• 제목/요약/키워드: poisson Model

검색결과 943건 처리시간 0.029초

A MARTINGALE APPROACH TO A RUIN MODEL WITH SURPLUS FOLLOWING A COMPOUND POISSON PROCESS

  • Oh, Soo-Mi;Jeong, Mi-Ock;Lee, Eui-Yong
    • Journal of the Korean Statistical Society
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    • 제36권2호
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    • pp.229-235
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    • 2007
  • We consider a ruin model whose surplus process is formed by a compound Poisson process. If the level of surplus reaches V > 0, it is assumed that a certain amount of surplus is invested. In this paper, we apply the optional sampling theorem to the surplus process and obtain the expectation of period T, time from origin to the point where the level of surplus reaches either 0 or V. We also derive the total and average amount of surplus during T by establishing a backward differential equation.

회전교차로에서의 화물차 사고모형 (Traffic Accident Models for Trucks at Roundabouts)

  • 손슬기;김태양;박병호
    • 한국도로학회논문집
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    • 제19권4호
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    • pp.53-59
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    • 2017
  • PURPOSES : This study deals with traffic accidents involving trucks. The objective of this study is to develop a traffic accident model for trucks at roundabouts. METHODS : To achieve its objective, this study gives particular attention to develop appropriate models using Poisson and negative binomial regression models. Traffic accident data from 2007 to 2014 were collected from TAAS data set of road traffic authority. Thirteen explanatory variables such as geometry and traffic volume were used. RESULTS : The main results can be summarized as follows: (1) two statistically significant Poisson models (${\rho}^2=0.398$ and 0.435) were developed, and (2) the analysis revealed the common variables to be traffic volume, number of exit lanes, speed breakers, and truck apron width. CONCLUSIONS : Our modeling reveals that increasing the number of speed breakers and speed limit signs, and widening the truck apron width are important for reducing the number of truck accidents at roundabouts.

순 방사형 물류체계에서 수송장비의 보유대수 결정과 분배정책 : 복합포아송과정을 따를 경우 (On Fleet Sizing and Distribution Policy of Transportation Equipments in Pure Hub-and-Spoke Networks : The Case of Compound Poisson Process)

  • 서순근;이병호
    • 한국경영과학회지
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    • 제24권3호
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    • pp.109-123
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    • 1999
  • Fleet sizing and empty equipment redistribution are two of the most critical problems in managing a fleet of equipment over a transportation network. Where the demand pattern followed the compound Poisson process(CPP) which can be generated one or more at a time under homogeneous Poisson process(HPP), this paper presented a mathematical model to determine control parameters of a decentralized distribution policy and fleet size in case of the pure hub-and-spoke system, a popular form of a logistics system. and validated this model by simulation. That is, where the number of demanded equipments followed geometric and binomial distributions, respectively, cost models on the pure hub-and-spoke logistics system with deterministic trans-portation times, which could be solved analytically, were established and analyzed. We also compared the deterministic case with stochastic one that the transportation time follows some probability distributions.

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ZAM을 이용한 국내 회전교차로 오토바이 사고모형 (Motorcycle Accident Model at Roundabout in Korea using ZAM)

  • 박병호;임진강;나희
    • 한국안전학회지
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    • 제29권3호
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    • pp.107-113
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    • 2014
  • The goal of this study is to develop the accident models of motorcycle at roundabouts. In the pursuing the above, this study gives particular attentions to developing the appropriate models using ZAM. The main results are as follows. First, the evaluation of various developed models by the Vuong statistic and over-dispersion parameter shows that ZINB is analyzed to be optimal among Poisson, NB, ZIP(zero-inflated Poisson) and ZINB regression models. Second, the traffic volume, width of central island and width of approach are evaluated to be important variables to the accidents. Finally, the common variables that affect to the accident are selected to be traffic volume and width of approach. This study might be expected to give some implications to the accident research on the roundabout by motorcycle.

An Iterative Analysis of Single-Hop B-MAC Networks Under Poisson Traffic

  • Jung, Sung-Hwan;Choi, Nak-Jung;Kwon, Tae-Kyoung
    • Journal of Communications and Networks
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    • 제14권1호
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    • pp.40-50
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    • 2012
  • The Berkeley-medium access control (B-MAC) is a lightweight, configurable and asynchronous duty cycle medium access control (MAC) protocol in wireless sensor networks. This article presents an analytic modelling of single-hop B-MAC protocol under a Poisson traffic assumption.Our model considers important B-MAC parameters such as the sleep cycle, the two stage backoff mechanism, and the extended preamble. The service delay of an arriving packet and the energy consumption are calculated by an iterative method. The simulation results verify that the proposed analytic model can accurately estimate the performance of single-hop B-MAC with different operating environments.

POISSON APPROXIMATION OF INDUCED SUBGRAPH COUNTS IN AN INHOMOGENEOUS RANDOM INTERSECTION GRAPH MODEL

  • Shang, Yilun
    • 대한수학회보
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    • 제56권5호
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    • pp.1199-1210
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    • 2019
  • In this paper, we consider a class of inhomogeneous random intersection graphs by assigning random weight to each vertex and two vertices are adjacent if they choose some common elements. In the inhomogeneous random intersection graph model, vertices with larger weights are more likely to acquire many elements. We show the Poisson convergence of the number of induced copies of a fixed subgraph as the number of vertices n and the number of elements m, scaling as $m={\lfloor}{\beta}n^{\alpha}{\rfloor}$ (${\alpha},{\beta}>0$), tend to infinity.

