• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.591-601
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• 2009

In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

• Journal of applied mathematics & informatics
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• v.39 no.5_6
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• pp.725-742
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• 2021

The aim of this article is to estimate the coefficient bounds of certain subclasses of analytic functions. We claim that this is a novel and unique effort in combining the coefficient functional along with the new domains and the probability distributions which have not been found or are available in the literature of coefficients bounds. Here the authors analyze these bounds in the special domains associated with exponential function and sine function. Further we obtain Fekete-Szegö inequalities for the defined subclasses of analytic functions defined through Poisson distribution series and Pascal distribution series.

• Structural Engineering and Mechanics
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• v.62 no.3
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• pp.365-372
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• 2017

Reliability analysis is a probabilistic approach to determine a safety level of a system. Reliability is defined as a probability of a system (or a structure, in structural engineering) to functionally perform under given conditions. In the 1960s, Basler defined the reliability index as a measure to elucidate the safety level of the system, which until today is a commonly used parameter. However, the reliability index has been formulated based on the pivotal assumption which assumed that the considered limit state function is normally distributed. Nevertheless, it is not guaranteed that the limit state function of systems follow as normal distributions; therefore, there is a need to define a new reliability index for no-normal distributions. The main contribution of this paper is to define a sophisticated reliability index for limit state functions which their distributions are non-normal. To do so, the new definition of reliability index is introduced for non-normal limit state functions according to the probability functions which are calculated based on the convolution theory. Eventually, as the state of the art, this paper introduces a simplified method to calculate the reliability index for non-normal distributions. The simplified method is developed to generate non-normal limit state in terms of normal distributions using series of Gaussian functions.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.29 no.5
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• pp.463-469
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• 2016

In this study, a virtual specimen with a linear continuous gradient of void ratio (FGM: Functional Graded Material) is constructed using low-order probability functions of two real cement paste specimens. Two real specimens with difference void ratios are taken from X-ray CT to construct the virtual specimen. A virtual specimen with a gradient void distribution, whose average void ratio is between void ratios of two homogeneous real specimens, is constructed using a stochastic optimization approach. The void ratio distribution is assumed to be linear, and continuously varies in the vertical direction. In this study, a gradient term of void ratio is incorporated into the objective function as well as low-order probability functions from the previous research. To confirm the effect of gradient void distribution on the material response, air permeability is evaluated using finite element analysis. The analysis results are compared with experimental results, and confirm the effect of gradient void distribution on permeability.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.825-835
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• 2004

In this paper, we investigate the estimation of the value at risk(VaR) when stock prices are subjected to price limits. The mixture of probability mass functions and beta density functions is proposed to derive the distribution of asset returns. The analyses of real data show that the proposed distribution is appropriate to explain the VaR when the price limits exist in the data.

• 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.

• 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.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.811-817
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• 2011

We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.