• Title/Summary/Keyword: probability calculation

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A Method of BDD Restructuring for Efficient MCS Extraction in BDD Converted from Fault Tree and A New Approximate Probability Formula (고장수목으로부터 변환된 BDD에서 효율적인 MCS 추출을 위한 BDD 재구성 방법과 새로운 근사확률 공식)

  • Cho, Byeong Ho;Hyun, Wonki;Yi, Woojune;Kim, Sang Ahm
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.6
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    • pp.711-718
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    • 2019
  • BDD is a well-known alternative to the conventional Boolean logic method in fault tree analysis. As the size of fault tree increases, the calculation time and computer resources for BDD dramatically increase. A new failure path search and path restructure method is proposed for efficient calculation of CS and MCS from BDD. Failure path grouping and bottom-up path search is proved to be efficient in failure path search in BDD and path restructure is also proved to be used in order to reduce the number of CS comparisons for MCS extraction. With these newly proposed methods, the top event probability can be calculated using the probability by ASDMP(Approximate Sum of Disjoint MCS Products), which is shown to be equivalent to the result by the conventional MCUB(Minimal Cut Upper Bound) probability.

Evaluating the contribution of calculation components to the uncertainty of standardized precipitation index using a linear mixed model (선형혼합모형을 활용한 표준강수지수 계산 인자들의 불확실성에 대한 기여도 평가)

  • Shin, Ji Yae;Lee, Baesung;Yoon, Hyeon-Cheol;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.56 no.8
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    • pp.509-520
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    • 2023
  • Various drought indices are widely used for assessing drought conditions which are affected by many factors such as precipitation, soil moisture, and runoff. The values of drought indices varies depending on hydro-meteorological data and calculation formulas, and the judgment of the drought condition may also vary. This study selected four calculation components such as precipitation data length, accumulation period, probability distribution function, and parameter estimation method as the sources of uncertainty in the calculation of standardized precipitation index (SPI), and evaluated their contributions to the uncertainty using root mean square error (RMSE) and linear mixed model (LMM). The RMSE estimated the overall errors in the SPI calculation, and the LMM was used to quantify the uncertainty contribution of each factor. The results showed that as the accumulation period increased and the data period extended, the RMSEs decreased. The comparison of relative uncertainty using LMM indicated that the sample size had the greatest impact on the SPI calculation. In addition, as sample size increased, the relative uncertainty related to the sample size used for SPI calculation decreased and the relative uncertainty associated with accumulation period and parameter estimation increased. In conclusion, to reduce the uncertainty in the SPI calculation, it is essential to collect long-term data first, followed by the appropriate selection of probability distribution models and parameter estimation methods that represent well the data characteristics.

Ruin Probability on Insurance Risk Models (보험위험 확률모형에서의 파산확률)

  • Park, Hyun-Suk;Choi, Jeong-Kyu
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.575-586
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    • 2011
  • In this paper, we study an asymptotic behavior of the finite-time ruin probability of the compound Poisson model in the case that the initial surplus is large. To compare an exact ruin probability with an approximate one, we place the focus on the exact calculation for the ruin probability when the claim size distribution is regularly varying tailed (i.e. exponential claims and inverse Gaussian claims). We estimate an adjustment coefficient in these examples and show the relationship between the adjustment coefficient and the safety premium. The illustration study shows that as the safety premium increases so does the adjustment coefficient. Larger safety premium means lower "long-term risk", which only stands to reason since higher safety premium means a faster rate of safety premium income to offset claims.

The Infiltrating Small Ship Target Detection Probability Calculation Program Design for the USV Mission Planning Suitability Analysis (무인수상정의 임무계획 적합성 분석을 위한 침투 표적 탐지율 산출 프로그램 설계)

  • Kim, Min J.;Hwang, Kun Chul;Yu, Chan Woo;Kim, Jung Hoon
    • IEMEK Journal of Embedded Systems and Applications
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    • v.12 no.5
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    • pp.287-293
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    • 2017
  • The naval unmanned surface vehicle (USV) conducts the surveillance operations, based on the mission plan set by the user. For setting the mission planning, the user needs to analyze the suitability of the operation for the mission planning. In this paper, we proposed a simulation program that estimates the probability of detecting targets of the mission planning in the analysis. In the simulation analysis, we design the USV's maneuvering characteristics, radar detection operational performance equipped on the USV, and targets infiltrating into surveillance area in the simulation experiment scenario. Based on the simulation results, we evaluated the mission planning suitability and find a mission planning solution recursively.

