• Title/Summary/Keyword: Rayleigh Distribution

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Estimation for the Rayleigh distribution based on Type I hybrid censored sample

  • Kwon, Byongwon;Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.431-438
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    • 2014
  • Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

Probability-Based Active Control Using Structure Energy (구조물의 에너지를 이용한 확률에 기초한 능동제어)

  • Min, Kyung-Won;Hwang, Jae-Seung;Lee, Sang-Hyun;Lan Chung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.11a
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    • pp.47-55
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    • 2003
  • This paper Presents active control algorithm using probability density function of structural energy. It is assumed that the structural energy under excitation has Rayleigh probability distribution. This assumption is based on the fact that Rayleigh distribution satisfies the condition that the structural energy is always positive and the occurrence probability of minimum energy is zero. The magnitude of control force is determined by the probability that the structural energy exceeds the specified target critical energy, and the sign of control force is determined by Lyapunov controller design method. Proposed control algorithm shows much reduction of peak responses under seismic excitation compared to LQR controller, and it can consider control force limit in the controller design. Also, chattering problem which sometimes occurs in Lyapunov controller can be avoided.

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Objective Bayesian inference based on upper record values from Rayleigh distribution

  • Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.411-430
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    • 2018
  • The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

FPGA implementation using a CLAHE contrast enhancement technique in the termal equipment for real time processing

  • Jung, Jin-Hyun
    • Journal of the Korea Society of Computer and Information
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    • v.21 no.11
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    • pp.39-47
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    • 2016
  • In this paper, we propose an approach for real time computation of rayleigh CLAHE using a FPGA. The contrast enhancement technique should be applied in thermal equipment having a low contrast image. And thermal equipment must be processed in real time. The CLAHE is an improved algorithm based Histogram Equalization, but the HW design is complex. A value greater than a given threshold in CLAHE should be equally distributed on the other histogram bin, this process requires iterations for the distribution. But implementation of this processing in the FPGA is constrained, so this section was implemented on the assumption of the histogram distribution or modified the operation process or implemented separately in the CPU. In this paper, we designed a distinct redistribution operation in two stages. So FPGA was designed for easy, this was designed to be distributed evenly without the assumptions and constraints. In addition, we have designed a CLAHE with the rayleigh distribution to the FPGA. The simulation shows that the proposed method provides a better image quality in the thermal image.

Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Comparative Study on the Performance of Finite Failure NHPP Software Development Cost Model Based on Inverse-type Life Distribution (Inverse-type 수명분포에 근거한 유한고장 NHPP 소프트웨어 개발비용 모형의 성능에 관한 비교 연구)

  • Seung-Kyu Park
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.5
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    • pp.935-944
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    • 2023
  • In this study, the Inverse-type (: Inverse-Exponential, Inverse-Rayleigh) life distribution, which is known to be suitable for reliability research, was applied to a software development cost model based on finite failure NHPP(: Nonhomogeneous Poisson Process), and then the attributes that determine the model's performance were analyzed. Additionally, to evaluate the efficiency of the model, it was compared with the Goel-Okumoto basic model. The performance of the model was analyzed using failure time data, and MLE (: Maximum Likelihood Estimation) was applied to calculate the parameters. In conclusion, first, as a result of analyzing m(t), which determines the development cost, the Inverse-Exponential model was efficient due to its small error in the true value. Second, as a result of analyzing the release time along with the development cost, the Inverse-Rayleigh model was confirmed to be the best. Third, as a result of comprehensive evaluation of the attributes (m(t), cost, and release time) of the proposed model, the Inverse-Rayleigh model had the best performance. Therefore, if software developers can effectively utilize this research data in the early process, they will be able to proactively explore and analyze attributes that affect cost.

