• Title/Summary/Keyword: probability distribution

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A Study on Cost Risk Estimation applying Joint Cost-Schedule Probability Distribution Model (비용과 일정의 결합확률 분포를 적용한 위험비용추정에 관한 연구)

  • Kim, Dong-Kyu;Kang, Sung-Jin;Han, Gyu-Sik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.5
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    • pp.850-858
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    • 2011
  • The risk analysis plays an important role in weapon system acquisition project due to uncertainties in the acquisition process. But in domestic, studies on risk analysis are insufficient and risk cost is not included in acquisition budget in policy. Therefore, in this study, we suggest a method that measures risk or success probability of project using the stochastic model. In particular, in order to calculate the success probability, we apply the joint probability distribution model of cost and schedule that are critical factors influencing the project risk. And also we verify the applicability of this model in Korean defence industry environment through case studies.

Probability-Based Active Control Using Structure Energy (구조물의 에너지를 이용한 확률에 기초한 능동제어)

  • Min, Kyung-Won;Hwang, Jae-Seung;Lee, Sang-Hyun;Lan Chung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.11a
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    • pp.47-55
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    • 2003
  • This paper Presents active control algorithm using probability density function of structural energy. It is assumed that the structural energy under excitation has Rayleigh probability distribution. This assumption is based on the fact that Rayleigh distribution satisfies the condition that the structural energy is always positive and the occurrence probability of minimum energy is zero. The magnitude of control force is determined by the probability that the structural energy exceeds the specified target critical energy, and the sign of control force is determined by Lyapunov controller design method. Proposed control algorithm shows much reduction of peak responses under seismic excitation compared to LQR controller, and it can consider control force limit in the controller design. Also, chattering problem which sometimes occurs in Lyapunov controller can be avoided.

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On the actual coverage probability of hypergeometric parameter (초기하분포의 모수에 대한 신뢰구간추정)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1109-1115
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    • 2010
  • In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

Video Surveillance System Design and Realization with Interframe Probability Distribution Analyzation (인터프레임 확률분포분석에 의한 비디오 감시 시스템 설계 구현)

  • Ryu, Kwang-Ryol;Kim, Ja-Hwan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.6
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    • pp.1064-1069
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    • 2008
  • A system design and realization for video surveillance with interframe probability distribution analyzation is presented in this paper. The system design is based on a high performance DSP professor, video surveillance is implemented by analyzing interframe probability distribution using trivariate normal distribution(weight, mean, variance) for scanning objects in a restricted area and the video analysis algorithm is decided for forming a different image from the probability distribution of several frame compressed by the standardized JPEG. The system processing time of D1$(720{\times}480)$ image per frame is 85ms and enables to process the system at 12 frames per second. An object surveillance about the restricted area by rules is extracted to 100% unless object is moved faster.

A study on estimating background concentration of groundwater for water quality assessment in non-water supply district (상수도 미보급 지역의 지하수 수질상태 평가를 위한 배경농도 산정방법에 관한 연구)

  • Yea, Young-Do;Seo, Yong-Gyo;Kim, Rak-Hyeon;Cho, Dong-Jun;Kim, Kwang-Shik;Cho, Wook-Sang
    • Journal of Korean Society of Water and Wastewater
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    • v.28 no.3
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    • pp.345-358
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    • 2014
  • For introducing the groundwater quality assessment using background concentration of groundwater, several methods had been studied to estimate the background concentration of groundwater and to suggest the background concentration of study area. Some methods such as Box whisker plot, Percentile and Cumulative probability distribution had been adopted to estimate background concentration, and it was evaluated that the Cumulative probability distribution method presents more reasonable background concentration because it can consider the data distribution. So we estimated the background concentration of study area using cumulative probability distribution method. We suggested the background concentration for each hydrogeology respectively in case hydrogeological water quality similarity is very low.

Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution (Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도)

  • 이순혁;송기헌;맹승진;류경식;지호근
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.6
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    • pp.63-71
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    • 2000
  • The purpose of this study is to derive optimal design floods by the Wakeby distribution model using the probability weighted moments. Parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

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Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution (Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도(수공))

  • 송기헌;이순혁;박종화;맹승진;류경식;지호근
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2000.10a
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    • pp.352-358
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    • 2000
  • The objective of this study is to derive optimal design floods by the Wakeby distribution using the probability weighted moments. parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

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UNIFORM DISTRIBUTIONS ON CURVES AND QUANTIZATION

  • Joseph Rosenblatt;Mrinal Kanti Roychowdhury
    • Communications of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.431-450
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    • 2023
  • The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus to make an approximation of a continuous probability distribution by a discrete distribution. It has broad application in signal processing and data compression. In this paper, first we define the uniform distributions on different curves such as a line segment, a circle, and the boundary of an equilateral triangle. Then, we give the exact formulas to determine the optimal sets of n-means and the nth quantization errors for different values of n with respect to the uniform distributions defined on the curves. In each case, we further calculate the quantization dimension and show that it is equal to the dimension of the object; and the quantization coefficient exists as a finite positive number. This supports the well-known result of Bucklew and Wise [2], which says that for a Borel probability measure P with non-vanishing absolutely continuous part the quantization coefficient exists as a finite positive number.

A Study on the Estimating Burst Pressure Distributions for Reliability Assessment of API 5L X65 Pipes (API 5L X65 배관의 신뢰도 평가를 위한 파열압력 분포 추정에 관한 연구)

  • Kim, Seong-Jun;Kim, Dohyun;Kim, Cheolman;Kim, Woosik
    • Journal of Korean Society for Quality Management
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    • v.48 no.4
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    • pp.597-608
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    • 2020
  • Purpose: The purpose of this paper is to present a probability distribution of the burst pressure of API 5L X65 pipes for the reliability assessment of corroded gas pipelines. Methods: Corrosion is a major cause of weakening the residual strength of the pipe. The mean residual strength on the corrosion defect can be obtained using the burst pressure code. However, in order to obtain the pipe reliability, a probability distribution of the burst pressure should be provided. This study is concerned with estimating the burst pressure distribution using Monte Carlo simulation. A response surface method is employed to represent the distribution parameter as a model of the corrosion defect size. Results: The experimental results suggest that the normal or Weibull distribution should be suitable as the probability distribution of the burst pressure. In particular, it was shown that the probability distribution parameters can be well predicted by using the depth and length of the corrosion defect. Conclusion: Given a corrosion defect on the pipe, its corresponding burst pressure distribution can be provided at instant. Subsequently, a reliability assessment of the pipe is conducted as well.

On the STSP Normal Distribution

  • Choi, Jeen-Kap
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.451-456
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    • 2005
  • We introduce the standard two-sided power normal distribution and consider the relation between the probability in standard two-sided power distribution and the probability in standard two-sided power normal distribution and obtain the even moment of the special two-sided power normal distribution including the cases considered by Gupta and Nadarajah(2004)

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