• Title/Summary/Keyword: Probability distribution model

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Probabilistic Distribution and Variability of Geotechnical Properties with Randomness Characteristic (무작위성을 보이는 지반정수의 확률분포 및 변동성)

  • Kim, Dong-Hee;Lee, Ju-Hyoung;Lee, Woo-Jin
    • Journal of the Korean Geotechnical Society
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    • v.25 no.11
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    • pp.87-103
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    • 2009
  • To determine the reliable probabilistic distribution model of geotechnical properties, outlier and randomness test for analysis data, parameter estimation of probabilistic distribution model, and goodness-of-fit test for model parameter and probabilistic distribution model have to be performed in sequence. In this paper, the probabilistic distribution model's geotechnical properties of Songdo area in Incheon are estimated by the above proposed procedure. Also, the coefficient of variation (COV) representing the variability of geotechnical properties is determined for several geotechnical properties. Reliable probabilistic distribution model and COV of geotechnical properties can be used for probability-based design procedure and reasonable choice of design value in deterministic design method.

Prediction of Extreme Sloshing Pressure Using Different Statistical Models

  • Cetin, Ekin Ceyda;Lee, Jeoungkyu;Kim, Sangyeob;Kim, Yonghwan
    • Journal of Advanced Research in Ocean Engineering
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    • v.4 no.4
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    • pp.185-194
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    • 2018
  • In this study, the extreme sloshing pressure was predicted using various statistical models: three-parameter Weibull distribution, generalized Pareto distribution, generalized extreme value distribution, and three-parameter log-logistic distribution. The estimation of sloshing impact pressure is important in design of liquid cargo tank in severe sea state. In order to get the extreme values of local impact pressures, a lot of model tests have been carried out and statistical analysis has been performed. Three-parameter Weibull distribution and generalized Pareto distribution are widely used as the statistical analysis method in sloshing phenomenon, but generalized extreme value distribution and three-parameter log-logistic distribution are added in this study. Additionally, statistical distributions are fitted to peak pressure data using three different parameter estimation methods. The data were obtained from a three-dimensional sloshing model text conducted at Seoul National University. The loading conditions were 20%, 50%, and 95% of tank height, and the analysis was performed based on the measured impact pressure on four significant panels with large sloshing impacts. These fittings were compared by observing probability of exceedance diagrams and probability plot correlation coefficient test for goodness-of-fit.

A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1175-1182
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    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

Statistical Estimation of Wind Speed in the Gwangyang-Myodo Region (광양 - 묘도 지역의 통계학적인 풍속 추정)

  • Bae, Yong Gwi;Han, Gwan Mun;Lee, Seong Lo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.2A
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    • pp.197-205
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    • 2008
  • In order to estimate mean wind speed in the Gwangyang-Myodo Region, the probability distribution model of extreme values has been used in the statistical analysis of joint distribution probability of daily maximum wind speed and corresponding direction in this paper. For this purpose frequency of daily maximum records at respective stations is inquired into and sample of largest yearly wind speed of sixteen compass direction and non-direction is extracted from daily data of maximum wind speed and appropriate direction of the meteorological observing stations nearby the bridge construction site. These extreme speed records are applied to Gumbel and Weibull distribution model and parameters are estimated through method of moment and method of least squares etc. And also, distribution and parameters are inquired into whether it is fitted through the probability plot correlation coefficient examination. From fitted parameters the largest yearly wind speed of sixteen compass direction and non-direction is extrapolated taking into account factors regarding sample size of data and distance from the bridge construction site according to the appropriate stations.

Emergence and Structure of Complex Mutualistic Networks

  • Lee, KyoungEun;Jung, Nam;Lee, Hyun Min;Maeng, Seung Eun;Lee, Jae Woo
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • v.3 no.3
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    • pp.149-153
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    • 2022
  • The degree distribution of the plant-pollinator network was identified by analyzing the data in the ecosystem and reproduced by a model of the growing bipartite mutualistic networks. The degree distribution of pollinator shows power law or stretched exponential distribution, while plant usually shows stretched exponential distribution. In the growth model, the plant and the pollinator are selected with probability Pp and PA=1-Pp, respectively. The number of incoming links for the plant and the pollinator is lp and lA, respectively. The probability that the link of the plant selects the pollinator of the existing network given as $A_{k_i}=k^{{\lambda}_A}_i/{\sum}_i\;k^{{\lambda}_A}_i$, and the probability that the pollinator selects the plant is $P_{k_i}=k^{{\lambda}_p}_i/{\sum}_i\;k^{{\lambda}_p}_i$. When the nonlinear growth index is 𝛌X=1 (X=A or P), the degree distribution follows a power law, and if 0≤𝛌X<1, the degree distribution follows a stretched exponential distribution. The cumulative degree distributions of plants and pollinators of 14 empirical plant-pollinators included in Interaction Web Database were calculated. A set of parameters (PA,PP,lA,lP) that reproduces these cumulative degree distributions and a growth index 𝛌X (X=A or P) were obtained. We found that animal takes very heterogenous connections, whereas plant takes a more flexible connection network.

Reliability-based stochastic finite element using the explicit probability density function

  • Rezan Chobdarian;Azad Yazdani;Hooshang Dabbagh;Mohammad-Rashid Salimi
    • Structural Engineering and Mechanics
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    • v.86 no.3
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    • pp.349-359
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    • 2023
  • This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

Probability Distribution of Battle Duration in Stochastic Combats (전투시간의 확률분포에 관한 연구)

  • 홍윤기
    • Journal of the military operations research society of Korea
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    • v.29 no.2
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    • pp.1-12
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    • 2003
  • Knowing the characteristic of battle duration is important for commanders and logicians in the analysis of combat realization. Analytic solutions for mean and standard deviation can be found in small sized battles. Stochastic combat simulation model is utilized to study a probabilistic behavior of the combat duration. Output data is fitted to a certain probability distribution and some moments such as skewness and kurtosis are investigated. Fire allocation strategies, reselect options, interfiring time random variables, and kill rates are considered to investigate how they affect the battle termination time.

BMAP/M/N/O Queueing System in Random Environments

  • Kim, Che-Soong
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2007.04a
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    • pp.461-465
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    • 2007
  • The BMAP/M/N/O queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is calculated. Loss probability and other performance measures are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.

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Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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Analysis of BMAP/M/N/0 Queueing System for Telecommunication Network Traffic Control (통신망 트래픽 제어를 위한 BMAP/M/N/0 대기행렬모형 분석)

  • Lee, Seok-Jun;Kim, Che-Soong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.30 no.4
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    • pp.39-45
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    • 2007
  • The BMAP/M/N/0 queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is derived. Loss probability and other performance measures of the system also are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.