• Title/Summary/Keyword: Limiting probability

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Some properties of the regenerative process

  • Shim, Donghee
    • Korean Management Science Review
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    • v.14 no.2
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    • pp.63-68
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    • 1997
  • Limiting probability in the steady state of regenerative process is one of the most useful characteristics. The formula for this limiting probability in the steady state of the regenerative process is presented in this paper. Because this formula is for the general model, it can be applied to many special systems including 2-unit redundant system. An example for this formula is also presented.

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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.

An analysis of limiting conditions of excess inrush currents and a derivation of the probability equations of inrush current occurrence (돌입전류의 제어조건 해석 및 돌입전류 발생 확률식의 유도)

  • 박영문
    • 전기의세계
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    • v.14 no.5
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    • pp.8-14
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    • 1965
  • Because of the flat slope of the magnetic characteristic curves at high saturation, the transformer inrush current peakes may assume an extreme magnitude. Even though such is rarely any danger to the transformer itself, the currents can cause serious problems in associated apparatus. This paper has analyzed various limiting factors of excess inrush currents, and then has suggested how to determine the frequency of encountering the inrush current peaks higher than an arbitrarily chosen value by deriving the probability equations of inrush current occurrence.

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A Study on the Parameter Estimation of Limiting Distribution (극치분포의 모수추정에 관한 연구)

  • 엄태원
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.32
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    • pp.17-26
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    • 1994
  • This paper deals with the estimation of limiting distribution parameters, which have a close relation with product reliability characteristics in reliability test. Among the many kinds of estimation methods, probability paper is commonly used. The limiting probability paper is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and a couple of running examples for user's reference appears in the appendix part.

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Consistency Check of a House of Quality Chart by Limiting Probability Concept and Median Rank (극한확률의 개념과 Median Rank를 이용한 HOQ 도표의 일관성 검정)

  • Won, Yu-Woong;Kim, Ki-Young;Yun, Deok-Kyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.3
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    • pp.22-29
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    • 2010
  • Six sigma has been the most influential management innovation tool in order to achieve the customer's satisfaction and keep the competition in the age of limitless competition. The success in six sigma is to find the correct CTQ (Critical to Quality). QFD (Quality function deployment) is the efficient too ever created to tie product and service design decisions directly to customer wants and needs. One of the mistakes in QFD is to analyze using an inconsistent HOQ (House of quality) chart. An inconsistent HOQ chart is one in which the information from the correlation matrix is inconsistent with that from the relationship matrix. This study presents the consistency check and inconsistency check in case of failing the consistency check. Also we propose the procedures using the Limiting Probability in correlation matrix and the Median Rank in relationship matrix in order to be consistent in HOQ chart.

A methodology to estimate earthquake induced worst failure probability of inelastic systems

  • Akbas, Bulent;Nadar, Mustafa;Shen, Jay
    • Structural Engineering and Mechanics
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    • v.29 no.2
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    • pp.187-201
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    • 2008
  • Earthquake induced hysteretic energy demand for a structure can be used as a limiting value of a certain performance level in seismic design of structures. In cases where it is larger than the hysteretic energy dissipation capacity of the structure, failure will occur. To be able to select the limiting value of hysteretic energy for a particular earthquake hazard level, it is required to define the variation of hysteretic energy in terms of probabilistic terms. This study focuses on the probabilistic evaluation of earthquake induced worst failure probability and approximate confidence intervals for inelastic single-degree-of-freedom (SDOF) systems with a typical steel moment connection based on hysteretic energy. For this purpose, hysteretic energy demand is predicted for a set of SDOF systems subject to an ensemble of moderate and severe EQGMs, while the hysteretic energy dissipation capacity is evaluated through the previously published cyclic test data on full-scale steel beam-to-column connections. The failure probability corresponding to the worst possible case is determined based on the hysteretic energy demand and dissipation capacity. The results show that as the capacity to demand ratio increases, the failure probability decreases dramatically. If this ratio is too small, then the failure is inevitable.

On Multipurpose Replacement Policies for the General Failure Model

  • Cha, Ji-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.393-403
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    • 2003
  • In this paper, various replacement policies for the general failure model are considered. There are two types of failure in the general failure model. One is Type I failure (minor failure) which can be removed by a minimal repair and the other is Type II failure (catastrophic failure) which can be removed only by a complete repair. In this model, when the unit fails at its age t, Type I failure occurs with probability 1-p(t) and Type II failure occurs with probability p(t), $0{\leq}p(t){\leq}1$. Under the model, optimal replacement policies for the long-run average cost rate and the limiting efficiency are considered. Also taking the cost and the efficiency into consideration at the same time, the properties of the optimal policies under the Cost-Priority-Criterion and the Efficiency-Priority-Criterion are obtained.

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Sensitivity analysis for performance measures in the M/M/1 Queue (M/M/1 QUEUE에서 수행측도들에 대한 민감도 분석)

  • 박흥식
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.21-34
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    • 1994
  • In this paper we consider the M/M/1 Queue with mean inter arrival time $\theta$. We derive a sample path estimator for the derivative of steady state mean system time with respect to $\theta$. We also show that the derived sample path estimate can be expressed as a sum of the IPA estimate and the other effect. We have a similar result for the derivative of limiting probability $P_k$ with respect to $\theta$.

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Performance of Hybrid DS/FH Spread-Spectrum Systems in Cellular Packet Radio Network (셀룰러 패킷무선망에서 하이브리드 DS/FH 확산대역 시스팀의 성능)

  • 조현욱;박상규
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.10A
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    • pp.1462-1470
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    • 1999
  • In this paper, the performance of packet radio networks using the ALOHA protocol in Rayleigh fading channels is analyzed in terms of the capture probability and the throughput. We consider capture effect in order to increase the probability of the channel access and to include cellular environment we assume that the traffic is a truncated bell-shaped distribution. The packet proposed in this paper consists of a competition part and a data part to decrease the probability of collision in the channel access. In the competition part, DS system with common spreading code is used and in the data, hybrid DS/FH system is used. We consider the linear correlation receiver and the hard-limiting correlation receiver as the receiver model. BPSK modulation is also employed. Because hybrid DS/FH systems are not sensitive to variation of the interference power, as we choose a proper chip number N and a frequency hopping number q, we can obtain a steady system performance even though the variation of interference power is severe fading channels such as Rayleigh fading.

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