• 제목/요약/키워드: joint probabilities

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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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    • 제22권2호
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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.

Reference priors for nonregular Pareto distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권4호
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    • pp.819-826
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    • 2011
  • In this paper, we develop the reference priors for the scale and shape parameters in the nonregular Pareto distribution. We derive the reference priors as noninformative priors and prove the propriety of joint posterior distribution under the general priors including reference priors in the order of inferential importance. Through the simulation study, we compare the reference priors with respect to coverage probabilities of parameter of interest in a frequentist sense.

Reference Priors for the Location Parameter in the Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1409-1418
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    • 2008
  • In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

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Noninformative priors for the common scale parameter in Pareto distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.335-343
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    • 2010
  • In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

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

  • 이철응
    • 한국해안해양공학회지
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    • 제17권3호
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    • pp.178-187
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    • 2005
  • 경사식 방파제에서 파랑과 구조물의 상호작용에 의하여 발생되는 처오름에 대한 파고i주기결합분포의 영향을 해석할 수 있는 신뢰성 해석 모형이 제시되었다 처오름과 관련된 파괴모드의 정의에 따라 수면의 불확실성에 따른 영향을 해석할 수 있는 신뢰함수가 유도되었다. 특히 신뢰함수에 주기가 하나의 확률변수로 포함되어, 주기의 통계적 특성과 분포함수가 직접적으로 고려될 수 있을 뿐만 아니라 평균주기에 따른 파고분포의 거동특성이 조건부파고분포에 의해 올바로 고려될 수 있었다. 주기의 영향을 받지 않는 유의파고의 극치분포를 이용한 신뢰성 해석의 결과와 비교하여, 파고-주기결합분포를 이용한 신뢰성 해석이 극치분포를 이용한 신뢰성 해석보다 더 큰 파괴확률을 추정한다는 사실을 확인할 수 있었다. 따라서 중요한 구조물인 경우, 극치분포를 이용하여 경사식 방파제의 마루높이가 결정되더라도 단일 폭풍사상에 대하여는 파고-주기결합분포를 이용한 추가적인 해석이 필요하다. 한편 주기의 분포함수에 영향을 주는 계수에 따른 신뢰지수의 거동특성이 해석되었는데, 이에 따른 영향은 매우 작은 것으로 나타났다. 그러나 평균주기에 의한 파고분포의 거동에 따른 신뢰지수의 차이는 큰 것으로 나타났다 이는 파괴확률에 미치는 주기의 영향이 파고분포를 통하여 주로 발생된다는 것을 의미하는 것이다. 마지막으로 수면 변동 효과를 고려한 합리적인 마루높이 산정을 위해 마루높이의 변화에 따른 파괴확률을 산정하였다.

Structural reliability estimation based on quasi ideal importance sampling simulation

  • Yonezawa, Masaaki;Okuda, Shoya;Kobayashi, Hiroaki
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.55-69
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    • 2009
  • A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

Reliability analysis of the nonlinear behaviour of stainless steel cover-plate joints

  • Averseng, Julien;Bouchair, Abdelhamid;Chateauneuf, Alaa
    • Steel and Composite Structures
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    • 제25권1호
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    • pp.45-55
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    • 2017
  • Stainless steel exhibits high ductility and strain hardening capacity in comparison with carbon steel widely used in constructions. To analyze the particular behaviour of stainless steel cover-plate joints, an experimental study was conducted. It showed large ductility and complex failure modes of the joints. A non-linear finite element model was developed to predict the main parameters influencing the behaviour of these joints. The results of this deterministic model allow us to built a meta-model by using the quadratic response surface method, in order to allow for efficient reliability analysis. This analysis is then applied to the assessment of design formulae in the currently used codes of practice. The reliability analysis has shown that the stainless steel joint design according to Eurocodes leads to much lower failure probabilities than the Eurocodes target reliability for carbon steel, which incites revising the resisting model evaluation and consequently reducing stainless steel joint costs. This approach can be used as a basis to evaluate a wide range of steel joints involving complex failure modes, particularly bearing failure.

Seismic risk assessment of concrete-filled double-skin steel tube/moment-resisting frames

  • Hu, Yi;Zhao, Junhai;Zhang, Dongfang;Zhang, Yufen
    • Earthquakes and Structures
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    • 제14권3호
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    • pp.249-259
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    • 2018
  • This paper aims to assess the seismic risk of a plane moment-resisting frames (MRFs) consisting of concrete-filled double skin steel tube (CFDST) columns and I-section steel beams. Firstly, three typical limit performance levels of CFDST structures are determined in accordance with the cyclic tests of seven CFDST joint specimens with 1/2-scaled and the limits stipulated in FEMA 356. Then, finite element (FE) models of the test specimens are built by considering with material degradation, nonlinear behavior of beam-column connections and panel zones. The mechanical behavior of the concrete material are modeled in compression stressed condition in trip-direction based on unified strength theory, and such numerical model were verified by tests. Besides, numerical models on 3, 6 and 9-story CFDST frames are established. Furthermore, the seismic responses of these models to earthquake excitations are investigated using nonlinear time-history analyses (NTHA), and the limits capacities are determined from incremental dynamic analyses (IDA). In addition, fragility curves are developed for these models associated with 10%/50yr and 2%/50yr events as defined in SAC project for the region on Los Angeles in the Unite State. Lastly, the annual probabilities of each limits and the collapse probabilities in 50 years for these models are calculated and compared. Such results provide risk information for the CFDST-MRFs based on the probabilistic risk assessment method.

Large-Scale Joint Rate and Power Allocation Algorithm Combined with Admission Control in Cognitive Radio Networks

  • Shin, Woo-Jin;Park, Kyoung-Youp;Kim, Dong-In;Kwon, Jang-Woo
    • Journal of Communications and Networks
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    • 제11권2호
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    • pp.157-165
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    • 2009
  • In this paper, we investigate a dynamic spectrum sharing problem for the centralized uplink cognitive radio networks using orthogonal frequency division multiple access. We formulate a large-scale joint rate and power allocation as an optimization problem under quality of service constraint for secondary users and interference constraint for primary users. We also suggest admission control to nd a feasible solution to the optimization problem. To implement the resource allocation on a large-scale, we introduce a notion of using the conservative factors $\alpha$ and $\beta$ depending on the outage and violation probabilities. Since estimating instantaneous channel gains is costly and requires high complexity, the proposed algorithm pursues a practical and implementation-friendly resource allocation. Simulation results demonstrate that the large-scale joint rate and power allocation incurs a slight loss in system throughput over the instantaneous one, but it achieves lower complexity with less sensitivity to variations in shadowing statistics.

CRF Based Intrusion Detection System using Genetic Search Feature Selection for NSSA

  • Azhagiri M;Rajesh A;Rajesh P;Gowtham Sethupathi M
    • International Journal of Computer Science & Network Security
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    • 제23권7호
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    • pp.131-140
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    • 2023
  • Network security situational awareness systems helps in better managing the security concerns of a network, by monitoring for any anomalies in the network connections and recommending remedial actions upon detecting an attack. An Intrusion Detection System helps in identifying the security concerns of a network, by monitoring for any anomalies in the network connections. We have proposed a CRF based IDS system using genetic search feature selection algorithm for network security situational awareness to detect any anomalies in the network. The conditional random fields being discriminative models are capable of directly modeling the conditional probabilities rather than joint probabilities there by achieving better classification accuracy. The genetic search feature selection algorithm is capable of identifying the optimal subset among the features based on the best population of features associated with the target class. The proposed system, when trained and tested on the bench mark NSL-KDD dataset exhibited higher accuracy in identifying an attack and also classifying the attack category.