• 제목/요약/키워드: confidence probability

검색결과 316건 처리시간 0.065초

NUMBER OF CYCLES IN EVOLUTIONARY OPERATION

  • Lim, Yong-B.;Park, Sung-H.
    • Journal of the Korean Statistical Society
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    • 제36권2호
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    • pp.201-208
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    • 2007
  • Evolutionary operation (EVOP) proposed by Box (1957) is a method for continuous monitoring and improvement of a full-scale manufacturing process with the objective of moving the operating conditions toward the better ones. EVOP consists of systematically making small changes in the levels of the two or three process variables under consideration. Data are collected on the response variable at each point of two level factorial design with the center point and a cycle is said to have been completed. The cycles are replicated sequentially until the decision is made on whether further cycle of experiments is needed to conclude the significance of any of main effects or interaction effects or the curvature. In this paper, an improved flow chart of EVOP is proposed and how to determine the number of cycles is studied based on the size of type II error. In order to reject the alternative hypothesis of interests with more confidence and conclude that we believe in the null hypothesis of no effects, we propose a counter measure $p^*-value$ corresponding to the p-value. The relationship of $p^*-value$ to the probability of type II error ${\beta}$ under the alternative hypothesis of interests is analogous to that of p-value to the probability of type I error ${\alpha}$. Also the implementation of EVOP with a mixture experiment is discussed.

꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간 (Confidence Intervals for High Quantiles of Heavy-Tailed Distributions)

  • 김지현
    • 응용통계연구
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    • 제27권3호
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    • pp.461-473
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    • 2014
  • 꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간을 연구하였다. 통계량의 극한 분포에 근거한 점근적 방법과 붓스트랩 방법을 같이 고려하였다. 이 두 방법에 모수적, 비모수적, 준모수적 기법을 각각 적용할 수 있는데, 전체 11가지 신뢰구간의 성능을 실제신뢰수준과 길이로 비교하였다. 모의실험 결과 준모수적이면서 점근적인 신뢰구간과 축량을 이용하는 준모수적 붓스트랩 신뢰구간이 실제신뢰수준의 기준에서 안정된 성능을 보인다는 것을 알 수 있었다.

GENERATION OF AN IMPERVIOUS MAP BY APPLYING TASSELED-CAP ENHANCEMENT USING KOMPSAT-2 IMAGE

  • Koh, Chang-Hwan;Ha, Sung-Ryong
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2008년도 International Symposium on Remote Sensing
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    • pp.378-381
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    • 2008
  • The regulating and relaxing targets in the Land Use Regulation and Total Maximum Daily Loads are influenced by Land cover information. For the providing more accurate land information, this study attempted to generate an impervious surface map using KOMPSAT-2 image which a Korea manufactured high resolution satellite image. The classification progress of this study carried out by tasseled-cap spectral enhancement through each class extraction technique neither existing classification method. KOMPSAT-2 image of this study is enhanced by Soil Brightness Index(SBI), Green vegetation Index(GVI), None-Such wetness Index(NWI). Then ranges of extracted each index in enhanced image are determined. And then, Confidence Interval of classes was determined through the calculating Non-exceedance Probability. Spectral distributions of each class are changed according to changing of Control coefficient(${\alpha}$) at the calculated Non-exceedance Probability. Previously, Land cover classification map was generated based on established ranges of classes, and then, pervious and impervious surface was reclassified. Finally, impervious ratio of reclassified impervious surface map was calculated with blocks in the study area.

