• Title/Summary/Keyword: probability distribution model

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A Study on the Estimation of Optimal Probability Distribution Function for Seafarers' Behavior Error (선원 행동오류에 대한 최적 확률분포함수 추정에 관한 연구)

  • Park, Deuk-Jin;Yang, Hyeong-Seon;Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.43 no.1
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    • pp.1-8
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    • 2019
  • Identifying behavioral errors of seafarers that have led to marine accidents is a basis for research into prevention or mitigation of marine accidents. The purpose of this study is to estimate the optimal probability distribution function needed to model behavioral errors of crew members into three behaviors (i.e., Skill-, Rule-, Knowledge-based). Through use of behavioral data obtained from previous accidents, we estimated the optimal probability distribution function for the three behavioral errors and verified the significance between the probability values derived from the probability distribution function. Maximum Likelihood Estimation (MLE) was applied to the probability distribution function estimation and variance analysis (ANOVA) used for the significance test. The obtained experimental results show that the probability distribution function with the smallest error can be estimated for each of the three behavioral errors for eight types of marine accidents. The statistical significance of the three behavioral errors for eight types of marine accidents calculated using the probability distribution function was observed. In addition, behavioral errors were also found to significantly affect marine accidents. The results of this study can be applied to predicting marine accidents caused by behavioral errors.

UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

  • Gao, Qingwu;Yang, Yang
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.2
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    • pp.611-626
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    • 2013
  • In the paper we study the finite-time ruin probability in a general risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and arrive according to an arbitrary counting process, and the premium process is a general stochastic process. For the case that the claim-size distribution belongs to the consistent variation class, we obtain an asymptotic formula for the finite-time ruin probability, which holds uniformly for all time horizons varying in a relevant infinite interval. The obtained result also includes an asymptotic formula for the infinite-time ruin probability.

A Nonsymmetric Model of Directional Probability Variation [DPV] for Tanks (전차동체의 피탄각 결정을 위한 비대칭 방향확률분포 모델)

  • 김의환;장원범;이대일
    • Journal of the military operations research society of Korea
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    • v.25 no.1
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    • pp.55-74
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    • 1999
  • In this study, a nonsymmetric model of directional probability variation (dpv), which is fundamental and conforms well to various moving situations of attacking tanks, is obtained based on the Whittaker's theory. It is shown that it produces the same expression of the probability density function as the Whittaker's under the special moving condition of an attacking tank. Using the derived dpvs, the probability densities for the various cases of some examples are calculated numerically to verify the derived formulas, and compared with other existing symmetrical distributions widely used to grasp characteristics of them. As a result, it is noted that the plots of the probability density function for various cases selected exhibit very different and useful behavioral features. Applying the results with respect to the every tank in the computer simulation of engagement between two tank forces, it is expected that more reasonable shot distributions can be given comparing with other existing symmetrical ones. The derived dpvs may be utilized to decide shot distribution of other weapon systems through small modification.

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Characteristics on the Variation of Ocean Wave Statistics in the Chujeon Sea (주전해역의 파랑의 통계적 변동 특성)

  • 손병규;류청로
    • Journal of Ocean Engineering and Technology
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    • v.15 no.3
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    • pp.20-27
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    • 2001
  • After using the filtering method, wave parameters are calculated by the spectral analysis and wave by wave analysis. Extreme environments and higher wave characteristics int he Chujeon Sea are analyzed using the observed wave data. Higher wave has been intensely emphasized as an important environmental force parameter in several recent research works. The aims of this study are to summarize the distribution of extreme environment for wind waves, and to find occurrence probability of higher wave in Chujeon Sea. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter Qp, mean run-length and Ursell number. Although the spreading of the field results is large, it may be concluded that the tendency of wave group formation depends on the spectral peakedness parameter Qp. Extreme wave is estimated to apply various model distribution functions by using the monthly maximum significant wave parameters which can be used to the design and analysis of coastal structures.