Formal Trust Assessment with Confidence Probability

  • Kutay, Mahir;Ercan, Tuncay
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.830-842
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    • 2015
  • Trust and trustworthiness of web services and organizations is calculated as scalar values. But there is still a certain level of risk for the overall reliability of this value. In this article, we focus on calculating trust values as intervals between upper and lower bounds based on predefined confidence values through an additional confidence probability. This will give us a more realistic approach to the trust assessments between individuals and organizations. We also developed a web-based software tool, TAST (Trust Assessment Software Tool) that collects the web services' evaluation of different customer groups for similar organizations through the user interface and calculates the trust intervals for predefined and previously selected confidence values. Our model uses a weighted calculation of mean and variances of customer groups in specific periods and analyses the total and incremental trust of different customer groups.

Performance Analysis of Integrated Data/Voice Multi-Rate Circuit-Switched Networks (음성 및 데이터 집적 다속도 회선 교환망 성능 분석)

  • Jong Kyu Lee
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.28A no.12
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    • pp.1-11
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    • 1991
  • Multi rate circuit switching ISDN which assumes a star topology consisting of LANs(local area networks) interconnected through a backbone MAN (metropolitan area network) is considered. The stations are classified into two categories data and voice stations they are characterized by different arrival rate and session-length (holding time) statistics. We first model the data and voice terminals as finite-source stations and derive analytically exact expressions for the end-to-end blocking probabilities. For more exact evaluation, these probabilities are calculated in terms of three components:circuit blocking probability, destination busy probability and concurrent busy probability. For large size systems, we develop an develop an iterative algorithm that provides a computationally efficient and fast method for the calculation of the end-to-end blocking probabilities.

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Probability Density Function of Samples' Amplitude of ASSS OFDM Signal

  • Wang, Lei;Yoon, Dong-Weon;Park, Sang-Kyu
    • Journal of electromagnetic engineering and science
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    • v.8 no.2
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    • pp.59-63
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    • 2008
  • The adaptive symbol selection scheme(ASSS) is popular in reducing peak to average power ratio(PAPR) for orthogonal frequency division multiplexing(OFDM) signals. The probability density function(pdf) of the samples' amplitudes of the adaptively selected OFDM signal without over-sampling has been considered to be approximately equal to the Rayleigh pdf. In this paper, we derive a more precise pdf which shows the relationship between the probability distribution of the samples' amplitudes and the number of the candidate symbols for ASSS. Using the newly derived pdf in the theoretical analysis, more accurate calculation results can be obtained.

Euclidian Distance Minimization of Probability Density Functions for Blind Equalization

  • Kim, Nam-Yong
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.399-405
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    • 2010
  • Blind equalization techniques have been used in broadcast and multipoint communications. In this paper, two criteria of minimizing Euclidian distance between two probability density functions (PDFs) for adaptive blind equalizers are presented. For PDF calculation, Parzen window estimator is used. One criterion is to use a set of randomly generated desired symbols at the receiver so that PDF of the generated symbols matches that of the transmitted symbols. The second method is to use a set of Dirac delta functions in place of the PDF of the transmitted symbols. From the simulation results, the proposed methods significantly outperform the constant modulus algorithm in multipath channel environments.

Proposal of Approximation Analysis Method for GI/G/1 Queueing System

  • Kong, Fangfang;Nakase, Ippei;Arizono, Ikuo;Takemoto, Yasuhiko
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.143-149
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    • 2008
  • There have been some approximation analysis methods for a GI/G/1 queueing system. As one of them, an approximation technique for the steady-state probability in the GI/G/1 queueing system based on the iteration numerical calculation has been proposed. As another one, an approximation formula of the average queue length in the GI/G/1 queueing system by using the diffusion approximation or the heuristics extended diffusion approximation has been developed. In this article, an approximation technique in order to analyze the GI/G/1 queueing system is considered and then the formulae of both the steady-state probability and the average queue length in the GI/G/1 queueing system are proposed. Through some numerical examples by the proposed technique, the existing approximation methods, and the Monte Carlo simulation, the effectiveness of the proposed approximation technique is verified.

다수의 동일한 입력원을 갖는 ATM Multiplexer의 정확한 셀 손실 확률 분석

  • Choi, Woo-Yong;Jun, Chi-Hyuck
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.04a
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    • pp.435-444
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    • 1995
  • We propose a new approach to the calculation of the exact cells loss probability in a shared buffer ATM multiplexer, which is loaded with homogeneous discrete-time ON-OFF sources. Renewal cycles are identified in regard to the state of input sources and the buffer state on each renewal circle is modelled as a K(shared buffer size)-state Markov chain. We also analyze the behavior of queue build-up at the shared buffer whose distribution together with the steady-state probabilities of the Markov chain leads to the exact cell loss probability. Our approach to obtaining the exact cell loss probability seems to be more efficient than most of other existing ones since our underlying Markov chain has less number of states.

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