• Title/Summary/Keyword: probability function

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OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
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    • v.39 no.5
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    • pp.537-547
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    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

Selection Method of Multiple Threshold Based on Probability Distribution function Using Fuzzy Clustering (퍼지 클러스터링을 이용한 확률분포함수 기반의 다중문턱값 선정법)

  • Kim, Gyung-Bum;Chung, Sung-Chong
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.5 s.98
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    • pp.48-57
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    • 1999
  • Applications of thresholding technique are based on the assumption that object and background pixels in a digital image can be distinguished by their gray level values. For the segmentation of more complex images, it is necessary to resort to multiple threshold selection techniques. This paper describes a new method for multiple threshold selection of gray level images which are not clearly distinguishable from the background. The proposed method consists of three main stages. In the first stage, a probability distribution function for a gray level histogram of an image is derived. Cluster points are defined according to the probability distribution function. In the second stage, fuzzy partition matrix of the probability distribution function is generated through the fuzzy clustering process. Finally, elements of the fuzzy partition matrix are classified as clusters according to gray level values by using max-membership method. Boundary values of classified clusters are selected as multiple threshold. In order to verify the performance of the developed algorithm, automatic inspection process of ball grid array is presented.

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A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability (확률밀도합수의 축차모수추정방식에 관한 연구)

  • 한영렬;박진수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.9 no.4
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    • pp.163-169
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    • 1984
  • We propose a new parameter estimation algorithm that converges 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 even though the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

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The Binomial Distribution with Fuzzy Valued Probability (퍼지 확률에 의한 이항분포)

  • Gang, Man-Gi;Seo, Hyeon-A;Park, Yeong-Rae;Choe, Gyu-Tak
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2008.04a
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    • pp.33-36
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    • 2008
  • We introduce some properties for fuzzy binomial distributions with fuzzy valued probability. First we define fuzzy type I error and type II error for fuzzy relative frequency and agreement index. And we show that an fuzzy power function and fuzzy binomial frequency function for binomial proportion test.

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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.

Development of Probability Theory based Dynamic Travel Time Models (확률론적 이론에 기초한 동적 통행시간 모형 정립)

  • Yang, Chul-Su
    • Journal of Korean Society of Transportation
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    • v.29 no.3
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    • pp.83-91
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    • 2011
  • This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

Comparison of Probability Density Functions for Caculation of Capacity Factors of Wind Turbine Generator (풍력발전기의 설비이용률 계산을 위한 확률밀도함수의 비교)

  • Kang, Taeg-Geun;Huh, Jong-Chul;Jwa, Chong-Keun
    • Proceedings of the KIEE Conference
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    • 2002.07b
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    • pp.1338-1341
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    • 2002
  • The Weibull probability density function and the Rayleigh function are compared by analyzing the relations of the capacity factors which are compared the actual wind speed frequency curve with which are modelled using the probability density functions with different mean wind speeds. For this analysis, the wind speed means of arithmetic, root mean square, cubic mean cuberoot, and standard deviations are computed from the measured wind speed data of a specific site and the coefficients of probability density functions are calculated. The capacity factors for Vestas 850[kW] wind turbine are calculated and analyzed. The results shows that the wind speed frequency curve by Rayleigh function is more close to the actual curve than by Weibull function. The more the wind speed frequency curve is close to the actual one, the more the capacity factors become large values.

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A Study on the Intuitive Understanding Concept of Continuous Random Variable (연속확률변수 개념의 직관적 이해에 관한 고찰)

  • 박영희
    • School Mathematics
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    • v.4 no.4
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    • pp.677-688
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    • 2002
  • The context and intuitive understanding is very important in Statistics Education. Especially, there is a need to mitigate student's difficulty in studying probability density function. One of teaching method this concept is to using relative frequency histogram. But, as using this method, we should know several problems included in that. This study investigate problems in the method for teaching probability density function as gradual meaning of histogram. Also, as alternative approach, this thesis introduce the density curve concept. The application of four methods to teach the concept of the probability density function and analysis of the survey result is done in this research.

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Determination of threshold values for color image segmentation (색도 영상분할을 위한 문턱치 결정방법)

  • 이병욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.869-875
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    • 1996
  • This paper investigates a method for dtermining a threshold value based on the probability distribution function for color image segmentation. Principal components of normalized color is nalyzed and found that there are effective color transforms for outdoor scents. We esplain the functional relationship of the treshold and the probability of a regiona detection, asuming bivarate Gaussian probability density function. Experimental results show that the probability of detection is proportional to the segmented area.

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Deformation and Failure Analysis of Heterogeneous Microstructures of Ti-6Al-4V Alloy using Probability Functions (확률함수를 이용한 비균질 Ti-6Al-4V 합금의 변형 및 파손해석)

  • Kim, Tae-Won;Ko, Eun-Young
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.6
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    • pp.685-692
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    • 2004
  • A stochastic approach has been presented for superplastic deformation of Ti-6Al-4V alloy, and probability functions are used to model the heterogeneous phase distributions. The experimentally observed spatial correlation functions are developed, and microstructural evolutions together with superplastic deformation behavior have been investigated by means of the two-point and three-point probability functions. The results have shown that the probability varies approximately linearly with separation distance, and deformation enhanced probability changes during the process. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite element implementation using Monte Carlo simulation associated with reconstructed microstructures shows that better agreement with experimental data of failure strain on the test specimen.