• Title/Summary/Keyword: joint distribution probability

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Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • v.9 no.3
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

Influence of Joint Distribution of Wave Heights and Periods on Reliability Analysis of Wave Run-up (처오름의 신뢰성 해석에 대한 파고_주기결합분포의 영향)

  • Lee Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.3
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    • pp.178-187
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    • 2005
  • A reliability analysis model f3r studying the influence of joint distribution of wave heights and periods on wave un-up is presented in this paper. From the definition of failure mode related to wave run-up, a reliability function may be formulated which can be considered uncertainties of water level. In particular, the reliability analysis model can be directly taken into account statistical properties and distributions of wave periods by considering wave period in the reliability function to be a random variable. Also, variations of wave height distribution conditioned to mean wave periods can be taken into account correctly. By comparison of results of additional reliability analysis using extreme distributions with those resulted from joint distribution of wave height and periods, it is found that probabilities of failure evaluated by the latter is larger than those by the former. Although the freeboard of sloped-breakwater structures can be determined by extreme distribution based on the long-term measurements, it may be necessary to investigate additionally into wave run-up by using the present reliability analysis model formulated to consider joint distribution of a single storm event. In addition, it may be found that the effect of spectral bandwidth parameter on reliability index may be little, but the effect of wave height distribution conditioned to mean wave periods is straightforward. Therefore, it may be confirmed that effects of wave periods on the probability of failure of wave run-up may be taken into account through the conditional distribution of wave heights. Finally, the probabilities of failure with respect to freeboard of sloped-breakwater structures can be estimated by which the rational determination of crest level of sloped-breakwater structures may be possible.

Probabilistic Analysis of Independent Storm Events: 2. Return Periods of Storm Events (독립호우사상의 확률론적 해석 : 2. 호우사상의 재현기간)

  • Yoo, Chul-Sang;Park, Min-Kyu
    • Journal of the Korean Society of Hazard Mitigation
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    • v.11 no.2
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    • pp.137-146
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    • 2011
  • In this study, annual maximum storm events are evaluated by applying the bivariate extremal distribution. Rainfall quantiles of probabilistic storm event are calculated using OR case joint return period, AND case joint return period and interval conditional joint return period. The difference between each of three joint return periods was explained by the quadrant which shows probability calculation concept in the bivariate frequency analysis. Rainfall quantiles under AND case joint return periods are similar to rainfall depths in the univariate frequency analysis. The probabilistic storm events overcome the primary limitation of conventional univariate frequency analysis. The application of these storm event analysis provides a simple, statistically efficient means of characterizing frequency of extreme storm event.

Probabilistic Analyrgis of Slope Stactility for Progressive Failure (진행성 파괴에 대한 사면안정의 확률론적 해석)

  • 김영수
    • Geotechnical Engineering
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    • v.4 no.2
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    • pp.5-14
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    • 1988
  • A probabilistic model for the progressive failure in a homogeneous soil slope consisting of strain-softening material is presented. The local safety margin of any slice above failure surface is assumed to follow a normal distribution. Uncertainties of the shear strength along potential failure surface are expressed by one-dimensional random field models. In this paper, only the case where failure initiates at toe and propagates up to the crest is considerd. The joint distribution of the safety margin of any two adjacent slices above the failure surface is assumed to be bivariate normal. The overall probability of the sliding failure is expressed as a product of probabilities of a series of conditional el.eats. Finally, the developed procedure has been applied in a case study to yield the reliability of a cut slope.

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Reliability-based assessment of steel bridge deck using a mesh-insensitive structural stress method

  • Ye, X.W.;Yi, Ting-Hua;Wen, C.;Su, Y.H.
    • Smart Structures and Systems
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    • v.16 no.2
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    • pp.367-382
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    • 2015
  • This paper aims to conduct the reliability-based assessment of the welded joint in the orthotropic steel bridge deck by use of a mesh-insensitive structural stress (MISS) method, which is an effective numerical procedure to determine the reliable stress distribution adjacent to the weld toe. Both the solid element model and the shell element model are first established to investigate the sensitivity of the element size and the element type in calculating the structural stress under different loading scenarios. In order to achieve realistic condition assessment of the welded joint, the probabilistic approach based on the structural reliability theory is adopted to derive the reliability index and the failure probability by taking into account the uncertainties inherent in the material properties and load conditions. The limit state function is formulated in terms of the structural resistance of the material and the load effect which is described by the structural stress obtained by the MISS method. The reliability index is computed by use of the first-order reliability method (FORM), and compared with a target reliability index to facilitate the safety assessment. The results achieved from this study reveal that the calculation of the structural stress using the MISS method is insensitive to the element size and the element type, and the obtained structural stress results serve as a reliable basis for structural reliability analysis.

