• Title/Summary/Keyword: Lognormal Distribution

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Probabilistic analysis of spectral displacement by NSA and NDA

  • Devandiran, P.;Kamatchi, P.;Rao, K. Balaji;Ravisankar, K.;Iyer, Nagesh R.
    • Earthquakes and Structures
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    • v.5 no.4
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    • pp.439-459
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    • 2013
  • Main objective of the present study is to determine the statistical properties and suitable probability distribution functions of spectral displacements from nonlinear static and nonlinear dynamic analysis within the frame work of Monte Carlo simulation for typical low rise and high rise RC framed buildings located in zone III and zone V and designed as per Indian seismic codes. Probabilistic analysis of spectral displacement is useful for strength assessment and loss estimation. To the author's knowledge, no study is reported in literature on comparison of spectral displacement including the uncertainties in capacity and demand in Indian context. In the present study, uncertainties in capacity of the building is modeled by choosing cross sectional dimensions of beams and columns, density and compressive strength of concrete, yield strength and elastic modulus of steel and, live load as random variables. Uncertainty in demand is modeled by choosing peak ground acceleration (PGA) as a random variable. Nonlinear static analysis (NSA) and nonlinear dynamic analysis (NDA) are carried out for typical low rise and high rise reinforced concrete framed buildings using IDARC 2D computer program with the random sample input parameters. Statistical properties are obtained for spectral displacements corresponding to performance point from NSA and maximum absolute roof displacement from NDA and suitable probability distribution functions viz., normal, Weibull, lognormal are examined for goodness-of-fit. From the hypothesis test for goodness-of-fit, lognormal function is found to be suitable to represent the statistical variation of spectral displacement obtained from NSA and NDA.

Soil and structure uncertainty effects on the Soil Foundation Structure dynamic response

  • Guellil, Mohamed Elhebib;Harichane, Zamila;Berkane, Hakima Djilali;Sadouk, Amina
    • Earthquakes and Structures
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    • v.12 no.2
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    • pp.153-163
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    • 2017
  • The underlying goal of the present paper is to investigate soil and structural uncertainties on impedance functions and structural response of soil-shallow foundation-structure (SSFS) system using Monte Carlo simulations. The impedance functions of a rigid massless circular foundation resting on the surface of a random soil layer underlain by a homogeneous half-space are obtained using 1-D wave propagation in cones with reflection and refraction occurring at the layer-basement interface and free surface. Firstly, two distribution functions (lognormal and gamma) were used to generate random numbers of soil parameters (layer's thickness and shear wave velocity) for both horizontal and rocking modes of vibration with coefficients of variation ranging between 5 and 20%, for each distribution and each parameter. Secondly, the influence of uncertainties of soil parameters (layer's thickness, and shear wave velocity), as well as structural parameters (height of the superstructure, and radius of the foundation) on the response of the coupled system using lognormal distribution was investigated. This study illustrated that uncertainties on soil and structure properties, especially shear wave velocity and thickness of the layer, height of the structure and the foundation radius significantly affect the impedance functions, and in same time the response of the coupled system.

Characterizing the Tail Distribution of Android IO Workload (안드로이드 입출력 부하의 꼬리분포 특성분석)

  • Park, Changhyun;Won, Youjip;Park, Yongjun
    • KIPS Transactions on Computer and Communication Systems
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    • v.8 no.10
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    • pp.245-250
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    • 2019
  • The use of NAND flash memory has increased rapidly due to the development of mobile fields. However, NAND flash memory has a limited lifespan, so studies are underway to predict its lifespan. Workload is one of the factors that significantly affect the life of NAND flash memory, and workload analysis studies in mobile environments are insufficient. In this paper, we analyze the distribution of workload in the mobile environment by collecting traces generated by using Android-based smartphones. The collected traces can be divided into three groups of hotness. Also they are distributed in the form of heavy tails. We fit this to the Pareto, Lognormal, and Weibull distributions, and Traces are closest to the Pareto distribution.

