• Title/Summary/Keyword: Probability density distribution

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Estimation of sewer deterioration by Weibull distribution function (와이블 분포함수를 이용한 하수관로 노후도 추정)

  • Kang, Byongjun;Yoo, Soonyu;Park, Kyoohong
    • Journal of Korean Society of Water and Wastewater
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    • v.34 no.4
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    • pp.251-258
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    • 2020
  • Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

Modified Test Statistic for Identity of Two Distribution on Credit Evaluation (신용평가에서 두 분포의 동일성 검정에 대한 수정통계량)

  • Hong, C.S.;Park, H.S.
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.237-248
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    • 2009
  • The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

Closed-Form Expressions for Selection Combining System Statistics over Correlated Generalized-K Fading Channels in the Presence of Interference

  • Nikolic, Bojana Z.;Stefanovic, Mihajlo C.;Panic, Stefan R.;Anastasov, Jelena A.;Milosevic, Borivoje
    • 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.

Probability Distribution of Nonlinear Random Wave Heights Using Maximum Entropy Method (최대 엔트로피 방법을 이용한 비선형 불규칙 파고의 확률분포함수)

  • 안경모
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.10 no.4
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    • pp.204-210
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    • 1998
  • This paper presents the development of the probability density function applicable for wave heights (peak-to-trough excursions) in finite water depth including shallow water depth. The probability distribution applicable to wave heights of a non-Gaussian random process is derived based on the concept of the maximum entropy method. When wave heights are limited by breaking wave heights (or water depth) and only first and second moments of wave heights are given, the probability density function developed is closed form and expressed in terms of wave parameters such as $H_m$(mean wave height), $H_{rms}$(root-mean-square wave height), $H_b$(breaking wave height). When higher than third moment of wave heights are given, it is necessary to solve the system of nonlinear integral equations numerically using Newton-Raphson method to obtain the parameters of probability density function which is maximizing the entropy function. The probability density function thusly derived agrees very well with the histogram of wave heights in finite water depth obtained during storm. The probability density function of wave heights developed using maximum entropy method appears to be useful in estimating extreme values and statistical properties of wave heights for the design of coastal structures.

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A Nonsymmetric Model of Directional Probability Variation [DPV] for Tanks (전차동체의 피탄각 결정을 위한 비대칭 방향확률분포 모델)

  • 김의환;장원범;이대일
    • 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.

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ENTRAINMENT OF SEDIMENT PARTICLES FROM SCOUR HOLE BY TURBULENT VORTICES DOWNSTREAM OF HYDRAULIC STRUCTURE

  • Kim, Jin-Hong;Lee, Sam-Hee
    • Water Engineering Research
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    • v.2 no.4
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    • pp.261-268
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    • 2001
  • This study presents the estimation of the entrainment velocity of sediment particles from the scour hole. Sediment particles are entrained from the scour hole downstream of hydraulic structures by the turbulent vortices. Mathematical form of the entrainment velocity of sediment particles from the scour hole was obtained using the impulse-momentum equation with given value of the vertical component of turbulent velocity of the line vortex. Also, its probability density distribution was obtained with the results that the probability density distribution of the vertical turbulent velocity followed the normal distribution. Experimental results of the entrainment velocity of sediment particles showed relatively good agreements with theoretical ones.

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Evaluation of Insulating Reliability in Epoxy Composites by DC Dielectric Breakdown Properties (DC 절연파괴 특성을 이용한 Epoxy 복합체의 절연 신뢰도 평가)

  • 임중관;박용필;김정호
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2001.07a
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    • pp.92-95
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    • 2001
  • The dielectric breakdown of epoxy composites used for transformers was experimented and then its data were simulated by Weibull distribution probability. First of all, speaking of dielectric breakdown properties, the more hardener increased the stronger breakdown strength at low temperature because of cross-linked density by the virtue of ester radical. The breakdown strength of specimens with filler was lower than it of non-filler specimens because it is believed that the adding filler forms interface and charge is accumulated in it, therefore the molecular motility is raised and the electric field is concentrated. In the case of filled specimens with treating silane, the breakdown strength become much higher Finally, 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 [Mv/cm].

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Analysis of Electrical Degradation in Epoxy Composites by Dielectric Breakdown Properties (절연파괴 특성을 이용한 Epoxy 복합체의 전기적 열화 분석)

  • 최철호;박용필;임중관
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2002.07a
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    • pp.414-419
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    • 2002
  • The dielectric breakdown of epoxy composites used for transformers was experimented and then its data were simulated by Weibull distribution probability. First of all, speaking of dielectric breakdown properties, the more hardener increased the stronger breakdown strength at low temperature because of cross-linked density by the virtue of ester radical. The breakdown strength of specimens with filler was lower than it of non-filler specimens because it is believed that the adding filler forms interface and charge is accumulated in it, therefore the molecular motility is raised and the electric field is concentrated. In the case of (idled specimens with treating silane, the breakdown strength become much higher Finally, 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 MV/cm.

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Evaluation of Insulating Reliability in Epoxy Composites

  • Park, No-Bong;Yang, Dong-Bok;Lim, Jung-Kwan;Park, Yong-Pil;Lee, Hee-Kab;Kim, Gui-Yeul
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2003.07b
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    • pp.1200-1203
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    • 2003
  • The dielectric breakdown of epoxy composites used for transformers was experimented and then its data were applied to Weibull distribution probability. First of all, speaking of dielectric breakdown properties, the more hardener increased, the stronger breakdown strength became at low temperature because of cross-linked density by the virtue of ester radical. The breakdown strength of specimens with filler was lower than it of non-filler specimens because it is believed that the adding filler forms interface and charge is accumulated in it, therefore the molecular motility is raised and the electric field is concentrated. In the case of filled specimens with treating silane, the breakdown strength become much higher. Finally, according to Weibull distribution analysis, reducing breakdown probability of equipment insulation lower than 0.1% level requires the allowable field allowable field intensity values to be kept under 21.5 MV/cm.

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Test for Distribution Change of Dependent Errors (종속 오차에 대한 분포 변화 검정법)

  • Na, Seong-Ryong
    • 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.