• Title/Summary/Keyword: level probability

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Determination of Proper Probability Distribution for Groundwater Monitoring Stations in Jeju Island (제주도 지하수위 관측지점별 적정 확률분포형의 결정)

  • Chung, Il-Moon;Nam, Woosung;Kim, Min Gyu;Choi, Gian;Kim, Gee-Pyo;Park, Yun-Seok
    • Journal of Soil and Groundwater Environment
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    • v.23 no.1
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    • pp.41-53
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    • 2018
  • Comprehensive statistical analysis for the 127 groundwater monitoring stations in Jeju Island during 2005~2015 was carried out for the re-establishment of management groundwater level. Three probability distribution functions such as normal distibution, GEV (General Extreme Value) distribution, and Gumbel distribution were applied and the maximum likelihood method was used for parameter estimation of each distribution. AIC (Akaike information criterion) was calculated based on the estimated parameters to determine the proper probability distribution for all 127 stations. The results showed that normal distribution and Gumble distribution were found in 11 stations. Whereas GEV distribution were found in 105 stations, which covered most of groundwater monitoring stations. Therefore, confidence levels should be established in accord with the proper probability distribution when groundwater level management is determined.

Minimum Duration Outage of a DS-CDMA Cellular System Due to Cell Traffic Intensity (Cell Traffic Untensity 에 따른 DS-CDMA 셀룰러 시스템의 최소기간 차단율)

  • Kim, Nam-Soo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.12 no.4
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    • pp.570-575
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    • 2001
  • The minimum duration outage probability of a cellular system is defined the probability that the received signal level is hold under minimum required threshold duration. This definition is more realistic compared to the outage probability which is the received signal strength level is below predefined threshold level. Especially, in a DS-CDMA cellular system the received signal-to-interference ratio is a function of cell traffic, while the former researches are only considered the minimum duration outage probability independent of the cell traffic. We noticed that the minimum outage probability is rapidly increases as cell traffic increase.

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Analysis of the margin level in the KOSPI200 futures market (KOSPI200 선물 시장의 증거금 수준에 대한 연구)

  • Kim, Jun;Choe, In-Chan
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.734-737
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    • 2004
  • When the margin level is set relatively low, margin violation probability increases and the default probability of the futures market rises. On the other hand, if the margin level is set high, the margin violation probability decreases, but the futures market becomes less attractive to hedgers as the investor's opportunity cost increases. In this paper, we investigate whether the movement of KOSPI200(Korea Composite Stock Price Index 200) futures daily prices can be modeled with the extreme value theory. Base on this investigation, we examine the validity of the margin level set by the extreme value theory. Computational results are presented to compare the extreme value distribution and the empirical distribution of margin violation in KOSPI200. Some observations and implications drawn from the computational experiment are also discussed.

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Time-dependent reliability analysis of coastal defences subjected to changing environments

  • Chen, Hua-Peng
    • Structural Monitoring and Maintenance
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    • v.2 no.1
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    • pp.49-64
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    • 2015
  • This paper presents a method for assessing the risk of wave run-up and overtopping of existing coastal defences and for analysing the probability of failure of the structures under future hydraulic conditions. The recent UK climate projections are employed in the investigations of the influence of changing environments on the long-term performance of sea defences. In order to reduce the risk of wave run-up and overtopping caused by rising sea level and to maintain the present-day allowances for wave run-up height and overtopping discharge, the future necessary increase in crest level of existing structures is investigated. Various critical failure mechanisms are considered for reliability analysis, i.e., erosion of crest by wave overtopping, failure of seaside revetment, and internal erosions within earth sea dykes. The time-dependent reliability of sea dykes is analysed to give probability of failure with time. The results for an example earth dyke section show that the necessary increase in crest level is approximately double of sea level rise to maintain the current allowances. The probability of failure for various failure modes of the earth dyke has a significant increase with time under future hydraulic conditions.

A Study on the Quantification of Information Security Level (정보보안수준 계량화 연구)

  • Kim, Hyun-Soo
    • Asia pacific journal of information systems
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    • v.9 no.4
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    • pp.181-201
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    • 1999
  • This study presents an information security level index and a quantification scheme. A comprehensive survey on previous researches in information security checklists has been performed. A candidate indicator list for information security level has been developed, Desirability of each indicator has been tested by 4 criteria, They are general validity, relative importance, probability of accident and impact of accident. 67 experts' opinion has been collected and analysed. The result shows that selected indicators are a very good candidate set for the determination of information security level. A factor analysis shows indicators are well structured. There exists strong correlation between validity and probability, validity and impact, and importance and probability. A quantification scheme of information security index has been developed by experts' judgement and statistical tests.

