• Title/Summary/Keyword: Probability density distribution

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Finding Interkilling Time Probability Distribution in Stochastic Combats (확률과정 전투에서 명중시간간격 확률분포의 발견)

  • 홍윤기
    • Journal of the military operations research society of Korea
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    • v.28 no.2
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    • pp.56-69
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    • 2002
  • A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

Statistical and Probabilistic Assessment for the Misorientation Angle of a Grain Boundary for the Precipitation of in a Austenitic Stainless Steel (II) (질화물 우선석출이 발생하는 결정립계 어긋남 각도의 통계 및 확률적 평가 (II))

  • Lee, Sang-Ho;Choe, Byung-Hak;Lee, Tae-Ho;Kim, Sung-Joon;Yoon, Kee-Bong;Kim, Seon-Hwa
    • Korean Journal of Metals and Materials
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    • v.46 no.9
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    • pp.554-562
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    • 2008
  • The distribution and prediction interval for the misorientation angle of grain boundary at which $Cr_2N$ was precipitated during heating at $900^{\circ}C$ for $10^4$ sec were newly estimated, and followed by the estimation of mathematical and median rank methods. The probability density function of the misorientation angle can be estimated by a statistical analysis. And then the ($1-{\alpha}$)100% prediction interval of misorientation angle obtained by the estimated probability density function. If the estimated probability density function was symmetric then a prediction interval for the misorientation angle could be derived by the estimated probability density function. In the case of non-symmetric probability density function, the prediction interval could be obtained from the cumulative distribution function of the estimated probability density function. In this paper, 95, 99 and 99.73% prediction interval obtained by probability density function method and cumulative distribution function method and compared with the former results by median rank regression or mathematical method.

Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique (컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석)

  • Lee, Hyunman;Kim, Taegon;Choi, Won;Suh, Kyo;Lee, JeongJae
    • Journal of The Korean Society of Agricultural Engineers
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    • v.55 no.5
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    • pp.49-58
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    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

Development of a Fatigue Damage Model of Wideband Process using an Artificial Neural Network (인공 신경망을 이용한 광대역 과정의 피로 손상 모델 개발)

  • Kim, Hosoung;Ahn, In-Gyu;Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.52 no.1
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    • pp.88-95
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    • 2015
  • For the frequency-domain spectral fatigue analysis, the probability density function of stress range needs to be estimated based on the stress spectrum only, which is a frequency domain representation of the response. The probability distribution of the stress range of the narrow-band spectrum is known to follow the Rayleigh distribution, however the PDF of wide-band spectrum is difficult to define with clarity due to the complicated fluctuation pattern of spectrum. In this paper, efforts have been made to figure out the links between the probability density function of stress range to the structural response of wide-band Gaussian random process. An artificial neural network scheme, known as one of the most powerful system identification methods, was used to identify the multivariate functional relationship between the idealized wide-band spectrums and resulting probability density functions. To achieve this, the spectrums were idealized as a superposition of two triangles with arbitrary location, height and width, targeting to comprise wide-band spectrum, and the probability density functions were represented by the linear combination of equally spaced Gaussian basis functions. To train the network under supervision, varieties of different wide-band spectrums were assumed and the converged probability density function of the stress range was derived using the rainflow counting method and all these data sets were fed into the three layer perceptron model. This nonlinear least square problem was solved using Levenberg-Marquardt algorithm with regularization term included. It was proven that the network trained using the given data set could reproduce the probability density function of arbitrary wide-band spectrum of two triangles with great success.

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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    • v.39 no.5
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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.

Theoretical prediction on thickness distribution of cement paste among neighboring aggregates in concrete

  • Chen, Huisu;Sluys, Lambertus Johannes;Stroeven, Piet;Sun, Wei
    • Computers and Concrete
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    • v.8 no.2
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    • pp.163-176
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    • 2011
  • By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

Structural Damage Assessment Using the Probability Distribution Model of Damage Patterns (손상패턴의 확률밀도함수에 따른 구조물 손상추정)

  • 조효남;이성칠;오달수;최윤석
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2003.04a
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    • pp.357-365
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    • 2003
  • The major problems with the conventional neural network, especially Back Propagation Neural Network, arise from the necessity of many training data for neural network learning and ambiguity in the relation of neural network structure to the convergence of solution. In this paper, the PNN is used as a pattern classifier to detect the damage of structure to avoid those drawbacks of the conventional neural network. In the PNN-based pattern classification problems, the probability density function for patterns is usually assumed by Gaussian distribution. But, in this paper, several probability density functions are investigated in order to select the most approriate one for structural damage assessment.

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On Probability Distribution of Chloride Diffusion Coefficient for Recycled Aggregate Concrete

  • Ying, Jingwei;Xiao, Jianzhuang;Meng, Qiujiang
    • International Journal of Concrete Structures and Materials
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    • v.10 no.1
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    • pp.61-73
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    • 2016
  • In predicating the probability distribution of chloride diffusion coefficient of recycled aggregate concrete ($D_{RAC}$), the morphological characteristics of three phases, i.e., the old attached mortar, the natural aggregate and the new mortar, should all be taken into account. The present paper attempts to develop a probability density evolution method (PDEM) to achieve this. After verifying the derived PDEM results with experimental results, the effects of old attached mortar to the $D_{RAC}$ are examined in a quantitative manner. It is found that (1) the variation of the attached mortar content is much sensitive to $D_{RAC}$; (2) given the probability distribution of the content and chloride diffusion coefficient of old mortar, the probability distribution of DRAC can be analysed based on the PDEM; and (3) the critical chloride diffusion coefficient at a certain assurance rate can be obtained by the PDEM. The analysis results of this investigation will be valuable to the durability design for RAC.

Non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings with different side ratios

  • Jia-hui Yuan;Shui-fu Chen;Yi Liu
    • Wind and Structures
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    • v.37 no.3
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    • pp.211-227
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    • 2023
  • To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

Robust Histogram Equalization Using Compensated Probability Distribution

  • Kim, Sung-Tak;Kim, Hoi-Rin
    • MALSORI
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    • v.55
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    • pp.131-142
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    • 2005
  • A mismatch between the training and the test conditions often causes a drastic decrease in the performance of the speech recognition systems. In this paper, non-linear transformation techniques based on histogram equalization in the acoustic feature space are studied for reducing the mismatched condition. The purpose of histogram equalization(HEQ) is to convert the probability distribution of test speech into the probability distribution of training speech. While conventional histogram equalization methods consider only the probability distribution of a test speech, for noise-corrupted test speech, its probability distribution is also distorted. The transformation function obtained by this distorted probability distribution maybe bring about miss-transformation of feature vectors, and this causes the performance of histogram equalization to decrease. Therefore, this paper proposes a new method of calculating noise-removed probability distribution by using assumption that the CDF of noisy speech feature vectors consists of component of speech feature vectors and component of noise feature vectors, and this compensated probability distribution is used in HEQ process. In the AURORA-2 framework, the proposed method reduced the error rate by over $44\%$ in clean training condition compared to the baseline system. For multi training condition, the proposed methods are also better than the baseline system.

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