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Evaluation of the seismic performance of special moment frames using incremental nonlinear dynamic analysis

  • Khorami, Majid;Khorami, Masoud;Motahar, Hedayatollah;Alvansazyazdi, Mohammadfarid;Shariati, Mahdi;Jalali, Abdolrahim;Tahir, M.M.
    • Structural Engineering and Mechanics
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    • 제63권2호
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    • pp.259-268
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    • 2017
  • In this paper, the incremental nonlinear dynamic analysis is used to evaluate the seismic performance of steel moment frame structures. To this purpose, three special moment frame structure with 5, 10 and 15 stories are designed according to the Iran's national building code for steel structures and the provisions for design of earthquake resistant buildings (2800 code). Incremental Nonlinear Analysis (IDA) is performed for 15 different ground motions, and responses of the structures are evaluated. For the immediate occupancy and the collapse prevention performance levels, the probability that seismic demand exceeds the seismic capacity of the structures is computed based on FEMA350. Also, fragility curves are plotted for three high-code damage levels using HASUS provisions. Based on the obtained results, it is evident that increase in the height of the frame structures reduces the reliability level. In addition, it is concluded that for the design earthquake the probability of exceeding average collapse prevention level is considerably larger than high and full collapse prevention levels.9.

몬테카를로 기법을 이용한 CFT 기둥축소량의 예측 (Column Shortening Prediction of Concrete Filled Tubes using Monte Carlo Method)

  • 장승우;송화철;소광호
    • 한국공간구조학회논문집
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    • 제10권1호
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    • pp.75-84
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    • 2010
  • CIT 기둥의 장기거동에 관한 기존의 연구과 실험자료에 의하면 크리프 및 건조수축계수는 외부 강관의 구속효과에 의하여 철근콘크리트 기둥보다 작은 값을 가진다. 본 연구에서는 불확실성이 큰 콘크리트 강도와 특정크리프값과 작용하중을 매개변수로 하여 37층 건물의 CFT 기둥에 대한 확률론적 해석을 수행하였으며 매개변수의 특성을 분석하고 CFT 기둥의 축소량 해석값의 예측범위를 정량화하였다. 본 논문에서는 CFT 기둥축소량의 확률론적 해석을 위한 몬테카를로 (Monte Carlo) 기법을 소개하며 다중매개변수를 동시에 적용하여 매개변수의 변동에 따른 축소량의 영향을 분석하고 신뢰지수별 변동폭을 산정하였다.

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STATISTICAL PROPERTIES OF GRAVITATIONAL LENSING IN COSMOLOGICAL MODELS WITH COSMOLOGICAL CONSTANT

  • LEE HYUN-A;PARK MYEONG-GU
    • 천문학회지
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    • 제27권2호
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    • pp.103-117
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    • 1994
  • To extend the work of Gott, Park, and Lee (1989), statistical properties of gravitational lensing in a wide variety of cosmological models involving non-zero cosmological constant is investigated, using the redshifts of both lens and source and observed angular separation of images for gravitational lens systems. We assume singular isothermal sphere as lensing galaxy in homogenous and isotropic Friedmann­Lemaitre-Robertson- Walker universe, Schechter luminosity function, standard angular diameter distance formula and other galaxy parameters used in Fukugita and Turner (1991). To find the most adequate flat cosmological model and put a limit on the value of dimensionless cosmological constant $\lambda_0$, the mean value of the angular separation of images, probability distribution of angular separation and cumulative probability are calculated for given source and lens redshifts and compared with the observed values through several statistical methods. When there is no angular selection effect, models with highest value of $\lambda_0$ is preferred generally. When the angular selection effects are considered, the preferred model depends on the shape of the selection functions and statistical methods; yet, models with large $\lambda_0$ are preferred in general. However, the present data can not rule out any of the flat universe models with enough confidence. This approach can potentially select out best model. But at the moment, we need more data.

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극한 설계 파고의 추정 (Prediction of Extreme Design Wave Height)

