on cooperative population dynamics (협력형 개체 수 동역학에 대한 1900년대 연구)

  • Chang, Jeongwook;Shim, Seong-A
    • Journal for History of Mathematics
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    • v.33 no.3
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    • pp.167-177
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    • 2020
  • Cooperative behavior may seem contrary to the notion of natural selection and adaptation, but is widely observed in nature, from the genetic level to the organism. The origin and persistence of cooperative behavior has long been a mystery to scientists studying evolution and ecology. One of the important research topics in the field of evolutionary ecology and behavioral ecology is to find out why cooperation is maintained over time. In this paper we take a historical overview of mathematical models representing cooperative relationships from the perspective of mathematical biology, which studies population dynamics between interacting biological groups, and analyze the mathematical characteristics and meanings of these cooperative models.

Some Issues on Criterion for Kolmogorov-Smirnov Test in Credit Rating Model Validation (신용평가모형에서 콜모고로프-스미르노프 검정기준의 문제점)

  • Park, Yong-Seok;Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.1013-1026
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    • 2008
  • Kolmogorov-Smirnov(K-S) statistic has been widely used for the model validation of credit rating models. Validation criteria for the K-S statistic is empirically used at the levels of 0.3 or 0.4 which are much larger than the critical values of K-S test statistic. We examine whether these criteria are reasonable and appropriate through the simulations according to various sample sizes, type II error rates, and the ratio of bads among data. The simulation results say that the currently used validation criteria are too lower than values of K-S statistics obtained from any credit rating models in Korea, so that any credit rating models have good discriminatory power. In this work, alternative criteria of K-S statistic are proposed as critical levels under realistic situations of credit rating models.

Modified Kolmogorov-Smirnov Statistic for Credit Evaluation (신용평가를 위한 Kolmogorov-Smirnov 수정통계량)

  • Hong, C.S.;Bang, G.
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1065-1075
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    • 2008
  • For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution functions which are partitioned from a distribution. In this paper under the assumption that the distribution is known, modified K-S statistic which is formulated by using known distributions is proposed and compared K-S statistic.

The Study for NHPP Software Reliability Model based on Chi-Square Distribution (카이제곱 NHPP에 의한 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.1 s.39
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    • pp.45-53
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the $x^2$ reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing shape parameter of the $x^2$ distribution using the degree of freedom, was employed. This analysis of failure data compared with the $x^2$ model and the existing model using arithmetic and Laplace trend tests, Kolmogorov test is presented.

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Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.2 no.3
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

Development of a New E-$\varepsilon$ Turbulence Model for Analysing the Air Flow Field within an Urban Street Canyon (도시협곡내 유동장 해석을 위한 새로운 E-$\varepsilon$ 난류 모델의 개발)

  • 정상진;박옥현
    • Journal of Korean Society for Atmospheric Environment
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    • v.15 no.3
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    • pp.281-289
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    • 1999
  • A new E-$\varepsilon$ turbulence numerical model is proposed for analysing the turbulent air flow field within are urban street canyon. In this model the equations of eddy viscosity and energy dissipation ae reformed by considering the Kolmogorov time scale and streamline curvature effect. Application results of the new E-$\varepsilon$ model have been compared with those of standard E-$\varepsilon$ model and Yang and Shih's one, which are commonly used ones in engineering fields, and with field experiment results of DePaul and Sheih. The new model appears to be generally superior to other both models in the prediction of an air flow field within street canyon.

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Building credit scoring models with various types of target variables (목표변수의 형태에 따른 신용평점 모형 구축)

  • Woo, Hyun Seok;Lee, Seok Hyung;Cho, HyungJun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.85-94
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    • 2013
  • As the financial market becomes larger, the loss increases due to the failure of the credit risk managements from the poor management of the customer information or poor decision-making. Thus, the credit risk management also becomes more important and it is essential to develop a credit scoring model, which is a fundamental tool used to minimize the credit risk. Credit scoring models have been studied and developed only for binary target variables. In this paper, we consider other types of target variables such as ordinal multinomial data or longitudinal binary data and suggest credit scoring models. We then apply our developed models to real data and random data, and investigate their performance through Kolmogorov-Smirnov statistic.

