• Title/Summary/Keyword: normal-exponential distribution

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A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea- (파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 -)

  • 윤해식;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.99-106
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    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

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A Study on the Mathematical Modeling of Failure Rates Estimation for Asset Management of the Power Transformer (전력용변압기의 자산관리를 위한 고장률 추정기법의 수학적 모델링에 관한 연구)

  • MOU, SHUAILONG;Jang, Kyung-Wook;Baek, Seung-Myung;Shon, Jin-Geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.66 no.1
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    • pp.33-37
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    • 2017
  • This paper describes the modeling of the failure rate estimation technique for applying the asset management technique to electric power facilities. There are many modeling techniques to estimate the failure rate. In this paper, the characteristics of the normal distribution, exponential distribution, weibull distribution, and piecewise linear functions are discussed. When evaluating reliability, the evaluation may be less meaningful if the sample data is insufficient. Therefore, Weibull distribution and piecewise linear function are adopted as the most suitable functions for estimating the failure rate of power facilities and the resulting failure rate function is derived.

Measurement of Joint Aperture Using 3-D Laser Profilometer (3차원 레이저 측정기를 이용한 절리 간극의 측정)

  • 이희석;이연규;이희근
    • Economic and Environmental Geology
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    • v.33 no.4
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    • pp.309-320
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    • 2000
  • Aperture is an important parameter for determining the hydraulic characteristics of fractured media. In this study the topography of artificial rock joint surface was measured using 3D laser profilometer to analyze the aperture distribution. The initial aperture distribution was determined when the contact area became one percent of total joint surface. The initial aperture distribution of granite joint, with the mean value of 0.78 mm and the standard deviation of 0.34 mm was much different from that of the marble joint, with the mean value of 0.57 mm and the standard deviation of 0.26 mm. Apertures of both granite and marble showed normal distributions. Aperture distribution with the contact area of 25% was also analyzed. Mean value was decreased to one third compared to the initial aperture, but the standard deviation was decreased slightly. To determine the spatial correlation of the aperture distribution variogram analysis was carried out on the initial aperture data. Most experimental variograms were fitted well with exponential model. It is expected that the measured aperture characteristics can be used for stochastic analysis of fluid flow through rock joints.

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NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS

  • Amini, Mohammad;Soheili, Ali Reza;Allahdadi, Mahdi
    • Communications of the Korean Mathematical Society
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    • v.26 no.4
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    • pp.709-720
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    • 2011
  • We obtain special type of differential equations which their solution are random variable with known continuous density function. Stochastic differential equations (SDE) of continuous distributions are determined by the Fokker-Planck theorem. We approximate solution of differential equation with numerical methods such as: the Euler-Maruyama and ten stages explicit Runge-Kutta method, and analysis error prediction statistically. Numerical results, show the performance of the Rung-Kutta method with respect to the Euler-Maruyama. The exponential two parameters, exponential, normal, uniform, beta, gamma and Parreto distributions are considered in this paper.

SPC chart for exponential weighted moving statistics in start-up process (초기공정에서 지수가중 이동 통계량을 이용한 SPC 관리도)

  • 이희춘;지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.41
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    • pp.157-166
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    • 1997
  • Classical SPC charting methods such as (equation omitted), R, S charts assume high volume manufacturing processes where at least 25 or 30 calibrate samples of size 4 or 5 each can be gathered to estimate the process parameters before on-line charting actually begines. However, for many processes, especially in a job-shop setting, production runs are not necessarily long and charting technique are required that do not that depend upon knowing the process parameters in advance of the run. In this paper, using modifying statistics, we give a method for constructing control charts for the process mean when the measurements are from a normal distribution. In this case, consider that smaller weight being assigned to the older data as time process and properties and taking method of exponential smoothing constant$(\lambda)$ are suggested.

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Nonlinear cylindrical bending analysis of E-FGM plates with variable thickness

  • Kaci, Abdelhakim;Belakhdar, Khalil;Tounsi, Abdelouahed;Bedia, El Abbes Adda
    • Steel and Composite Structures
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    • v.16 no.4
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    • pp.339-356
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    • 2014
  • This paper presents a study of the nonlinear cylindrical bending of an exponential functionally graded plate (simply called E-FG) with variable thickness. The plate is subjected to uniform pressure loading and his geometric nonlinearity is introduced in the strain-displacement equations based on Von-Karman assumptions. The material properties of functionally graded plates, except the Poisson's ratio, are assumed to vary continuously through the thickness of the plate in accordance with the exponential law distribution; and the solution is obtained using Hamilton's principle for constant plate thickness. In order to analyze functionally graded plate with variable thickness, a numerical solution using finite difference method is used, where parabolic variation of the plate thickness is studied. The results for E-FG plates are given in dimensionless graphical forms; and the effects of material and geometric properties on displacements and normal stresses through the thickness are determined.

COMPARISON STUDY OF BIVARIATE LAPLACE DISTRIBUTIONS WITH THE SAME MARGINAL DISTRIBUTION

  • Hong, Chong-Sun;Hong, Sung-Sick
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.107-128
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    • 2004
  • Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.

Page Type Test for Ordered Alternatives on Multiple Ranked Set Samples.

  • Kim, Dong-Hee;Kim, Young-Cheol;Kim, Hyun-Gee
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.479-486
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    • 1999
  • In this paper we propose the test statistic for ordered alternatives on multiple ranked set samples. Since the proposed test statistic is Page type its asymptotic properties are easily obtained. From the simulation works we calculate the power of test statistic($P_{RSS}$) under the underlying distributions such as uniform normal double exponential logistic and Cauchy distribution.

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Statistical Estimation for Hazard Function and Process Capability Index under Bivariate Exponential Process (이변량 지수 공정 하에서 위험함수와 공정능력지수에 대한 통계적 추정)

  • Cho, Joong-Jae;Kang, Su-Mook;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.449-461
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    • 2009
  • Higher sigma quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The process capability indices and the sigma level $Z_{st}$ ave been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on statistical estimation under normal process which may result in unreliable assessments of process performance. In this paper, we consider statistical estimation for bivariate VPCI(Vector-valued Process Capability Index) $C_{pkl}=(C_{pklx},\;C_{pklx})$ under Marshall and Olkin (1967)'s bivariate exponential process. First, we derive some limiting distribution for statistical inference of bivariate VPCI $C_{pkl}$. And we propose two asymptotic normal confidence regions for bivariate VPCI $C_{pkl}$. The proposed method may be very useful under bivariate exponential process. A numerical result based on our proposed method shows to be more reliable.

A Goodness of Fit Tests Based on the Partial Kullback-Leibler Information with the Type II Censored Data

  • Park, Sang-Un;Lim, Jong-Gun
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.233-238
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    • 2003
  • Goodness of fit test statistics based on the information discrepancy have been shown to perform very well (Vasicek 1976, Dudewicz and van der Meulen 1981, Chandra et al 1982, Gohkale 1983, Arizona and Ohta 1989, Ebrahimi et al 1992, etc). Although the test is well defined for the non-censored case, censored case has not been discussed in the literature. Therefore we consider a goodness of fit test based on the partial Kullback-Leibler(KL) information with the type II censored data. We derive the partial KL information of the null distribution function and a nonparametric distribution function, and establish a goodness of fit test statistic. We consider the exponential and normal distributions and made Monte Calro simulations to compare the test statistics with some existing tests.

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