• 제목/요약/키워드: Probability distribution function

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Temperature distribution analysis of steel box-girder based on long-term monitoring data

  • Wang, Hao;Zhu, Qingxin;Zou, Zhongqin;Xing, Chenxi;Feng, Dongming;Tao, Tianyou
    • Smart Structures and Systems
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    • 제25권5호
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    • pp.593-604
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    • 2020
  • Temperature may have more significant influences on structural responses than operational loads or structural damage. Therefore, a comprehensive understanding of temperature distributions has great significance for proper design and maintenance of bridges. In this study, the temperature distribution of the steel box girder is systematically investigated based on the structural health monitoring system (SHMS) of the Sutong Cable-stayed Bridge. Specifically, the characteristics of the temperature and temperature difference between different measurement points are studied based on field temperature measurements. Accordingly, the probability density distributions of the temperature and temperature difference are calculated statistically, which are further described by the general formulas. The results indicate that: (1) the temperature and temperature difference exhibit distinct seasonal characteristics and strong periodicity, and the temperature and temperature difference among different measurement points are strongly correlated, respectively; (2) the probability density of the temperature difference distribution presents strong non-Gaussian characteristics; (3) the probability density function of temperature can be described by the weighted sum of four Normal distributions. Meanwhile, the temperature difference can be described by the weighted sum of Weibull distribution and Normal distribution.

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

  • 안경모
    • 한국해안해양공학회지
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    • 제10권4호
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    • pp.204-210
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    • 1998
  • 최대 엔트로피 방법을 이용하여 강한 비정규분포과정의 특성을 갖는 비선형 불규칙 파고의 확률밀도 함수를 유도하였다. 파랑의 파고가 쇄파고(또는 수심)에 의해 제한되고 파고의 1, 2차 모멘트만 주어졌을 경우, 유도된 확률밀도함수는 $H_{b}$ (쇄파고), $H_{m}$(평균파고), $H_{rms}$(파고의 제곱평균평방근)의 매개변수로 폐합형(closed form)으로 표시된다. 파고의 3차 이상의 모멘트가 주어진 경우에는 최대 엔트로피를 갖는 확률밀도함수의 매개변수를 구하기 위해서 비선형 적분 방정식 계를 Newton-Raphson 방법을 이용하여 수치적으로 구하였다. 최대 엔트로피 방법을 이용하여 유도된 파고의 확률밀도함수를 비정규분포의 특성이 강한 실측자료와 비교하였다. 실측자료는 폭풍시 중간수심과 천해에서 측정된 쇄파고에 가까운 자료로서 강한 비선형 불규칙 파랑의 특성을 지니며, 이 경우에도 유도된 확률밀도함수가 측정된 파고의 막대그래프와 잘 일치하였다. 강한 비선형 불규칙파의 특성을 갖는 파랑의 파고일 경우에도 파고의 1, 2차 모멘트만으로도 파고의 분포를 잘 나타낼 수 있었다. 최대 엔트로피 방법을 이용하여 구해진 파고의 확률분포함수는 해안구조물의 설계파를 결정하는 극치파고분포와 파고의 통계적인 특성을 추정하는데 매우 유용하게 이용될 수 있다.

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극소치유량에 대한 적정분포형의 설정과 확률갈수량의 산정 (Probability Funetion of Best Fit to Distribution of Extremal Minimum Flow and Estimation of Probable Drought Flow)

  • 김지학;이순탁
    • 물과 미래
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    • 제8권1호
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    • pp.80-88
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    • 1975
  • In this paper the authors established the best fit distribution function by applying the concept of probabiaity to the annual minimum flow of nine areas along the Nakdong river basin which is one of the largest Korean rivers and calculated the probable minimum flow suitable to those distribution function. Lastly, the authors tried to establish the best method to estimate the probable minimun flow by comparing some frequency analysis methods. The results obtained are as follows (1) It was considered that the extremal distribution type III was the most suitable one in the distributional types as a result of the comparision with Exponential distribution, Log-Normal distribution, Extremal distribution type-III and so on. (2) It was found that the formula of extremal distribution type-II for the estimation of probable minimum flow gave the best result in deciding the probable minimum flow of the Nakdong river basin. Therfore, it is recommended that the probable minimum flow should be estimated by using the extremal distribution type-III method. (3) It could be understood that in the probable minimum flow the average non-excessive probability appeared to be $Po{\fallingdotseq}1-\frac{1}{2T}$ and gave the same values of the probable variable without any difference in the various methods of plotting technique.

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PROBABILITY DISTRIBUTION OF SURFACE WAVE SLOPE DERIVED USING SUN GLITTER IMAGES FROM GEOSTATIONARY METEROLOGICAL SATELLITE AND SURFACE VECTOR WINDS FROM SCATTEROMETERS

  • Ebuchi, Naoto;Kizu, Shoichi
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2002년도 Proceedings of International Symposium on Remote Sensing
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    • pp.615-620
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    • 2002
  • Probability distribution of the sea surface slope is estimated using sun glitter images derived from visible radiometer on Geostationary Meteorological Satellite (GMS) and surface vector winds observed by spaceborne scatterometers. The brightness of the visible images is converted to the probability of wave surfaces which reflect the sunlight toward GMS in grids of 0.25 deg $\times$ 0.25 deg. Slope and azimuth angle required for the reflection of the sun's ray toward GMS are calculated for each grid from the geometry of GMS observation and location of the sun. The GMS images are then collocated with surface wind data observed by three scatterometers. Using the collocated data set of about 30 million points obtained in a period of 4 years from 1995 to 1999, probability distribution function of the surface slope is estimated as a function of wind speed and azimuth angle relative to the wind direction. Results are compared with those of Cox and Munk (1954a, b). Surface slope estimated by the present method shows narrower distribution and much less directivity relative to the wind direction than that reported by Cox and Munk. It is expected that their data were obtained under conditions of growing wind waves. In general, wind waves are not always developing, and slope distribution might differ from the results of Cox and Munk. Most of our data are obtained in the subtropical seas under clear-sky conditions. This difference of the conditions may be the reason for the difference of slope distribution.

