• Title/Summary/Keyword: power of the test and Monte Carlo simulation

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Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.95-103
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    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

A Comparative Study on Tests of Correlation (상관계수에 대한 검정법 비교)

  • Cho, Hyun-Joo;Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.235-245
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    • 1996
  • In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

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A Test of the Rank Conditions in the Simultaneous Equation Models (연립방정식 모형의 계수조건 검정법 제안)

  • So, Sun-Ha;Park, You-Sung;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.115-125
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    • 2009
  • Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.

Wind-excited stochastic vibration of long-span bridge considering wind field parameters during typhoon landfall

  • Ge, Yaojun;Zhao, Lin
    • Wind and Structures
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    • v.19 no.4
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    • pp.421-441
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    • 2014
  • With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.

Evaluation of the CNESTEN's TRIGA Mark II research reactor physical parameters with TRIPOLI-4® and MCNP

  • H. Ghninou;A. Gruel;A. Lyoussi;C. Reynard-Carette;C. El Younoussi;B. El Bakkari;Y. Boulaich
    • Nuclear Engineering and Technology
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    • v.55 no.12
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    • pp.4447-4464
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    • 2023
  • This paper focuses on the development of a new computational model of the CNESTEN's TRIGA Mark II research reactor using the 3D continuous energy Monte-Carlo code TRIPOLI-4 (T4). This new model was developed to assess neutronic simulations and determine quantities of interest such as kinetic parameters of the reactor, control rods worth, power peaking factors and neutron flux distributions. This model is also a key tool used to accurately design new experiments in the TRIGA reactor, to analyze these experiments and to carry out sensitivity and uncertainty studies. The geometry and materials data, as part of the MCNP reference model, were used to build the T4 model. In this regard, the differences between the two models are mainly due to mathematical approaches of both codes. Indeed, the study presented in this article is divided into two parts: the first part deals with the development and the validation of the T4 model. The results obtained with the T4 model were compared to the existing MCNP reference model and to the experimental results from the Final Safety Analysis Report (FSAR). Different core configurations were investigated via simulations to test the computational model reliability in predicting the physical parameters of the reactor. As a fairly good agreement among the results was deduced, it seems reasonable to assume that the T4 model can accurately reproduce the MCNP calculated values. The second part of this study is devoted to the sensitivity and uncertainty (S/U) studies that were carried out to quantify the nuclear data uncertainty in the multiplication factor keff. For that purpose, the T4 model was used to calculate the sensitivity profiles of the keff to the nuclear data. The integrated-sensitivities were compared to the results obtained from the previous works that were carried out with MCNP and SCALE-6.2 simulation tools and differences of less than 5% were obtained for most of these quantities except for the C-graphite sensitivities. Moreover, the nuclear data uncertainties in the keff were derived using the COMAC-V2.1 covariance matrices library and the calculated sensitivities. The results have shown that the total nuclear data uncertainty in the keff is around 585 pcm using the COMAC-V2.1. This study also demonstrates that the contribution of zirconium isotopes to the nuclear data uncertainty in the keff is not negligible and should be taken into account when performing S/U analysis.

Validation of a New Design of Tellurium Dioxide-Irradiated Target

  • Fllaoui, Aziz;Ghamad, Younes;Zoubir, Brahim;Ayaz, Zinel Abidine;Morabiti, Aissam El;Amayoud, Hafid;Chakir, El Mahjoub
    • Nuclear Engineering and Technology
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    • v.48 no.5
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    • pp.1273-1279
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    • 2016
  • Production of iodine-131 by neutron activation of tellurium in tellurium dioxide ($TeO_2$) material requires a target that meets the safety requirements. In a radiopharmaceutical production unit, a new lid for a can was designed, which permits tight sealing of the target by using tungsten inert gaswelding. The leakage rate of all prepared targets was assessed using a helium mass spectrometer. The accepted leakage rate is ${\leq}10^{-4}mbr.L/s$, according to the approved safety report related to iodine-131 production in the TRIGA Mark II research reactor (TRIGA: Training, Research, Isotopes, General Atomics). To confirm the resistance of the new design to the irradiation conditions in the TRIGA Mark II research reactor's central thimble, a study of heat effect on the sealed targets for 7 hours in an oven was conducted and the leakage rates were evaluated. The results show that the tightness of the targets is ensured up to $600^{\circ}C$ with the appearance of deformations on lids beyond $450^{\circ}C$. The study of heat transfer through the target was conducted by adopting a one-dimensional approximation, under consideration of the three transfer modes-convection, conduction, and radiation. The quantities of heat generated by gamma and neutron heating were calculated by a validated computational model for the neutronic simulation of the TRIGA Mark II research reactor using the Monte Carlo N-Particle transport code. Using the heat transfer equations according to the three modes of heat transfer, the thermal study of I-131 production by irradiation of the target in the central thimble showed that the temperatures of materials do not exceed the corresponding melting points. To validate this new design, several targets have been irradiated in the central thimble according to a preplanned irradiation program, going from4 hours of irradiation at a power level of 0.5MWup to 35 hours (7 h/d for 5 days a week) at 1.5MW. The results showthat the irradiated targets are tight because no iodine-131 was released in the atmosphere of the reactor building and in the reactor cooling water of the primary circuit.