• Title/Summary/Keyword: Probability Density Function(PDF)

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RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF THE EXPONENTIAL DISTRIBUTION BY RECORD VALUES

  • LEE, MIN-YOUNG;CHANG, SE-KYUNG
    • Honam Mathematical Journal
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    • v.26 no.4
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    • pp.463-469
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    • 2004
  • In this paper we establish some recurrence relations satisfied by quotient moments of upper record values from the exponential distribution. Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function(pdf) f(x). Let $Y_n=max\{X_1,\;X_2,\;{\cdots},\;X_n\}$ for $n{\geq}1$. We say $X_j$ is an upper record value of $\{X_n,\;n{\geq}1\}$, if $Y_j>Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, $n{\geq}1$, where u(n)=min\{j{\mid}j>u(n-1),\;X_j>X_{u(n-1)},\;n{\geq}2\} and u(1) = 1. Suppose $X{\in}Exp(1)$. Then $\Large{E\;\left.{\frac{X^r_{u(m)}}{X^{s+1}_{u(n)}}}\right)=\frac{1}{s}E\;\left.{\frac{X^r_{u(m)}}{X^s_{u(n-1)}}}\right)-\frac{1}{s}E\;\left.{\frac{X^r_{u(m)}}{X^s_{u(n)}}}\right)}$ and $\Large{E\;\left.{\frac{X^{r+1}_{u(m)}}{X^s_{u(n)}}}\right)=\frac{1}{(r+2)}E\;\left.{\frac{X^{r+2}_{u(m)}}{X^s_{u(n-1)}}}\right)-\frac{1}{(r+2)}E\;\left.{\frac{X^{r+2}_{u(m-1)}}{X^s_{u(n-1)}}}\right)}$.

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Detection and Assessment of Forest Cover Change in Gangwon Province, Inter-Korean, Based on Gaussian Probability Density Function (가우시안 확률밀도 함수기반 강원도 남·북한 지역의 산림면적 변화탐지 및 평가)

  • Lee, Sujong;Park, Eunbeen;Song, Cholho;Lim, Chul-Hee;Cha, Sungeun;Lee, Sle-gee;Lee, Woo-Kyun
    • Korean Journal of Remote Sensing
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    • v.35 no.5_1
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    • pp.649-663
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    • 2019
  • The 2018 United Nations Development Programme (UNDP) report announced that deforestation in North Korea is the most extreme situation and in terms of climate change, this deforestation is a global scale issue. To respond deforestation, various study and projects are conducted based on remote sensing, but access to public data in North Korea is limited, and objectivity is difficult to be guaranteed. In this study, the forest detection based on density estimation in statistic using Landsat imagery was conducted in Gangwon province which is the only administrative district divided into South and North. The forest spatial data of South Korea was used as data for the labeling of forest and Non-forest in the Normalized Difference Vegetation Index (NDVI), and a threshold (0.6658) for forest detection was set by Gaussian Probability Density Function (PDF) estimation by category. The results show that the forest area decreased until the 2000s in both Korea, but the area increased in 2010s. It is also confirmed that the reduction of forest area on the local scale is the same as the policy direction of urbanization and industrialization at that time. The Kappa value for validation was strong agreement (0.8) and moderate agreement (0.6), respectively. The detection based on the Gaussian PDF estimation is considered a method for complementing the statistical limitations of the existing detection method using satellite imagery. This study can be used as basic data for deforestation in North Korea and Based on the detection results, it is necessary to protect and restore forest resources.

A Bayesian Approach to Geophysical Inverse Problems (베이지안 방식에 의한 지구물리 역산 문제의 접근)

  • Oh Seokhoon;Chung Seung-Hwan;Kwon Byung-Doo;Lee Heuisoon;Jung Ho Jun;Lee Duk Kee
    • Geophysics and Geophysical Exploration
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    • v.5 no.4
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    • pp.262-271
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    • 2002
  • This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

Bit Error Bounds for Trellis Coded Asymmetric 8PSK in Rain Fading Channel (강우 페이딩 채널에서 비대칭 8PSK 트랠리스 부호화방식의 비트에러 상한 유도)

