• 제목/요약/키워드: probability density

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컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석 (Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique)

  • 이현만;김태곤;최원;서교;이정재
    • 한국농공학회논문집
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    • 제55권5호
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    • pp.49-58
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    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

손상패턴의 확률밀도함수에 따른 구조물 손상추정 (Structural Damage Assessment Using the Probability Distribution Model of Damage Patterns)

  • 조효남;이성칠;오달수;최윤석
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.357-365
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    • 2003
  • The major problems with the conventional neural network, especially Back Propagation Neural Network, arise from the necessity of many training data for neural network learning and ambiguity in the relation of neural network structure to the convergence of solution. In this paper, the PNN is used as a pattern classifier to detect the damage of structure to avoid those drawbacks of the conventional neural network. In the PNN-based pattern classification problems, the probability density function for patterns is usually assumed by Gaussian distribution. But, in this paper, several probability density functions are investigated in order to select the most approriate one for structural damage assessment.

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Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
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    • 제20권2호
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    • pp.17.1-17.11
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    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

무선 센서네트워크에서 네트워크수명 극대화 방안 (A New Scheme for Maximizing Network Lifetime in Wireless Sensor Networks)

  • 김정삼
    • 디지털산업정보학회논문지
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    • 제10권2호
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    • pp.47-59
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    • 2014
  • In this paper, I propose a new energy efficient clustering scheme to prolong the network lifetime by reducing energy consumption at the sensor node. It is possible that a node determines whether to participate in clustering with certain probability based on local density. This scheme is useful under the environment that sensor nodes are deployed unevenly within the sensing area. By adjusting the probability of participating in clustering dynamically with local density of nodes, the energy consumption of the network is reduced. So, the lifetime of the network is extended. In the region where nodes are densely deployed, it is possible to reduce the energy consumption of the network by limiting the number of node which is participated in clustering with probability which can be adjusted dynamically based on local density of the node. Through computer simulation, it is verified that the proposed scheme is more energy efficient than LEACH protocol under the environment where node are densely located in a specific area.

Lagged Cross-Correlation of Probability Density Functions and Application to Blind Equalization

  • Kim, Namyong;Kwon, Ki-Hyeon;You, Young-Hwan
    • Journal of Communications and Networks
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    • 제14권5호
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    • pp.540-545
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    • 2012
  • In this paper, the lagged cross-correlation of two probability density functions constructed by kernel density estimation is proposed, and by maximizing the proposed function, adaptive filtering algorithms for supervised and unsupervised training are also introduced. From the results of simulation for blind equalization applications in multipath channels with impulsive and slowly varying direct current (DC) bias noise, it is observed that Gaussian kernel of the proposed algorithm cuts out the large errors due to impulsive noise, and the output affected by the DC bias noise can be effectively controlled by the lag ${\tau}$ intrinsically embedded in the proposed function.

확률밀도합수의 축차모수추정방식에 관한 연구 (A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability)

  • 한영렬;박진수
    • 한국통신학회논문지
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    • 제9권4호
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    • pp.163-169
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    • 1984
  • 本論文에서는 平均値가 確率密度函數의 퍼래미터의 函數일 때 確率1과 mean square로 수렴하는 새로운 母數推定알고리즘을 提案한다. 提案된 逐次알고리즘음 推定하려는 퍼래미터가 다수의 퍼래미터일 경우라도 적용시킬 수 있으며 컴퓨터 시뮬레이션에 의해 결과의 타당성을 입증하였다.

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Saddlepoint approximations for the ratio of two independent sequences of random variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.255-262
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    • 1998
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

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최대 엔트로피 방법을 이용한 비선형 불규칙 파고의 확률분포함수 (Probability Distribution of Nonlinear Random Wave Heights Using Maximum Entropy Method)

  • 안경모
    • 한국해안해양공학회지
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    • 제10권4호
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    • pp.204-210
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    • 1998
  • 최대 엔트로피 방법을 이용하여 강한 비정규분포과정의 특성을 갖는 비선형 불규칙 파고의 확률밀도 함수를 유도하였다. 파랑의 파고가 쇄파고(또는 수심)에 의해 제한되고 파고의 1, 2차 모멘트만 주어졌을 경우, 유도된 확률밀도함수는 $H_{b}$ (쇄파고), $H_{m}$(평균파고), $H_{rms}$(파고의 제곱평균평방근)의 매개변수로 폐합형(closed form)으로 표시된다. 파고의 3차 이상의 모멘트가 주어진 경우에는 최대 엔트로피를 갖는 확률밀도함수의 매개변수를 구하기 위해서 비선형 적분 방정식 계를 Newton-Raphson 방법을 이용하여 수치적으로 구하였다. 최대 엔트로피 방법을 이용하여 유도된 파고의 확률밀도함수를 비정규분포의 특성이 강한 실측자료와 비교하였다. 실측자료는 폭풍시 중간수심과 천해에서 측정된 쇄파고에 가까운 자료로서 강한 비선형 불규칙 파랑의 특성을 지니며, 이 경우에도 유도된 확률밀도함수가 측정된 파고의 막대그래프와 잘 일치하였다. 강한 비선형 불규칙파의 특성을 갖는 파랑의 파고일 경우에도 파고의 1, 2차 모멘트만으로도 파고의 분포를 잘 나타낼 수 있었다. 최대 엔트로피 방법을 이용하여 구해진 파고의 확률분포함수는 해안구조물의 설계파를 결정하는 극치파고분포와 파고의 통계적인 특성을 추정하는데 매우 유용하게 이용될 수 있다.

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