• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.587-594
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• 2009

이 논문에서는 선형회귀모형의 오차항에 대한 변화점 검정 문제를 다룬다. 고정 혹은 변동 모형의 독립 변수와 약한 종속성을 가지는 오차항을 가정하는 관계로 통상적인 중회귀모형뿐만 아니라 ARMA 등의 시계열 모형까지 본 논문에서 포괄한다고 하겠다. 오차항의 분포 변화를 검정하기 위하여 회귀모형의 잔차에 기초한 확률밀도함수 추정값을 이용한다. 적절한 가정하에서 잔차를 이용한 검정이 실제 오차를 이용한 경우와 동일한 극한 분포를 가짐을 보였다.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2002년도 춘계학술대회 논문집 유기절연재료 전자세라믹 방전플라즈마 일렉트렛트 및 응용기술
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• pp.212-217
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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 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.

• 한국측량학회지
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• 제30권3호
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• pp.295-303
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• 2012

풍력발전 단지의 수익성 평가를 위해 연간 에너지 생산량(AEP ; Annual Energy Production)의 계산이 중요하다. AEP를 계산하기 위해서는 바람의 확률밀도함수(PDF ; Probability Density Function)와 풍력발전기의 발전곡선(PC; Power Curve)이 필요하며, AEP 예측의 정확성을 향상시키기 위해서는 허브 높이에서의 PDF예측과 그 높이의 공기밀도에 따른 풍력발전기 PC의 결정이 중요하다. 본 연구에서는 제주도 한동, 평대의 실관측 풍황탑(met mast) 자료를 이용하였으며 풍속의 PDF를 Weibull 분포 함수로 가정 하였고 Weibull 함수의 파라미터의 값이 높이에 따라 변화하는 양상을 확인하였다. Weibul 함수의 계산은 모멘트법과 LN-least법을 사용하였으며, 모멘트법과 LN-least법에 의한 형상계수의 경우 높이의 증가에 따라 변화를 보이지 않았고 평균값에서 ${\pm}0.1$의 변화 패턴을 보였다. 척도계수의 경우 높이가 증가함에 따라 선형적으로 증가하였으며 지형별 분류에 따른 높이별 척도계수의 기울기는 확연한 차이를 보이고 있었다. 60m 높이에서 관측된 바람의 상대도수와 관측 값의 높이 보정에 의한 공기밀도와 일반식에 의한 공기밀도를 각각 계산하여 그 결과에 대응하는PC를 선택하여 AEP차이를 계산하였다.

• Genomics & Informatics
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• 제20권2호
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• pp.17.1-17.11
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• 2022

Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

• 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.

• 대한수학회보
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• 제44권2호
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• pp.265-270
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• 2007

The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.

• 한국인터넷방송통신학회논문지
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• 제17권6호
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• pp.59-68
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• 2017

무선 통신시스템에서 Random 과정을 해석적으로 표현할 수 있으며 적당한 확률분포를 구할 수 있다. 감쇄지수함수 확률분포에 의한 가우스, 레일레이, 나카가미 확률분포를 쉽게 유도했으며 시뮬레이션을 그림으로 보인다. 시간의 개념을 포함한 파형의 집합에 의한 확률적 표현이 Random과정(or Stochasic Process)인데 이를 무선환경의 조건에 따라 유도한다. 또한 가시거리 통신과 비가시거리 채널환경을 Rayleigh와 Rician 채널로 구체적인 예를 SISO, MIMO 환경에서 보인다. 또한, 본 논문에서 채널이 송신 블록 동안 일정하고 연속적인 송신 블록 사이에서 독립적으로 변하는 블록 페이딩 채널 모델을 가정함으로써 i.i.d 채널을 갖는 높은 SNR 영역에서 더 나은 성능을 얻을 수 있다는 동기를 부여한다. 이러한 변환을 실현하기 위한 알고리즘은 크로네 커 MIMO 채널에 적용 할 수 있다.

• International Journal of Naval Architecture and Ocean Engineering
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• 제2권3호
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• pp.119-126
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• 2010

The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

• 한국멀티미디어학회논문지
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• 제19권3호
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• pp.633-641
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• 2016

Automatic defect inspection system is composed of the step in the pre-processing, defect candidate detection, and classification. Polarizing films containing various defects should be minimized over-detection for classifying defect blobs. In this paper, we propose a defect detection algorithm using a skewness of histogram for minimizing over-detection. In order to detect up defects with similar to background pixel, we are used the characteristics of the local region. And the real defect pixels are distinguished from the noise using the probability density function. Experimental results demonstrated the minimized over-detection by utilizing the artificial images and real polarizing film images.

• International Journal of Control, Automation, and Systems
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• 제6권1호
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• pp.109-118
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• 2008

We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.