  • 황성현;최형진
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.797-808
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    • 2000
  • This paper presents the bit error rate(BER) upper bounds for trellis coded asymmetric 8PSK(TC-A8PSK) system using the Ka-band satellite in the rain fading environment. The probability density function(PDF) for the rain fading random variable can be theoretically derived by assuming that the rain attenuation can be approximated to a long-normal distribution and the rain fading parameters are calculated by using the rain precipitation data from the Crane global model. Furthermore, we analyze the BER upper bounds of TC-A8PSK system according to the number of states in the trellis diagram and the availability of channel state information(CSI). In the past, Divsalar and Simon[9] has analyzed the BER upper bounds of 2-state TCM system in Rician fading channels however this paper is the first to analyze the BER upper bounds of TCM system in the rain fading channels. Finally, we summarize the dominant six factors which are closely related to the BER upper bounds of TC-A8PSK satellite system in the rain fading channel as follows: 1) frequency band, 2) rain intensity, 3) elevation angle, 4) signal to noise ratio, 5) asymmetric angle, and 6) availability of CSI.

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Population Pharmacokinetics for Gentamicin in American and Korean-American Appendicitis Patients Using Nonparametric Expected Maximum(NPEM) Algorithm (비모수적 기대최대치(NPEM)연산방법에 의한 미국인과 재미동포 충수돌기염 환자에게 겐타마이신의 모집단 약물동태학)

  • ;;Stanford Jhee;Gill, Mark A.
    • YAKHAK HOEJI
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    • v.39 no.2
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    • pp.103-112
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    • 1995
  • Population pharmacokinetics for gentamicin were compared with 24 American patients (16 male and 8 female) and 16 Korean-American appendicitis patients(12 male and 4 female). Two to six blood specimens were collected from all patients at the following times: just before a regularly scheduled infusion and at 1/2 hour after the end of a 1/2 hour infusion. Nonparametric expected maximum(NPEM) algorithm for population modeling was used. The estimated parameters were the elimination rate constant(K), the slope of the relationship between K versus creatinine clearance(KS), the apparent volume of distribution(V), the slope of the relationship between V versus weight(VS), gentamicin clearance(CL) and the slope of the relationship between CL versus creatinine clearance and the VS(CS). The output includes a 3-dimensional plot of the joint probability density function(PDF), two marginal PDF, means, medians, modes, variance, skewness, kurtosis, and CV%. The mean K(KS) were 0.424$\pm$0.139(0.00429$\pm$0.00164) and 0.411$\pm$0.135 hr$^{-1}$ (0.00475$\pm$0.00180[hr.mL/min/1.73m$^{2}]^{-1}$) for American and Korean-American populations, respectively. The mean V(VS) were not different at 15.6$\pm$4.77(0.233$\pm$0.0526) and 15.1$\pm$3.84L(0.239$\pm$0.0492 L/kg) for American and Korean-American populations, respectively (P>0.2). The mean CL (CS) were 6.28$\pm$1.85(0.0634$\pm$0.0191) and 5.70$\pm$1.77 L/hr(0.0701$\pm$0.0215 L/kg[hr.mL/min/1.73m$^{2}$)] for American and Korean-American populations, respectively. There are no differences in gentamicin pharmacokinetics between American and Korean-American Appendicitis patients.

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A New Teat Data Generation for SPRT in Speaker Verification (화자 확인에서 SPRT를 위한 새로운 테스트 데이터 생성)

  • 서창우;이기용
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.1
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    • pp.42-47
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    • 2003
  • This paper proposes the method to generate new test data using the sample shift of the start frame for SPRT(sequential probability ratio test) in speaker verification. The SPRT method is a effective algorithm that can reduce the test computational complexity. However, in making the decision procedure, SPRT can be executed on the assumption that the input samples are usually to be i.i.d. (Independent and Identically Distributed) samples from a probability density function (pdf), also it's not suitable method to apply for the short utterance. The proposed method can achieve SPRT regardless of the utterance length of the test data because it is method to generate the new test data through the sample shift of start frame. Also, the correlation property of data to be considered in the SPRT method can be effectively removed by employing the principal component analysis. Experimental results show that the proposed method increased the computational complexity of data for sample shift a little, but it has a good performance result more than a conventional method above the average 0.7% in EER (equal error rate).

