• 제목/요약/키워드: Random Variable

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확률변수상태와 응답변화도 (Random Variable State and Response Variability)

  • 노혁천;이필승
    • 대한토목학회논문집
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    • 제26권6A호
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    • pp.1001-1011
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    • 2006
  • 재료인수, 기하인수 또는 작용하중 등에 불확실성을 가지는 구조에 대한 추계론적 해석의 정확해는, 일반적인 관점에서, 불확실성을 표현하는 추계장의 수치생성과 이에 대한 몬테카를로 해석을 통하여 얻을 수 있다. 그러나 불확실 인수의 공간적 분포를 나타내는 추계장은 그 특성을 표현해주는 두 가지의 함수를 동시에 만족시켜야 한다. 하나는 확률변수의 공간적 분포 상황을 표현해주는 스펙트럼밀도함수이며, 다른 하나는 통계적 특성을 나타내는 확률밀도함수이다. 일반적으로 이들 두 함수를 동시에 만족시키는 추계장의 정확한 수치생성은 여러 이유에서 어려운 일로 여겨지고 있다. 그러나 상관관계거리가 무한대인 확률변수상태의 경우 추계장은 상수추계장이 되며, 이 경우 스펙트럼밀도함수에 의하여 부과되는 제한조건은 사라지게 되어, 단순히 확률밀도함수에 대한 조건만이 남게 된다. 이 경우, 구조인수의 불확실성에 의한 구조응답은 확률밀도함수만을 고려하여 얻을 수 있게 된다. 이렇게 산정되는 응답변화도는 기존의 급수전개 및 섭동법 등의 수치해법은 물론 몬테카를로 해석에서도 얻을 수 없었던 정확해에 대한 준이론해를 제공해 줄 수 있다.

랜덤 포레스트 모델을 활용한 국내 청소년 성경험 영향요인 분석 연구: 2019~2021년 청소년건강행태조사 데이터 (Factors Influencing Sexual Experiences in Adolescents Using a Random Forest Model: Secondary Data Analysis of the 2019~2021 Korea Youth Risk Behavior Web-based Survey Data)

  • 양윤석;권주원;양영란
    • 대한간호학회지
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    • 제54권2호
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    • pp.193-210
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    • 2024
  • Purpose: The objective of this study was to develop a predictive model for the sexual experiences of adolescents using the random forest method and to identify the "variable importance." Methods: The study utilized data from the 2019 to 2021 Korea Youth Risk Behavior Web-based Survey, which included 86,595 man and 80,504 woman participants. The number of independent variables stood at 44. SPSS was used to conduct Rao-Scott χ2 tests and complex sample t-tests. Modeling was performed using the random forest algorithm in Python. Performance evaluation of each model included assessments of precision, recall, F1-score, receiver operating characteristics curve, and area under the curve calculations derived from the confusion matrix. Results: The prevalence of sexual experiences initially decreased during the COVID-19 pandemic, but later increased. "Variable importance" for predicting sexual experiences, ranked in the top six, included week and weekday sedentary time and internet usage time, followed by ease of cigarette purchase, age at first alcohol consumption, smoking initiation, breakfast consumption, and difficulty purchasing alcohol. Conclusion: Education and support programs for promoting adolescent sexual health, based on the top-ranking important variables, should be integrated with health behavior intervention programs addressing internet usage, smoking, and alcohol consumption. We recommend active utilization of the random forest analysis method to develop high-performance predictive models for effective disease prevention, treatment, and nursing care.

An Assessment of a Random Forest Classifier for a Crop Classification Using Airborne Hyperspectral Imagery

  • Jeon, Woohyun;Kim, Yongil
    • 대한원격탐사학회지
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    • 제34권1호
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    • pp.141-150
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    • 2018
  • Crop type classification is essential for supporting agricultural decisions and resource monitoring. Remote sensing techniques, especially using hyperspectral imagery, have been effective in agricultural applications. Hyperspectral imagery acquires contiguous and narrow spectral bands in a wide range. However, large dimensionality results in unreliable estimates of classifiers and high computational burdens. Therefore, reducing the dimensionality of hyperspectral imagery is necessary. In this study, the Random Forest (RF) classifier was utilized for dimensionality reduction as well as classification purpose. RF is an ensemble-learning algorithm created based on the Classification and Regression Tree (CART), which has gained attention due to its high classification accuracy and fast processing speed. The RF performance for crop classification with airborne hyperspectral imagery was assessed. The study area was the cultivated area in Chogye-myeon, Habcheon-gun, Gyeongsangnam-do, South Korea, where the main crops are garlic, onion, and wheat. Parameter optimization was conducted to maximize the classification accuracy. Then, the dimensionality reduction was conducted based on RF variable importance. The result shows that using the selected bands presents an excellent classification accuracy without using whole datasets. Moreover, a majority of selected bands are concentrated on visible (VIS) region, especially region related to chlorophyll content. Therefore, it can be inferred that the phenological status after the mature stage influences red-edge spectral reflectance.

