• 제목/요약/키워드: random variable

검색결과 904건 처리시간 0.026초

Random Variable State and Response Variability (확률변수상태와 응답변화도)

  • Noh, Hyuk-Chun;Lee, Phill-Seung
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • 제26권6A호
    • /
    • pp.1001-1011
    • /
    • 2006
  • It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

Factors Influencing Sexual Experiences in Adolescents Using a Random Forest Model: Secondary Data Analysis of the 2019~2021 Korea Youth Risk Behavior Web-based Survey Data (랜덤 포레스트 모델을 활용한 국내 청소년 성경험 영향요인 분석 연구: 2019~2021년 청소년건강행태조사 데이터)

  • Yang, Yoonseok;Kwon, Ju Won;Yang, Youngran
    • Journal of Korean Academy of Nursing
    • /
    • 제54권2호
    • /
    • pp.193-210
    • /
    • 2024
  • Purpose: The objective of this study was to develop a predictive model for the sexual experiences of adolescents using the random forest method and to identify the "variable importance." Methods: The study utilized data from the 2019 to 2021 Korea Youth Risk Behavior Web-based Survey, which included 86,595 man and 80,504 woman participants. The number of independent variables stood at 44. SPSS was used to conduct Rao-Scott χ2 tests and complex sample t-tests. Modeling was performed using the random forest algorithm in Python. Performance evaluation of each model included assessments of precision, recall, F1-score, receiver operating characteristics curve, and area under the curve calculations derived from the confusion matrix. Results: The prevalence of sexual experiences initially decreased during the COVID-19 pandemic, but later increased. "Variable importance" for predicting sexual experiences, ranked in the top six, included week and weekday sedentary time and internet usage time, followed by ease of cigarette purchase, age at first alcohol consumption, smoking initiation, breakfast consumption, and difficulty purchasing alcohol. Conclusion: Education and support programs for promoting adolescent sexual health, based on the top-ranking important variables, should be integrated with health behavior intervention programs addressing internet usage, smoking, and alcohol consumption. We recommend active utilization of the random forest analysis method to develop high-performance predictive models for effective disease prevention, treatment, and nursing care.

Consideration of the Relationship between Independent Variables for the Estimation of Crack Density (균열밀도 산정을 위한 독립 변수 간의 관계 고찰)

  • Yoon, Hyung-Koo
    • Journal of the Korean Geotechnical Society
    • /
    • 제40권4호
    • /
    • pp.137-144
    • /
    • 2024
  • The purpose of this paper is to analyze the significance of independent variables in estimating crack density using machine learning algorithms. The algorithms used were random forest and SHAP, with the independent variables being compressional wave velocity, shear wave velocity, porosity, and Poisson's ratio. Rock samples were collected from construction sites and processed into cylindrical forms to facilitate the acquisition of each input property. Artificial weathering was conducted twelve times to obtain values for both independent and dependent variables with multiple features. The application of the two algorithms revealed that porosity is a crucial independent variable in estimating crack density, whereas shear wave velocity has a relatively low impact. These results suggested that the four physical properties set as independent variables were sufficient for estimating crack density. Additionally, they presented a methodology for verifying the appropriateness of the independent variables using algorithms such as random forest and SHAP.

An Assessment of a Random Forest Classifier for a Crop Classification Using Airborne Hyperspectral Imagery

  • Jeon, Woohyun;Kim, Yongil
    • Korean Journal of Remote Sensing
    • /
    • 제34권1호
    • /
    • pp.141-150
    • /
    • 2018
  • Crop type classification is essential for supporting agricultural decisions and resource monitoring. Remote sensing techniques, especially using hyperspectral imagery, have been effective in agricultural applications. Hyperspectral imagery acquires contiguous and narrow spectral bands in a wide range. However, large dimensionality results in unreliable estimates of classifiers and high computational burdens. Therefore, reducing the dimensionality of hyperspectral imagery is necessary. In this study, the Random Forest (RF) classifier was utilized for dimensionality reduction as well as classification purpose. RF is an ensemble-learning algorithm created based on the Classification and Regression Tree (CART), which has gained attention due to its high classification accuracy and fast processing speed. The RF performance for crop classification with airborne hyperspectral imagery was assessed. The study area was the cultivated area in Chogye-myeon, Habcheon-gun, Gyeongsangnam-do, South Korea, where the main crops are garlic, onion, and wheat. Parameter optimization was conducted to maximize the classification accuracy. Then, the dimensionality reduction was conducted based on RF variable importance. The result shows that using the selected bands presents an excellent classification accuracy without using whole datasets. Moreover, a majority of selected bands are concentrated on visible (VIS) region, especially region related to chlorophyll content. Therefore, it can be inferred that the phenological status after the mature stage influences red-edge spectral reflectance.

