• Title/Summary/Keyword: normal probability paper

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Robustness of Bayes forecast to Non-normality

  • Bansal, Ashok K.
    • Journal of the Korean Statistical Society
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    • v.7 no.1
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    • pp.11-16
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    • 1978
  • Bayesian procedures are in vogue to revise the parameter estimates of the forecasting model in the light of actual time series data. In this paper, we study the Bayes forecast for demand and the risk when (a) 'noise' and (b) mean demand rate in a constant process model have moderately non-normal probability distributions.

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Transmission Interval Optimization by Analysis of Collision Probability in Low Power TPMS (저전력 운영 TPMS에서 충돌 확률 분석을 통한 전송주기 최적화)

  • Lim, Sol;Choi, Han Wool;Kim, Dae Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.5
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    • pp.364-371
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    • 2017
  • TPMS is a vehicle electric system that measures the air pressure of a tire, and informs the driver of current tire states. The TPMS sensor typically uses unidirectional communication for small size, light weight, and low power. The transmission period of the sensor indicates the service quality of monitoring the tire. In order to determine the optimal transmission period, frame collision probability and the life time of the sensor should be analyzed. In this paper, collision probability model using Venn diagram is designed in low power TPMS with the normal and warning mode. And the life time and a collision probability were analyzed with the ratio(n) of the normal mode to warning mode transmission period. As a result, $T_{nP}=31sec$ and $T_{wP}=2.4sec$ at 5 years, and $T_{nP}=71sec$ and $T_{wP}=2.5sec$ at 7 years.

A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1175-1182
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    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

A Study on Experiments and Two Interpretations of Probability in 《Probability and Statistics》 and Its Educational Implications (《확률과 통계》의 시행과 두 가지 확률에 대한 고찰 및 교육적 시사점)

  • Lee, Gi Don
    • Journal for History of Mathematics
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    • v.31 no.5
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    • pp.251-269
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    • 2018
  • Empirical probability and classical probability, which are two interpretations of Kolmogorov's axiom, are two ways to recognize the chances of events occurring in the real world. In this paper, I analyzed and suggested the contents of the high school textbooks ${\ll}$Probability and Statistics${\gg}$, associated with two interpretations of probability and experiments on which two interpretations are based. By presenting the cases required expressly stating what the experiment is for supporting students' understanding of some concepts, it was discussed that stating or not stating what the experiment is should be carefully determined by the educational intent. Especially, I suggested that in the textbooks we contrast the good idea of calculating the ratios of two possibilities in the imaginary world of the classical probability with the normal idea of grasping the chances of events through the frequencies in the real world of the empirical probability, with distinguishing the experiments in two interpretations of probability. I also suggested that in the textbooks we make it clear that the Weak Law of Large Numbers justifies our expectations of the frequencies' reflecting the chances of events occurring in the real world under ideal conditions. Teaching and learning about the aesthetic elements and the practicality of imaginary mathematical thinking supported by these textbooks statements could be one form of Humanities education in mathematics as STEAM education.

우리나라 주요지점에 있어서의 강우해석에 관한 수문통계학적 연구

  • 이원환
    • Water for future
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    • v.5 no.2
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    • pp.30-43
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    • 1972
  • The paper describes on the hydrologic analysis of point rainfall data of the three major areas, such as in Seoul, Pusan and Taegu. Scheme of the paper is analyzed five research cases. Contents of the analysis are carried out five kinds of transformed variables for determination of rainfall distribution types and two kinds of reliability tests on unusual(extraordinary) values each rainfall durations:short durations, long durations, long durations, monthly and yearly. Rainfall depth probability had been computed methods of hydrologic amounts analysis namely logarithmic transformations or Gumbel-Chow method and so on, but in this paper it is calculated log xi, n-square root transformations by using normal distribution function and normalization of rainfall distributions is examined graphical tests and $X^2-test$(chi-square test). Furthermore, rainfall depth probability is calculated taking into account the safty factors of project life of hydraulic structures. We think it is advanced contents that considering priceless experiences, the life of structures, conditions and more problems of planning engineers and designers, proposed rainfall amounts(proposed values) are presented charts or figures.

