• Title/Summary/Keyword: Monte Carlo 방법

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Nonparametric method in one-way layout based on joint placement (일원배치법에서 결합위치를 이용한 비모수 검정법)

  • Jeon, Kyoung-Ah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.729-739
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    • 2016
  • Kruskal and Wallis (1952) proposed a nonparametric method to test the differences between more than three independent treatments. This procedure uses rank in mixed sample combined with more than three unlike populations. This paper proposes a the new procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed method with previous methods.

Approximation to the Probability of Downlink Blocking between cdma2000 1X and WCDMA in Urban Handover Areas (도심 핸드오프 지역에서의 cdma2000 1X와 WCDMA간의 다운링크 블록킹 확률 근사)

  • 박승근;조경록;박덕규
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.14 no.2
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    • pp.89-95
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    • 2003
  • This paper proposes downlink blocking model and approximation equation using lower bound approximation in order to determine the proper guard band between cdma2000 1X and WCDMA in handover areas. The frequency sharing conditions obtained by the model and approximation equation on blocking probability proposed in the paper, are co-site of base station and guard band higher than 1 MHz. Also, the proposed equation is in the form of Q-function. It is an analytical solution overcoming the drawback of recalculation, belonged to Monte-Carlo technique.

A Computerized Construction Cost Estimating Method based on the Actual Cost Data (실적 공사비에 의한 예정공사비 산정 전산화 방안)

  • Chun Jae-Youl;Cho Jae-ho;Park Sang-Jun
    • Korean Journal of Construction Engineering and Management
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    • v.2 no.2 s.6
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    • pp.90-97
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    • 2001
  • The paper considers non-deterministic methods of analysing the risk exposure in a cost estimate. The method(referred to as the 'Monte Carlo simulation' method) interprets cost data indirectly, to generate a probability distribution for total costs from the deficient elemental experience cost distribution. The Monte Carlo method is popular method for incorporating uncertainty relative to parameter values in risk assessment modelling. Non-deterministic methods, they are here presented as possibly effective foundation on which to risk management in cost estimating. The objectives of this research is to develop a computerized algorithms to forecast the probabilistic total construction cost and the elemental work cost at the planning stage.

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Anaysis of electron transport characteristics using full band impact ionization model on GaAs - field direction dependent analysis - (풀밴드 임팩트이온화모델을 이용한 GaAs 전자전송특성 분석 - 전계방향에 따른 분석 -)

  • 정학기;이종인
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.3 no.4
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    • pp.915-922
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    • 1999
  • The field dependent characteristics of electron transport with GaAs impact ionization have been analyzed, using GaAa full band E-k relationship. The E-k relationship is derived from empirical pseudopotential method, using Fermi's golden rule and local form factor, and Brillouin zone is divided into tetrahedrons for calculating impact ionization rate, and tetrahedron method, in which integrates each tetrahedrons, is used. Monte Carlo simulation is used for analyzing anisotropy of impact ionization. A result of transient analysis for impact ionization has presented that anisotropy of impact ionization only arises during transient state and impact ionization is isotropic under steady state. Anisotropic characteristics of impact ionization for GaAs, which is presented in this paper, can be used in carrying out a transient analysis for GaAs devices.

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Nonparametric Method in One-way Layout for Umbrella Alternatives based on Placement (일원배치법에서 Umbrella Alternatives에 대한 위치를 이용한 비모수 검정법)

  • Lee, Hyejung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1181-1189
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    • 2015
  • The treatment effect in clinical tests depending on dose of the drug; however, it can show a decreasing trend in fixed dose level due to side effects. The trend is known as an umbrella pattern; in addition, the method for the umbrella alternative is quite useful when the tendency is predicted in advance. In this paper, we propose a nonparametric method of umbrella alternatives for a one-way layout by using linear placement described in Orban and Wolfe (1982). The Monte Carlo simulation is adapted to compare the power of proposed procedure with previous methods.

Performance Analysis of the Turning Acceleration Estimator, Input Estimation and Variable Dimension Filters for Tracking Maneuvers (회전가속도 추정기, 입력추정 및 가변차원 필터의 기동 추적 성능 해석)

  • Choi, Sung-Won;Lim, Sang-Seok
    • Journal of Advanced Navigation Technology
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    • v.6 no.2
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    • pp.119-129
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    • 2002
  • Maneuvering targets are difficult to track for the Kalman filter since the target model of tracking filter might not fit the real target trajectory and the statistical characteristics of the target maneuver are unknown in advance. In order to track such a highly maneuvering target, several schemes have been proposed and improved the tracking performance in some extent. Among those tracking schemes the Input Estimation (IE), Variable Dimension (VD) and Turning Acceleration Estimator (TAE) became popular. However, so far their tracking performances were analyzed individually and were not compared. In this paper, the tracking performances of the typical IE, VD and TAE schemes for a maneuvering target are compared. Monte-Carlo Simulations for three maneuvering profiles are carried out and the results are analyzed towards practical applications.

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Optimum Sample Size for Development of Reaeration Coefficient Equation in Stream Water Quality Modeling (강물의 수질오염 modeling에 사용되는 재포기계수공식 개발을 위한 적정규모의 표본의 크기)

  • ;Charles S. Melching
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.38 no.4
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    • pp.155-167
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    • 1996
  • 동일한 하천의 용전산소량(DO)을 예측하는 경우에도 사용하는 재포기계수$(K^2)$는 계산하는 공식에 따라 커다란 차이를 나타매며, 부적합한 공식의 사용에 의한 $(K^2)$의 계산은 하천의 수질관리 정책결정에 지장을 초래하므로 현장사정에 적합한 공식의 개발이 필요하다. 이러한 공식의 개발은 많은 현장측정 자료를 사용하도록 신뢰성이 높으나 현장측정은 소요되는 비용에 제약을 받기 때문에 신뢰성과 경제성을 동시에 고려한 표본의 크기의 적정규모를 산정하는 것이 필요하다. 본 연구에서는 Monte Carlo 방법에 의해 통계적으로 수출된 $(K^2)$를 사용해서, 주어진 자료에 의해 개발된 공식을 사용할 때 야기되는 오차가 $(K^2)$개수의 증가에 따라 얼마나 감소하는지를 널리 사용되는 공식 중에 Owen공식과 Churchill공식을 New Jersey에 있는 Passaic River에 적용시켜 검토하였다. 표본의 크기가 10에서 20으로 증가할 때 오차가 크게 감소하였으며 20을 넘어 증가시켰을 때에는 오차의 감소폭이 미미하였다. 초차의 감호형태와 단위측정당 소요되는 비용을 고려할 때 약 20정도의 표본의 크기가 적정수준의 규모에 판단된다. 이러한 적용사례의 결과는 회귀모델의 이론적 계산결과에 의한 오차 감소와 흡사하여 본 연구결과는 여러 가지(K2)공식과 광범위한 하천의 조건에 적용이 가능할 것이며, 본 연구에서 사용한 적정표본의 크기 산정방법은 회귀분석에 의해 실험식을 개발하는 다른 분야에도 적용이 가능하다.

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