• Title/Summary/Keyword: Probability density distribution

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Design wind speed prediction suitable for different parent sample distributions

  • Zhao, Lin;Hu, Xiaonong;Ge, Yaojun
    • Wind and Structures
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    • v.33 no.6
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    • pp.423-435
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    • 2021
  • Although existing algorithms can predict wind speed using historical observation data, for engineering feasibility, most use moment methods and probability density functions to estimate fitted parameters. However, extreme wind speed prediction accuracy for long-term return periods is not always dependent on how the optimized frequency distribution curves are obtained; long-term return periods emphasize general distribution effects rather than marginal distributions, which are closely related to potential extreme values. Moreover, there are different wind speed parent sample types; how to theoretically select the proper extreme value distribution is uncertain. The influence of different sampling time intervals has not been evaluated in the fitting process. To overcome these shortcomings, updated steps are introduced, involving parameter sensitivity analysis for different sampling time intervals. The extreme value prediction accuracy of unknown parent samples is also discussed. Probability analysis of mean wind is combined with estimation of the probability plot correlation coefficient and the maximum likelihood method; an iterative estimation algorithm is proposed. With the updated steps and comparison using a Monte Carlo simulation, a fitting policy suitable for different parent distributions is proposed; its feasibility is demonstrated in extreme wind speed evaluations at Longhua and Chuansha meteorological stations in Shanghai, China.

Estimation of ecological flow rate for Zacco platypus based on habitat suitability index considering probability density function (확률밀도함수를 고려한 서식처 적합도 지수에 의한 피라미 생태유량 산정)

  • Jang, Kyeung Ho;Park, Young Ki;Kang, Jae Il;Kim, Min Hwan
    • Journal of Korea Water Resources Association
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    • v.51 no.3
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    • pp.207-219
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    • 2018
  • In this study, the ecological flow rate of the Zacco playtypus habitat was simulated based on the Instream Flow Incremental Methodology (IFIM) in reachs of urban and natural stream using the habitat suitability index (HSI) of the probability density function (PDF). To apply this method, PHABSIM model was used in this study. However, in this study, the HSI of the probability density function was developed by adjusting the parameters of the PDF based on Kang (2010) HSI. As a result, the normal distribution is closest to the ecological flow rate of the Kang (2010) in the urban stream. However, the two-parameter log-pearson distribution tended to be the closest in the natural stream. The ecological flow rate was simulated by the HSI and the reach of stream with the PDF. Based on the comparison of simulation results, we propose an ecological flow rate estimation method using probabilistic method.

Evaluation of chassis component reliability considering variation of fatigue data (피로 자료 분산을 고려한 자동차 부품의 신뢰도 해석)

  • Nam G.W;Lee B.C.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.690-693
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    • 2005
  • In this paper, probabilistic distribution of fatigue life of chassis component is determined statistically by applying the design of experiments and the Pearson system. To construct $p-\varepsilon-N$ curve, the case that fatigue data are random variables is attempted. Probabilistic density function(p.d.f) for fatigue life is obtained by design of experiment and using this p.d.f fatigue reliability about any aimed fatigue life can be calculated. Lower control arm and rear torsion bar of chassis component are selected as examples for analysis. Component load histories, which are obtained by multi-body dynamic simulation for Belsian load history, are used. Finite element analysis are performed using commercial software MSC Nastran and fatigue analysis are performed using FE Fatigue. When strain-life curve itself is random variable, probability density function of fatigue life has very little difference from log-normal distribution. And the case of fatigue data are random variables, probability density functions are approximated to Beta distribution. Each p.d.f is verified by Monte-Carlo simulation.

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Evaluation of Chassis Component Reliability Considering Variation of Fatigue Data (피로 자료 분산을 고려한 자동차 부품의 신뢰도 해석)

  • Nam, Gi-Won;Lee, Byung-Chai
    • Journal of the Korean Society for Precision Engineering
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    • v.24 no.2 s.191
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    • pp.110-117
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    • 2007
  • In this paper, probabilistic distribution of chassis component fatigue life is determined statistically by applying the design of experiments and the Pearson system. To construct p - ${\varepsilon}$ - N curve, the case that fatigue data are random variables is attempted. Probabilistic density function (p.d.f) for fatigue life is obtained by the design of experiment and using this p.d.f fatigue reliability, any aimed fatigue life can be calculated. Lower control arm and rear torsion bar of chassis components are selected as examples for analysis. Component load histories which are obtained by multi-body dynamic simulation for Belsian load history are used. Finite element analysis is performed by using commercial software MSC Nastran and fatigue analysis is performed by using FE Fatigue. When strain-life curve itself is random variable, the probability density function of fatigue life has very little difference from log-normal distribution. And the cases of fatigue data are random variables, probability density functions are approximated to Beta distribution. Each p.d.f is verified by Monte-Carlo simulation.

Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.857-865
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    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

Power Exponential Distributions

  • Zheng, Shimin;Bae, Sejong;Bartolucci, Alfred A.;Singh, Karan P.
    • International Journal of Reliability and Applications
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    • v.4 no.3
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    • pp.97-111
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    • 2003
  • By applying Theorem 2.6.4 (Fang and Zhang, 1990, p.66) the dispersion matrix of a multivariate power exponential (MPE) distribution is derived. It is shown that the MPE and the gamma distributions are related and thus the MPE and chi-square distributions are related. By extending Fang and Xu's Theorem (1987) from the normal distribution to the Univariate Power Exponential (UPE) distribution an explicit expression is derived for calculating the probability of an UPE random variable over an interval. A representation of the characteristic function (c.f.) for an UPE distribution is given. Based on the MPE distribution the probability density functions of the generalized non-central chi-square, the generalized non-central t, and the generalized non-central F distributions are derived.

