• Title/Summary/Keyword: discrete probability distribution

Search Result 98, Processing Time 0.035 seconds

Point and interval estimation for a simple step-stress model with Type-I censored data from geometric distribution

  • Arefi, Ahmad;Razmkhah, Mostafa
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.1
    • /
    • pp.29-41
    • /
    • 2017
  • The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

MIMO Channel Capacity Maximization Using Periodic Circulant Discrete Noise Distribution Signal

  • Poudel, Prasis;Jang, Bongseog;Bae, Sang-Hyun
    • Journal of Integrative Natural Science
    • /
    • v.13 no.2
    • /
    • pp.69-75
    • /
    • 2020
  • Multiple Input Multiple Output (MIMO) is one of the important wireless communication technologies. This paper proposes MIMO system capacity enhancement by using convolution of periodic circulating vector signals. This signal represents statistical dependencies between transmission signal with discrete noise and receiver signal with the linear shifting of MIMO channel capacity by positive extents. We examine the channel capacity, outage probability and SNR of MIMO receiver by adding log determinant signal with validated in terms of numerical simulation.

A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.6
    • /
    • pp.1175-1182
    • /
    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

Relative Frequency of Order Statistics in Independent and Identically Distributed Random Vectors

  • Park, So-Ryoung;Kwon, Hyoung-Moon;Kim, Sun-Yong;Song, Iick-Ho
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.2
    • /
    • pp.243-254
    • /
    • 2006
  • The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.

Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM (HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
    • /
    • v.13 no.8
    • /
    • pp.295-300
    • /
    • 2015
  • In vocabulary recognition using an HMM model which models the prior distribution for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. The Bayesian techniques to improve vocabulary recognition model, it is proposed using a convergence of two methods to improve recognition noise-canceling recognition. In this paper, using a convergence of the prior probability method and techniques of Bayesian posterior probability based on HMM remove noise and improves the recognition rate. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

Simulation Input Modeling : Sample Size Determination for Parameter Estimation of Probability Distributions (시뮬레이션 입력 모형화 : 확률분포 모수 추정을 위한 표본크기 결정)

  • Park Sung-Min
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.31 no.1
    • /
    • pp.15-24
    • /
    • 2006
  • In simulation input modeling, it is important to identify a probability distribution to represent the input process of interest. In this paper, an appropriate sample size is determined for parameter estimation associated with some typical probability distributions frequently encountered in simulation input modeling. For this purpose, a statistical measure is proposed to evaluate the effect of sample size on the precision as well as the accuracy related to the parameter estimation, square rooted mean square error to parameter ratio. Based on this evaluation measure, this sample size effect can be not only analyzed dimensionlessly against parameter's unit but also scaled regardless of parameter's magnitude. In the Monte Carlo simulation experiments, three continuous and one discrete probability distributions are investigated such as ; 1) exponential ; 2) gamma ; 3) normal ; and 4) poisson. The parameter's magnitudes tested are designed in order to represent distinct skewness respectively. Results show that ; 1) the evaluation measure drastically improves until the sample size approaches around 200 ; 2) up to the sample size about 400, the improvement continues but becomes ineffective ; and 3) plots of the evaluation measure have a similar plateau pattern beyond the sample size of 400. A case study with real datasets presents for verifying the experimental results.

Stochastic Project Scheduling Simulation System (SPSS III)

  • Lee Dong-Eun
    • Korean Journal of Construction Engineering and Management
    • /
    • v.6 no.1 s.23
    • /
    • pp.73-79
    • /
    • 2005
  • This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

Performance Analysis of a Finite-Buffer Discrete-Time Queueing System with Fixed-Sized Bulk-service

  • Chang, Seok-Ho;Kim, Tae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.28 no.9B
    • /
    • pp.783-792
    • /
    • 2003
  • We consider a finite-buffer discrete-time queueing system with fixed-size bulk-service discipline: Geo/ $G^{B}$1/K+B. The main purpose of this paper is to present a performance analysis of this system that has a wide range of applications in Asynchronous Transfer Mode (ATM) and other related telecommunication systems. For this purpose, we first derive the departure-epoch probabilities based on the embedded Markov chain method. Next, based on simple rate in and rate out argument, we present stable relationships for the steady-state probabilities of the queue length at different epochs: departure, random, and arrival. Finally, based on these relationships, we present various useful performance measures of interest such as the moments of number of packets in the system at three different epochs and the loss probability. The numerical results are presented for a deterministic service-time distribution - a case that has gained importance in recent years.s.

THE MAC LAYER PACKET SERVICE TIME DISTRIBUTIONS OF DCF IN THE IEEE 802.11 PROTOCOL

  • Han Dong-Hwan;Park Chul-Geun
    • Journal of applied mathematics & informatics
    • /
    • v.22 no.1_2
    • /
    • pp.501-515
    • /
    • 2006
  • The IEEE 802.11 protocol is the most mature technology for WLANs(Wireless Local Area Networks). However, as the number of stations increases, the delay and throughput performance of IEEE 802.11 MAC(Medium Access Control) degrades severely. In this paper, we present the comprehensive performance analysis of IEEE 802.11 MAC protocol by investigating the MAC layer packet service time when arrival packet sizes have a general probability distribution. We obtain the discrete probability distribution of the MAC layer service time. By using this, we analyze the system throughput and the MAC layer packet service time of IEEE 802.11 MAC protocol in wireless LAN environment. We take some numerical examples for the system throughput and the mean packet service time for several special distributions of arrival packet sizes.

Dynamic Adaptive Model based on Probabilistic Distribution Functions and User's Profile for Web Media Systems (웹 미디어 시스템을 위한 확률 분포 함수와 사용자 프로파일에 기반 한 동적 적응 모델)

  • Baek, Yeong-Tae;Lee, Se-Hoon
    • The Journal of Korean Association of Computer Education
    • /
    • v.6 no.1
    • /
    • pp.29-39
    • /
    • 2003
  • In this paper we proposed dynamic adaptive model based on discrete probabilistic distribution functions and user's profile for web media systems(web based hypermedia systems). The model represented that the application domain is modelled using a weighted direct graph and the user's behaviour is modelled using a probabilistic approach that dynamically constructs a discrete probability distribution functions. The proposed probabilistic interpretation of the web media structure is used to characterize latent properties of the user's behaviour, which can be captured by tracking user's browsing activity. Using that distribution the system attempts to assign the user to the best profile that fits user's expectations.

  • PDF