• 제목/요약/키워드: Probability Function

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OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
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    • 제39권5호
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    • pp.537-547
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    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

퍼지 클러스터링을 이용한 확률분포함수 기반의 다중문턱값 선정법 (Selection Method of Multiple Threshold Based on Probability Distribution function Using Fuzzy Clustering)

  • 김경범;정성종
    • 한국정밀공학회지
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    • 제16권5호통권98호
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    • pp.48-57
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    • 1999
  • Applications of thresholding technique are based on the assumption that object and background pixels in a digital image can be distinguished by their gray level values. For the segmentation of more complex images, it is necessary to resort to multiple threshold selection techniques. This paper describes a new method for multiple threshold selection of gray level images which are not clearly distinguishable from the background. The proposed method consists of three main stages. In the first stage, a probability distribution function for a gray level histogram of an image is derived. Cluster points are defined according to the probability distribution function. In the second stage, fuzzy partition matrix of the probability distribution function is generated through the fuzzy clustering process. Finally, elements of the fuzzy partition matrix are classified as clusters according to gray level values by using max-membership method. Boundary values of classified clusters are selected as multiple threshold. In order to verify the performance of the developed algorithm, automatic inspection process of ball grid array is presented.

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확률밀도합수의 축차모수추정방식에 관한 연구 (A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability)

  • 한영렬;박진수
    • 한국통신학회논문지
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    • 제9권4호
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    • pp.163-169
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    • 1984
  • 本論文에서는 平均値가 確率密度函數의 퍼래미터의 函數일 때 確率1과 mean square로 수렴하는 새로운 母數推定알고리즘을 提案한다. 提案된 逐次알고리즘음 推定하려는 퍼래미터가 다수의 퍼래미터일 경우라도 적용시킬 수 있으며 컴퓨터 시뮬레이션에 의해 결과의 타당성을 입증하였다.

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퍼지 확률에 의한 이항분포 (The Binomial Distribution with Fuzzy Valued Probability)

  • 강만기;서현아;박영래;최규탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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    • pp.33-36
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    • 2008
  • We introduce some properties for fuzzy binomial distributions with fuzzy valued probability. First we define fuzzy type I error and type II error for fuzzy relative frequency and agreement index. And we show that an fuzzy power function and fuzzy binomial frequency function for binomial proportion test.

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선원 행동오류에 대한 최적 확률분포함수 추정에 관한 연구 (A Study on the Estimation of Optimal Probability Distribution Function for Seafarers' Behavior Error)

  • 박득진;양형선;임정빈
    • 한국항해항만학회지
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    • 제43권1호
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    • pp.1-8
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    • 2019
  • 해양사고를 야기한 선원의 행동오류를 식별하는 것은 해양사고의 예방 또는 저감에 관한 연구의 기초가 된다. 본 연구의 목적은 선원들의 행동오류를 세 가지 행동(즉, Skill, Rule, Knowledge)으로 모델링하는데 필요한 최적의 확률분포함수를 추정하는데 있다. 본 저자들의 사전 연구에서 획득한 해양사고 종류별 행동오류 데이터를 이용하여 세 가지 행동오류에 최적인 확률분포함수를 추정하고, 확률분포함수에서 도출한 확률 값들 사이의 유의성을 검증하였다. 확률분포함수 추정에는 최우추정법(Maximum Likelihood Estimation, MLE)을 적용하고, 유의성 검증에는 분산분석(ANOVA)를 이용하였다. 실험결과 여덟 가지 해양사고 종류별 세 가지 행동으로 각각에 대해서 최소의 오차를 갖는 확률분포함수를 추정할 수 있었다. 이를 이용하여 계산한 여덟 가지의 해양사고 종류에 대한 세 가지 행동오류들의 확률 값들은 통계적인 유의성이 관측 되었다. 또한, 행동오류가 해양사고에 영향을 미치는 것으로 관측되었다.