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Characteristics on the Variation of Ocean Wave Statistics in the Chujeon Sea (주전해역의 파랑의 통계적 변동 특성)

  • 손병규;류청로
    • Journal of Ocean Engineering and Technology
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    • v.15 no.3
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    • pp.20-27
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    • 2001
  • After using the filtering method, wave parameters are calculated by the spectral analysis and wave by wave analysis. Extreme environments and higher wave characteristics int he Chujeon Sea are analyzed using the observed wave data. Higher wave has been intensely emphasized as an important environmental force parameter in several recent research works. The aims of this study are to summarize the distribution of extreme environment for wind waves, and to find occurrence probability of higher wave in Chujeon Sea. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter Qp, mean run-length and Ursell number. Although the spreading of the field results is large, it may be concluded that the tendency of wave group formation depends on the spectral peakedness parameter Qp. Extreme wave is estimated to apply various model distribution functions by using the monthly maximum significant wave parameters which can be used to the design and analysis of coastal structures.

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INTRODUCTION OF THREE FUNCTIONAL MODELS MATCHED TO THE STOCHASTIC RESPONSE EVALUATION OF ACOUSTIC ENVIRONMENTAL SYSTEM AND ITS APPLICATION TO A SOUND INSULATION SYSTEM

  • Ohta, Mitsuo;Fujita, Yoshifumi
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.686-691
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    • 1994
  • For evaluating the response fluctuation of the actual environmental acoustic system excited by arbitrary random inputs, it is important to predict a whole probability distribution form closely connected with evaluation indexes Lx, Leq and so on. In this paper, a new type evaluation method is proposed by introducing three functional models matched to the prediction of the response probability distribution from a problem-oriented viewpoint. Because of the positive variable of the sound intensity, the response probability density function can be reasonably expressed theoretically by a statistical Laguerre expansion series form. The relationship between input and output is described by the regression relationship between the distribution parameters(containing expansion coefficients of this expression) and the stochastic input. These regression functions are expressed in terms of the orthogonal series expansion and their parameters are determined based on the least-squares error criterion and the measure of statistical independency.

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Approximated Modeling Technique of Weibull Distributed Radar Clutter (Weibull 분포 레이더 클러터의 근사적 모델링 기법)

  • Nam, Chang-Ho;Ra, Sung-Woong
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.23 no.7
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    • pp.822-830
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    • 2012
  • Clutters are all unwanted radar returns to affect on detection of targets. Radar clutter is characterized by amplitude distributions, spectrum, etc. Clutter is modelled with considering these kinds of characteristics. In this paper, a Weibull distribution function approximated by uniform distribution function is suggested. Weibull distribution function is used to model the various clutters. This paper shows that the data generated by the approximated solution of Weibull distribution function satisfy the Weibull probability density function. This paper shows that the data generation time of approximated Weibull distribution function solution is reduced by 20 % compared with the generation time of original Weibull probability density function.

Human Exposure to BTEX and Its Risk Assessment Using the CalTOX Model According to the Probability Density Function in Meteorological Input Data (기상변수들의 확률밀도함수(PDF)에 따른 CalTOX모델을 이용한 BTEX 인체노출량 및 인체위해성 평가 연구)

  • Kim, Ok;Song, Youngho;Choi, Jinha;Park, Sanghyun;Park, Changyoung;Lee, Minwoo;Lee, Jinheon
    • Journal of Environmental Health Sciences
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    • v.45 no.5
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    • pp.497-510
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    • 2019
  • Objectives: The aim of this study was to secure the reliability of using the CalTOX model when evaluating LADD (or ADD) and Risk (or HQ) among local residents for the emission of BTEX (Benzene, Toluene, Ethylbenzene, Xylene) and by closely examining the difference in the confidence interval of the assessment outcomes according to the difference in the probability density function of input variables. Methods: The assessment was made by dividing it according to the method ($I^{\dagger}$) of inputting the probability density function in meteorological variables of the model with log-normal distribution and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. A T-test was carried out in order to analyze the difference in confidence interval of the two assessment results. Results: It was evaluated to be 1.46E-03 mg/kg-d in LADD of Benzene, 1.96E-04 mg/kg-d in ADD of Toluene, 8.15E-05 mg/kg-d in ADD of Ethylbenzene, and 2.30E-04 mg/kg-d in ADD of Xylene. As for the predicted confidence interval in LADD and ADD, there was a significant difference between the $I^{\dagger}$ and $II^{\ddagger}$ methods in $LADD_{Inhalation}$ for Benzene, and in $ADD_{Inhalation}$ and ADD for Toluene and Xylene. It appeared to be 3.58E-05 for risk in Benzene, 3.78E-03 for HQ in Toluene, 1.48E-03 for HQ in Ethylbenzene, and 3.77E-03 for HQ in Xylene. As a result of the HQ in Toluene and Xylene, the difference in confidence interval between the $I^{\dagger}$ and $II^{\ddagger}$ methods was shown to be significant. Conclusions: The human risk assessment for BTEX was made by dividing it into the method ($I^{\dagger}$) of inputting the probability density function of meteorological variables for the CalTOX model with log-normal distribution, and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. As a result, it was identified that Risk (or HQ) is the same, but that there is a significant difference in the confidence interval of Risk (or HQ) between the $I^{\dagger}$ and $II^{\ddagger}$ methods.