A nonlocal system for the identification of active vibration response of chiral double walled CNTs

  • Alghamdi, Sami;Hussain, Muzamal;Khadimallah, Mohamed A.;Asghar, Sehar;Ghandourah, Emad;Alzahrani, Ahmed Obaid M.;Alzahrani, M.A.
    • Steel and Composite Structures
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    • 제42권3호
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    • pp.353-361
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    • 2022
  • In this study, an estimation regarding nonlocal shell model based on wave propagation approach has been considered for vibrational behavior of the double walled carbon nanotubes with distinct nonlocal parameters. Vibrations of double walled carbon nanotubes for chiral indices (8, 3) have been analyzed. The significance of small scale is being perceived by developing nonlocal Love shell model. The influence of changing mechanical parameter Poisson's ratio has been investigated in detail. The dominance of boundary conditions via nonlocal parameter is shown graphically. It is found that on increasing the Poisson's ratio, the frequencies increases. It is noted that the frequencies of clamped-clamped frequencies are higher than that of simply-supported and clamped-free edge conditions. The outcomes of frequencies are tested with earlier computations.

A Two-Dimensional (2D) Analytical Model for the Potential Distribution and Threshold Voltage of Short-Channel Ion-Implanted GaAs MESFETs under Dark and Illuminated Conditions

  • Tripathi, Shweta;Jit, S.
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제11권1호
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    • pp.40-50
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    • 2011
  • A two-dimensional (2D) analytical model for the potential distribution and threshold voltage of short-channel ion-implanted GaAs MESFETs operating in the sub-threshold regime has been presented. A double-integrable Gaussian-like function has been assumed as the doping distribution profile in the vertical direction of the channel. The Schottky gate has been assumed to be semi-transparent through which optical radiation is coupled into the device. The 2D potential distribution in the channel of the short-channel device has been obtained by solving the 2D Poisson's equation by using suitable boundary conditions. The effects of excess carrier generation due to the incident optical radiation in channel region have been included in the Poisson's equation to study the optical effects on the device. The potential function has been utilized to model the threshold voltage of the device under dark and illuminated conditions. The proposed model has been verified by comparing the theoretically predicted results with simulated data obtained by using the commercially available $ATLAS^{TM}$ 2D device simulator.

조류인플루엔자 바이러스의 양-반응 모형 (Dose-Response Relationship of Avian Influenza Virus Based on Feeding Trials in Humans and Chickens)

  • 박선일;이제용;전종민
    • 한국임상수의학회지
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    • 제28권1호
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    • pp.101-107
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    • 2011
  • This study aimed to determine dose-response (DR) curve of avian influenza (AI) virus to predict the probability of illness or adverse health effects that may result from exposure to a pathogenic microorganism in a quantitative microbial risk assessment. To determine the parametric DR relationship of several strains of AI virus, 7 feeding trial data sets challenging humans (5 sets) and chickens (2 sets) for strains of H3N2 (4 sets), H5N1 (2 sets) and H1N1 (1 set) from the published literatures. Except for one data set (study with intra-tracheal inoculation for data set no. 6), all were obtained from the studies with intranasal inoculation. The data were analyzed using three types of DR model as the basis of heterogeneity in infectivity of AI strains in humans and chickens: exponential, beta-binomial and beta-Poisson. We fitted to the data using maximum likelihood estimation to get the parameter estimates of each model. The alpha and beta values of the beta-Poisson DR model ranged 0.06-0.19 and 1.7-48.8, respectively for H3N2 strain. Corresponding values for H5N1 ranged 0.464-0.563 and 97.3-99.4, respectively. For H1N1 the parameter values were 0.103 and 12.7, respectively. Using the exponential model, r (infectivity parameter) ranged from $1.6{\times}10^{-8}$ to $1.2{\times}10^{-5}$ for H3N2 and from $7.5{\times}10^{-3}$ to $4.0{\times}10^{-2}$ for H5N1, while the value was $1.6{\times}10^{-8}$ for H1N1. The beta-Poisson DR model provided the best fit to five of 7 data sets tested, and the estimated parameter values in betabinomial model were very close to those of beta-Poisson. Our study indicated that beta-binomial or beta-Poisson model could be the choice for DR modeling of AI, even though DR relationship varied depending on the virus strains studied, as indicated in prior studies. Further DR modeling should be conducted to quantify the differences among AI virus strains.

포아송으로부터 부의 이항분포로의 이탈에 대한 검정통계량의 확장 (On the Extension of Test Statistics for Detecting Negative Binomial Departures from the Poisson Assumption)

  • 이선호
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.171-190
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    • 1993
  • 포아송분포로부터 부의 이항분포로의 이탈을 검색하는 통계량들이 자료의 형태에 따라 여러가지 제시되었다. 그런데 대립가설인 부의 이항분포의 모수화 방법에 따라 분산과 평균의 구조가 변하고 국소 최적 검정 통계량도 달라진다는 것이 알려졌다. 본 논문에서는 대립가설을 일반적인 포아송 혼합분포로까지 확장시키고, 일반적인 형태의 분산과 평균의 구조에도 검정 가능한 새로운 통계량 L을 소개하고 있다. 또한 L 통계량은 포아송 분포로부터 부의 이항분포로의 이탈을 다루는 기존의 여러 통계량들의 일반화된 형태임을 보였다. 점근적 상대효율과 모의 실험을 통하여 L 통계량과 기존의 통계량들을 비교한 결과 분산과 평균사이의 구조에 상관없이 L 통계량이 우수한 것임을 입증하였다.

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