• 제목/요약/키워드: integral distribution

검색결과 427건 처리시간 0.024초

SIMPLE RANKED SAMPLING SCHEME: MODIFICATION AND APPLICATION IN THE THEORY OF ESTIMATION OF ERLANG DISTRIBUTION

  • RAFIA GULZAR;IRSA SAJJAD;M. YOUNUS BHAT;SHAKEEL UL REHMAN
    • Journal of applied mathematics & informatics
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    • 제41권2호
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    • pp.449-468
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    • 2023
  • This paper deals in the study of the estimation of the parameters of Erlang distribution based on rank set sampling and some of its modifications. Here we considered Maximum Likelihood (ML) and the Bayesian technique to estimate the shape and scale parameter of Erlang distribution based on RSS and its some modifications such as ERSS, MRSS, and MRSSu. The derivation for unknown parameters of Erlang distribution is well presented using normal approximation to the asymptotic distribution of ML estimators. But due to the complexity involves in the integral, the Bayes estimator of unknown parameters is obtained using MCMC method. Further, we compared the MSE of estimation in different sampling schemes with different set sizes and cycle size. A real-life data application is also given to illustrate the efficiency of the proposed scheme.

An M/G/1 queue under the $P_{\lambda,\tau}^M$ service policy

  • Kim, Jong-Woo;Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.25-29
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    • 2005
  • We analyze an M/G/1 queueing system under $P_{\lambda,\tau}^M$ service policy. By using the level crossing theory and solving the corresponding integral equations, we obtain the stationary distribution of the workload in the system explicitly.

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The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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GENERALIZATION OF EXTENDED BETA FUNCTION, HYPERGEOMETRIC AND CONFLUENT HYPERGEOMETRIC FUNCTIONS

  • Lee, Dong-Myung;Rathie, Arjun K.;Parmar, Rakesh K.;Kim, Yong-Sup
    • 호남수학학술지
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    • 제33권2호
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    • pp.187-206
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    • 2011
  • The main object of this paper is to present generalization of extended beta function, extended hypergeometric and confluent hypergeometric function introduced by Chaudhry et al. and obtained various integral representations, properties of beta function, Mellin transform, beta distribution, differentiation formulas transform formulas, recurrence relations, summation formula for these new generalization.

The Limit Distribution and Power of a Test for Bivariate Normality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.187-196
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    • 2002
  • Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

원통형 조사창에서의 양끝내포선 길이분포를 이용한 절리크기분포 추정 연구 (Estimation of Joint Size Distribution Using a Contained Trace Length Distribution in a Cylindrical Window)

  • 서가현;송재준
    • 터널과지하공간
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    • 제26권3호
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    • pp.201-211
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    • 2016
  • 본 연구에서는 3차원 원통형 조사창에서의 양끝내포선 길이 분포를 이용하여 절리 직경 분포 추정을 수행하였다. 추정 결과의 수치적인 오차를 줄이기 위하여, 보조변수를 도입한 개선된 방안을 제시하였다. 몬테-카를로 시뮬레이션으로 검증한 결과, 보조변수의 변화에 따라 추정 분포의 진동이 줄어들어 오차가 크게 감소한 것을 확인하였다. 또한 절리 직경의 최적 분포 및 적정한 보조변수 값을 찾기 위한 알고리즘을 제안하였다.

구속효과를 고려한 원자로 압력용기 균열선단에서의 응력분포 예측 (Evaluation of the Crack Tip Stress Distribution Considering Constraint Effects in the Reactor Pressure Vessel)

  • 김진수;최재붕;김영진
    • 대한기계학회논문집A
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    • 제25권4호
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    • pp.756-763
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    • 2001
  • In the process of integrity evaluation for nuclear power plant components, a series of fracture mechanics evaluation on surface cracks in reactor pressure vessel(RPV) must be conducted. These fracture mechanics evaluation are based on stress intensity factor, K. However, under pressurized thermal shock(PTS) conditions, the combination of thermal and mechanical stress by steep temperature gradient and internal pressure causes considerably high tensile stress at the inside of RPV wall. Besides, the internal pressure during the normal operation produces high tensile stress at the RPV wall. As a result, cracks on inner surface of RPVs may experience elastic-plastic behavior which can be explained with J-integral. In such a case, however, J-integral may possibly lose its validity due to constraint effect. In this paper, in order to verify the suitability of J-integral, tow dimensional finite element analyses were applied for various surface cracks. A total of 18 crack geometries were analyzed, and $\Omega$ stresses were obtained by comparing resulting HRR stress distribution with corresponding actual stress distributions. In conclusion, HRR stress fields were found to overestimate the actual crack-tip stress field due to constraint effect.

