• 제목/요약/키워드: probability distribution model

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Prediction of Extreme Sloshing Pressure Using Different Statistical Models

  • Cetin, Ekin Ceyda;Lee, Jeoungkyu;Kim, Sangyeob;Kim, Yonghwan
    • Journal of Advanced Research in Ocean Engineering
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    • 제4권4호
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    • pp.185-194
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    • 2018
  • In this study, the extreme sloshing pressure was predicted using various statistical models: three-parameter Weibull distribution, generalized Pareto distribution, generalized extreme value distribution, and three-parameter log-logistic distribution. The estimation of sloshing impact pressure is important in design of liquid cargo tank in severe sea state. In order to get the extreme values of local impact pressures, a lot of model tests have been carried out and statistical analysis has been performed. Three-parameter Weibull distribution and generalized Pareto distribution are widely used as the statistical analysis method in sloshing phenomenon, but generalized extreme value distribution and three-parameter log-logistic distribution are added in this study. Additionally, statistical distributions are fitted to peak pressure data using three different parameter estimation methods. The data were obtained from a three-dimensional sloshing model text conducted at Seoul National University. The loading conditions were 20%, 50%, and 95% of tank height, and the analysis was performed based on the measured impact pressure on four significant panels with large sloshing impacts. These fittings were compared by observing probability of exceedance diagrams and probability plot correlation coefficient test for goodness-of-fit.

실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구 (A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1175-1182
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    • 2011
  • 본 연구는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간과 이항분포와 정규분포에 의한 근사신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본 수에 대하여, 그리고 몇 가지 관찰값에 대한 정확신뢰구간과 근사신뢰구간을 계산하고 소 표본의 경우에 모의실험을 통하여 실제포함확률의 측면에서 살펴보았다.

광양 - 묘도 지역의 통계학적인 풍속 추정 (Statistical Estimation of Wind Speed in the Gwangyang-Myodo Region)

  • 배용귀;한관문;이성로
    • 대한토목학회논문집
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    • 제28권2A호
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    • pp.197-205
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    • 2008
  • 본 연구에서는 광양-묘도 지역의 평균풍속을 추정하기 위하여, 일별 최대 풍속과 해당 방향에 대한 결합분포확률의 통계학적 해석에 극한값 확률분포 모델이 사용되었다. 이를 위하여, 교량 가설지점 인근의 기상관측소에 대한 일별 최대풍속 및 해당풍향의 데이터로부터 각각의 관측소에 대한 일별 최대기록의 빈도를 조사하였으며, 16방위 및 전방위에 대한 년 최대풍속의 표본을 추출하였다. 이러한 풍속기록은 Gumbel 및 Weibull 분포모델에 적용하였으며, 모멘트방법 및 최소제곱법 등을 통해 모수를 추정하였다. 또한, PPCC 검사를 통해 분포모델 및 모수의 적합 여부를 검사하였다. 적합 여부가 판단된 모수로부터, 해당 관측소별로 데이터의 표본 크기 및 교량 가설지점으로부터의 거리에 대한 요소를 고려하여 16방위 및 전방위에 대한 년 최대풍속을 추정하였다.

