• Kyungpook Mathematical Journal
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• v.45 no.3
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• pp.423-431
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• 2005

Some recent inequalities for expectation and cumulative distribution function are improved.

• ETRI Journal
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• v.33 no.3
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• pp.320-325
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• 2011

This paper considers the effects of simultaneous correlated multipath fading and shadowing on the performances of a signal-to-interference ratio (SIR)-based dual-branch selection combining (SC) diversity receiver. This analysis includes the presence of cochannel interference. A generalized fading/shadowing channel model in an interference-limited correlated fading environment is modeled by generalized-K distribution. Closed-form expressions are obtained for probability density function and cumulative distribution function of the SC output SIR, as well as for the outage probability. Based on this, the influence of various fading and shadowing parameter values and the correlation level on the outage probability is examined.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• Journal of Environmental Health Sciences
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• v.45 no.5
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• pp.497-510
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• 2019

Objectives: The aim of this study was to secure the reliability of using the CalTOX model when evaluating LADD (or ADD) and Risk (or HQ) among local residents for the emission of BTEX (Benzene, Toluene, Ethylbenzene, Xylene) and by closely examining the difference in the confidence interval of the assessment outcomes according to the difference in the probability density function of input variables. Methods: The assessment was made by dividing it according to the method ($I^{\dagger}$) of inputting the probability density function in meteorological variables of the model with log-normal distribution and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. A T-test was carried out in order to analyze the difference in confidence interval of the two assessment results. Results: It was evaluated to be 1.46E-03 mg/kg-d in LADD of Benzene, 1.96E-04 mg/kg-d in ADD of Toluene, 8.15E-05 mg/kg-d in ADD of Ethylbenzene, and 2.30E-04 mg/kg-d in ADD of Xylene. As for the predicted confidence interval in LADD and ADD, there was a significant difference between the $I^{\dagger}$ and $II^{\ddagger}$ methods in $LADD_{Inhalation}$ for Benzene, and in $ADD_{Inhalation}$ and ADD for Toluene and Xylene. It appeared to be 3.58E-05 for risk in Benzene, 3.78E-03 for HQ in Toluene, 1.48E-03 for HQ in Ethylbenzene, and 3.77E-03 for HQ in Xylene. As a result of the HQ in Toluene and Xylene, the difference in confidence interval between the $I^{\dagger}$ and $II^{\ddagger}$ methods was shown to be significant. Conclusions: The human risk assessment for BTEX was made by dividing it into the method ($I^{\dagger}$) of inputting the probability density function of meteorological variables for the CalTOX model with log-normal distribution, and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. As a result, it was identified that Risk (or HQ) is the same, but that there is a significant difference in the confidence interval of Risk (or HQ) between the $I^{\dagger}$ and $II^{\ddagger}$ methods.

• Journal of the military operations research society of Korea
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• v.25 no.1
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• pp.55-74
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• 1999

In this study, a nonsymmetric model of directional probability variation (dpv), which is fundamental and conforms well to various moving situations of attacking tanks, is obtained based on the Whittaker's theory. It is shown that it produces the same expression of the probability density function as the Whittaker's under the special moving condition of an attacking tank. Using the derived dpvs, the probability densities for the various cases of some examples are calculated numerically to verify the derived formulas, and compared with other existing symmetrical distributions widely used to grasp characteristics of them. As a result, it is noted that the plots of the probability density function for various cases selected exhibit very different and useful behavioral features. Applying the results with respect to the every tank in the computer simulation of engagement between two tank forces, it is expected that more reasonable shot distributions can be given comparing with other existing symmetrical ones. The derived dpvs may be utilized to decide shot distribution of other weapon systems through small modification.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.587-594
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• 2009

In this paper the change point problem of the error terms in linear regression models is considered. Since fixed or stochastic independent variables and weakly dependent errors are assumed, usual multiple regression models and time series models including ARMA are covered. We use the estimates of probability density function based on residuals in order to test the distribution change of the unobserved errors. Under some mild conditions, the test using the residuals is proved to have the same limiting distribution as the test based on true errors.

• Journal of Korea Water Resources Association
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• v.51 no.3
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• pp.207-219
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• 2018

In this study, the ecological flow rate of the Zacco playtypus habitat was simulated based on the Instream Flow Incremental Methodology (IFIM) in reachs of urban and natural stream using the habitat suitability index (HSI) of the probability density function (PDF). To apply this method, PHABSIM model was used in this study. However, in this study, the HSI of the probability density function was developed by adjusting the parameters of the PDF based on Kang (2010) HSI. As a result, the normal distribution is closest to the ecological flow rate of the Kang (2010) in the urban stream. However, the two-parameter log-pearson distribution tended to be the closest in the natural stream. The ecological flow rate was simulated by the HSI and the reach of stream with the PDF. Based on the comparison of simulation results, we propose an ecological flow rate estimation method using probabilistic method.

• 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.

• International Journal of Highway Engineering
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• v.19 no.5
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• pp.89-96
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• 2017

PURPOSES: This study aims to develop a rational procedure for estimating the pavement roughness index considering vehicle wandering. METHODS : The location analysis of the passing vehicle in the lane was performed by approximately 1.2 million vehicles for verification of the wandering distribution. According to verification result, the distribution follows the normal distribution pattern. The probability density function was estimated using each lane's wandering distribution model. Then the procedure for applying a weighted value into the lane profile was conducted using this function. RESULTS : The modified index, MRIw, with consideration towards applying the wandering weighted value application was computed then compared with MRI. It was found that the Coefficient of Variation for distribution of lateral roughness index in the lane was high in the case of a large difference between each index (i.e., MRIw and MRI) observed. CONCLUSIONS : This result confirms that the new procedure with consideration of the weight factor can successfully improve the lane representative characteristics of the roughness index.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.17 no.6
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• pp.59-68
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• 2017

Random process plays a major role in wireless communication system to analytically derive the probability distribution function of the various statistical distribution. In this paper, we derive the decreasing function of the exponential distribution under the given condition which is expressed as wireless channel condition. The probability distribution function of Gaussian, Laplacian, Rayleigh and Nakagami distribution are also derived. Extensive simulation results of these statistical distributions are provided to prove that random process has a significant role in the wireless communications. In addition, the Rayleigh and Rician channels show specific examples of visible distance communication and invisible distance channel environment. This paper is motivated by that we assume a block fading channel model, where the channel is constant during a transmission block and changes independently between consecutive transmission block, can achieve a better performance in high SNR regime with i.i.d channel. This algorithm for realizing these transforms can be applied to the Kronecker MIMO channel.