• Journal of Korean Society of Coastal and Ocean Engineers
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• v.6 no.1
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• pp.88-93
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• 1994

This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2007.11a
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• pp.183-186
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• 2007

We introduction some properties for fuzzy power function of performance of a test. First we define fuzzy type I error and type II error for the probability of the two types of error. And we show that an fuzzy error probability of one kind can only be reduced at cost of increasing the other fuzzy error probability.

• Korean Journal of Remote Sensing
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• v.2 no.1
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• pp.3-11
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• 1986

The current methods of estimating contest distribution function in contextual clarifier are to "classify and count", GTGM (ground-truth-guided-method) and unbiased estimator. In this paper we propose a new contextual classifier echoes context distribution is replaced by context probability that is estimated from transition probability. The classification accuracy increases considerably compared with the classical one.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.13 no.8
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• pp.797-803
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• 2002

In this paper we derive the probability density function of the phase error of the received signal over Rician fading channel and verify its propriety as the probability density function using the zeroth moment. In general, for the error probability over fading channel we compute the error probability in the first place when it is only AWGN, and then we get the final result by averaging the first result and the probability density function of the corresponding fading channel. In this paper, however, we compute the error probability by double integration after the probability density function over fading channel is computed.

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1171-1177
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• 2007

We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.415-428
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• 1999

In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

• Structural Engineering and Mechanics
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• v.86 no.3
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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.

• Journal of the military operations research society of Korea
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• v.28 no.2
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• pp.56-69
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• 2002

A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1984.04a
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• pp.42-45
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• 1984

we propose a new parameter estimation algorithm that converge with probability one and in mean square, If the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also ever the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

• Journal of the Society of Naval Architects of Korea
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• v.52 no.1
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• pp.88-95
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• 2015

For the frequency-domain spectral fatigue analysis, the probability density function of stress range needs to be estimated based on the stress spectrum only, which is a frequency domain representation of the response. The probability distribution of the stress range of the narrow-band spectrum is known to follow the Rayleigh distribution, however the PDF of wide-band spectrum is difficult to define with clarity due to the complicated fluctuation pattern of spectrum. In this paper, efforts have been made to figure out the links between the probability density function of stress range to the structural response of wide-band Gaussian random process. An artificial neural network scheme, known as one of the most powerful system identification methods, was used to identify the multivariate functional relationship between the idealized wide-band spectrums and resulting probability density functions. To achieve this, the spectrums were idealized as a superposition of two triangles with arbitrary location, height and width, targeting to comprise wide-band spectrum, and the probability density functions were represented by the linear combination of equally spaced Gaussian basis functions. To train the network under supervision, varieties of different wide-band spectrums were assumed and the converged probability density function of the stress range was derived using the rainflow counting method and all these data sets were fed into the three layer perceptron model. This nonlinear least square problem was solved using Levenberg-Marquardt algorithm with regularization term included. It was proven that the network trained using the given data set could reproduce the probability density function of arbitrary wide-band spectrum of two triangles with great success.