• Title/Summary/Keyword: level probability

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Detection of a Bias Level in Prediction Errors due to Input Acceleration (입력 가속에서 비롯된 예측오차 바이어스 레벨의 검출)

  • Shin, Hae-Gon;Hong, Sun-Mog
    • Journal of Sensor Science and Technology
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    • v.2 no.1
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    • pp.57-64
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    • 1993
  • In this paper the normalized innovations squared of a Kalman filter is used to detect a bias level in prediction errors due to target accelerations. The probability density function of the normalized innovation squared is obtained for a steady state Kalman filter, and it is used to calculate the detection probability of the bias level. A typical example is given to compute the detection probability and to plot the maneuver detector operating characteristic curves.

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A Mathematical Model for Asymmetrical/Heterogeneous Traffic Management in TD-CDMA System (시분할-코드분할 다중 접속 시스템에서 비대칭/불균질 트래픽 처리에 대한 수학적 모델)

  • Shin Jung chae;Lee Yutae;Kim Jeong ho;Cho Ho shin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.4A
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    • pp.259-270
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    • 2005
  • This paper proposes a mathematical model to analyze call-and packet-level performance of the TD-CDMA/TDD system which could serve a flexible radio resource management against multi-type heterogeneous and asymmetrical traffic conditions. On call-level analysis, the mathematical model based on queueing theory performs multi-dimensional operations using random vectors or matrices to consider multiple types of traffic and also deal with asymmetrical up- and down-direction transmissions separately. Employing the mathematical model, we obtain rail blocking probability for each type of traffic and also the optimum switching-point with the smallest call flocking probability. And on packet-level analysis, employing a non-prioritized queueing scheme between circuit and packet calls, we solve 2-dimensional random vector problem composed of the queue length for packets and the number of circuit calls being served. Finally, packet-level performance is analyzed in terms of the packet loss probability and the buffer size required under mixed-traffic conditions of multiple types of circuit and packet calls.

Fragility analysis of R/C frame buildings based on different types of hysteretic model

  • Borekci, Muzaffer;Kircil, Murat S.
    • Structural Engineering and Mechanics
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    • v.39 no.6
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    • pp.795-812
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    • 2011
  • Estimation of damage probability of buildings under a future earthquake is an essential issue to ensure the seismic reliability. Fragility curves are useful tools for showing the probability of structural damage due to earthquakes as a function of ground motion indices. The purpose of this study is to compare the damage probability of R/C buildings with low and high level of strength and ductility through fragility analysis. Two different types of sample buildings have been considered which represent the building types mentioned above. The first one was designed according to TEC-2007 and the latter was designed according to TEC-1975. The pushover curves of sample buildings were obtained via pushover analyses. Using 60 ground motion records, nonlinear time-history analyses of equivalent single degree of freedom systems were performed using bilinear hysteretic model and peak-oriented hysteretic model with stiffness - strength deterioration for each scaled elastic spectral displacement. The damage measure is maximum inter-story drift ratio and each performance level considered in this study has an assumed limit value of damage measure. Discrete damage probabilities were calculated using statistical methods for each considered performance level and elastic spectral displacement. Consequently, continuous fragility curves have been constructed based on the lognormal distribution assumption. Furthermore, the effect of hysteresis model parameters on the damage probability is investigated.

Analysis of flexural fatigue failure of concrete made with 100% coarse recycled and natural aggregates

  • Murali, G.;Indhumathi, T.;Karthikeyan, K.;Ramkumar, V.R.
    • Computers and Concrete
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    • v.21 no.3
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    • pp.291-298
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    • 2018
  • In this study, the flexural fatigue performance of concrete beams made with 100% Coarse Recycled Concrete Aggregates (RCA) and 100% Coarse Natural Aggregates (NA) were statistically commanded. For this purpose, the experimental fatigue test results of earlier researcher were investigated using two parameter Weibull distribution. The shape and scale parameters of Weibull distribution function was evaluated using seven numerical methods namely, Graphical method (GM), Least-Squares (LS) regression of Y on X, Least-Squares (LS) regression of X on Y, Empherical Method of Lysen (EML), Mean Standard Deviation Method (MSDM), Energy Pattern Factor Method (EPFM) and Method of Moments (MOM). The average of Weibull parameters was used to incorporate survival probability into stress (S)-fatigue life (N) relationships. Based on the Weibull theory, as single and double logarithm fatigue equations for RCA and NA under different survival probability were provided. The results revealed that, by considering 0.9 level survival probability, the theoretical stress level corresponding to a fatigue failure number equal to one million cycle, decreases by 8.77% (calculated using single-logarithm fatigue equation) and 6.62% (calculated using double logarithm fatigue equation) in RCA when compared to NA concrete.

