• 제목/요약/키워드: cumulative normal distribution

검색결과 62건 처리시간 0.019초

APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

  • Yun, Beong-In
    • 대한수학회지
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    • 제46권6호
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    • pp.1267-1276
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    • 2009
  • This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. Numerical results of the present method are compared with those of an existing method.

비정규 공정의 극소 불량률 관리를 위한 Zp 관리도 적용 방안 연구 (On the Application of Zp Control Charts for Very Small Fraction of Nonconforming under Non-normal Process)

  • 김종걸;최성원;김혜미;엄상준
    • 품질경영학회지
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    • 제44권1호
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    • pp.167-180
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    • 2016
  • Purpose: The problem for the traditional control chart is that it is unable to monitor the very small fraction of nonconforming and the underlying distribution is the normal distribution. $Z_p$ control chart is useful where it controls the vert small fraction on nonconforming. In this study, we will design the $Z_p$ control chart in order to use under non-normal process. Methods: $Z_p$ is calculated not by failure rate based on attribute data but using variable data. Control limit for non-normal $Z_p$ control chart is designed based on ${\alpha}$-risk calculated by cumulative distribution function of Burr distribution. ${\beta}$-risk, which is for performance evaluation, obtains in the Burr distribution's cumulative distribution function and control limit. Results: The control limit for non-normal $Z_p$ control chart is designed based on Burr distribution. The sensitivity can be checked through ARL table and OC curve. Conclusion: Non-normal $Z_p$ control chart is able to control not only the very small fraction of nonconforming, but it is also useful when $Z_p$ distribution is non-normal distribution.

경쟁위험 하에서의 누적발생함수 추정량 성능 비교 (Performance Comparison of Cumulative Incidence Estimators in the Presence of Competing Risks)

  • 김동욱;안치경
    • 응용통계연구
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    • 제20권2호
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    • pp.357-371
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    • 2007
  • 경쟁위험(competing risk) 하에서의 누적 발생함수(cumulative incidence function)는 일반적으로 비모수적 방법으로 추정된다. 그러나 관심 있는 원인에 의한 사건이 다른 원인에 의한 사건보다 상대적으로 적게 발생하는 경우에 비모수적 방법으로 추정된 누적발생함수는 이산성으로 인해 다소 정확하지 않게 된다. 이와 같은 경우에 Bryant와 Diagnam(2004)는 관심 있는 원인에 대한 원인특정적 위험함수(cause-specific hazard function)를 모수적으로 모형화하고 다른 원인에 의한 사건은 비모수적으로 추정하는 준모수적 방법을 제안했다. 본 연구에서는 준모수적 누적발생함수 추정량을 재표현하고 와이블분포모형과 대수 정규분포모형으로 확장하였다. 또한 대수 정규분포 원인특정적 위험모형일 경우 누적 발생함수에 대한 비모수적 추정량, 와이블분포 준모수적 추정량과 대수 정규분포 준모수적 추정량의 효율성을 비교하며 준모수적 추정량의 성능과 모형 오설정이 미치는 영향을 살펴보았다.

AHP에서의 응답일관성 모수의 통계적 특성과 활용 방안 (Statistical Characteristics of Response Consistency Parameters in Analytic Hierarchy Process)

  • 고길곤;이경전
    • 한국경영과학회지
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    • 제26권4호
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    • pp.71-82
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    • 2001
  • Using the computer simulation method, we invest19ate the probability distribution of maximum eigenvalue of pair-wise comparison matrix, which has been used as a parameter for measuring the consistency of responses in analytic hierarchy process (AHP). We show that the shape of the distribution of the maximum eigenvalue is different according to the dimension of the matrix. In addition, we cannot find any evidence that the distribution of the Consistency Index is a Normal distribution, which has been claimed in the Previous literature. Accordingly, we suggest using so called K-index calcu1ated based on the concept of cumulative distribution function lather than based on that of arithmetic mean because the probabilistic distribution cannot be assumed to be a Normal distribution. We interpret the simulation results by comparing them with the suggestion of Saaty[11]. Our results show that using Saaty's value could be too generous when the dimension of the matrix is 3 and strict over 4. Finally, we propose new criteria for measuring the response consistency in AHP.

