• 제목/요약/키워드: Random distribution

검색결과 1,782건 처리시간 0.034초

Estimating exponentiated parameter and distribution of quotient and ratio in an exponentiated Pareto

  • Moon, Yeung-Gil;Lee, Chang-Soo;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.967-972
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    • 2010
  • We shall consider estimations of an exponetiated parameter of the exponentiated Pareto distribution with known scale and threshold parameters. A quotient distribution of two independent exponentiated Pareto random variables is obtained. We also derive the distribution of the ratio of two independent exponentiated Pareto random variables.

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Reliability P(Y

  • 우정수
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 추계 학술발표회 논문집
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    • pp.37-42
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    • 2006
  • We shall consider an inference of the reliability P(Y

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Approximation to GPH Distributions and Its Application

  • Baek, Jang-Hyun
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.687-705
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    • 2006
  • In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

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이동통신망에서의 셀 내 가입자 분포 분석 (Spatial Distribution of Mobiles in Cellular Communication Network)

  • 장희선;이광희;윤상흠
    • 산업공학
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    • 제12권3호
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    • pp.401-405
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    • 1999
  • We present a simulation model to generate the spatial distribution of mobiles in cellular communication network. Three types of spatial distributions are considered; biased, random, and ratio-based distributions. This study also points out and corrects the critical errors performed by Das and Morgera(1997) in getting random location of mobiles. By applying a simple path loss model, the effects of our correction on the signal-to-interference(SIR) ratio are discussed. The numerical results indicate that the variation of SIR in the Das's biased distribution is larger than that of other distributions. As compared with the random distribution, the average SIR error of the biased distribution is 91.1%.

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Anaysis of System Lifetime Subject to Two Classes of Random Shocks

  • Kunmin Yeo;Jun, Chi-Hyuck
    • International Journal of Reliability and Applications
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    • 제1권1호
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    • pp.49-64
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    • 2000
  • We consider a system whose inherent life follows an Erlang distribution, which is subject to two heterogeneous random shocks. Minor shocks arrive according to a renewal process and each causes the system to fail independently with a certain probability. A major shock whose interarrival times follow an Erlang distribution causes the system to fail with probability one. The Laplace transform of the distribution of the time to system failure is derived in a functional form of the Laplace transform of the interarrival time distribution of minor shocks. An algorithm is given for the computation of the moments of the time to system failure.

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Research on total resistance of ice-going ship for different floe ice distributions based on virtual mass method

  • Guo, Wei;Zhao, Qiao-sheng;Tian, Yu-kui;Zhang, Wan-chao
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제12권1호
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    • pp.957-966
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    • 2020
  • This paper presents the virtual mass method to implement the prediction of total resistance for ice-going ship in floe ice region based on the combined method of CFD and DEM. Two ways of floe ice distribution are adopted for the analysis and comparison. The synthetic ice model test has been conducted to determine the optimal virtual mass coefficients for the two different floe ice distributions. Moreover, the further verification and prediction are developed in different ice conditions. The results show that, the fixed and random distributions in numerical method can simulate the interaction of ship and ice vividly, the trend of total resistance varying with the speed and ice concentration obtained by the numerical simulation is consistent with the model test. The random distribution of floe ice has higher similarity and better accuracy than fixed distribution.

The standard deviations for eigenvalues of the closed-loop systems with random parameters

  • Chen, Su Huan;Liu, Chun;Chen, Yu Dong
    • Structural Engineering and Mechanics
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    • 제18권3호
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    • pp.331-342
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    • 2004
  • The vibration control problem of structures with random parameters is discussed, which is approximated by a deterministic one. A method for calculating the standard deviations of eigenvalues of the closed-loop systems is presented by using the random perturbation. The method presented in this paper will not require the distribution function of the random parameters of the systems other than their means and variances. Similarly, the distribution function of the random eigenvalues will not be computed other than their means and variances. The standard deviations of eigenvalues of the uncertain closed-loop systems can be used to estimate the stability robustness. The present method is applied to a vibration control system to illustrate the application. The numerical results show that the present method is effective.

A New Integral Representation of the Coverage Probability of a Random Convex Hull

  • Son, Won;Ng, Chi Tim;Lim, Johan
    • Communications for Statistical Applications and Methods
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    • 제22권1호
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    • pp.69-80
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    • 2015
  • In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

적응 기각 추출을 기반으로 하는 난수 생성기의 성능 비교 (Performance comparison of random number generators based on Adaptive Rejection Sampling)

  • 김효태;조성일;최태련
    • Journal of the Korean Data and Information Science Society
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    • 제26권3호
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    • pp.593-610
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    • 2015
  • 적응 기각 추출 (adaptive rejection sampling)방법은 특정한 형태의 확률분포로 부터 확률표본을 추출하기 위한 대표적인 난수생성기 (random number generator)로서, 추출된 표본으로부터 제안분포 (proposal distribution)가 개선이 되는 장점을 가지고 있다. 그러나, 기존에 제안된 적응기각추출 방법은 확률분포의 형태가 로그-오목 함수 (log-concave function)인 경우에만 사용이 가능하기 때문에 적용범위가 제한적이다. 최근의 연구결과에서는, 이러한 단점을 보완하기 위해 다양한 형태의 적응기각추출이 진행되고 있으며, 이에 본 논문에서는 기존의 적응기각추출 방법을 포함한 총 5가지의 난수 생성 방법에 대해서 고찰하고, 아울러 모의실험을 통해 각 방법들간의 성능에 대하여, 적합성과 효율성의 관점에서 실증적으로 비교 분석하도록 한다.