• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• Ocean Systems Engineering
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• v.1 no.3
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• pp.249-261
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• 2011

The stochastic nonlinear dynamic behavior and probability density function of ship rolling are studied using the nonlinear dynamical systems approach and probability theory. The probability density function of the rolling response is evaluated through solving the Fokker Planck Equation using the path integral method based on a Gauss-Legendre interpolation scheme. The time-dependent probability of ship rolling restricted to within the safe domain is provided and capsizing is investigated from the probability point of view. The random differential equation of ships' rolling motion is established considering the nonlinear damping, nonlinear restoring moment, white noise and colored noise wave excitation.

• Journal of the Korean Solar Energy Society
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• v.33 no.2
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• pp.18-27
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• 2013

This paper presents a method for assessing the wind energy potential at complex terrain using probability distribution. And the proper probability models of the parameters estimating the wind energy are presented. Finally a mixture-Weibull determined by numerical methods procedure are proposed to assess the probability distribution of the energy potential at a site. The developed method is applied to the Kwanjungchun Bridge and compared with wind records which the neighboring weather station.

• Journal of the Korea Institute of Military Science and Technology
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• v.2 no.2
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• pp.131-139
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• 1999

An easy and efficient method is proposed for a computation of reliability of preprocessing filters in the fire control system when the sensor data are frequently unreliable depending on the operation environment. It computes state transition probability matrix after modeling filter states as a Markov process, and computing false alarm and detection probability of each filter state under the given sensor failure probability. It shows that two important indices such as distributed state probability and error variance can be derived easily for a reliability assessment of the given sensor fusion system.

• Journal of Korea Water Resources Association
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• v.48 no.1
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• pp.37-44
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• 2015

A Bayesian nonstationary probability rainfall estimation model using the Grid method is developed. A hierarchical Bayesian framework is consisted with prior and hyper-prior distributions associated with parameters of the Gumbel distribution which is selected for rainfall extreme data. In this study, the Grid method is adopted instead of the Matropolis Hastings algorithm for random number generation since it has advantage that it can provide a thorough sampling of parameter space. This method is good for situations where the best-fit parameter values are not easily inferred a priori, and where there is a high probability of false minima. The developed model was applied to estimated target year probability rainfall using hourly rainfall data of Seoul station from 1973 to 2012. Results demonstrated that the target year estimate using nonstationary assumption is about 5~8% larger than the estimate using stationary assumption.

• Journal of the Korea institute for structural maintenance and inspection
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• v.12 no.6
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• pp.129-139
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• 2008

Due to uncertainty of numerous variables in durability model, a probalistic approach is increasing. Monte Carlo simulation (Level III method) is an easily accessible method, but requires a lot of repeated operations. This paper evaluated the effectiveness of First Order Second Moment method (Level II method), which is more convenient and time saving method than MCS, to predict the corrosion initiation in harbor concrete structure. Mean Value First Order Second Moment method (MV FOSM) and Advanced First Order Second Moment method (AFOSM) are applied to the error function solution of Fick's second law modeling chloride diffusion. Reliability index and failure probability based on MV FOSM and AFOSM are compared with the results by MCS. The comparison showed that AFOSM and MCS predict the similar reliability index and MV FOSM underestimates the probability of corrosion initiation by chloride attack. Also, the sensitivity of variables in durability model to corrosion initiation probability was evaluated on the basis of AFOSM. The results showed that AFOSM is a simple and efficient method to estimate the probability of corrosion initiation in harbor structures.

• Journal of The Korean Society of Agricultural Engineers
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• v.55 no.5
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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.

• Proceedings of the Korea Concrete Institute Conference
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• 2003.05a
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• pp.311-314
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• 2003

Concrete structures such as bridge, pavement, airfield, and offshore structure are normally subjected to repeated load. This paper proposes a failure probability models of concrete subjected to split tension repeated-loads, based on experimental results. The fatigue tests were performed at the stress ratio of 0.1, the loading shape of sine, the frequency of 20Hz, and the stress levels of 90, 80 and 70%. The fatigue test specimen was 150mm in diameter and 75mm in thickness. The fatigue analysis did not include which exceeded 0.9 of statistical coefficient of determination values or did not failure at 2$\times$$10^6$ cycles. The graphical method, the moment method, and maximum likelihood estimation method were used to obtain Weibull distribution parameters. The goodness-of-fit test by Kolmogorov-Smirnov test was acceptable 5% level of significance. As a result, the proposed failure probability model based on the two-parameter($\alpha and \mu$) Weibull distribution was good enough to estimate accurately the fatigue life subjected to tension mode.

• Water for future
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• v.9 no.1
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• pp.81-85
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• 1976

This study is tried to determine the probability rainfall-depth of Seoul, Daegu and Mokpo easily by using a regression line. The correlation between the probability rainfalldepth of each duration from 10-minute to 120-minute and return period is derived so as to become the linear least squares curve fit, and the analytical method that the probability rainfall-depth about the given duration is able to be gotten directory on it is studied. In this research, fair correlation among them is shown, and when the variables are transformed suitably, the application of this method to other points besides three cities are considered to be possible.

• School Mathematics
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• v.4 no.4
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• pp.677-688
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• 2002

The context and intuitive understanding is very important in Statistics Education. Especially, there is a need to mitigate student's difficulty in studying probability density function. One of teaching method this concept is to using relative frequency histogram. But, as using this method, we should know several problems included in that. This study investigate problems in the method for teaching probability density function as gradual meaning of histogram. Also, as alternative approach, this thesis introduce the density curve concept. The application of four methods to teach the concept of the probability density function and analysis of the survey result is done in this research.