• Title/Summary/Keyword: random variable

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The probabilistic Analysis of Degree of Consolidation by Spatial Variability of Cv (압밀계수의 공간변동성에 따른 압밀도의 확률론적 해석)

  • Bong, Tae-Ho;Son, Young-Hwan;Noh, Soo-Kack;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.3
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    • pp.55-63
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    • 2012
  • Soil properties are not random values which is represented by mean and standard deviation but show spatial correlation. Especially, soils are highly variable in their properties and rarely homogeneous. Thus, the accuracy and reliability of probabilistic analysis results is decreased when using only one random variable as design parameter. In this paper, to consider spatial variability of soil property, one-dimensional random fields of coefficient of consolidation ($C_v$) were generated based on a Karhunen-Loeve expansion. A Latin hypercube Monte Calro simulation coupled with finite difference method for Terzaghi's one dimensional consolidation theory was then used to probabilistic analysis. The results show that the failure probability is smaller when consider spatial variability of $C_v$ than not considered and the failure probability increased when the autocorrelation distance increased. Thus, the uncertainty of soil can be overestimated when spatial variability of soil property is not considered, and therefore, to perform a more accurate probabilistic analysis, spatial variability of soil property needed to be considered.

THE GENERALIZED RATIO-OF-UNIFORM METHOD

  • Chung, Youn-Shik;Lee, Sang-Jeen
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.469-476
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    • 1997
  • In this paper we present a random number generation method which is one of the rejection methods, To accelerate ratio-of-uniform method we use an efficiency variable γ. After finding the optimal value of γwith respect to interesting distribution with pro-portional density random numbers can be generated in acceleration.

EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.417-424
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    • 2013
  • Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.

Notes on the Ratio and the Right-Tail Probability in a Log-Laplace Distribution

  • Woo, Jung-Soo
    • 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.

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A Central Limit Theorem for the Linear Process in a Hilbert Space under Negative Association

  • Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.687-696
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    • 2009
  • We prove a central limit theorem for the negatively associated random variables in a Hilbert space and extend this result to the linear process generated by negatively associated random variables in a Hilbert space. Our result implies an extension of the central limit theorem for the linear process in a real space under negative association to a simplest case of infinite dimensional Hilbert space.

An Economic Order Quantity Model under Random Life Cycle (불확실한 수명주기의 제품에서의 경제적 주문량 모형)

  • Yun, Won-Young;Moon, Il-Kyeong
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.1
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    • pp.73-77
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    • 1993
  • This paper considers an Economic Order Quantity Model under random life cycle. It is assumed that the life cycle of the product is unknown; a random variable. Three cost parameters are considered; ordering cost, inventory carrying cost and salvage cost. Expected total cost is the optimization criterion. We show that the optimal cycle length is unique and finite, and present a simple line search method to find an optimal cycle length.

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The Scheduling of Real-Time tasks using Performance Evaluation through fuzzy-random in Real-Time Systems

  • Cho, H-G;Kim, H-B
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.487-487
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    • 2000
  • The scheduling of real-time tasks needs both correctness and timeliness. But it is not easy to schedule real-time tasks having different characteristics in a single system. In this paper we solve the problem through an approach using the performance evaluation of real-time tasks through fuzzy-random variables. Using the performance evaluation through fuzzy-random variable, we can achieve flexible and efficient scheduling for real-time systems.

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A Note on Central Limit Theorem on $L^P(R)$

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.347-349
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    • 1995
  • In this paper a central limit theorem on $L^P(R)$ for $1{\leq}p<{\infty}$ is obtained with an example when ${X_n}$ is a sequence of independent, identically distributed random variables on $L^P(R)$.

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A Bayesian Approach to PM Model with Random Maintenance Quality

  • Jung, Ki-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.689-696
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    • 2007
  • This paper considers a Bayesian approach to determine an optimal PM policy with random maintenance quality. Thus, we assume that the quality of a PM action is a random variable following a probability distribution. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal PM policy. Finally, the numerical examples are presented for illustrative purpose.

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