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Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

  • Di Paola, Mario;Pirrotta, Antonina;Zingales, Massimiliano
    • Structural Engineering and Mechanics
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    • 제28권4호
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    • pp.373-386
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    • 2008
  • In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

확률분포를 이용한 전력설비의 기대여명 추정 (Evaluation of life Expectancy of Power System Equipment Using Probability Distribution)

  • 김광원;현승호
    • 조명전기설비학회논문지
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    • 제22권10호
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    • pp.49-55
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    • 2008
  • 본 논문은 확률분포를 이용하여 전력설비의 기대여명을 산출하는 방법을 제안한다. 전력설비의 기대여명이란 해당 설비의 잔존수명으로, 기대여명은 전력시스템의 보수계획, 설비교체계획, 신뢰도 평가에 유용하게 이용될 수 있다. 본 논문에서는 각 운전년수별로 향후 운전가능년수에 대한 누적확률을 계산하고, 계산한 누적확률로 누적확률분포함수모델의 모수를 결정한 후, 모델함수의 평균값을 구하여 기대여명을 산정한다. 제안한 방법에서는 정립한 누적확률분포함수모델을 이용하여 기대여명 뿐만 아니라, 향후 특정 운전년수에 이르기 위한 기대확률까지도 쉽게 구할 수 있다. 제안한 방법은 우리나라 복합화력 발전소 발전기의 기대여명 추정에 적용하여 그 효용성을 입증하였다.

Frequency analysis of nonidentically distributed large-scale hydrometeorological extremes for South Korea

  • Lee, Taesam;Jeong, Changsam;Park, Taewoong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.537-537
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    • 2015
  • In recent decades, the independence and identical distribution (iid) assumption for extreme events has been shown to be invalid in many cases because long-term climate variability resulting from phenomena such as the Pacific decadal variability and El Nino-Southern Oscillation may induce varying meteorological systems such as persistent wet years and dry years. Therefore, in the current study we propose a new parameter estimation method for probability distribution models to more accurately predict the magnitude of future extreme events when the iid assumption of probability distributions for large-scale climate variability is not adequate. The proposed parameter estimation is based on a metaheuristic approach and is derived from the objective function of the rth power probability-weighted sum of observations in increasing order. The combination of two distributions, gamma and generalized extreme value (GEV), was fitted to the GEV distribution in a simulation study. In addition, a case study examining the annual hourly maximum precipitation of all stations in South Korea was performed to evaluate the performance of the proposed approach. The results of the simulation study and case study indicate that the proposed metaheuristic parameter estimation method is an effective alternative for accurately selecting the rth power when the iid assumption of extreme hydrometeorological events is not valid for large-scale climate variability. The maximum likelihood estimate is more accurate with a low mixing probability, and the probability-weighted moment method is a moderately effective option.

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연료분무의 위상도플러 측정과 확률밀도함수의 도출 (Phase Doppler Measurements and Probability Density Functions in Liquid Fuel Spray)

  • 구자예
    • 대한기계학회논문집
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    • 제18권4호
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    • pp.1039-1049
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    • 1994
  • The intermitternt and transient fuel spray have been investigated from the simultaneous measurement of droplet sizes and velocities by using Phase/Doppler Particle Analyzer(PDPA). Measurement have been done on the spray axis and at the edge of the spray near nozzle at various gas-to-liquid density ratios(.rho./sub g//.rho./sub l/) that ranges from those found in free atmospheric jets to conditions typical of diesel engines. Probability density distributions of the droplet size and velocity were obtained from raw data and mathematical probability density functions which can fit the experimental distribations were extracted using the principle of maximum likelihood. In the near nozzle region on the spray axis, droplet sizes ranged from the lower limit of the measurement system to the order of nozzle diameter for all (.rho./sub g/ /.rho./sub l/) and droplet sizes tended to be small on the spray edge. At the edge of spray, average droplet velocity peaked during needle opening and needle closing. The rms intensity is greatly incresed as the radial distance from the nozzle is increased. The probability density function which can best fit the physical breakage process such as breakup of fuel drops is exponecially decreasing log-hypebolic function with 4 parameters.

A New Integral Representation of the Coverage Probability of a Random Convex Hull

  • Son, Won;Ng, Chi Tim;Lim, Johan
    • Communications for Statistical Applications and Methods
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    • 제22권1호
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    • pp.69-80
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    • 2015
  • In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

ASYMPTOTIC ANALYSIS OF THE LOSS PROBABILITY IN THE GI/PH/1/K QUEUE

  • Kim Jeong-Sim
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.273-283
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    • 2006
  • We obtain an asymptotic behavior of the loss probability for the GI/PH/1/K queue as K tends to infinity when the traffic intensity p is strictly less than one. It is shown that the loss probability tends to 0 at a geometric rate and that the decay rate is related to the matrix generating function describing the service completions during an interarrival time.