• 제목/요약/키워드: Ratio Of Random Variables

검색결과 106건 처리시간 0.029초

Analysis and Modelling of Vibration Performance for Multi-layered Corrugated Structure

  • Kim, Jin Nyul;Sim, Jae Min;Park, Min Jung;Kim, Ghi Seok;Kim, Jongsoon;Park, Jong Min
    • Journal of Biosystems Engineering
    • /
    • 제38권4호
    • /
    • pp.327-334
    • /
    • 2013
  • Purpose: The purpose of this study was to analyze for resonant frequency, vibration transmissibility and damping ratio of multi-layered corrugated structures using a random vibration test. Methods: The random vibration test was performed by the ASTM D4728 specifications using two paperboards (S120, K180) and two types of flutes (A/F, B/F). Damping ratio of the multi-layered corrugated structures was estimated using a theoretical equation derived from the measured resonant frequency and transmissibility. Results: The resonant frequency and vibration transmissibility of the multi-layered corrugated structures of K180 and B-flute were higher than those of S120 and A-flute, respectively; however, the damping ratio of each sample had the opposite tendency. The resonant frequency was inversely proportional to the sample thickness and static stress; vibration transmissibility and damping ratio were not correlated with sample thickness and static stress. In addition, we developed a mathematical model of the resonant frequency with variables of sample thickness and static stress. Conclusions: Results of this study can be useful for environment-friendly and optimal packaging design since vibration has been a key factor in cushioning packaging design.

Optimal design of plane frame structures using artificial neural networks and ratio variables

  • Kao, Chin-Sheng;Yeh, I-Cheng
    • Structural Engineering and Mechanics
    • /
    • 제52권4호
    • /
    • pp.739-753
    • /
    • 2014
  • There have been many packages that can be employed to analyze plane frames. However, because most structural analysis packages suffer from closeness of system, it is very difficult to integrate it with an optimization package. To overcome the difficulty, we proposed a possible alternative, DAMDO, which integrate Design, Analysis, Modeling, Definition, and Optimization phases into an integrative environment. The DAMDO methodology employs neural networks to integrate structural analysis package and optimization package so as not to need directly to integrate these two packages. The key problem of the DAMDO approach is how to generate a set of reasonable random designs in the first phase. According to the characteristics of optimized plane frames, we proposed the ratio variable approach to generate them. The empirical results show that the ratio variable approach can greatly improve the accuracy of the neural networks, and the plane frame optimization problems can be solved by the DAMDO methodology.

Design and Analysis of Efficient Parallel Hardware Prime Generators

  • Kim, Dong Kyue;Choi, Piljoo;Lee, Mun-Kyu;Park, Heejin
    • JSTS:Journal of Semiconductor Technology and Science
    • /
    • 제16권5호
    • /
    • pp.564-581
    • /
    • 2016
  • We present an efficient hardware prime generator that generates a prime p by combining trial division and Fermat test in parallel. Since the execution time of this parallel combination is greatly influenced by the number k of the smallest odd primes used in the trial division, it is important to determine the optimal k to create the fastest parallel combination. We present probabilistic analysis to determine the optimal k and to estimate the expected running time for the parallel combination. Our analysis is conducted in two stages. First, we roughly narrow the range of optimal k by using the expected values for the random variables used in the analysis. Second, we precisely determine the optimal k by using the exact probability distribution of the random variables. Our experiments show that the optimal k and the expected running time determined by our analysis are precise and accurate. Furthermore, we generalize our analysis and propose a guideline for a designer of a hardware prime generator to determine the optimal k by simply calculating the ratio of M to D, where M and D are the measured running times of a modular multiplication and an integer division, respectively.

