• Communications for Statistical Applications and Methods
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• 제18권3호
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• pp.295-300
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• 2011

The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.

• 대한수학회보
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• 제34권2호
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• pp.211-223
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• 1997

Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1989년도 추계학술대회 논문집 학회본부
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• pp.191-193
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• 1989

This paper presents a optimal Var allocation algorithm for minimizing power loss and improving voltage profile in a given system. In this paper, nodal input data is considered as Gaussian distribution with their mean value and their variance. A stochastic Linear Programming technique based on chance constrained method is applied to solve the probabilistic constraint. The test result in IEEE-14 Bus model system showes that the voltage distribution of load buses is improved and the power loss is more reduced than before Var allocation.

• Management Science and Financial Engineering
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• 제15권1호
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• pp.51-69
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• 2009

A network model and a Genetic Algorithm (GA) is proposed to solve the simultaneous estimation of the trip distribution and traffic assignment from traffic counts in the congested networks in a logit-based Stochastic User Equilibrium (SUE). The model is formulated as a problem of minimizing a non-linear objective function with the linear constraints. In the model, the flow-conservation constraints are utilized to restrict the solution space and to force the link flows become consistent to the traffic counts. The objective of the model is to minimize the discrepancies between two sets of link flows. One is the set of link flows satisfying the constraints of flow-conservation, trip production from origin, trip attraction to destination and traffic counts at observed links. The other is the set of link flows those are estimated through the trip distribution and traffic assignment using the path flow estimator in the logit-based SUE. In the proposed GA, a chromosome is defined as a real vector representing a set of Origin-Destination Matrix (ODM), link flows and route-choice dispersion coefficient. Each chromosome is evaluated by the corresponding discrepancies. The population of the chromosome is evolved by the concurrent simplex crossover and random mutation. To maintain the feasibility of solutions, a bounded vector shipment technique is used during the crossover and mutation.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.543-550
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• 2017

In this paper, we introduced a new asymptotic pairwise negatively dependent(APND) structure of stochastic processes. We are also important to know the degree of APND-ness and to compare pairs of stochastic vectors as to their APND-ness. So, we introduced a definitions and some basic properties of APND ordering. Some preservation results of APND ordering are derived. Finally, we shown some examples and applications.

• 한국경영과학회지
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• 제22권1호
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• pp.51-58
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• 1997

In this paper, we propose a stochastic LP model for determining an optimal input quantity in a single-product multi-stage production system with random yields. Due to the random yields in our model, each stage of the production system can result in defective items, which can be re-processed or scrapped at certain costs. We assume that the random yield at each stage follows an independent discrete empirical distribution. Compared to dynamic programming models that prevail in the literature, our model can easily handle problems of larger sizes.

• Journal of Electrical Engineering and Technology
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• 제8권6호
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• pp.1276-1282
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• 2013

This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• 한국신재생에너지학회:학술대회논문집
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• 한국신재생에너지학회 2007년도 추계학술대회 논문집
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• pp.357-360
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• 2007

Any investment analysis has to deal with the uncertainty that arises over the course of operating the invested project. When it comes to an wind power, such analysis gets even more complicated, as the wind resource or the current is inherently unstable and unpredictable. Different from predecessors in the field of analyzing wind power economics, this paper proposes a stochastic methodology of analyzing the economic efficiency of an investment in wind power to explicitly address those uncertainties or risks. A probability distribution is assigned to each variable to generate a probability distribution of the economic value of an investment through a Monte-Carlo simulation

• Journal of Mechanical Science and Technology
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• 제14권10호
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• pp.1041-1050
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• 2000

In this paper the effect of specimen thickness on fatigue crack growth with the spatial distribution of material properties is presented. Basically, the material resistance to fatigue crack growth is treated as a spatial stochastic process, which varies randomly on the crack surface. The theoretical autocorrelation functions of fatigue crack growth resistance with specimen thickness are discussed for several correlation lengths. Constant ${\Delta}K$ fatigue crack growth tests were also performed on CT type specimens with three different thicknesses of BS 4360 steel. Applying the proposed stochastic model and statistical analysis procedure, the experimental data were analyzed for different specimen thicknesses for determining the autocorrelation functions and probability distributions of the fatigue crack growth resistance.