• 제목/요약/키워드: joint probability distribution

검색결과 105건 처리시간 0.03초

Outage Analysis of Cooperative Transmission in Two-Dimensional Random Networks over Rayleigh Fading Channels

  • Tran, Trung Duy;Kong, Hyung-Yun
    • Journal of electromagnetic engineering and science
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    • 제11권4호
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    • pp.262-268
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    • 2011
  • In this paper, we evaluate the outage performance of cooperative transmission in two-dimensional random networks. Firstly, we derive the joint distributions of the source-relay and the relay-destination links. Secondly, the outage probability for the decode-and-forward relaying system is derived when selection combining (SC) is employed at the destination. Finally, we calculate the average outage probability of the system and then attempt to express it by a simple approximate expression. The simulation results are presented to verify the accuracy of the derivations. Similar to deterministic networks, the cooperative transmission in random networks outperforms direct transmission at a high signal-to-noise ratio (SNR).

SAR 자동표적인식 시스템에서의 탐지특징 결합 방법 개선 방안 (Improved Fusion Method of Detection Features in SAR ATR System)

  • 차민준;김형명
    • 한국군사과학기술학회지
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    • 제13권3호
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    • pp.461-469
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    • 2010
  • In this paper, we have proposed an improved fusion method of detection features which can enhance the detection probability under the given false alarm rate in the prescreening stage of SAR ATR(Synthetic Aperture Radar Automatic Target Recognition) system. Since the detection features have the positive correlation, the detection performance can be improved if the joint probability distribution of detection features is considered in the fusion process. The detection region is designed as a simple piecewise linear function which can be represented by few parameters. The parameters for the detection region can be derived by training the sample SAR images to maximize the detection probability with the given false alarm rate. Simulation result shows that the detection performance of the proposed method is improved for all combinations of detection features.

Probabilistic Analysis of Drought Characteristics in Pakistan Using a Bivariate Copula Model

  • Jehanzaib, Muhammad;Kim, Ji Eun;Park, Ji Yeon;Kim, Tae-Woong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.151-151
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    • 2019
  • Because drought is a complex and stochastic phenomenon in nature, statistical approaches for drought assessment receive great attention for water resource planning and management. Generally drought characteristics such as severity, duration and intensity are modelled separately. This study aims to develop a relationship between drought characteristics using a bivariate copula model. To achieve the objective, we calculated the Standardized Precipitation Index (SPI) using rainfall data at 6 rain gauge stations for the period of 1961-1999 in Jehlum River Basin, Pakistan, and investigated the drought characteristics. Since there is a significant correlation between drought severity and duration, they are usually modeled using different marginal distributions and joint distribution function. Using exponential distribution for drought severity and log-logistic distribution for drought duration, the Galambos copula was recognized as best copula to model joint distribution of drought severity and duration based on the KS-statistic. Various return periods of drought were calculated to identify time interval of repeated drought events. The result of this study can provide useful information for effective water resource management and shows superiority against univariate drought analysis.

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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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    • 제9권3호
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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.

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.

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

  • 유철상;박민규
    • 한국방재학회 논문집
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    • 제11권2호
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    • pp.137-146
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    • 2011
  • 본 연구에서는 이변량 극치분포를 이용하여 연최대치 호우사상을 평가하였다. 이를 위해 특정 재현기간을 가지는 호우사상의 강우량을 비동시결합 재현기간, 동시결합 재현기간 그리고 구간조건부 결합재현기간의 세 가지를 이용하여 산정하였다. 이때, 결합재현기간별 호우사상의 값의 크기가 서로 다르게 산정되는 이유를 이변량 분포의 확률특성을 보여주는 사분면을 이용하여 설명하였다. 호우지속기간 24시간인 경우에 동시결합재현기간을 이용하여 산정한 확률강우량은 전통적인 방법으로 얻어진 강우지속기간 24시간의 확률강우량과 유사하게 나타났다. 이러한 결과는 전통적인 강우빈도해석의 제약사항을 극복하는데 도움이 될 것으로 보여진다. 이변량 빈도해석으로 얻어진 확률호우사상은 저류시설물의 계획시 통계적으로 보다 유용하면서도 간단한 설계 호우사상을 제공할 수 있을 것으로 보여진다.

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

  • 김영수
    • 한국지반공학회지:지반
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    • 제4권2호
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    • pp.5-14
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    • 1988
  • 균질토 사면에서 진행성 파괴에 대한 확를론적 모델이 제시되었다. 파괴면 위의 어떤 절편에 대한 국부적인 Safety Margin은 정규분포차 가정하였다. 파괴면을 따라 존재하는 전단강도의 불확실성은 1차원 Random Field Models로 표현되었다. 이 연구에서는 파괴가 Toe에서 시작되어 사면 정상까지 진행되는 경우만을 고려하였다. 파괴면위의 어느 두 인접 절편의 Safety Margin의 Joint Distribution은 Bivariate Normal로 가정하였다. 활동파괴의 전체적인 파괴확률은 일련의 Conditional events의 급으로 표현되었다. 최종적으로 개발된 절차가 절취사면의 신뢰도를 얻기 위하여 한 예에 적용되었다.

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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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    • 제16권2호
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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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    • 제28권1_2호
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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.

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

  • 이대주
    • 한국경영과학회지
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    • 제18권2호
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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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