• Title/Summary/Keyword: joint distribution function

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Prediction of steel corrosion in magnesium cement concrete based on two dimensional Copula function

  • Feng, Qiong;Qiao, Hongxia;Wang, Penghui;Gong, Wei
    • Computers and Concrete
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    • v.21 no.2
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    • pp.181-187
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    • 2018
  • In order to solve the life prediction problem of damaged coating steel bar in magnesium cement concrete, this study tries to establish the marginal distribution function by using the corrosion current density as a single degradation factor. Representing the degree of steel corrosion, the corrosion current density were tested in electrochemical workstation. Then based on the Copula function, the joint distribution function of the damaged coating was established. Therefore, it is indicated that the corrosion current density of the bare steel and coated steel bar can be used as the boundary element to establish the marginal distribution function. By using the Frank-Copula function of Copula Archimedean function family, the joint distribution function of the damaged coating steel bar was successfully established. Finally, the life of the damaged coating steel bar has been lost in 7320d. As a new method for the corrosion of steel bar under the multi-dimensional factors, the two-dimensional Copula function has certain practical significance by putting forward some new ideas.

ROC Curve for Multivariate Random Variables

  • Hong, Chong Sun
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.169-174
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    • 2013
  • The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

A Class of Bivariate Linear Failure Rate Distributions and Their Mixtures

  • Sarhan, Ammar M.;El-Gohary, A.;El-Bassiouny, A.H.;Balakrishnan, N.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.63-79
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    • 2009
  • A new bivariate linear failure rate distribution is introduced through a shock model. It is proved that the marginal distributions of this new bivariate distribution are linear failure rate distributions. The joint moment generating function of the bivariate distribution is derived. Mixtures of bivariate linear failure rate distributions are also discussed. Application to a real data is given.

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Joint probability density function of droplet sizes and velocities in a transient diesel spray (간헐디젤분무의 액적크기 및 속도의 공동확률밀도함수)

  • Kim, Jong-Hyeon;Gu, Ja-Ye;O, Du-Suk
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.5
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    • pp.607-617
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    • 1998
  • Comparisons of joint probability density distribution obtained from the raw data of measured droplet sizes and velocities in a transient diesel fuel spray with computed joint probability density function were made. Simultaneous droplet sizes and velocities were obtained using PDPA. Mathematical probability density functions which can fit the experimental distributions were extracted using the principle of maximum likelihood. Through the statistical process of functions, mean droplet diameters, non-dimensional mass, momentum and kinetic energy were estimated and compared with the experimental ones. A joint log-hyperbolic density function presents quite well the experimental joint density distribution which were extracted from experimental data.

Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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A joint probability distribution model of directional extreme wind speeds based on the t-Copula function

  • Quan, Yong;Wang, Jingcheng;Gu, Ming
    • Wind and Structures
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    • v.25 no.3
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    • pp.261-282
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    • 2017
  • The probabilistic information of directional extreme wind speeds is important for precisely estimating the design wind loads on structures. A new joint probability distribution model of directional extreme wind speeds is established based on observed wind-speed data using multivariate extreme value theory with the t-Copula function in the present study. At first, the theoretical deficiencies of the Gaussian-Copula and Gumbel-Copula models proposed by previous researchers for the joint probability distribution of directional extreme wind speeds are analysed. Then, the t-Copula model is adopted to solve this deficiency. Next, these three types of Copula models are discussed and evaluated with Spearman's rho, the parametric bootstrap test and the selection criteria based on the empirical Copula. Finally, the extreme wind speeds for a given return period are predicted by the t-Copula model with observed wind-speed records from several areas and the influence of dependence among directional extreme wind speeds on the predicted results is discussed.

A JOINT DISTRIBUTION OF TWO-DIMENSIONAL BROWNIAN MOTION WITH AN APPLICATION TO AN OUTSIDE BARRIER OPTION

  • Lee, Hang-Suck
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.245-254
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    • 2004
  • This paper derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X($\tau$) = (X$_1$($\tau$), X$_2$ ($\tau$))', $\tau$ 〉0}. One random variable of the joint distribution is the terminal time value, X$_1$ (T). The other random variable is the maximum of the Brownian motion {X$_2$($\tau$), $\tau$〉} between time s and time t. With this distribution function, this paper also derives an explicit pricing formula for an outside barrier option whose monitoring period starts at an arbitrary date and ends at another arbitrary date before maturity.

The joint queue length distribution in the nonpreemptive priority M/G/1 queue (비선점 우선순위 M/G/1 대기행렬의 결합 고객수 분포)

  • Kim Gil-Hwan;Chae Gyeong-Cheol
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1104-1110
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    • 2006
  • In this paper we present a simple approach to the joint queue length distribution in the nonpreemptive priority M/G/1 queue. Without using the supplementary variable technique, we derive the joint probability generating function of the stationary queue length at arbitrary time.

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Noninformative priors for the reliability function of two-parameter exponential distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.361-369
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    • 2011
  • In this paper, we develop the reference and the matching priors for the reliability function of two-parameter exponential distribution. We derive the reference priors and the matching prior, and prove the propriety of joint posterior distribution under the general prior including the reference priors and the matching prior. Through the sim-ulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

A Study on Clinical Diagnosis of Temporomandibular Joint Disorders Using Bone Scan (골스캔을 이용한 측두하악관절장애의 임상진단에 관한 연구)

  • Bong-Jik Seo;Myung-Yun Ko
    • Journal of Oral Medicine and Pain
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    • v.21 no.1
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    • pp.103-113
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    • 1996
  • The author examined the clinical signs and symptoms , routine radiographs, laboratory test and bone scan in 73 subjects with TMJ disorders and studied the responses of clinical test on patients, the distribution of signs and symptoms of joints, the simple uptake rate(SUR) of affected joints , the SUR of subclassified groups of TMJ disorders, active joints of subclassified groups of TMJ disorders and the SUR of joints with noises. The obtained results were as follows : 1. The percentage of joint pain on palpation, joint noises joint pain on function, mandibular dysfunction and active finding of bone scan in aptients with TMJ disorders were higher 2. The SUR was higher in joints affected by joint pain on function, joint pain on palpation, mandibular dysfunction and creptius. 3. The SUR of osteoarthrosis was the lowest. 4. The percentage of active joints were the highest in joints with discdisplacement without reduction, and followed by osteoarthritis, and disc displacement with reduction. 5. The SUR of TMJ showing joint noises only was lower.

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