• Title/Summary/Keyword: Right tail probability

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STATISTICAL STUDY ON PERSONAL REDUCTION COEFFICIENTS OF SUNSPOT NUMBERS SINCE 1981

  • Cho, Il-Hyun;Bong, Su-Chan;Cho, Kyung-Suk;Lee, Jaejin;Kim, Rok-Soon;Park, Young-Deuk;Kim, Yeon-Han
    • Journal of The Korean Astronomical Society
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    • v.47 no.6
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    • pp.255-258
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    • 2014
  • Using sunspot number data from 270 historical stations for the period 1981-2013, we investigate their personal reduction coefficients (k) statistically. Chang & Oh (2012) perform a simulation showing that the k varies with the solar cycle. We try to verify their results using observational data. For this, a weighted mean and weighted standard deviation of monthly sunspot number are used to estimate the error from observed data. We find that the observed error (noise) is much smaller than that used in the simulation. Thus no distinct k-variation with the solar cycle is observed contrary to the simulation. In addition, the probability distribution of k is determined to be non-Gaussian with a fat-tail on the right side. This result implies that the relative sunspot number after 1981 might be overestimated since the mean value of k is less than that of the Gaussian distribution.

Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.3
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    • pp.147-160
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    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.