• 제목/요약/키워드: Probability Evaluation

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Evaluating the Investment in the Malaysian Construction Sector in the Long-run Using the Modified Internal Rate of Return: A Markov Chain Approach

  • SARSOUR, Wajeeh Mustafa;SABRI, Shamsul Rijal Muhammad
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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    • pp.281-287
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    • 2020
  • In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.

푸싱 방식에 의한 윈도우 입력 버퍼 스위치의 성능 향상 에 관한 연구 (Window input buffer switch performance progressing by pushing police)

  • 양승헌;조용권;곽재영;이문기
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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    • pp.123-126
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    • 2000
  • In this paper, we are proposed to pushing window input buffer A.T.M Switch that is not use memory read and write of general window police. Pushing window switch is superior to general window switch in performance but is large to general window switch in cross point number. Max throughput and Cell occupying probability results are verified by analysis an simulation. The evaluation of performance is max throughput and cell loss probability and mean queue length.

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Probability Integral of the Inverted Dirichlet Distribution with Application

  • Kim, Kee-Young
    • Journal of the Korean Statistical Society
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    • 제13권1호
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    • pp.25-31
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    • 1984
  • A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

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다중상태 유닛들의 망 신뢰도 근사 계산을 위한 알고리즘 (An Algorithm For Approximating The Reliability of Network with Multistate Units)

  • 오대호;염준근
    • 품질경영학회지
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    • 제30권1호
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    • pp.162-171
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    • 2002
  • A practical algorithm of generating most probable states in decreasing order of probability, given the probability of each unit\`s state, is suggested for approximating reliability(performability) evaluation of a network with multistate(multimode) units. Method of approximating network reliability for a given measure with most probable states is illustrated with a numerical example. The proposed method in this paper is compared with the previous method regarding memory requirement. Our method has some advantages for computation and achieves improvement with regard to memory requirement for a certain condition judging from the computation experiment.

절연 파괴 데이터를 이용한 에폭시 복합체의 절연 신뢰도 평가 (Evaluation of Insulating Reliability in Epoxy Composites using Dielectric Breakdown Data)

  • 박건호
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2005년도 춘계학술대회 논문집
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    • pp.114-118
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    • 2005
  • In this study, the DC dielectric breakdown of epoxy composites used for molding material was experimented and then its data were simulated by Weibull distribution equation. From the analysis of Weibull distribution, it was confirmed that as the allowed breakdown probability was given by 0.1[%], the applied field value needed to be under 21.5[kV/mm].

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Malware Detector Classification Based on the SPRT in IoT

  • Jun-Won Ho
    • International journal of advanced smart convergence
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    • 제12권1호
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    • pp.59-63
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    • 2023
  • We create a malware detector classification method with using the Sequential Probability Ratio Test (SPRT) in IoT. More specifically, we adapt the SPRT to classify malware detectors into two categories of basic and advanced in line with malware detection capability. We perform evaluation of our scheme through simulation. Our simulation results show that the number of advanced detectors is changed in line with threshold for fraction of advanced malware information, which is used to judge advanced detectors in the SPRT.

Does the Impairment of Functional Life Increase the Probability of Suicide in Cancer Patients?

  • Tanriverdi, Derya;Cuhadar, Dondu;Ciftci, Serpil
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권21호
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    • pp.9549-9553
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    • 2014
  • Background: Cancer affects patients in many ways including physical, social, emotional, psychological and economic and restricts the functional lives. Psychiatric problems seen among cancer patients may increase the suicide probability and patients perceive suicide as a peaceful death type. The aim of this study was to examine the correlation between functional life and suicide probability among cancer patients. Materials and Methods: This study was conducted with 105 cancer patients as descriptive. The Functional Living Index_Cancer (FLIC)," suicide probability scale" (SPS) and personal information form were used as data collecting tools. Data were evaluated by descriptive analysis, and Pearson's correlation. Results: It was determined that 34.3% of patients thought of suicide. Significant negative correlation was found between functional life and suicide probability (r=-.641, p=0.000), increase being evident in those with poor functional life. Conclusions: It is recommended that cancer patients should be supported for improving their functional lives with help in coping processes for illness and treatment symptoms. Evaluation of the patient mental status to prevent the suicide among this group is an important role for nurses.

Heterogeneous 네트워크에서 Pico 셀 범위 확장과 주파수 분할의 성능 평가 (Performance Evaluation of Pico Cell Range Expansion and Frequency Partitioning in Heterogeneous Network)

  • 굴홍량;김승연;류승완;조충호;이형우
    • 한국통신학회논문지
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    • 제37권8B호
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    • pp.677-686
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    • 2012
  • In the presence of a high power cellular network, picocells are added to a Macro-cell layout aiming to enhance total system throughput from cell-splitting. While because of the different transmission power between macrocell and picocell, and co-channel interference challenges between the existing macrocell and the new low power node-picocell, these problems result in no substantive improvement to total system effective throughput. Some works have investigated on these problems. Pico Cell Range Expansion (CRE) technique tries to employ some methods (such as adding a bias for Pico cell RSRP) to drive to offload some UEs to camp on picocells. In this work, we propose two solution schemes (including cell selection method, channel allocation and serving process) and combine new adaptive frequency partitioning reuse scheme to improve the total system throughput. In the simulation, we evaluate the performances of heterogeneous networks for downlink transmission in terms of channel utilization per cell (pico and macro), call blocking probability, outage probability and effective throughput. The simulation results show that the call blocking probability and outage probability are reduced remarkably and the throughput is increased effectively.

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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    • 제29권2호
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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.

교량의 과하중 확률계산을 통한 상태평가 등급 산정방법에 대한 연구 (A Study on the Evaluation Methods from Probability Computation of Bridge)

  • 김두환;유창욱
    • 한국안전학회지
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    • 제24권4호
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    • pp.53-58
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    • 2009
  • The importance of process for repair and reinforcement of the bridge is increasing because of the lack of the fatigue load and stress, a lowering of the bridge load carrying capacity owing to impact and oscillation, deterioration on cultivation periods of the bridge, etc. Typically the experimenter values the bridge load carrying capacity by the real rating factor and response modification factor in bridge load rating through static load test and dynamic load test. But the error occurred in reliability of response modification factor in bridge load rating according to experience of experimenter. so tests of connecting probability theory and valuation of the bridge recently. The study is to compute the real load carrying capacity of the bridge and the rating factor and response modification factor on grade of the bridge, and calculate the probability of over-loaded truck load from Weigh In Motion(WIM) Data in FORTRAN programming applying to Monte-Carlo Simulation. At the result of this study, it is acquired that the new grade is computed for the probability of over-loaded truck load and surface inspection. The A grade is over 1.95, B grade is $1.55{\sim}1.94$, C grade is $1.26{\sim}1.54$, D grade is $1.14{\sim}1.25$, E grade is under 1.13 of rating factor, respectively.