  • 전영기;하태범
    • 대한조선학회논문집
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    • 제33권1호
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    • pp.145-152
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    • 1996
  • 본 연구에서는 해상 구조물에 작용하는 설계 파랑 하중을 산정하기 위하여 해상에서 관측되거나 또는 예측된 파랑 자료를 사용하여 해상 구조물의 설계 생존 기간 동안 만나게 될 극한 설계파를 산정하는 기법을 개발하였다. 주어진 파랑 자료에 Order Statistics와 Monte Carlo Simulation 기법을 적용하여 가장 알맞은 파랑 자료의 극한 분포식을 선택하여 이 분포식으로부터 원하는 회귀 주기에 해당하는 극한 설계파를 결정하고 결정된 극한 설계 파고의 불확실성에 대한 범위를 설정함으로서 설계 파고의 여유를 줄 수 있다. 이와 같은 기법을 우리나라 남해안의 1938년부터 1987년까지 태풍에 의한 파랑 자료에 적용하여 극한 설계파를 산정하는 예를 보였다. 이상과 같은 방법을 이용함으로서 대형 해양 구조물을 설계함에 있어 극한 하중 상태를 산정할 수 있는 정보를 설계 초기 단계에 제공할 수 있으며 해당 구조물의 주요 요목, 구조 등의 설계 인자들을 산정할 수 있다.

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대응표본에서 AUC차이에 대한 신뢰구간 추정에 관한 고찰 (A Comparison of the Interval Estimations for the Difference in Paired Areas under the ROC Curves)

  • 김희영
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.275-292
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    • 2010
  • 동일 환자에게 적용된 2가지 진단검사의 정확성을 비교하기 위한 방법들 중에서 두개의 ROC곡선 아래 면적(AUC; Area Under Curve)의 차이는 주요한 잣대 중 하나이다. 본 연구에서는 AUC의 차이를 추정하는 방법으로 비모수적방법, 최대가능도법, 일반화추축량에 의한 방법, 붓스트랩방법의 4가지를 포함확률(coverage probability), 기대길이 (expected length) 측면에서 모의실험을 통하여 비교하였다.

조건부스펙트럼을 적용한 원전 격납건물의 비선형 동적 해석 기반 지진취약도평가 (Application of Conditional Spectra to Seismic Fragility Assessment for an NPP Containment Building based on Nonlinear Dynamic Analysis)

  • 신동현;박지훈;전성하
    • 한국지진공학회논문집
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    • 제25권4호
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    • pp.179-189
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    • 2021
  • Conditional spectra (CS) are applied to the seismic fragility assessment of a nuclear power plant (NPP) containment building for comparison with a relevant conventional uniform hazard response spectrum (UHRS). Three different control frequencies are considered in developing conditional spectra. The contribution of diverse magnitudes and epicentral distances is identified from deaggregation for the UHRS at a control frequency and incorporated into the conditional spectra. A total of 30 ground motion records are selected and scaled to simulate the probability distribution of each conditional spectra, respectively. A set of lumped mass stick models for the containment building are built considering nonlinear bending and shear deformation and uncertainty in modeling parameters using the Latin hypercube sampling technique. Incremental dynamic analysis is conducted for different seismic input models in order to estimate seismic fragility functions. The seismic fragility functions and high confidence of low probability of failure (HCLPF) are calculated for different seismic input models and analyzed comparatively.

Seismic performance assessment of NPP concrete containments considering recent ground motions in South Korea

  • Kim, Chanyoung;Cha, Eun Jeong;Shin, Myoungsu
    • Nuclear Engineering and Technology
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    • 제54권1호
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    • pp.386-400
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    • 2022
  • Seismic fragility analysis, a part of seismic probabilistic risk assessment (SPRA), is commonly used to establish the relationship between a representative property of earthquakes and the failure probability of a structure, component, or system. Current guidelines on the SPRA of nuclear power plants (NPPs) used worldwide mainly reflect the earthquake characteristics of the western United States. However, different earthquake characteristics may have a significant impact on the seismic fragility of a structure. Given the concern, this study aimed to investigate the effects of earthquake characteristics on the seismic fragility of concrete containments housing the OPR-1000 reactor. Earthquake time histories were created from 30 ground motions (including those of the 2016 Gyeongju earthquake) by spectral matching to the site-specific response spectrum of Hanbit nuclear power plants in South Korea. Fragility curves of the containment structure were determined under the linear response history analysis using a lumped-mass stick model and 30 ground motions, and were compared in terms of earthquake characteristics. The results showed that the median capacity and high confidence of low probability of failure (HCLPF) tended to highly depend on the sustained maximum acceleration (SMA), and increase when using the time histories which have lower SMA compared with the others.