• 제목/요약/키워드: probability models

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Analysis of structural dynamic reliability based on the probability density evolution method

  • Fang, Yongfeng;Chen, Jianjun;Tee, Kong Fah
    • Structural Engineering and Mechanics
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    • 제45권2호
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    • pp.201-209
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    • 2013
  • A new dynamic reliability analysis of structure under repeated random loads is proposed in this paper. The proposed method is developed based on the idea that the probability density of several times random loads can be derived from the probability density of single-time random load. The reliability prediction models of structure based on time responses under several times random loads with and without strength degradation are obtained by using the stress-strength interference theory and probability density evolution method. The resulting differential equations in the prediction models can be solved by using the forward finite difference method. Then, the probability density functions of strength redundancy of the structures can be obtained. Finally, the structural dynamic reliability can be calculated using integral method. The efficiency of the proposed method is demonstrated numerically through a speed reducer. The results have shown that the proposed method is practicable, feasible and gives reasonably accurate prediction.

Asymptotics in Transformed ARMA Models

  • Yeo, In-Kwon
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.71-77
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    • 2011
  • In this paper, asymptotic results are investigated when a parametric transformation is applied to ARMA models. The conditions are determined to ensure the strong consistency and the asymptotic normality of maximum likelihood estimators and the correct coverage probability of the forecast interval obtained by the transformation and backtransformation approach.

Batch Size Distribution in Input Flow to Queues with Finite Buffer

  • Kim, Che-Soong;Kim, Ji-Seung
    • 한국정보기술응용학회:학술대회논문집
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    • 한국정보기술응용학회 2005년도 6th 2005 International Conference on Computers, Communications and System
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    • pp.271-275
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    • 2005
  • Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

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Quantitative Frameworks for Multivalent Macromolecular Interactions in Biological Linear Lattice Systems

  • Choi, Jaejun;Kim, Ryeonghyeon;Koh, Junseock
    • Molecules and Cells
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    • 제45권7호
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    • pp.444-453
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    • 2022
  • Multivalent macromolecular interactions underlie dynamic regulation of diverse biological processes in ever-changing cellular states. These interactions often involve binding of multiple proteins to a linear lattice including intrinsically disordered proteins and the chromosomal DNA with many repeating recognition motifs. Quantitative understanding of such multivalent interactions on a linear lattice is crucial for exploring their unique regulatory potentials in the cellular processes. In this review, the distinctive molecular features of the linear lattice system are first discussed with a particular focus on the overlapping nature of potential protein binding sites within a lattice. Then, we introduce two general quantitative frameworks, combinatorial and conditional probability models, dealing with the overlap problem and relating the binding parameters to the experimentally measurable properties of the linear lattice-protein interactions. To this end, we present two specific examples where the quantitative models have been applied and further extended to provide biological insights into specific cellular processes. In the first case, the conditional probability model was extended to highlight the significant impact of nonspecific binding of transcription factors to the chromosomal DNA on gene-specific transcriptional activities. The second case presents the recently developed combinatorial models to unravel the complex organization of target protein binding sites within an intrinsically disordered region (IDR) of a nucleoporin. In particular, these models have suggested a unique function of IDRs as a molecular switch coupling distinct cellular processes. The quantitative models reviewed here are envisioned to further advance for dissection and functional studies of more complex systems including phase-separated biomolecular condensates.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

  • Khan, Hafiz;Saxena, Anshul;Perisetti, Abhilash;Rafiq, Aamrin;Gabbidon, Kemesha;Mende, Sarah;Lyuksyutova, Maria;Quesada, Kandi;Blakely, Summre;Torres, Tiffany;Afesse, Mahlet
    • Asian Pacific Journal of Cancer Prevention
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    • 제17권12호
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    • pp.5287-5294
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    • 2016
  • Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer.

Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.407-420
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    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

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화자인증 시스템에서 선정 방법에 관한 연구 (A Study on Background Speaker Selection Method in Speaker Verification System)

  • 최홍섭
    • 음성과학
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    • 제9권2호
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    • pp.135-146
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    • 2002
  • Generally a speaker verification system improves its system recognition ratio by regularizing log likelihood ratio, using a speaker model and its background speaker model that are required to be verified. The speaker-based cohort method is one of the methods that are widely used for selecting background speaker model. Recently, Gaussian-based cohort model has been suggested as a virtually synthesized cohort model, and unlike a speaker-based model, this is the method that chooses only the probability distributions close to basic speaker's probability distribution among the several neighboring speakers' probability distributions and thereby synthesizes a new virtual speaker model. It shows more excellent results than the existing speaker-based method. This study compared the existing speaker-based background speaker models and virtual speaker models and then constructed new virtual background speaker model groups which combined them in a certain ratio. For this, this study constructed a speaker verification system that uses GMM (Gaussin Mixture Model), and found that the suggested method of selecting virtual background speaker model shows more improved performance.

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Noninformative Priors for the Difference of Two Quantiles in Exponential Models

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.431-442
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    • 2007
  • In this paper, we develop the noninformative priors when the parameter of interest is the difference between quantiles of two exponential distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order probability matching prior meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior. Some simulation and real example will be given.

쪼갬인장 반복하중을 받는 콘크리트의 파괴확률 모델 (Failure Probability Models of Concrete Subjected to Split Tension Repeated- Loads)

  • 김동호;김경진;이봉학;윤경구
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2003년도 봄 학술발표회 논문집
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    • pp.311-314
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    • 2003
  • Concrete structures such as bridge, pavement, airfield, and offshore structure are normally subjected to repeated load. This paper proposes a failure probability models of concrete subjected to split tension repeated-loads, based on experimental results. The fatigue tests were performed at the stress ratio of 0.1, the loading shape of sine, the frequency of 20Hz, and the stress levels of 90, 80 and 70%. The fatigue test specimen was 150mm in diameter and 75mm in thickness. The fatigue analysis did not include which exceeded 0.9 of statistical coefficient of determination values or did not failure at 2$\times$$10^6$ cycles. The graphical method, the moment method, and maximum likelihood estimation method were used to obtain Weibull distribution parameters. The goodness-of-fit test by Kolmogorov-Smirnov test was acceptable 5% level of significance. As a result, the proposed failure probability model based on the two-parameter($\alpha and \mu$) Weibull distribution was good enough to estimate accurately the fatigue life subjected to tension mode.

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Reliability analysis of circular tunnel with consideration of the strength limit state

  • Ghasemi, Seyed Hooman;Nowak, Andrzej S.
    • Geomechanics and Engineering
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    • 제15권3호
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    • pp.879-888
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    • 2018
  • Probability-based design codes have been developed to sufficiently confirm the safety level of structures. One of the most acceptable probability-based approaches is Load Resistance Factor Design (LRFD), which measures the safety level of the structures in terms of the reliability index. The main contribution of this paper is to calibrate the load and resistance factors of the design code for tunnels. The load and resistance factors are calculated using the available statistical models and probability-based procedures. The major steps include selection of representative structures, consideration of the limit state functions, calculation of reliability for the selected structures, selection of the target reliability index and calculation of load factors and resistance factors. The load and resistance models are reviewed. Statistical models of resistance (load carrying capacity) are summarized for strength limit state in bending, shear and compression. The reliability indices are calculated for several segments of a selected circular tunnel designed according to the tunnel manual report (Tunnel Manual). The novelty of this paper is the selection of the target reliability. In doing so, the uniform spectrum of reliability indices is proposed based on the probability paper. The final recommendation is proposed based on the closeness to the target reliability index.