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복합재료 피로 수명 분포에 관한 고찰 (Analysis on fatigue life distribution of composite materials)

  • 황운봉;한경섭
    • 대한기계학회논문집
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    • 제12권4호
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    • pp.790-805
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    • 1988
  • 본 연구에서는 유리섬유 강화 에폭시 복합재료의 파괴 강도와 피로 수명을 정 규분포, 로그 정규 분포와 2모수 및 3모수 Weibull 분포 함수의 기대값으로 살펴 보았 다. 2연속 응력 피로 실험 [작은 응력에서 큰 응력으로의 실험(low-high test), 큰 응력에서 작은 응력으로의 실험(high-low test)]의 결과도 분포 함수들을 사용하여 분 석하였다. 비통계학적 누적 손상 법칙들(non-statistical cumulative damage rules) 을 2연속 응력 피로 수명 분산 예측에 이용하기 위해서 동등 순위 가정(equal rank assumption)을 확장하여 수정하였다. 수정한 누적 손상 모형은 Miner의 법칙, Brou- tman과 Sahu의 손상모형 및 Hashin과 Rotem의 모형 등이다.

Bivariate ROC Curve and Optimal Classification Function

  • Hong, C.S.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • 제19권4호
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    • pp.629-638
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    • 2012
  • We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.

Evaluation of Dowel Bearing Strength of Structural Composite Lumber(SCL) on the Effect of Moisture Content

  • Oh, Sei Chang
    • Journal of the Korean Wood Science and Technology
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    • 제31권3호
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    • pp.61-69
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    • 2003
  • This study investigated the effect of moisture content and loading direction on dowel bearing strength of two types of SCL. Dowel bearing tests of LVL and PSL were conducted with two different MC level, 7.5% and 19%, and two different oriention, L-direction(loading parallel to grain) and X-direction(loading perpendicular to grain). Most of specimens showed typical load-deformation curves and intersected 5% offset line. Failure modes were classified into two categories; spliting(for L-direction specimens) and peeling(for X-direction specimens). Dowel bearing strength generally decreased with increasing MC. The decreasing rate was more significant in X-directon. ESG also decreased with increasing MC, and the ratio of ESG of 7.5% versus 19% was about 1.47. Dowel bearing strength of LVL and PSL in L-direction was higher than that of X-direction. This results indicated that MC and loading orientation had a significant effect on dowel bearing strength of SCL. The average dowel bearing strength of LVL were higher than that of PSL in each loading direction. Two types of probability distribution model were chosen to quantify strength distribution, normal and 2-parameter weibull distribution. The two models showed good agreement with the data, especially in lower tail of the cumulative distribution. Normal and 2-parameter weibull distribution seemed to proper model of the dowel bearing strength for each MC levels.

The New Criteria of Dissolved Gas Analysis for Oil-Filled Transformers Using a Cumulative Distribution Function

  • Cho, Sung-Min;Kim, Jae-Chul;Kweon, Dong-Jin;Koo, Kyo-Sun
    • 조명전기설비학회논문지
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    • 제21권9호
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    • pp.87-94
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    • 2007
  • This paper presents new criteria for DGA(Dissolved Gases Analysis) using CDF(Cumulative Distribution Function) obtained from the data from the diagnosis of transformers operated in KEPCO over a period of 16 years. Because of differences in operating environments, construction type, oil volume, and other factors, the interpretative criteria of DGA at KEPCO differs from other standards such as IEC-60599, or Rogers and Doernenburg. To suggest the most appropriate criteria, the DGA data from transformers under normal conditions as well as from developing fault transformers were collected. Using these data, this study suggests the limitative gas level of transformers under normal operating conditions and verifies the suitability of the criteria. Because the application of this new criterion to transformers at KEPCO increases the detectable ratio of incipient faults and reduces unnecessary follow-up sampling and analysis, the new criteria yields a more reliable prediction of transformer condition.

예산의 계약이 있는 다품종 연속적 재고 관리 문제에서 추정을 통한 해법 (An Approximation Approach for A Multi-Product Continuous Review Inventory Problem with Budget Constraint)

  • 이동주;유재욱;이문수
    • 산업경영시스템학회지
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    • 제31권4호
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    • pp.134-139
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    • 2008
  • Most approaches for continuous review inventory problem need tables for loss function and cumulative standard normal distribution. Furthermore, it is time-consuming to calculate order quantity (Q) and reorder point (r) iteratively until required values are converged. The purpose of this paper is to develop a direct method to get the solution without any tables. We used approximation approaches for loss function and cumulative standard normal distribution. The proposed method can get the solution directly without any iterative procedure for Q, r and without any tables. The performance of the proposed approach is tested by using numerical examples. The budget constraint of this paper assumes that purchasing costs are paid at the time an order is arrived. This constraint can be easily replaced by capacity constraint or budget constraint in which' purchasing costs are paid at the time an order is placed.