• Structural Engineering and Mechanics
• /
• v.49 no.1
• /
• pp.111-128
• /
• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• Journal of Information Processing Systems
• /
• v.10 no.4
• /
• pp.602-617
• /
• 2014

The performance of a cognitive radio network (CRN) solely depends on how precisely the secondary users can sense the presence or absence of primary users. The incorporation of a spatial false alarm makes deriving the probability of a correct decision a cumbersome task. Previous literature performed this task for the case of a received signal under a Normal probability density function case. In this paper we enhance the previous work, including the impact of carrier frequency, the gain of antennas on both sides, and antenna heights so as to observe the robustness against noise and interference and to make the correct decision of detection. Three small scale fading channels: Rayleigh, Normal, and Weibull were considered to get the real scenario of a CRN in an urban area. The incorporation of a maximal-ratio combining and selection combing with a variation of the number of received antennas have also been studied in order to achieve the correct decision of spectral sensing, so as to serve the cognitive users. Finally, we applied the above concept to a traffic model of the CRN, which we based on a two-dimensional state transition chain.

• Communications for Statistical Applications and Methods
• /
• v.22 no.1
• /
• pp.69-80
• /
• 2015

In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

• International Journal of Reliability and Applications
• /
• v.3 no.1
• /
• pp.37-50
• /
• 2002

Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

• Communications for Statistical Applications and Methods
• /
• v.3 no.3
• /
• pp.263-269
• /
• 1996

The somplest approximate confidence interval for the probability of success is the one based on the normal approximation to the binomial distribution, It is widely used in the introductory teaching, and various guidelines for its use with "large" sample have appeared in the literature. This paper suggests a guideline when to use it as an approximation to the exact confidence interval, and comparisons with existing guidelines are provided. provided.

• Bulletin of the Korean Mathematical Society
• /
• v.57 no.3
• /
• pp.607-622
• /
• 2020

In the paper, some probability convergence properties of series for rowwise sums of negatively superadditive dependent (NSD) random variables are discussed. We establish some sharp results on these convergence for NSD random variables under some general settings, which generalize and improve the corresponding ones of some known literatures.

• Journal of the Korean Statistical Society
• /
• v.21 no.1
• /
• pp.27-34
• /
• 1992

This paper provides a method of obtaining a lower bound on the probability of correct selection for a two-stage selection procedure. The resulting lower bound sharpens that by Tamhane and Bechhofer (1979) for the normal means problem with a common known variance. The design constants associated with the lower bound are computed and the results of the performance comparisons are given.

• Journal of the Korean Statistical Society
• /
• v.32 no.4
• /
• pp.373-384
• /
• 2003

In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

• East Asian mathematical journal
• /
• v.39 no.5
• /
• pp.537-547
• /
• 2023

In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

• Communications of Mathematical Education
• /
• v.24 no.1
• /
• pp.177-193
• /
• 2010

The purpose of this study is to explore normal distribution in probability distributions of the area of statistics in high school mathematics. To do this these contents such as approximation of normal distribution from binomial distribution, investigation of normal distribution curve and the area under its curve through the method of Monte Carlo, linear transformations of normal distribution curve, and various types of normal distribution curves are explored with CAS calculator. It will not be ablt to be attained for the objectives suggested the area of probability distribution in a paper-and-pencil classroom environment from the perspectives of tools of CAS calculator such as trivialization, experimentation, visualization, and concentration. Thus, this study is to explore various properties of normal distribution curve with CAS calculator and derive from pedagogical implications of teaching and learning normal distribution curve.