• Title/Summary/Keyword: probability procedure

Search Result 583, Processing Time 0.027 seconds

ANALYSIS OF HUMAN DECISION MAKING PROCESS BASED ON CONDITIONAL PROBABLILTY

  • Nakamura, Masatoshi;Goto, Satoru
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1997.10a
    • /
    • pp.783-786
    • /
    • 1997
  • Automatic realization of on-off human decision making was derived based on a conditional probability. Following the proposed procedure, problems of insulator washing timing in power substations and spike detection on EEG(electroencephalogram) records were appropriately solved.

  • PDF

An Optimal Scheme of Inclusion Probability Proportional to Size Sampling

  • Kim Sun Woong
    • Communications for Statistical Applications and Methods
    • /
    • v.12 no.1
    • /
    • pp.181-189
    • /
    • 2005
  • This paper suggest a method of inclusion probability proportional to size sampling that provides a non-negative and stable variance estimator. The sampling procedure is quite simple and flexible since a sampling design is easily obtained using mathematical programming. This scheme appears to be preferable to Nigam, Kumar and Gupta's (1984) method which uses a balanced incomplete block designs. A comparison is made with their method through an example in the literature.

Probability Integral of the Inverted Dirichlet Distribution with Application

  • Kim, Kee-Young
    • Journal of the Korean Statistical Society
    • /
    • v.13 no.1
    • /
    • pp.25-31
    • /
    • 1984
  • A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

  • PDF

Application of frequency domain analysis for generation of seismic floor response spectra

  • Ghosh, A.K.
    • Structural Engineering and Mechanics
    • /
    • v.10 no.1
    • /
    • pp.17-26
    • /
    • 2000
  • This paper presents a case study with a multi-degree-of-freedom (MDOF) system where the Floor Response Spectra (FRS) have been derived from a large ensemble of ground motion accelerograms. The FRS are evaluated by the frequency response function which is calculated numerically. The advantage of this scheme over a repetitive time-history analysis of the entire structure for each accelerogram of the set has been highlighted. The present procedure permits generation of FRS with a specified probability of exceedence.

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.4
    • /
    • pp.373-384
    • /
    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

Some Perspectives on Variance Estimation in Sampling with Probability Proportional to Size

  • Kim, Sun-Woong
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2005.05a
    • /
    • pp.233-238
    • /
    • 2005
  • S${\"{a}}$rndal (1996) and Knottnerus (2003) had a critical look at the well known variance estimator of Sen (1953) and Yates and Grundy (1953) in probability proportional to size sampling. In this paper, we point out that although their approaches can avoid the difficulties in variance estimation with respect to the joint probabilities, there exist the disadvantages in practice. Also, we describe a sampling procedure available in statistical software that are useful for the variance estimation.

  • PDF

Stochastic Finite Element Analysis of Underground Structure considering Elasto-Plastic Behavior (탄소성을 고려한 지하구조체의 확률유한요소해석)

  • 김상효;나경웅
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 1998.04a
    • /
    • pp.157-164
    • /
    • 1998
  • An elasto-plastic stochastic finite element method is developed to evaluate the probability of failure of the underground structure. The Mohr-Coulomb failure criteria is adopted for yield condition. The material properties such as the elastic modulus and the cohesion are assumed to be statistically independent random variables which are modeled as spatial stochastic fields. The displacements around the excavated area and the probability of the failure are examined by varying the coefficient of variance for each variables. It is found that the developed procedure can provide the proper probabilistic information about the failure of the underground structure

  • PDF

Exact simulataneous confidence interval for the case of four means using TK procedure (Tukey-Kramer방법을 이용한 4개 평균에 관한 정확한 동시 신뢰구간의 통계적 계산 방법)

  • 김병천;김화선;조신섭
    • The Korean Journal of Applied Statistics
    • /
    • v.2 no.1
    • /
    • pp.18-34
    • /
    • 1989
  • The problem of simultaneously estimating the pairwise differences of means of four independent normal populations with equal variances is considered. A statistical computing procedure involving a trivariate t density constructs the exact confidence intervals with simultaneous co verage probability equal to $1-\alpha$. For equal sample sizes, the new procedure is the same as the Tukey studentized range procedure. With unequal sample sizes, in the sense of efficiency for confidence interval lengths and experimentwise error rates, the procedure is superior to the various generalized Tukey procedures.

Estimation of Occurrence Frequency of Short Term Air Pollution Concentration Using Texas Climatological Model (Texas Climatological Model에 의한 短期 大氣汚染濃度 發生頻度의 推定)

  • Lee, Chong-Bum
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.4 no.2
    • /
    • pp.67-71
    • /
    • 1988
  • To estimate the probability of short term concentration of air pollution using long term arithmetic average concentration, the procedure was developed and added to Texas Climatological Model version 2. In the procedure, such statistical characteristics that frequency distribution of short term concentration may be approximated by a lognormal distribution, were applied. This procedure is capable of estimating not only highest concentration for a variety of averaging times but also concentrations for arbitrary occurrence frequency. Evaluation of the procedure with the results of short term concentrations calculated by Texas Episodic Model version 8 using the meteorological data and emission data in Seoul shows that the procedure estimates concentrations fairly well for wide range of percentiles.

  • PDF

The Reliability Estimation of Pipeline Using FORM, SORM and Monte Carlo Simulation with FAD

  • Lee, Ouk-Sub;Kim, Dong-Hyeok
    • Journal of Mechanical Science and Technology
    • /
    • v.20 no.12
    • /
    • pp.2124-2135
    • /
    • 2006
  • In this paper, the reliability estimation of pipelines is performed by employing the probabilistic method, which accounts for the uncertainties in the load and resistance parameters of the limit state function. The FORM (first order reliability method) and the SORM (second order reliability method) are carried out to estimate the failure probability of pipeline utilizing the FAD (failure assessment diagram). And the reliability of pipeline is assessed by using this failure probability and analyzed in accordance with a target safety level. Furthermore, the MCS (Monte Carlo Simulation) is used to verify the results of the FORM and the SORM. It is noted that the failure probability increases with the increase of dent depth, gouge depth, operating pressure, outside radius, and the decrease of wall thickness. It is found that the FORM utilizing the FAD is a useful and is an efficient method to estimate the failure probability in the reliability assessment of a pipeline. Furthermore, the pipeline safety assessment technique with the deterministic procedure utilizing the FAD only is turned out more conservative than those obtained by using the probability theory together with the FAD. The probabilistic method such as the FORM, the SORM and the MCS can be used by most plant designers regarding the operating condition and design parameters.