Emergence and Structure of Complex Mutualistic Networks

  • Lee, KyoungEun;Jung, Nam;Lee, Hyun Min;Maeng, Seung Eun;Lee, Jae Woo
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • 제3권3호
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    • pp.149-153
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    • 2022
  • The degree distribution of the plant-pollinator network was identified by analyzing the data in the ecosystem and reproduced by a model of the growing bipartite mutualistic networks. The degree distribution of pollinator shows power law or stretched exponential distribution, while plant usually shows stretched exponential distribution. In the growth model, the plant and the pollinator are selected with probability Pp and PA=1-Pp, respectively. The number of incoming links for the plant and the pollinator is lp and lA, respectively. The probability that the link of the plant selects the pollinator of the existing network given as $A_{k_i}=k^{{\lambda}_A}_i/{\sum}_i\;k^{{\lambda}_A}_i$, and the probability that the pollinator selects the plant is $P_{k_i}=k^{{\lambda}_p}_i/{\sum}_i\;k^{{\lambda}_p}_i$. When the nonlinear growth index is 𝛌X=1 (X=A or P), the degree distribution follows a power law, and if 0≤𝛌X<1, the degree distribution follows a stretched exponential distribution. The cumulative degree distributions of plants and pollinators of 14 empirical plant-pollinators included in Interaction Web Database were calculated. A set of parameters (PA,PP,lA,lP) that reproduces these cumulative degree distributions and a growth index 𝛌X (X=A or P) were obtained. We found that animal takes very heterogenous connections, whereas plant takes a more flexible connection network.

Reliability-based stochastic finite element using the explicit probability density function

  • Rezan Chobdarian;Azad Yazdani;Hooshang Dabbagh;Mohammad-Rashid Salimi
    • Structural Engineering and Mechanics
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    • 제86권3호
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    • pp.349-359
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    • 2023
  • This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

전투시간의 확률분포에 관한 연구 (Probability Distribution of Battle Duration in Stochastic Combats)

  • 홍윤기
    • 한국국방경영분석학회지
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    • 제29권2호
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    • pp.1-12
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    • 2003
  • Knowing the characteristic of battle duration is important for commanders and logicians in the analysis of combat realization. Analytic solutions for mean and standard deviation can be found in small sized battles. Stochastic combat simulation model is utilized to study a probabilistic behavior of the combat duration. Output data is fitted to a certain probability distribution and some moments such as skewness and kurtosis are investigated. Fire allocation strategies, reselect options, interfiring time random variables, and kill rates are considered to investigate how they affect the battle termination time.

BMAP/M/N/O Queueing System in Random Environments

  • 김제숭
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2007년도 춘계학술대회
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    • pp.461-465
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    • 2007
  • The BMAP/M/N/O queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is calculated. Loss probability and other performance measures are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.

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Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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통신망 트래픽 제어를 위한 BMAP/M/N/0 대기행렬모형 분석 (Analysis of BMAP/M/N/0 Queueing System for Telecommunication Network Traffic Control)

  • 이석준;김제숭
    • 산업경영시스템학회지
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    • 제30권4호
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    • pp.39-45
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    • 2007
  • The BMAP/M/N/0 queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is derived. Loss probability and other performance measures of the system also are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.

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

  • 박득진;양형선;임정빈
    • 한국항해항만학회지
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    • 제43권1호
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    • pp.1-8
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    • 2019
  • 해양사고를 야기한 선원의 행동오류를 식별하는 것은 해양사고의 예방 또는 저감에 관한 연구의 기초가 된다. 본 연구의 목적은 선원들의 행동오류를 세 가지 행동(즉, Skill, Rule, Knowledge)으로 모델링하는데 필요한 최적의 확률분포함수를 추정하는데 있다. 본 저자들의 사전 연구에서 획득한 해양사고 종류별 행동오류 데이터를 이용하여 세 가지 행동오류에 최적인 확률분포함수를 추정하고, 확률분포함수에서 도출한 확률 값들 사이의 유의성을 검증하였다. 확률분포함수 추정에는 최우추정법(Maximum Likelihood Estimation, MLE)을 적용하고, 유의성 검증에는 분산분석(ANOVA)를 이용하였다. 실험결과 여덟 가지 해양사고 종류별 세 가지 행동으로 각각에 대해서 최소의 오차를 갖는 확률분포함수를 추정할 수 있었다. 이를 이용하여 계산한 여덟 가지의 해양사고 종류에 대한 세 가지 행동오류들의 확률 값들은 통계적인 유의성이 관측 되었다. 또한, 행동오류가 해양사고에 영향을 미치는 것으로 관측되었다.