Reliability analysis-based safety factor for stability of footings on frictional soils

  • Parviz Tafazzoli Moghaddam;Pezhman Fazeli Dehkordi;Mahmoud Ghazavi
    • Geomechanics and Engineering
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    • 재33권6호
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    • pp.543-552
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    • 2023
  • The design of foundations based on a deterministic approach may not be safe and reliable occasionally, since soils sometimes show considerable spatial variability, and thus, significant uncertainties in turn affect the estimation of footing bearing capacity. The design of footing on cohesionless stratums on the basis of reliability analysis has not received much attention. This paper performs two-dimensional random finite difference analyses of shallow strip footings on a spatially variable frictional soil considering correlation structure. Friction angle (ϕ) is considered as a log-normally distributed random variable and Monte Carlo Simulation is then performed to determine the statistical response based on the random fields. A new approach reliability-based safety factor is defined based on various reliability levels by considering the coefficient of variation of ϕ and correlation length in both the horizontal and vertical directions. The comparison of the probabilistic safety factor and the conventional one illustrates the limitations of the deterministic safety factor and provides insight into how the heterogeneity of soils properties affects the required safety factor. Results show that the conventional safety factor of 3 can be conservative in some cases, especially for soil with low values of mean ϕ and COVϕ.

쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정 (Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function)

  • 박병구;윤상철
    • 품질경영학회지
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    • 제31권4호
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    • pp.194-202
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    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • 박병구;윤상철
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.235-240
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    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

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A JOINT DISTRIBUTION OF TWO-DIMENSIONAL BROWNIAN MOTION WITH AN APPLICATION TO AN OUTSIDE BARRIER OPTION

  • Lee, Hang-Suck
    • Journal of the Korean Statistical Society
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    • 제33권2호
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    • pp.245-254
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    • 2004
  • This paper derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X($\tau$) = (X$_1$($\tau$), X$_2$ ($\tau$))', $\tau$ 〉0}. One random variable of the joint distribution is the terminal time value, X$_1$ (T). The other random variable is the maximum of the Brownian motion {X$_2$($\tau$), $\tau$〉} between time s and time t. With this distribution function, this paper also derives an explicit pricing formula for an outside barrier option whose monitoring period starts at an arbitrary date and ends at another arbitrary date before maturity.

A Distribution of Terminal Time Value and Running Maximum of Two-Dimensional Brownian Motion with an Application to Barrier Option

  • Lee, Hang-Suck
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.73-78
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    • 2003
  • This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

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Sample Size Determination Using the Stratification Algorithms with the Occurrence of Stratum Jumpers

  • Hong, Taekyong;Ahn, Jihun;Namkung, Pyong
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.297-311
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    • 2004
  • In the sample survey for a highly skewed population, stratum jumpers often occur. Stratum jumpers are units having large discrepancies between a stratification variable and a study variable. We propose two models for stratum jumpers: a multiplicative model and a random replacement model. We also consider the modification of the L-H stratification algorithm such that we apply the previous models to L-H algorithm in determination of the sample sizes and the stratum boundaries. We evaluate the performances of the new stratification algorithms using real data. The result shows that L-H algorithm for the random replacement model outperforms other algorithms since the estimator has the least coefficient of variation.

단계 스트레스 가속수명모형을 이용한 쿨백-라이블러 정보함수에 대한 추정 (An Estimation of Kullback-Leibler Information Function based on Step Stress Accelerated Life Test)

  • 박병구;윤상철;조건호
    • 응용통계연구
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    • 제13권2호
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    • pp.563-573
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    • 2000
  • 이 논문에서는 변환확률변수에서 수명시간이 지수분포를 따르고 서로 독립일 때 두 단계 스트레스 가속수명시험으로부터 얻은 자료를 이용하여 쿨백-라이블러 정보함수를 이용한 모수의 추정량을 제안하고, 두 단계 스트레스 가속수명시험의 정상조건에서 편의와 평균제곱오차 관점에서 모의실험을 통하여 세가지 추정량들의 소표본 특성을 비교 논의하고자 한다

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