Tests for Mean Change with the Modified Cusum Statistics

  • Kim, Jae-Hee;Kim, Na-Yeon
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권2호
    • /
    • pp.187-199
    • /
    • 2003
  • We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

  • PDF

A Test Procedure for Change in Level Occurring at Unknown Points

  • Lee, Jae-Chang;Song, Il-Seong
    • Journal of the Korean Statistical Society
    • /
    • 제18권1호
    • /
    • pp.38-45
    • /
    • 1989
  • A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

  • PDF

The Impact of Operating Cash Flows on Financial Stability of Commercial Banks: Evidence from Pakistan

  • ELAHI, Mustahsan;AHMAD, Habib;SHAMAS UL HAQ, Muhammad;SALEEM, Ali
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권11호
    • /
    • pp.223-234
    • /
    • 2021
  • This study aims to examine whether operating cash flows influence banks' financial stability in Pakistan. The study employed annual panel data collected from annual reports of 20 commercial banks listed on the Pakistan Stock Exchange for the year 2011 to 2019. Free cash flow yield was taken as the dependent variable while cash flow ratio was selected as the independent variable, and net interest margin, income diversification, asset quality, financial leverage, the cost to income ratio, advance net of provisions to total assets ratio, capital ratio, financial performance, breakup value per share and bank size were taken as control variables. The study performed ordinary least square technique, random and fixed effects models, Hausman test, Lagrange multiplier test, descriptive and correlation analysis. Results showed that operating cash flows and net interest margin significantly and positively influenced banks' financial stability while the cost to income ratio and advances net of provisions to total assets ratio significantly and negatively associated with banks' financial stability. To improve financial stability, banks should become more cost-effective and enhance their liquidity levels by lowering lending activities. In the future, it would be useful to compare commercial and investment banks, also Islamic and conventional banks in the same research setting.

HGLM을 적용한 병원 도산 예측방법의 개발 (Development of the Prediction Method for Hospital Bankruptcy using a Hierarchical Generalized Linear Model(HGIM))

  • 노맹석;장혜정;이명조
    • 한국병원경영학회지
    • /
    • 제6권2호
    • /
    • pp.22-36
    • /
    • 2001
  • The hospital bankruptcy rate is increasing, therefore it is very important to predict the bankruptcy using the existing hospital management information. The hospital bankruptcy is often measured in year intervals, called grouped duration data, not by the continuous time elapsed to the bankruptcy. This study introduces a hierarchical generalized linear model(HGLM) for analysis of hospital bankruptcy data. The hazard function for each hospital may be influenced by unobservable latent variables, and these unknown variables are usually termed as random effects or frailties which explain correlations among repeated measures of the same hospital and describe individual heterogeneities of hospitals. Practically, the data of twenty bankrupt and sixty profitable hospitals were collected for five years, and were fitted to HGLM. The results were compared with those of the logit model. While the logit model resulted only in the effects of explanatory variables on the bankruptcy status at specific period, the HGLM showed variables with significant effects over all observed years. It is concluded that the HGLM with a fixed ratio and a period of total asset turnrounds was justified, and could find significant within and between hospital variations.

  • PDF

Note on Stochastic Orders through Length Biased Distributions

  • Choi, Jeen-Kap;Lee, Jin-Woo
    • Journal of the Korean Data and Information Science Society
    • /
    • 제10권1호
    • /
    • pp.243-250
    • /
    • 1999
  • We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.

  • PDF

SDFT 순환 구현 시 진동계수의 유한 비트 표현에 따른 오차영향 해석 (Analytic Derivation of the Finite Wordlength Effect of the Twiddle Factors in Recursive Implementation of the Sliding-DFT)

  • 김재화;장태규
    • 한국음향학회지
    • /
    • 제18권8호
    • /
    • pp.48-53
    • /
    • 1999
  • 본 논문에서는 Sliding-DFT(sliding discrete Fourier transform : SDFT)를 순환구조로 구현할 때 복소수 계수를 유한한 비트로 근사 표현하여 생기는 오차영향을 해석적으로 구하는 방법을 제시하고 유도 과정을 기술하였다. 해석한 결과는 오차전력과 신호전력 비(noise-to-signal power ratio : NSR)의 식으로 얻었으며, DFT 대상신호가 평균이 ‘0’인 가우스 백색신호(zero-mean white Gaussian signal)인 것으로 가정하였다. NSR 식은 복소수계수를 표현하는 비트 수와 DFT 구간길이에 대한 식으로 구하였다. 유도 과정은 SDFF 순환 식(recursive equation)으로 유도한 오차방정식(error dynamic equation)과 계수근 사오차의 공간적인 확률분포특성에 근거하였다. 해석적으로 유도한 NSR 결과를 시뮬레이션 실험을 통해 얻은 결과와 비교하여 타당성을 확인하였다.

  • PDF