DLL Design and Performance Evaluation in Indoor Wireless DS-CDMA System under the Multipath Fading Effects (실내 무선 DS-CDMA 방식에서 다중경로 페이딩 영향을 고려한 DLL 설계와 성능평가)

  • Im, Sung-Jun;Ryu, Ho-Jin;Ryu, Heung-Gyoon
    • The Journal of the Acoustical Society of Korea
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    • v.16 no.3
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    • pp.99-105
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    • 1997
  • This paper analyzes DLL(Delay lock loop) under the multipath fading effects. The evaluated performance measures include the steady-state timing error probability density function (PDF) and the mean-time-to-lose-lock (MTLL) under multipath fading effects. The discriminator characteristic S(${\epsilon}$) is shown to be zero at the point of timing error ${\epsilon}_{0}$ that is not zero, and the MTLL decreases as the delayed signal power $g_{2}$ and delayed time ${\tau}_{d}$ increase. We approximate the steady-state timing error PDF linearly with these variables and evaluate the steady-state timing error PDF and MTLL. The severe multipath fading effects result lower MTLL, in this case we make MTLL larger by increasing the early-late discriminator offset ${\Delta}$. First, we calculate the timing error point ${\epsilon}_{0}$, and present the performance of DLL under multipath fading. The timing error PDF, MTLL and the performance of DLL with ${\Delta}$ are also investigated. And we conclude that the larger ${\Delta}$ makes a higher MTLL and a better performance of DLL under multipath fading effects.

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Rate Modulation Strategy for Behaviors of a Mobile Robot

  • Kim, Hong-Ryeol;Kim, Joo-Min;Kim, Dae-Won
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1109-1114
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    • 2003
  • In this paper, task control architecture is proposed for a mobile robot with behaviors based on cognition theory to endow the robot intelligence. In the task control architecture, task manager is introduced especially for the management of computational resource. The management is based on classical RMS (Rate Monotonic Strategy), but with online rate modulation strategy. The rate modulation is performed using the value variances of behavior execution for the task. Because the values are based on natively uncertain sensor information, they are modeled using PDF (probability Density Function). As a rate modulation process, the range of the rate modulation is defined firstly by real-time constraints of RMS and discrete control stability of behaviors. With the allowable range, rate modulations are performed considering harmonic bases to maintain utilization bound without decrease. To evaluate the efficiency of the proposed rate modulation strategy, a simulation test is performed to compare the efficiency between the control architecture with the proposed strategy and previous one. A performance index with the formalization of propensity of resource allocation is proposed and utilized for the simulation test. To evaluate the appropriateness of the performance index, the performance index is compared with practical one through a practical simulation test.

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Performance Analysis of Noncoherent Transmit Diversity System over Correlated Rayleigh Fading Channel (상관된 레일레이 페이딩 채널에서 비동기 송신 다이버시티 시스템 성능해석)

  • 여민기;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.12 no.2
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    • pp.208-216
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    • 2001
  • Signal Fading due to multipath propagation severely impairs the performance of high-speed mobile communication systems. Effective diversity scheme for fading channel is STTD (Space Time Transmitter Diversity) method. This scheme is very simple and using 2 transmit antennas and 1 receive antenna provides a diversity order of two[1],[2]. In this paper, we derive the new probability density function of the envelope of the received signal over correlated Rayleigh fading channel. Using the new pdf of the envelope we analyze the performance of noncoherent M-ary FSK, DPSK and ASKSTTD (Space Time Transmitter Diversity) a system on correlated Rayleigh fading channel.

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Moving Object Tracking in Active Camera Environment Based on Bayes Decision Theory (Bayes 결정이론에 기반을 둔 능동카메라 환경에서의 이동 물체의 검출 및 추적)

  • 배수현;강문기
    • Journal of Broadcast Engineering
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    • v.4 no.1
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    • pp.22-31
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    • 1999
  • Moving object tracking improves the efficiency and qualification for observation system, broadcasting system, video conference, etc. This paper propcses an improved Bayes decision method for detecting and tracking moving objects in active camera environment. The Bayes decision based tracking approach finds the region of moving objects by analyzing the image sequences statistically. The propcsed algorithm regenerates the probability density function to accord with moving objects and background for active camera. Experimental results show that the algorithm is accurate. reliable and noise resistant. The result is compared with those of the conventional methods.

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