• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2009년도 세계 도시지반공학 심포지엄
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• pp.1399-1406
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• 2009

Probability distribution of geotechnical properties is very useful information and it is used for evaluating the geotechnical properties itself and calculating probability of failure. In this study, probability distribution of compression index, recompression index, and void ratio are evaluated, and analysis results show that all property distributions satisfy normal and log-normal distribution.

• International Journal of Reliability and Applications
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• 제3권1호
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• pp.37-50
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• 2002

Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

• 말소리와 음성과학
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• 제8권4호
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• pp.89-95
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• 2016

The purpose of this work is to analyze and synthesize the pseudo-periodicity of voice using a source model. A speech signal has periodic characteristics; however, it is not completely periodic. While periodicity contributes significantly to the production of prosody, emotional status, etc., pseudo-periodicity contributes to the distinctions between normal and abnormal status, the naturalness of normal speech, etc. Measurement of pseudo-periodicity is typically performed through parameters such as jitter and shimmer. For studying the pseudo-periodic nature of voice in a controlled environment, through collected natural voice, we can only observe the distributions of the parameters, which are limited by the size of collected data. If we can generate voice samples in a controlled manner, experiments that are more diverse can be conducted. In this study, the probability distributions of vowel pitch variation are obtained from the speech signal. Based on the probability distribution of vocal folds, pulses with a designated jitter value are synthesized. Then, the target and re-analyzed jitter values are compared to check the validity of the method. It was found that the jitter synthesis method is useful for normal voice synthesis.

• Journal of Electrical Engineering and Technology
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• 제3권4호
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• pp.571-575
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• 2008

Stator insulation quality assessment for high voltage motors is a major issue for the reliable maintenance of industrial and power plants. To assess the condition of stator insulation, nondestructive tests were performed on the sixty coil groups of twelve motors. After completing the nondestructive tests, the AC voltage applied to the stator winding was gradually increased until insulation failure in order to obtain the breakdown voltage. The stator winding of each motor was classified into five coil groups; one group with healthy insulation and four groups with four different types of artificial defects. To analyze the breakdown voltage statistically, Weibull distribution was employed for the tests on the fifty coil groups of ten motors. The 50th percentile values of the measured breakdown voltages based on the statistical data of the five coil groups of ten motors were 26.1kV, 25.0kV, 24.4kV, 26.7kV and 30.5kV, respectively. Almost all of the failures were located in the line-end coil at the exit of the core slot. The breakdown voltages and the types of defects showed strong relation to the stator insulation tests such as in the case of dissipation factor and ac current. It is shown that the condition of the motor insulation can be determined from the relationship between the probability of failure and the type of defect.

• 응용통계연구
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• 제25권5호
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• 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.

• 환경영향평가
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• 제23권4호
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• pp.285-295
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• 2014

본 연구는 논으로부터 배출되는 오염물질항목별(COD, TOC, T-N, T-P, SS) 농도 분포에 적합한 확률분포모형을 분석하고 실측 평균 EMC와 확률분포 모형을 통해 추정된 중앙값 EMC(EMC50)값과 비교하였다. 이를 위해 2008년부터 2011년까지 전라남도 함평군에 위치한 논에서 모니터링을 수행하였다. 그 결과 COD는 3가지 확률분포모형(Normal, Log-Normal, Gamma), T-N은 4가지 확률분포모형(Normal, Log-Normal, Gamma, Weibull), T-P와 TOC는 3가 지 확 률 분 포 모 형 (Log-Normal, Gamma, Weibull), SS는 2가지 확률분포모형 (Log-Normal, Gamma)에서 적합한 것으로 나타났다. 특히, Log-Normal과 Gamma 확률분포모형은 모든 수질항목에 적합한 확률분포모형인 것으로 나타났다. 한편, 강우시 논 유출수의 수질항목별 평균값과 확률분포모형을 통해 추정된 EMC 중앙값과 비교한 결과 COD는 Gamma, TOC, T-N, T-P, SS는 Log-Normal 확률분포모형의 값과 비슷하게 나타났다.

• 한국정보과학회논문지:시스템및이론
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• 제31권3_4호
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• pp.170-186
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• 2004

최근 멀티미디어, 신호처리와 같은 실시간 응용들에 대해서 그 응용에 속한 태스크들이 일정한 확률로 마감시간을 만족하는 것을 보장하는, 소위 확률적 보장을 제공하는 것이 점점 더 중요해지고 있다. 확률적 보장을 제공하기 위해서는 주어진 시스템에서 각 태스크의 마감시간 위반확률(deadline miss probability)을 예측할 수 있는 분석 방법이 필요하다. 본 논문에서는 Rate Monotonic 또는 Earliest Deadline First와 같은 우선순위 스케줄링을 사용하는 시스템에서 각 태스크의 마감시간 위반확률을 정확하게 계산하는 분석 방법을 제안한다. 제안하는 분석 방법은 임의의 실행 시간 분포를 갖는 태스크들에 대해서 각각의 응답 시간 분포를 정확하게 계산함으로써 개별 태스크들의 마감시간 위반확률을 결정한다. 본 논문에서는 실험을 통해서 제안하는 분석 방법의 정확성을 검증하였고, 기존의 다른 분석 방법보다 우수함을 보였다.

• Structural Engineering and Mechanics
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• 제49권1호
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• pp.111-128
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• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• 한국방재학회 논문집
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• 제7권2호통권25호
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• pp.53-63
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• 2007

국내의 경우 매년 발생하는 홍수에 대해서는 많은 분석과 대비를 하고 있지만, 겨울철 폭설에 대한 연구는 미비한 실정이다. 본 연구에서는 기상청 산하 52개 관측지점의 30년 이상의 최심신적설량 자료를 수집하고 각 지점별 적설량의 최적분포형을 결정하여 확률적설량을 산정하였으며, 지역별 확률적설량의 분포를 파악하기 쉽게 재현기간별 확률적설량도를 작성 제시하였다. 지점별 최심신적설량의 적정분포형으로는 2모수 gamma분포가 우세하였고, 과거 주요폭설기록의 재현기간은 약 500년 내외를 보인 2005년, 재현기간 약 200년 정도를 보인 2004년의 확률적 규모를 볼 때 설하중에 대한 설계기준의 확립이 긴요하다. 우리나라의 확률적설량은 남부지방인 영 호남 지역 보다 중부지방으로 올라 갈수록 증가하고 있으며, 특히 태백산맥과 소백산맥을 경계로 서쪽과 동쪽의 편차가 뚜렷한 차이를 보이고 있다.