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Detection Range Estimation Algorithm for Active SONAR System and Application to the Determination of Optimal Search Depth (능동 소나 체계에서의 표적 탐지거리 예측 알고리즘과 최적 탐지깊이 결정에의 응용)

  • 박재은;김재수
    • Journal of Ocean Engineering and Technology
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    • v.8 no.1
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    • pp.62-70
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    • 1994
  • In order to estimate the detection range of a active SONAR system, the SONAR equation is commonly used. In this paper, an algorithm to calculate detection range in active SONAR system as function of SONAR depth and target depth is presented. For given SONAR parameters and environment, the transmission loss and background level are found, signal excess is computed. Using log-normal distribution, signal excess is converted to detection probability at each range. Then, the detection range is obtained by integrating the detection probability as function of range for each depth. The proposed algorithm have been applied to the case of omni-directional source with center frequency 30Hz for summer and winter sound profiles. It is found that the optimal search depth is the source depth since the detection range increase at source depth where the signal excess is maximized.

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Machine Condition Prognostics Based on Grey Model and Survival Probability

  • Tangkuman, Stenly;Yang, Bo-Suk;Kim, Seon-Jin
    • International Journal of Fluid Machinery and Systems
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    • v.5 no.4
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    • pp.143-151
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    • 2012
  • Predicting the future condition of machine and assessing the remaining useful life are the center of prognostics. This paper contributes a new prognostic method based on grey model and survival probability. The first step of the method is building a normal condition model then determining the error indicator. In the second step, the survival probability value is obtained based on the error indicator. Finally, grey model coupled with one-step-ahead forecasting technique are employed in the last step. This work has developed a modified grey model in order to improve the accuracy of prediction. For evaluating the proposed method, real trending data of low methane compressor acquired from condition monitoring routine were employed.

Mechanical Integrity Evaluation on the Degraded Cladding Tube of Spent Nuclear Fuel Under Axial and Bending Loads During Transportation

  • Lee, Seong-Ki;Lee, Dong-Hyo;Park, Joon-Kyoo;Kim, Jae-Hoon
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.19 no.4
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    • pp.491-501
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    • 2021
  • This paper aims to evaluate the mechanical integrity for Spent Nuclear Fuel (SNF) cladding under lateral loads during transportation. The evaluation process requires a conservative consideration of the degradation conditions of SNF cladding, especially the hydride effect, which reduces the ductility of the cladding. The dynamic forces occurring during the drop event are pinch force, axial force and bending moment. Among those forces, axial force and bending moment can induce transverse tearing of cladding. Our assessment of 14 × 14 PWR SNF was performed using finite element analysis considering SNF characteristics. We also considered the probabilistic procedures with a Monte Carlo method and a reliability evaluation. The evaluation results revealed that there was no probability of damage under normal conditions, and that under accident conditions the probability was small for transverse failure mode.

Simulation Input Modeling : Sample Size Determination for Parameter Estimation of Probability Distributions (시뮬레이션 입력 모형화 : 확률분포 모수 추정을 위한 표본크기 결정)

  • Park Sung-Min
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.1
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    • pp.15-24
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    • 2006
  • In simulation input modeling, it is important to identify a probability distribution to represent the input process of interest. In this paper, an appropriate sample size is determined for parameter estimation associated with some typical probability distributions frequently encountered in simulation input modeling. For this purpose, a statistical measure is proposed to evaluate the effect of sample size on the precision as well as the accuracy related to the parameter estimation, square rooted mean square error to parameter ratio. Based on this evaluation measure, this sample size effect can be not only analyzed dimensionlessly against parameter's unit but also scaled regardless of parameter's magnitude. In the Monte Carlo simulation experiments, three continuous and one discrete probability distributions are investigated such as ; 1) exponential ; 2) gamma ; 3) normal ; and 4) poisson. The parameter's magnitudes tested are designed in order to represent distinct skewness respectively. Results show that ; 1) the evaluation measure drastically improves until the sample size approaches around 200 ; 2) up to the sample size about 400, the improvement continues but becomes ineffective ; and 3) plots of the evaluation measure have a similar plateau pattern beyond the sample size of 400. A case study with real datasets presents for verifying the experimental results.

Video Surveillance System Design and Realization with Interframe Probability Distribution Analyzation (인터프레임 확률분포분석에 의한 비디오 감시 시스템 설계 구현)

  • Ryu, Kwang-Ryol;Kim, Ja-Hwan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.6
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    • pp.1064-1069
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    • 2008
  • A system design and realization for video surveillance with interframe probability distribution analyzation is presented in this paper. The system design is based on a high performance DSP professor, video surveillance is implemented by analyzing interframe probability distribution using trivariate normal distribution(weight, mean, variance) for scanning objects in a restricted area and the video analysis algorithm is decided for forming a different image from the probability distribution of several frame compressed by the standardized JPEG. The system processing time of D1$(720{\times}480)$ image per frame is 85ms and enables to process the system at 12 frames per second. An object surveillance about the restricted area by rules is extracted to 100% unless object is moved faster.