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The conditional risk probability-based seawall height design method

  • Yang, Xing;Hu, Xiaodong;Li, Zhiqing
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.6
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    • pp.1007-1019
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    • 2015
  • The determination of the required seawall height is usually based on the combination of wind speed (or wave height) and still water level according to a specified return period, e.g., 50-year return period wind speed and 50-year return period still water level. In reality, the two variables are be partially correlated. This may be lead to over-design (costs) of seawall structures. The above-mentioned return period for the design of a seawall depends on economy, society and natural environment in the region. This means a specified risk level of overtopping or damage of a seawall structure is usually allowed. The aim of this paper is to present a conditional risk probability-based seawall height design method which incorporates the correlation of the two variables. For purposes of demonstration, the wind speeds and water levels collected from Jiangsu of China are analyzed. The results show this method can improve seawall height design accuracy.

The Variation of Slope Stability by Ground Water Level in Railway Lines (지하수위에 따른 철도사면의 안정성 변화)

  • Kim, Hyun-Ki;Shin, Min-Ho;Shin, Ji-Soo
    • Proceedings of the KSR Conference
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    • 2008.11b
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    • pp.789-795
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    • 2008
  • Slope stability is affected by various factors. For safety management of slopes, monitoring systems have been widely constructed along railway lines. The representative data from the systems are variations of ground profile such like ground water level and pore water pressure etc. and direct displacement measured by ground clinometer and tension wire sensor. Slopes are mainly effected by rainfall and rainfall causes the decrease of factor of safety(FOS). Because FOS varies linearly by the variation of ground water level and pore pressure, it has a weak point that could not define the time and proper warning sign to secure the safety of the train. In this study, alternative of FOS such as reliability index and probability of failure is applied to slope stability analysis introducing the reliability concept. FOS, reliability index, probability of failure and velocity of probability of failure of the slopes by variation of ground water level are investigated for setting up the specification of safety management of slopes. By executing case study of a slope(ILLO-IMSUNGLI), it is showed to be applied to specification of safety management.

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A Level II reliability approach to rock slope stability (암반사면 안정성에 대한 Level II 신뢰성 해석 연구)

  • Park, Hyuck-Jin;Kim, Jong-Min
    • Proceedings of the Korean Geotechical Society Conference
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    • 2004.03b
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    • pp.319-326
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    • 2004
  • Uncertainty is inevitably involved in rock slope engineering since the rock masses are formed by natural process and subsequently the geotechnical characteristics of rock masses cannot be exactly obtained. Therefore the reliability analysis method has been suggested to deal properly with uncertainty. The reliability analysis method can be divided into level I, II and III on the basis of the approach for consideration of random variable and probability density function of reliability function. The level II approach, which is focused in this study, assumes the probability density function of random variables as normal distribution and evaluates the probability of failure with statistical moments such as mean and standard deviation. This method has the advantage that can be used the problem which the Monte Carlo simulation approach cannot be applied since the complete information on the random variables are not available. In this study, the analysis results of level II reliability approach compared with the analysis results of level III approach to verify the appropriateness of the level II approach. In addition, the results are compared with the results of the deterministic analysis.

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Development of Probabilistic Thinking of the Minority Students with Low Achievement & Low SES (교육소외 학생들을 대상으로 확률 이해수준에 관한 연구)

  • Baek, Jung-Hwan;Koh, Sang-Sook
    • The Mathematical Education
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    • v.51 no.3
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    • pp.301-321
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    • 2012
  • Since research has barely been done on the minority with low-achievement & low-SES in probability, this research attempted to search the change of their thinking level in the classes of probability and motivate them on the mathematical learning to feel confident in mathematics. We can say that the problems of the educational discriminations are due to the overlook on the individual conditions, situations, and environments. Therefore, in order to resolve some discrimination, 4 students who belonged to the minority group, engaged in the research, based on 10 units of the instructional materials designed for the research. As a result, for the student's thinking level, it was observed that they were improved from the 1st to the 3rd level in probability. Also, the researcher found that the adequate use of the encouragement, the praise, the direct explanation, and the scaffolding enabled them to prompt their learning motives and the increased responsibility on the learning. As time passed, the participants could share their mathematical knowledge and its concept with others, in the increased confidence.