• 해양환경안전학회지
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• 제21권3호
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• pp.253-258
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• 2015

The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.

• Journal of Mechanical Science and Technology
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• 제19권6호
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• pp.1280-1289
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• 2005

This paper presents the effects of corrosion environments of failure pressure model for buried pipelines on failure prediction by using a failure probability. The FORM (first order reliability method) is used in order to estimate the failure probability in the buried pipelines with corrosion defects. The effects of varying distribution types of random variables such as normal, lognormal and Weibull distributions on the failure probability of buried pipelines are systematically investigated. It is found that the failure probability for the MB31G model is larger than that for the B31G model. And the failure probability is estimated as the largest for the Weibull distribution and the smallest for the normal distribution. The effect of data scattering in corrosion environments on failure probability is also investigated and it is recognized that the scattering of wall thickness and yield strength of pipeline affects the failure probability significantly. The normalized margin is defined and estimated. Furthermore, the normalized margin is used to predict the failure probability using the fitting lines between failure probability and normalized margin.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.1661-1662
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• 2006

Internet communication network quality characteristics are analyzed using Beta probability distribution. Beta probability distribution is chosen for the underlying probability distribution because it is an extremely flexible probability distribution used to model bounded random variables. Based on the fitted Beta probability distribution, a dataset regarding each network quality characteristic is summarized concisely.

• 한국군사과학기술학회지
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• 제14권5호
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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.

• 상하수도학회지
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• 제22권6호
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• pp.609-617
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• 2008

Water pipes are supposed to deliver the predetermined demand safely to a certain point in water distribution system. However, pipe burst or crack can be happened due to so many reasons such as the water hammer, natural pipe ageing, external impact force, soil condition, and various environments of pipe installation. In the present study, the reliability model which can calculate the probability of pipe breakage was developed regarding unsteady effect such as water hammer. For the reliability model, reliability function was formulated by Barlow formula. AFDA method was applied to calculate the probability of pipe breakage. It was found that the statistical distribution for internal pressure among the random variables of reliability function has a good agreement with the Gumbel distribution after unsteady analysis was performed. Using the present model, the probability of pipe breakage was quantitatively calculated according to random variables such as the pipe diameter, thickness, allowable stress, and internal pressure. Furthermore, it was found that unsteady effect significantly increases the probability of pipe breakage. If this reliability model is used for the design of water distribution system, safe and economical design can be accomplished. And it also can be effectively used for the management and maintenance of water distribution system.

• 한국농공학회:학술대회논문집
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• 한국농공학회 1998년도 학술발표회 발표논문집
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• pp.338-343
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• 1998

This study is to select appropriate probability distributions for ten days evaporation data for the purpose of representing statistical characteristics of real evaporation data in Korea. Nine probability distribution functions were assumed to be underlying distributions for ten days evaporation data of 20 stations with the duration of 20 years. The parameter of each probability distribution function were estimated by the maximum likelihood approach, and appropriate probability distributions were selected from the goodness of fit test. Log Pearson type III model was selected as an appropriate probability distribution for ten days evaporation data in Korea.

• International Journal of Precision Engineering and Manufacturing
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• 제4권6호
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• pp.12-19
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• 2003

This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

• 대한교통학회지
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• 제25권4호
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• pp.109-121
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• 2007

자료결측의 심각성은 현실적으로 거의 대부분의 조사에서 발생한다. 비단 교통분야뿐만 아니라 인문사회 분야나 기상학, 생물학, 지구과학 등 모든 분야에서 인력식이든 기계식이든 조사 방식에 관계없이 발생한다. 교통자료 수집장비에서의 자료결측의 발생은 현실적으로 불가피한 현상으로 볼 수 있으며, 이와 같은 자료 수집과정에서 발생하는 결측을 신뢰성있게 추정하여 보정하였던 선행연구의 대부분은 교통량 자료의 결측값 보정시 통계적 검증없이 시간적인 임의의 종속성만 고려함으로서, 보정 성능이 떨어지는 단점을 노출하고 있다. 이들 연구에서 적용했던 기법들 또한, 교통량 자료가 가지고 있는 가장 큰 특징인 주기적 순환성(periodic circularity)이 제대로 반영되지 못함으로서 적용상 한계를 노출하고 있다. 본 연구는 현실적으로 거의 대부분의 조사과정에서 발생하는 자료결측의 심각성에 대한 인식을 토대로 대안으로 순환분포모형을 제안하였다. 이러한 자료결측 현상에 대응하고자 하였던 기존의 ad-hoc 또는 heuristic 보정 기법과 모형 기반 및 알고리즘 기반의 보정 기법에 관한 선행 연구의 고찰을 통하여 이들 기법들의 한계점을 확인하였다.

• 대한수학회지
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• 제59권6호
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• pp.1185-1201
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• 2022

Feller introduced an unfair-fair-game in his famous book [3]. In this game, at each trial, player will win 2^k yuan with probability p_k = 1/2^kk(k + 1), k ∈ ℕ, and zero yuan with probability p₀ = 1 - Σ^∞_k=1 p_k. Because the expected gain is 1, player must pay one yuan as the entrance fee for each trial. Although this game seemed "fair", Feller [2] proved that when the total trial number n is large enough, player will loss n yuan with its probability approximate 1. So it's an "unfair" game. In this paper, we study in depth its convergence in probability, almost sure convergence and convergence in distribution. Furthermore, we try to take 2^k = m to reduce the values of random variables and their corresponding probabilities at the same time, thus a new probability model is introduced, which is called as the related model of Feller's unfair-fair-game. We find out that this new model follows a long-tailed distribution. We obtain its weak law of large numbers, strong law of large numbers and central limit theorem. These results show that their probability limit behaviours of these two models are quite different.

• 한국환경과학회지
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• 제20권3호
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• pp.329-340
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• 2011

The probability concepts mainly used for rainfall or flood frequency analysis in water resources planning are the frequentist viewpoint that defines the probability as the limit of relative frequency, and the unknown parameters in probability model are considered as fixed constant numbers. Thus the probability is objective and the parameters have fixed values so that it is very difficult to specify probabilistically the uncertianty of these parameters. This study constructs the uncertainty evaluation model using Bayesian MCMC and Metropolis -Hastings algorithm for the uncertainty quantification of parameters of probability distribution in rainfall frequency analysis, and then from the application of Bayesian MCMC and Metropolis- Hastings algorithm, the statistical properties and uncertainty intervals of parameters of probability distribution can be quantified in the estimation of probability rainfall so that the basis for the framework configuration can be provided that can specify the uncertainty and risk in flood risk assessment and decision-making process.