DISCRETE-TIME BULK-SERVICE QUEUE WITH MARKOVIAN SERVICE INTERRUPTION AND PROBABILISTIC BULK SIZE

  • Lee, Yu-Tae
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.275-282
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    • 2010
  • This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

Multiattribute Stochastic Statistical Dominance in Decision Making with Incomplete Information (불완전한 정보하의 의사결정하에서의 아중요인 추계적-통계적 우세법칙)

  • 이대주
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.2
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    • pp.45-55
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    • 1993
  • In multiattribute decision making a decision maker (DM) can choose the best alternative if his/her multiattribute utility function and the joint probability distribution of outcomes are exactly known. This paper develops multiattribute stochastic-statistical dominance rules which can be applied to the situation when neither of them is known exactly, that is, when the DM cannot calculate the expected utility for each alternative. First, the notion of relative risk aversion is used dominance rules are developed to screen out dominated alternatives so that hi/she choose the best one among the remaining nondominated alternatives.

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The Evaluation of Seakeeping Performance of a Ship in Waves (선박의 파흔중 내항성능평가에 관한 연구)

  • 김순갑
    • Journal of the Korean Institute of Navigation
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    • v.11 no.1
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    • pp.67-91
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    • 1987
  • In this paper, a synthetic method for evaluating the seakeeping performance of a ship in waves is studied. For the prediction and evaluation of irregular phenomena to be correlated each other, the multi-dimensional Rayleigh's joint probability density function and the cumulative distribution function are approximated. According to this approximated function, it is able to calculate easily the occurrence probability of the factors on seakeeping performance. We proposed an evaluation method and an index to be defined by the seakeeping performance reliability, that is considered as the dangerousness and the relative dangerousness of the factors on seakeeping performance in waves. The use of this method aid index will be effective to install the sensors which are necessary to evaluate the states of ships at sea. Some example of the calculations by this method for 175m length single screw container ship equipped with diesel engine are also presented.

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Influence of Statistical Compilation of Meteorological Data on Short-Term Atmospheric Dispersion Factors in a Hypothetical Accidental Release of Nuclear Power Plants (기상자료의 통계처리방법이 원자력발전소의 가상 사고시 단기 대기확산인자에 미치는 영향)

  • Hwang, Won-Tae;Kim, Eun-Han;Jeong, Hae-Sun;Jeong, Hyo-Joon;Han, Moon-Hee
    • Journal of Radiation Protection and Research
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    • v.37 no.3
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    • pp.116-122
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    • 2012
  • A short-term atmospheric dispersion factor (${\chi}/Q$) is an essential element for radiological dose assessment following a hypothetical accidental releases of light-water nuclear power plants. The U. S. NRC developed PAVAN program to comply with the U. S. NRC's Regulatory Guide 1.145. Meteorological data is an essential element for atmospheric dispersion, and PAVAN uses a joint frequency distribution data, which represents the occurrence probability of wind speed and wind direction for atmospheric stability. Using the meteorological data measured at Kori and Wolsung sites for the last 5 years (from 2006 to 2010), a variety of joint frequency distribution data were prepared to evaluate ${\chi}/Q$ values with different wind speed classifications (U. S. NRC's recommendation and even distribution of occurrence probability) and periods of meteorological data to be analyzed (1 year, 2 year, 3 year, 4 year, 5 year). As a result, it was found that the influence of the wind speed classification on ${\chi}/Q$ values is little, while the influence of the periods of meteorological data to be analyzed is relatively significant, representing more than 1.5 times in the ratio of maximum to minimum values.

Spectral Fatigue Analysis for Topside Structure of Offshore Floating Vessel

  • Kim, Dae-Ho;Ahn, Jae-Woo;Park, Sung-Gun;Jun, Seock-Hee;Oh, Yeong-Tae
    • Journal of Advanced Research in Ocean Engineering
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    • v.1 no.4
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    • pp.239-251
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    • 2015
  • In this study, a spectral fatigue analysis was performed for the topside structure of an offshore floating vessel. The topside structure was idealized using beam elements in the SACS program. The fatigue analysis was carried out considering the wave and wind loads separately. For the wave-induced fatigue damage calculation, motion RAOs calculated from a direct wave load analysis and regular waves with different periods and unit wave heights were utilized. Then, the member end force transfer functions were generated covering all the loading conditions. Stress response transfer functions at each joint were produced using the specified SCFs and member end force transfer functions. fatigue damages were calculated using the obtained stress ranges, S-N curve, wave spectrum, heading probability of each loading condition, and their corresponding occurrences in the wave scatter diagrams. For the wind induced fatigue damage calculation, a dynamic wind spectral fatigue analysis was performed. First, a dynamic natural frequency analysis was performed to generate the structural dynamic characteristics, including the eigenvalues (natural frequencies), eigenvectors (mode shapes), and mass matrix. To adequately represent the dynamic characteristic of the structure, the number of modes was appropriately determined in the lateral direction. Second, a wind spectral fatigue analysis was performed using the mode shapes and mass data obtained from the previous results. In this analysis, the Weibull distribution of the wind speed occurrence, occurrence probability in each direction, damping coefficient, S-N curves, and SCF of each joint were defined and used. In particular, the wind fatigue damages were calculated under the assumption that the stress ranges followed a Rayleigh distribution. The total fatigue damages were calculated from the combination with wind and wave fatigue damages according to the DNV rule.