• 제목/요약/키워드: Probability distributions

검색결과 739건 처리시간 0.023초

컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석 (Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique)

  • 이현만;김태곤;최원;서교;이정재
    • 한국농공학회논문집
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    • 제55권5호
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    • pp.49-58
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    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

Note on Stochastic Inequalities

  • Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
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    • 제9권2호
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    • pp.121-125
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    • 1980
  • In this note, we establish a result which characterizes a partial ordering of probability distributions on a partially ordered space by that of conditional distributions. This result is then reduced to prove the conjecture made by Nevius, Proschan and Sethuraman (1977).

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Net Inventory Positions in Systems with Non-Stationary Poisson Demand Processes

  • Sung, Chang-Sup
    • 한국경영과학회지
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    • 제6권2호
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    • pp.51-55
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    • 1981
  • In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.

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국내 태풍 예측 (Predicting typhoons in Korea)

  • 양희중
    • 대한안전경영과학회지
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    • 제17권1호
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    • pp.169-177
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    • 2015
  • We develop a model to predict typhoons in Korea. We collect data for typhoons and classify those depending on the severity level. Following a Bayesian approach, we develop a model that explains the relationship between different levels of typhoons. Through the analysis of the model, we can predict the rate of typhoons, the probability of approaching Korean peninsular, and the probability of striking Korean peninsular. We show that the uncertainty for the occurrence of various types of typhoons reduces dramatically by adaptively updating model parameters as we acquire data.

시간에 따라 변하며 추계적 수요를 갖는 다단계 재고시스템의 확률 분포에 관한 연구 (Some Probability Distributions for a Multi-echelon Inventory System with Time-varying, stochastic Demands)

  • 김지승
    • 산업경영시스템학회지
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    • 제18권36호
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    • pp.113-120
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    • 1995
  • Much of the past work regarding repairable item stockage has concentrated on the development of models and policies for systems in steady state. However, there are important situations in which the transient behavior is most important. A dramatic example of this is the potential dynamic behavior exhibited by demands and service in the deployment of an Air Force squadron at the onset of a conflict. The purpose of this paper is to derive some probability distributions necessary for providing an integrated approach for a multi-echelon inventory system with nonstationary demands and service rates.

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On the Stationary Probability Distributions for the $Schl\ddot{o}gl$ Model with the First Order Transition under the Influence of Singular Multiplicative Noise

  • Kyoung-Ran Kim;Dong J. Lee;Cheol-Ju Kim;Kook Joe Shin
    • Bulletin of the Korean Chemical Society
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    • 제15권8호
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    • pp.627-631
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    • 1994
  • For the Schlogl model with the first order transition under the influence of the multiplicative noise singular at the unstable steady state, the effects of the parameters on the stationary probability distributions obtained by the Ito and Stratonovich methods are discussed and compared in detail.

Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • 제9권3호
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

이산확률분포에 대한 예비수학교사의 이해 분석 (A study on the understanding of mathematics preservice teachers for discrete probability distribution)

  • 이봉주;윤용식;임해미
    • 한국수학교육학회지시리즈A:수학교육
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    • 제59권1호
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    • pp.47-62
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    • 2020
  • 본 연구에서는 이산확률분포 파악에 필요한 지식을 표본공간의 각 원소에 정의된 확률, 이산확률변수의 정의, 이산확률변수에 정의되는 확률, 그리고 이들 사이의 관계에 대한 지식으로 정의하고, 예비수학교사가 해당 지식을 어느 정도 이해하고 있는지에 대하여 살펴보았다. 이를 위해 검사 도구를 개발하고 사범대학생 47명을 대상으로 조사하였다.

안성천 유역의 BOD농도 확률분포 특성 (Characteristics of Probability Distribution of BOD Concentration in Anseong Stream Watershed)

  • 김경섭;안태진
    • 한국물환경학회지
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    • 제25권3호
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    • pp.425-431
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    • 2009
  • It is very important to know the probability distribution of water-quality constituents for water-quality control and management of rivers and reservoirs effectively. The probability distribution of BOD in Anseong Stream was analyzed in this paper using Kolmogorov-Smirnov test which is widely used goodness-of-fit method. It was known that the distribution of BOD in Anseong Stream is closer to Log-normal, Gamma and Weibull distributions than Normal distribution. Normal distribution can be partially applied depending on significance level, but Log-normal, Gamma and Weibull distributions can be used in any significance level. Also the estimated Log-normal distribution of BOD at Jinwi3 station was to be compared with the measured in 2001, 2002 and 2003 years. It was revealed that the estimated probability distribution of BOD at Jinwi3 follows a theoretical distribution very well. The applicable probability distribution of BOD can be used to explain more rigorously and scientifically the achievement or violation of target concentration in TMDL(Total Maximum Daily Load).

논 유출수 BOD의 유량가중평균농도(EMC) 확률분포 (Probability Distribution of BOD EMC from Paddy Fields)

  • 진소현;정재운;윤광식;최우정;최동호;김상돈;강재홍;최유진
    • 한국환경과학회지
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    • 제19권9호
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    • pp.1153-1159
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    • 2010
  • Identification of probability distribution for water quality constituents from specific land use is important to achieve successful implementation of TMDL program. In this 3-year study, distribution of discharge and BOD(Biological Oxygen Demand) concentration from paddy rice fields were monitored. Four probability distributions, normal, log-normal, Gamma and Weibull were fitted and the goodness-of-fit was assessed using probability plots and Kolmogorov-Smirnov test. $EMC_s$ of BOD in runoff from paddy field ranged 0.37 to $7.99\;mgL^{-1}$, and all four probability distributions were acceptable. But the normal distribution would be preferred for BOD from paddy fields considering nature of straight forward application.