Prediction of Stand Volume and Carbon Stock for Quercus variabilis Using Weibull Distribution Model (Weibull 분포 모형을 이용한 굴참나무 임분 재적 및 탄소저장량 추정)

  • Son, Yeong Mo;Pyo, Jung Kee;Kim, So Won;Lee, Kyeong Hak
    • Journal of Korean Society of Forest Science
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    • v.101 no.4
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    • pp.599-605
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    • 2012
  • The purpose of this study is to estimate diameter distribution, volume per hectare, and carbon stock for Quercus variabilis stand. 354 Quercus variabilis stands were selected on the basis of age and structure, the data and samples for these stands are collected. For the prediction of diameter distribution, Weibull model was applied and for the estimation of the parameters, a simplified method-of-moments was applied. To verify the accuracy of estimates, models were developed using 80% of the total data and validation was done on the remaining 20%. For the verification of the model, the fitness index, the root mean square error, and Kolmogorov-Smirnov statistics were used. The fitness index of the site index, height, and volume equation estimated from verification procedure were 0.967, 0.727, and 0.988 respectively and the root mean square error were 2.763, 1.817, and 0.007 respectively. The Kolmogorov-Smirnov test applied to Weibull function resulted in 75%. From the models developed in this research, the estimated volume and above-ground carbon stock were derived as $188.69m^3/ha$, 90.30 tC/ha when site index and stem number of 50-years-old Quercus variabilis stand show 14 and 697 respectively. The results obtained from this study may provide useful information about the growth of broad-leaf species and prediction of carbon stock for Quercus variabilis stand.

Precision Validation of Electromagnetic Physics in Geant4 Simulation for Proton Therapy (양성자 치료 전산모사를 위한 Geant4 전자기 물리 모델 정확성 검증)

  • Park, So-Hyun;Rah, Jeong-Eun;Shin, Jung-Wook;Park, Sung-Yong;Yoon, Sei-Chul;Jung, Won-Gyun;Suh, Tae-Suk
    • Progress in Medical Physics
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    • v.20 no.4
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    • pp.225-234
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    • 2009
  • Geant4 (GEometry ANd Tracking) provides various packages specialized in modeling electromagnetic interactions. The validation of Geant4 physics models is a significant issue for the applications of Geant4 based simulation in medical physics. The purpose of this study is to evaluate accuracy of Geant4 electromagnetic physics for proton therapy. The validation was performed both the Continuous slowing down approximation (CSDA) range and the stopping power. In each test, the reliability of the electromagnetic models in a selected group of materials was evaluated such as water, bone, adipose tissue and various atomic elements. Results of Geant4 simulation were compared with the National Institute of Standards and Technology (NIST) reference data. As results of comparison about water, bone and adipose tissue, average percent difference of CSDA range were presented 1.0%, 1.4% and 1.4%, respectively. Average percent difference of stopping power were presented 0.7%, 1.0% and 1.3%, respectively. The data were analyzed through the kolmogorov-smirnov Goodness-of-Fit statistical analysis test. All the results from electromagnetic models showed a good agreement with the reference data, where all the corresponding p-values are higher than the confidence level $\alpha=0.05$ set.

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BINOMIAL PROMOTION AND POISSON RECRUITMENT MODEL FOR MANPOWER DEVELOPMENT

  • Etuk, U.H.
    • The Pure and Applied Mathematics
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    • v.4 no.2
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    • pp.105-110
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    • 1997
  • The distribution of staff in a hierachial organization has been studied in a variety of forms and models. Results here show that the promotion process follows a binomial distribution with parameters n and $\alpha=e^{-pt}$ and the recruitment process follows a poisson distribution with parameter $\lambda$. Futhermore, the mean time to promotion in the grade was estimated.

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