• Title/Summary/Keyword: probability estimates

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Contingency Estimation Method based on Stochastic Earned Value Management System (추계적 EVMS 기반 예비비 산정 방법론)

  • Gwak, Han-Seong;Choi, Byung-Youn;Yi, Chang-Yong;Lee, Dong-Eun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2018.05a
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    • pp.72-73
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    • 2018
  • The accuracy of contingency estimation plays an important role for dealing with the uncertainty of the financial success of construction project. Its' estimation may be used for various purposes such as schedule control, emergency resolve, and quality expense, etc. This paper presents a contingency estimation method which is schedule control specific. The method 1) implements stochastic EVMS, 2) detects a specific timing for schedule compression, 3) identifies an optimal strategy for shortening planned schedule, 4) finds a probability density function (PDF) of project cost overrun, and 5) estimates the optimal contingency cost based on the level of confidence. The method facilitates expeditious decisions involved in project budgeting. The validity of the method is confirmed by performing test case.

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A study on a multi-purpose sampling design involving both a farm population survery and a livestock survey (농업 기본통계 및 가축통계 조사 標本設計에 관한 연구)

  • 박홍래
    • The Korean Journal of Applied Statistics
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    • v.1 no.1
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    • pp.12-20
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    • 1987
  • This paper aims at studing on a multi-purpose sampling design involving both a farm population survey and a livestock survey. Some features of this design are firstly to equalize the sampling errorsamong Shi-Gun (county) estimates, secondly, to make an efforts to increase the precision by introducing a purpose sample into the probability sample. There are two types of purpose samples according to sampling units; one is farm, the otheris enumeration district. A criterion of demarcation for selecting the farm purposesamle was investigated.

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Probabilistic Approach on Railway Infrastructure Stability and Settlement Analysis

  • Lee, Sangho
    • International Journal of Railway
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    • v.6 no.2
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    • pp.45-52
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    • 2013
  • Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.

Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.443-449
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    • 2017
  • Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

A Review on Fatigue Analysis of Offshore Structures and Development of a Computer Program (해양구조물의 피로해석기법에 대한 검토 및 전산프로그램의 개발)

  • 이현엽
    • Journal of Ocean Engineering and Technology
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    • v.10 no.2
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    • pp.13-19
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    • 1996
  • For fatigue analsis of offshore structures, existing methods have been reviewed and a computer code has been developed on PC. As methods to estimate the probabillity distribution of the fatigue stress, three methods(the deterministic method, the stochastic method, and the simplified method) are used in this code, to choose the appropriate method according to the situations. This code estimates damage ratios, fatigue lives, and probabilities of fatigue failure considering scatterness of SN-data, based on linear damage rule and SN-curves. Also, allowable stress for the design extreme wave can calculated by the simplified method.

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software packages for survey data analysis (조사 데이터 분석용 소프트웨어 패키지)

  • 성내경
    • Survey Research
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    • v.1 no.1
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    • pp.109-123
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    • 2000
  • In order to make statistically valid inferences for survey data based on complex probability sample designs, survey researchers must incorporate the sample design in the data analysis If this in not the case the variance estimates of survey statistics derived under the usual simple random sampling assumptions from an infinite population generally underestimate the true variance, which results in high Type l error level. In this article we introduce new software packages dedicated to analyze complex survey data In particular, we summarize analysis capabilities on SUDAAN Version 7.5 and SAS Version 8.

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Music Emotion Classification Based On Three-Level Structure (3 레벨 구조 기반의 음악 무드분류)

  • Kim, Hyoung-Gook;Jeong, Jin-Guk
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.2E
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    • pp.56-62
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    • 2007
  • This paper presents the automatic music emotion classification on acoustic data. A three-level structure is developed. The low-level extracts the timbre and rhythm features. The middle-level estimates the indication functions that represent the emotion probability of a single analysis unit. The high-level predicts the emotion result based on the indication function values. Experiments are carried out on 695 homogeneous music pieces labeled with four emotions, including pleasant, calm, sad, and excited. Three machine learning methods, GMM, MLP, and SVM, are compared on the high-level. The best result of 90.16% is obtained by MLP method.

Development of Integrated Model for Accelerated Life Test Using Linkage Parameter (연계모수를 이용한 가속수명시험 통합모형의 개발)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.5
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    • pp.43-48
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    • 2007
  • This paper is to present linkage parameter to integrate statistical models and physical models for accelerated life test. Statistical models represent the relationship of probability distribution and life. Physical models show the relationship of life and stress. Moreover, this study proposes the four steps for construction of integrated models for accelerated life test using linkage parameter. Finally, this paper develops new integrated models such as extreme value distribution-general Eyring, linearly increasing failure rate function-general Eyring, etc., and estimates various reliability measures.

Parameters estimation of the generalized linear failure rate distribution using simulated annealing algorithm

  • Sarhan, Ammar M.;Karawia, A.A.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.91-104
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    • 2012
  • Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.

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Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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