The Ruin Probability in a Risk Model with Injections (재충전이 있는 연속시간 리스크 모형에서 파산확률 연구)

  • Go, Han-Na;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.81-87
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    • 2012
  • A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

Probabilistic Thinking Level and Gifted Education (확률적 사고 수준과 영재교육)

  • Lee, Kyeong-Hwa
    • Journal of Gifted/Talented Education
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    • v.20 no.1
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    • pp.151-173
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    • 2010
  • Several researches have been done on the meaning of probabilistic thinking level and its pedagogical implication. However, there is lack of trials of using topics in probability to educate mathematically gifted students. As a result, we don't have sound understanding on gifted students' probabilistic thinking level and how to facilitate it through educational program. This study examines the meaning of probabilistic thinking level, develops and applies tasks in probability for gifted education. Having the analysis of the student responses, this study tries to investigate how teachers who participate in an in-service teacher education program interpret the developed tasks and student responses. In conclusion, this study shows the possible approach of gifted education using probability tasks to facilitate gifted students' probabilistic thinking level and its potential in identification of giftedness through observation.

Probabilistic Assessment of Wave Overtopping of Seawall at Busan, Korea (부산 신항 방파제의 월파 확률 평가)

  • Qie, Luwen;Choi, Byung-Ho;Xie, ShiLeng
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.2
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    • pp.176-183
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    • 2008
  • In this paper, three classical overtopping models: Owen model, Van der Meer & Janssen model and Hedges & Reis model were used to calculate the failure probability of wave overtopping of seawalls. Among of them, the Hedges & Reis model was regarded as a moderate method to analyze the failure probability of wave overtopping of seawalls and the probabilistic assessments of wave overtopping were carried out for a constructing seawall at Busan in Korea by Level II and Level III reliability methods. Considering the cost of construction, an appropriate crest level was proposed for a certain rate of wave overtopping at a lower failure probability.

Probability Models of W-CDMA Signals in Realistic Wideband Multipath Channels (광대역 다중경로 실측채널에서 W-CDMA 수신 신호의 화률 모델)

  • 오동진;이주석;이귀상;김철성
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.4B
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    • pp.308-315
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    • 2002
  • This paper proposes new probability models for wideband code division multiple access (W-CDMA) signals. The performance of a W-CDMA system is evaluated by calculating the average bit error rate(BER) which is derived from the probability distribution of the W-CDMA receiver output. If a probability model of the receiver output is available, the performance evaluation becomes much simpler and it enables diverse analyses of the system for channel coding and other purposes. In this paper, probability distributions of W-CDMA signals, more specifically those of the receiver output, are represented as Rayleigh and noncentral chi distribution, considering various bandwidths and channel environments. The adequacy of a probability model is verified by chi-square test of 1% significance level. The BER of the system obtained from the simulation results is compared to that obtained from the probability model to demonstrate the usefulness of the proposed models.

A Study of Probability Functions of Best Fit to Distribution of Annual Runoff -on the Nakdong River Basin- (년유출량의 적정확률 분포형에 관한 연구 -낙동강 유역을 중심으로-)

  • 조규상;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.107-111
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    • 1974
  • Annual runoff in the Nakdong river basin has been analyzed to find the probability functions of best fit to distribution of historical annual runoff. The results obtained are as follows; (1) Log-normal 3-parameter disrtibution is believed as the probability function of best fit to historical distribution (2) Log-normal 3-parameter disrtibution is believed as the best fit probability function among Log-normal dist-ributions. (3) In the test of goodness of fit, $x^2-test$ shows that probability of $x^2-valus$ in Log-normal 3-parameter distribution is nearly more than 90%. But in the Simirnov-Kolmogorov test, hypotheses for the probability distributions cannot be rejected at significance level 5% & 1%. (4) Among 7 gauging stations, Dongchon & Koryung-Bridge's records show lower fitness to the theoretical probability functions than other 5 gauging station's

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A methodology to estimate earthquake induced worst failure probability of inelastic systems

  • Akbas, Bulent;Nadar, Mustafa;Shen, Jay
    • Structural Engineering and Mechanics
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    • v.29 no.2
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    • pp.187-201
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    • 2008
  • Earthquake induced hysteretic energy demand for a structure can be used as a limiting value of a certain performance level in seismic design of structures. In cases where it is larger than the hysteretic energy dissipation capacity of the structure, failure will occur. To be able to select the limiting value of hysteretic energy for a particular earthquake hazard level, it is required to define the variation of hysteretic energy in terms of probabilistic terms. This study focuses on the probabilistic evaluation of earthquake induced worst failure probability and approximate confidence intervals for inelastic single-degree-of-freedom (SDOF) systems with a typical steel moment connection based on hysteretic energy. For this purpose, hysteretic energy demand is predicted for a set of SDOF systems subject to an ensemble of moderate and severe EQGMs, while the hysteretic energy dissipation capacity is evaluated through the previously published cyclic test data on full-scale steel beam-to-column connections. The failure probability corresponding to the worst possible case is determined based on the hysteretic energy demand and dissipation capacity. The results show that as the capacity to demand ratio increases, the failure probability decreases dramatically. If this ratio is too small, then the failure is inevitable.