New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Study on Time and Spatial Distribution of Typhoon Storms (태풍성(颱風性) 강우(降雨)의 시공간(時空間) 분포(分布)에 관(關)한 연구(硏究))

  • Yoon, Kyung-Duck;Suh, Seung-Duk
    • Current Research on Agriculture and Life Sciences
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    • v.15
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    • pp.53-67
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    • 1997
  • The objective of this study is to provide with the hydro-meteological and probabilistic characteristics of the storms of typhoons that have been passed through the Korean peninsula during the last twenty-three years since 1961. The paths and intensities of the typhoons were analyzed. Fifty weather stations were selected and the rainfall data during typhoon periods were collected. Rainfall data were analyzed for the patterns and probabilistic distributions. The results were presented to describe the areal distributions of probabilistic characteristics. The results obtained from this study can be summarized as follows: 1. The most frequent typhoon path that has passed through the Korean peninsula was type E, followed by types CWE, W, WE, and S. The most frequent typhoon intensity was type B, followed by A, super A, and e types, respectively. 2. The third quartile typhoon rainfall patterns appear most frequently followed by the second, first, and last quartiles, respectively, in Seoul, Pusan, Taegu, Kwangju and Taejon. The single typhoon rainfalls with long rainfall durations tended to show delayed type rainfall patterns predominantly compared to the single rainfalls with short rainfall durations. 3. The most frequent probabilistic distribution of typhoon rainfall event is Pearson type-III, followed by Two-parameter lognormal distribution, and Type-I extremal distribution. 4. The most frequent probability distribution model of seashore location was Pearson type-III distribution. The most frequent probability distribution model of inland location was two parameter lognormal distribution.

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Low Flow Frequency Analysis of Steamflows Simulated from the Stochastically Generated Daily Rainfal Series (일 강우량의 모의 발생을 통한 갈수유량 계열의 산정 및 빈도분석)

  • Kim, Byeong-Sik;Gang, Gyeong-Seok;Seo, Byeong-Ha
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.265-279
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    • 1999
  • In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

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Characteristics on the Extreme Value Distributions of Deepwater Design ave Heights off the Korean Coast (한국 연안 심해 설계파고의 극치분포 특성)

  • Shin Taek Jeong;Jeong Dae Kim;Cho Hong Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.16 no.3
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    • pp.130-141
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    • 2004
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate design wave condition. Especially, the information of deepwater wave height distribution is essential for reliability design. In this paper, a set of deep water wave data obtained from KORDI(2003) were analyzed for extreme wave heights. These wave data at 67 stations off the Korean coast from 1979 to 1998 were arranged in the 16 directions. The probability distributions considered in this research were the Weibull, the Gumbel, the Log-pearson Type-III, and Lognormal distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 67 station was selected as the most probable parent distribution, and optimally estimated parameters and 50 year design wave heights were presented.

Estimation on Altitudinal Spectrum of Suitability for Four Species of the Mayfly Genus Ephemera (Ephemeroptera: Ephemeridae) Using Probability Distribution Models (확률분포모형을 이용한 하루살이속(Ephemera) 4종의 고도구배에 따른 서식처적합도 평가)

  • Dongsoo Kong;Bomi Kang
    • Journal of Korean Society on Water Environment
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    • v.39 no.4
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    • pp.302-315
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    • 2023
  • Distribution characteristics and altitudinal gradient of four species (E. strigata, E. separigata, E. orientalis-sachalinensis group) of the mayfly genus Ephemera (Order Ephemeroptera) were analyzed with probability distribution models (exponential, normal, lognormal, logistic, Weibull, gamma, beta, Gumbel). Data was collected from 23,846 sampling units of 6,787 sites in Korea from 2010 to 2021. The beta distribution model showed the best fit for positively skewed E. orientalis-sachalinensis and little-skewed E. strigata along with altitudinal gradient. The reversed lognormal distribution model showed the best-fit for negatively skewed E. separigata. E. orientalis-sachalinensis distributed at the range of altitude 1~700 m (mean 251 m, median 226 m, mode 124 m, and standard deviation 161 m), E. strigata distributed at the range of altitude 5~871 m (mean 474 m, median 478 m, mode 492 m, and standard deviation 200 m), E. separigata distributed at the range of altitude 7~846 m (mean 620 m, median 659 m, mode 760 m, and standard deviation 181 m). Altitudinal habitat suitability ranges were estimated to be 42~257 m for E. orientalis-sachalinensis, 335~644 m for E. strigata, and 641~824 m for E. separigata. Based on the altitudinal spectrum of suitability and altitude-related temperature analysis results, E. orientalis-sachalinensis was estimated to be thermophilic, E. strigata to be mesophilic, and E. separigata to be thermophobic. This is the first national-scale evaluation of the altitudinal distribution of Ephemera in Korea. These results will be used in a further research study on altitudinal shift of the species of Ephemera under climate change.

Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

CUSUM charts for monitoring type I right-censored lognormal lifetime data (제1형 우측중도절단된 로그정규 수명 자료를 모니터링하는 누적합 관리도)

  • Choi, Minjae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.735-744
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    • 2021
  • Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.