PSCAD/EMTDC를 이용한 태양광발전(PV) 모델링에 관한 연구 (The PV System Modeling Based on the PSCAD/EMTDC)

  • 전진택;노대석;김찬혁;왕용필
    • 한국융합학회논문지
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    • 제2권3호
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    • pp.15-23
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    • 2011
  • 본 논문에서는 태양광발전의 3상 인버터의 동작특성을 해석하기 위하여, d-q좌표변환을 통하여 상태방정식을 유도하고, 출력제어를 위한 PI제어기를 갖은 전류제어 알고리즘과 인버터 설계에 대한 Sinusoidal PWM방식의 이론적 알고리즘 제시하였다. 이를 바탕으로 배전계통의 상용소프트웨어인 PSCAD/EMTDC를 이용하여 태양광발전의 모델링을 수행하였다. 그리고 시뮬레이션 결과와 이론적인 수치해석과의 비교, 분석을 통하여 본 연구에서 제시한 모델링의 유효성을 확인하였다.

연속적인 최대-최소 연결비율 문제: 회선망에서의 공정성 및 효율성을 보장하는 경로설정 (Successive Max-min Connection-Ratio Preoblem:Routing with Fairness and Efficiency in Circuit Telecommunication Networks)

  • 박구현;우재현
    • 한국경영과학회지
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    • 제22권2호
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    • pp.13-29
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    • 1997
  • This paper considers a new routing problem, successive max-min connection ratio problem (SMCRP), arised in circuit telecommunication networks such as SONET and WDM optical transport network. An optimization model for SMCRP is established based on link-flow formulation. It's first optimization process is an integral version of maximum concurrent flow problem. Integer condition does not give the same connection-ratio of each node-pair at an optimal solution any more. It is also an integral multi-commodity flow problem with fairness restriction. In order to guarantee fairness to every node-pair the minimum of connection ratios to demand is maximized. NP- hardness of SMCRP is proved and a heuristic algorithm with polynomial-time bound is developed for the problem. Augmenting path and rerouting flow are used for the algorithm. The heuristic algorithm is implemented and tested for networks of different sizes. The results are compared with those given by GAMS/OSL, a popular commercial solver for integer programming problem.n among ferrite-pearlite matrix, the increase in spheroidal ratio with increasing fatigue limitation, 90% had the highest, 14.3% increasing more then 70%, distribution range of fatigue.ife was small in same stress level. (2) $\sqrt{area}_{max}$ of graphite can be used to predict fatigue limit of Ductile Cast Iron. The Statistical distribution of extreme values of $\sqrt{area}_{max}$ may be used as a guideline for the control of inclusion size in the steelmaking.

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터보 분자 펌프(Turbomolecular pump)내의 자유 분자 유동에 관한 수치 해석적 연구 (A Numerical Study of a Free Molecular Flow in the Turbomolecular Pump)

  • 황영규;허중식
    • 설비공학논문집
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    • 제8권2호
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    • pp.219-229
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    • 1996
  • In the free molecular flow range, the pumping performance of a turbomolecular pump has been predicted by calculation of the transmission probability employing the integral method and the test particle Monte-Carlo method. The velocities of molecules incident upon a moving blade are given by the random numbers, which are sampled from the Maxwell molecular velocity distribution function. The present results agree quantitatively with the previous known numerical results. For a multi-stage pump, the velocity profile of molecules between two blade rows is not Maxwell distribution. In this case, the Monte-Carlo method is employed to calculate the overall transmission probability for the entire set of blade rows. When the results of the approximate method combining the single stage solutions are compared with those of the Monte-Carlo method for the pump having six rows at C=0.6, the approximate method overestimates as much as 36% in the maximum compression ratio and 19% in the maximum pumping speed than does the Mote-Carlo method.

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