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PERFORMANCE ANALYSIS OF A STATISTICAL MULTIPLEXER WITH THREE-STATE BURSTY SOURCES

  • Choi, Bong-Dae;Jung, Yong-Wook
    • Communications of the Korean Mathematical Society
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    • v.14 no.2
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    • pp.405-423
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    • 1999
  • We consider a statistical multiplexer model with finite buffer capacity and finite number of independent identical 3-state bursty voice sources. The burstiness of the sources is modeled by describing both two different active periods (at the rate of one packet perslot) and the passive periods during which no packets are generated. Assuming a mixture of two geometric distributions for active period and a geometric distribution for passive period and geometric distribution for passive period, we derive the recursive algorithm for the probability mass function of the buffer contents (in packets). We also obtain loss probability and the distribution of packet delay. Numerical results show that the system performance deteriorates considerably as the variance of the active period increases. Also, we see that the loss probability of 2-state Markov models is less than that of 3-state Markov models.

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Modeling of 2-D Advection-Diffusion in Natural Streams Using Particle Discrete Probability Distribution Model (입자의 이산확률분포 모형을 이용한 자연하천의 2차원 이송-확산)

  • Kim, Yeong-Do;Seo, Il-Won
    • Journal of Korea Water Resources Association
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    • v.34 no.5
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    • pp.499-509
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    • 2001
  • 2-D transport model based on a discrete probability distribution for a particle displacement was developed too solve advection-diffusion problems in natural stream. In this proposed model, the probabilities expressed as an average and variance function were used to predict the mass transfer between cells in one time step. The proposed model produces solutions without numerical dispersion for constant velocity, diffusion coefficient, and cross-sectional area. When the stability and positivity restrictions were satisfied, the model produced excellent results compared to analytical solutions and other finite difference methods. The proposed model is tested against the dispersion data collected in the Grand River, Canada. The simulation results show that the proposed model can properly describe the two-dimensional mixing phenomena in the natural stream.

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The Robustness of Coding and Modulation for Body-Area Networks

  • Biglieri, Ezio;Alrajeh, Nabil
    • Journal of Communications and Networks
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    • v.16 no.3
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    • pp.264-269
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    • 2014
  • We consider transmission over body area networks. Due to the difficulty in assessing an accurate statistical model valid for multiple scenarios, we advocate a system design technique favoring robustness. Our approach, which is based on results in [12] and generalizes them, examines the variation of a performance metric when the nominal statistical distribution of fading is replaced by the worst distribution within a given Kullback-Leibler divergence from it. The sensitivity of the performance metric to the divergence from the nominal distribution can be used as an indication of the design robustness. This concept is applied by evaluating the error probability of binary uncoded modulation and the outage probability-the first parameter is useful to assess system performance with no error-control coding, while the second reflects the performance when a near-optimal code is used. The usefulness of channel coding can be assessed by comparing its robustness with that of uncoded transmission.

Parameter Estimation and Confidence Limits for the Log-Gumbel Distribution (대수(對數)-Gumbel 확률분포함수(確率分布函數)의 매개변수(媒介變數) 추정(推定)과 신뢰한계(信賴限界) 유도(誘導))

  • Heo, Jun Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.151-161
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    • 1993
  • The log-Gumbel distribution in real space is defined by transforming the conventional log-Gumbel distribution in log space. For this model, the parameter estimation techniques are applied based on the methods of moments, maximum likelihood and probability weighted moments. The asymptotic variances of estimator of the quantiles for each estimation method are derived to find the confidence limits for a given return period. Finally, the log-Gumbel model is applied to actual flood data to estimate the parameters, quantiles and confidence limits.

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A Bayesian Method for Narrowing the Scope of Variable Selection in Binary Response Logistic Regression

  • Kim, Hea-Jung;Lee, Ae-Kyung
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.143-160
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    • 1998
  • This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

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

  • 조효남;이성칠;오달수;최윤석
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2003.04a
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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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