Reliability analysis-based safety factor for stability of footings on frictional soils

  • Parviz Tafazzoli Moghaddam;Pezhman Fazeli Dehkordi;Mahmoud Ghazavi
    • Geomechanics and Engineering
    • /
    • 재33권6호
    • /
    • pp.543-552
    • /
    • 2023
  • The design of foundations based on a deterministic approach may not be safe and reliable occasionally, since soils sometimes show considerable spatial variability, and thus, significant uncertainties in turn affect the estimation of footing bearing capacity. The design of footing on cohesionless stratums on the basis of reliability analysis has not received much attention. This paper performs two-dimensional random finite difference analyses of shallow strip footings on a spatially variable frictional soil considering correlation structure. Friction angle (ϕ) is considered as a log-normally distributed random variable and Monte Carlo Simulation is then performed to determine the statistical response based on the random fields. A new approach reliability-based safety factor is defined based on various reliability levels by considering the coefficient of variation of ϕ and correlation length in both the horizontal and vertical directions. The comparison of the probabilistic safety factor and the conventional one illustrates the limitations of the deterministic safety factor and provides insight into how the heterogeneity of soils properties affects the required safety factor. Results show that the conventional safety factor of 3 can be conservative in some cases, especially for soil with low values of mean ϕ and COVϕ.

Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function (쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정)

  • 박병구;윤상철
    • Journal of Korean Society for Quality Management
    • /
    • 제31권4호
    • /
    • pp.194-202
    • /
    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • Park Byung Gu;Yoon Sang Chul
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 한국통계학회 2000년도 추계학술발표회 논문집
    • /
    • pp.235-240
    • /
    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

  • PDF

A JOINT DISTRIBUTION OF TWO-DIMENSIONAL BROWNIAN MOTION WITH AN APPLICATION TO AN OUTSIDE BARRIER OPTION

  • Lee, Hang-Suck
    • Journal of the Korean Statistical Society
    • /
    • 제33권2호
    • /
    • pp.245-254
    • /
    • 2004
  • This paper derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X($\tau$) = (X$_1$($\tau$), X$_2$ ($\tau$))', $\tau$ 〉0}. One random variable of the joint distribution is the terminal time value, X$_1$ (T). The other random variable is the maximum of the Brownian motion {X$_2$($\tau$), $\tau$〉} between time s and time t. With this distribution function, this paper also derives an explicit pricing formula for an outside barrier option whose monitoring period starts at an arbitrary date and ends at another arbitrary date before maturity.

A Distribution of Terminal Time Value and Running Maximum of Two-Dimensional Brownian Motion with an Application to Barrier Option

  • Lee, Hang-Suck
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 한국통계학회 2003년도 추계 학술발표회 논문집
    • /
    • pp.73-78
    • /
    • 2003
  • This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

  • PDF

Sample Size Determination Using the Stratification Algorithms with the Occurrence of Stratum Jumpers

  • Hong, Taekyong;Ahn, Jihun;Namkung, Pyong
    • Communications for Statistical Applications and Methods
    • /
    • 제11권2호
    • /
    • pp.297-311
    • /
    • 2004
  • In the sample survey for a highly skewed population, stratum jumpers often occur. Stratum jumpers are units having large discrepancies between a stratification variable and a study variable. We propose two models for stratum jumpers: a multiplicative model and a random replacement model. We also consider the modification of the L-H stratification algorithm such that we apply the previous models to L-H algorithm in determination of the sample sizes and the stratum boundaries. We evaluate the performances of the new stratification algorithms using real data. The result shows that L-H algorithm for the random replacement model outperforms other algorithms since the estimator has the least coefficient of variation.