Wave Climate at Hong-do and Mara-do Sea Areas (홍도와 마라도 해역에서의 파후에 대하여)

  • Kim Do Young
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.1 no.2
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    • pp.71-81
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    • 1998
  • In this paper the statistical characteristics of the waves at Hong-do and Mara-do are examined. The wane scatter diagrams of H/sub s/ and T/sub z/ and H/sub 1/3/and T/sub 1/3/ at two locations are given and various statistical characteristics of the ocean waves are examined. If the sea is not narrowband, the modified Rayleigh distribution introduced by Longuet-Higgins can be used for the individual wave height distribution. However the modified Rayleigh distribution has not been widely used due to the inconvenience of determining the empirical constant. In this paper a simple method to determine the empirical constant for the modified Rayleigh distribution is proposed. Extreme waves based on the measured wave data are estimated. There is no significant difference depending on the distribution functions. However the estimations of the extreme waves from H/sub s/ and H/sub 1/3/ show considerable difference.

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Experimental Study on Heat Release in a Lean Premixed Dump Combustor using OH Chemiluminescence Images (희박 예혼합 덤프 연소기에서 OH 자발광을 이용한 열 방출에 관한 실험적 연구)

  • Moon, Gun-Feel;Lee, Jong-Ho;Jeon, Chung-Hwan;Chang, Young-June
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.1146-1151
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    • 2004
  • Measurements of OH chemiluminescence in an atmospheric pressure, laboratory-scale dump combustor at equivalence ratios ranging from 0.63 to 0.89 were reported. The signal from the first electronically excited state of OH to ground state was detected through a band-pass filter with an ICCD. The objectives of this study are two: One is to see the effects of equivalence ratio on global heat release rate and local Rayleigh index distribution. To get the local Rayleigh index distribution, the line-of-sight images were inverted by tomographic method, such as Abel de-convolution. Another aim is to investigate the validity of using OH chemiluminescence acquired with an ICCD as a qualitative measure of local heat release. For constant inlet velocity and temperature, the overall intensities of OH emission acquired at different equivalence ratio showed periodic and higher value at high equivalence ratio. OH intensity averaged over one period of pressure increased exponentially with equivalence ratio. Local Rayleigh index distribution clearly showed the region of amplifying or damping the combustion instability as equivalence ratio increased. It could provide an information/insights on active control such as secondary fuel injection. Finally, local heat release rate derived from reconstructed OH images were presented for typical locations.

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Assessment of Wind Energy Potentiality in Wolryong using Short-term Observation (단기관측에 의한 월령 연안지역 풍력에너지 잠재량 평가)

  • Jeong, Tae-Yoon;Lim, Hee-Chang
    • New & Renewable Energy
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    • v.5 no.4
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    • pp.11-18
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    • 2009
  • Wind energy resources are recently considered as an important power generation alternative in the future. The fact that the investment of wind turbine installation continues to increase has motivated a need to develop more widely applicable methodologies for evaluating the actual benefits of adding wind turbines to conventional generating systems. This study is aiming to estimate the future wind resources with various estimation methods. The wind power is calculated at the hub height 75m of 800KW and 1,500KW wind turbines in Wolryong site, Jeju island, South Korea. Three equations - logarithmic, profile, and power law methods are applied for the accurate prediction of wind profile. In addition, yearly wind power can be calculated by using Weibull & Rayleigh distribution. It is found that predicted wind speed is highly affected by friction velocity, atmospheric stability, and averaged roughness length. It is concluded that Rayleigh distribution provides greater power generation than the Weibull distribution, especially for low wind-speed condition.

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Approximate MLE for Rayleigh Distribution in Singly Right Censored Samples

  • Jungsoo Woo;Suk-Bok Kang;Young-Suk Cho;Sangchoon Jeon
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.225-230
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    • 1998
  • By assuming a singly right cenosred sample, we propose the approximate maximum likelihood estimator (AMLE) of the scale parameter of the p-dimensional Rayleigh distribution. We compare the proposed estimator in ·terms of the mean squared error through Monte Carlo methods.

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