확률론적 이론에 기초한 동적 통행시간 모형 정립 (Development of Probability Theory based Dynamic Travel Time Models)

  • 양철수
    • 대한교통학회지
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    • 제29권3호
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    • pp.83-91
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    • 2011
  • 이 논문은 확률론적인 방법을 이용하여 동적 통행시간(dynamic travel time) 모형을 도출한다. 동적 통행시간 모형은 차량의 통행시간은 도로 공간상에서의 교통흐름 분포에 따라, 또는 통행구간 출발점에서 시간에 대한 교통흐름의 분포에 따라 결정된다고 가정하여 얻어진다. 이 모형들에서 교통흐름의 분포가 차량의 통행시간에 미치는 정도를 나타내는 확률밀도함수(probability density function)는 여러 가지 형태의 도입될 수 있으나 지수분포를 따른다고 가정한다.

풍력발전기의 설비이용률 계산을 위한 확률밀도함수의 비교 (Comparison of Probability Density Functions for Caculation of Capacity Factors of Wind Turbine Generator)

  • 강택근;허종철;좌종근
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 B
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    • pp.1338-1341
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    • 2002
  • The Weibull probability density function and the Rayleigh function are compared by analyzing the relations of the capacity factors which are compared the actual wind speed frequency curve with which are modelled using the probability density functions with different mean wind speeds. For this analysis, the wind speed means of arithmetic, root mean square, cubic mean cuberoot, and standard deviations are computed from the measured wind speed data of a specific site and the coefficients of probability density functions are calculated. The capacity factors for Vestas 850[kW] wind turbine are calculated and analyzed. The results shows that the wind speed frequency curve by Rayleigh function is more close to the actual curve than by Weibull function. The more the wind speed frequency curve is close to the actual one, the more the capacity factors become large values.

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연속확률변수 개념의 직관적 이해에 관한 고찰 (A Study on the Intuitive Understanding Concept of Continuous Random Variable)

  • 박영희
    • 대한수학교육학회지:학교수학
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    • 제4권4호
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    • pp.677-688
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    • 2002
  • The context and intuitive understanding is very important in Statistics Education. Especially, there is a need to mitigate student's difficulty in studying probability density function. One of teaching method this concept is to using relative frequency histogram. But, as using this method, we should know several problems included in that. This study investigate problems in the method for teaching probability density function as gradual meaning of histogram. Also, as alternative approach, this thesis introduce the density curve concept. The application of four methods to teach the concept of the probability density function and analysis of the survey result is done in this research.

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색도 영상분할을 위한 문턱치 결정방법 (Determination of threshold values for color image segmentation)

  • 이병욱
    • 한국통신학회논문지
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    • 제21권4호
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    • pp.869-875
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    • 1996
  • This paper investigates a method for dtermining a threshold value based on the probability distribution function for color image segmentation. Principal components of normalized color is nalyzed and found that there are effective color transforms for outdoor scents. We esplain the functional relationship of the treshold and the probability of a regiona detection, asuming bivarate Gaussian probability density function. Experimental results show that the probability of detection is proportional to the segmented area.

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확률함수를 이용한 비균질 Ti-6Al-4V 합금의 변형 및 파손해석 (Deformation and Failure Analysis of Heterogeneous Microstructures of Ti-6Al-4V Alloy using Probability Functions)

  • 김태원;고은영
    • 대한기계학회논문집A
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    • 제28권6호
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    • pp.685-692
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    • 2004
  • A stochastic approach has been presented for superplastic deformation of Ti-6Al-4V alloy, and probability functions are used to model the heterogeneous phase distributions. The experimentally observed spatial correlation functions are developed, and microstructural evolutions together with superplastic deformation behavior have been investigated by means of the two-point and three-point probability functions. The results have shown that the probability varies approximately linearly with separation distance, and deformation enhanced probability changes during the process. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite element implementation using Monte Carlo simulation associated with reconstructed microstructures shows that better agreement with experimental data of failure strain on the test specimen.