• Title/Summary/Keyword: response probability

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Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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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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Impact Buckling Reliability Analysis of Stiffened Cylinder With Initial Geometric Imperfection (기하학적 초기형상결함을 갖는 보강 원통의 충격좌굴 신뢰성 해석)

  • 김두기
    • Journal of KSNVE
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    • v.6 no.6
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    • pp.735-747
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    • 1996
  • In this paper, buckling reliability analyses of stiffened cylinder with random initial geometric imperfection under axial impact load are performed by the combined response surface method. The effect of random geometric imperfection on the failure probability and reliability is recognized quantitatively. Buckling reliability decreases with the increase of mean value, cov of initial geometric imperfection under the same external load. Buckling probability under impact load is greater than those under static load with the same condition. From the probabilistic characteristics of imapct buckling load, relation between reliability index and safety parameter can be obtained in addition to the relation between load and reliability index. And those results can be used to determine the range of required safety parameter and acceptable imperfaction.

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The Internal Structure of an Identification Function in Korean Lexical Pitch Accent in North Kyungsang Dialect

  • Kim, Jungsun
    • Phonetics and Speech Sciences
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    • v.5 no.1
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    • pp.91-98
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    • 2013
  • This paper investigated Korean prosody as it relates to graded internal structure in an identification function. Within Korean prosody, variants regarded as dialectal variations can appear as different prosodic scales, which contain the range of within-category variations. The current experiment was intended to show how the prosodic scale corresponding to the range of within-category differences relates to f0 contours for speakers of two Korean dialects, North Kyungsang and South Cholla. In an identification task, participants responded by selecting an item from two answer choices. The probability of choosing the correct response from the two choices was computed by a logistic regression analysis using intercepts and slopes. That is, the correct response between two choices was used to show a linear line with an s-shape presentation. In this paper, to investigate the graded internal structure of labeling, 25%, 50%, and 75% of predicted probability were assessed. Listeners from North Kyungsang showed progressive variations, whereas listeners from South Cholla revealed random patterns in the internal structure of the identification function. In this paper, the results were plotted using scatterplot graphs, applying the range of within-category variation and predicted probability obtained from the logistic regression analyses. The scatterplot graphs showed the different degree of the responses for f0 scales (i.e., variations within categories). The results demonstrate that the gradient structures of native pitch accent users become more progressive in response to f0 scales.

Seismic reliability analysis of structures based on cumulative damage failure mechanism

  • Liu, Qiang;Wang, Miaofang
    • Earthquakes and Structures
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    • v.18 no.4
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    • pp.519-526
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    • 2020
  • Non-stationary random seismic response and reliability of multi-degree of freedom hysteretic structure system are studied based on the cumulative damage failure mechanism. First, dynamic Eqs. of multi-degree of freedom hysteretic structure system under earthquake action are established. Secondly, the random seismic response of a multi-degree freedom hysteretic structure system is investigated by the combination of virtual excitation and precise integration. Finally, according to the damage state level of structural, the different damage state probability of high-rise frame structure is calculated based on the boundary value of the cumulative damage index in the seismic intensity earthquake area. The results show that under the same earthquake intensity and the same floor quality and stiffness, the lower the floor is, the greater the damage probability of the building structure is; if the structural floor stiffness changes abruptly, the weak layer will be formed, and the cumulative damage probability will be the largest, and the reliability index will be relatively small. Meanwhile, with the increase of fortification intensity, the reliability of three-level structure fortification is also significantly reduced. This method can solve the problem of non-stationary random seismic response and reliability of high-rise buildings, and it has high efficiency and practicability. It is instructive for structural performance design and estimating the age of the structure.

RFID Distance Bounding Protocol Using Multiple Bits Challenge and Response (다중 비트 시도와 응답을 이용한 RFID 거리 한정 프로토콜)

  • Jeon, Il-Soo;Yoon, Eun-Jun
    • Journal of Korea Society of Industrial Information Systems
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    • v.17 no.3
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    • pp.19-26
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    • 2012
  • To resist the relay attacks in RFID system, it is commonly used RFID distance bounding protocols using the round trip time measurement for 1 bit challenge and response between a reader and a tag. If the success probability of relay attacks for the 1 bit challenge and response can be reduced in these protocols, it is possible to make an efficient distance bounding protocol. In this paper, we propose an efficient RFID distance bounding protocol based on 2 bit challenge and response which is modified the RFID distance bounding protocol proposed by Hancke and Khun based on 1 bit challenge and response. The success probability of relay attack for the proposed protocol is (7/16)n for the n times of challenge and response, which is much lower than (3/4)n given by Hancke and Khun's protocol.

Forecasting Probability of Precipitation Using Morkov Logistic Regression Model

  • Park, Jeong-Soo;Kim, Yun-Seon
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.1-9
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    • 2007
  • A three-state Markov logistic regression model is suggested to forecast the probability of tomorrow's precipitation based on the current meteorological situation. The suggested model turns out to be better than Markov regression model in the sense of the mean squared error of forecasting for the rainfall data of Seoul area.

Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

  • Di Paola, Mario;Pirrotta, Antonina;Zingales, Massimiliano
    • Structural Engineering and Mechanics
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    • v.28 no.4
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    • pp.373-386
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    • 2008
  • In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

Fast Sequential Probability Ratio Test Method to Obtain Consistent Results in Speaker Verification (화자확인에서 일정한 결과를 얻기 위한 빠른 순시 확률비 테스트 방법)

  • Kim, Eun-Young;Seo, Chang-Woo;Jeon, Sung-Chae
    • Phonetics and Speech Sciences
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    • v.2 no.2
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    • pp.63-68
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    • 2010
  • A new version of sequential probability ratio test (SPRT) which has been investigated in utterance-length control is proposed to obtain uniform response results in speaker verification (SV). Although SPRTs can obtain fast responses in SV tests, differences in the performance may occur depending on the compositions of consonants and vowels in the sentences used. In this paper, a fast sequential probability ratio test (FSPRT) method that shows consistent performances at all times regardless of the compositions of vocalized sentences for SV will be proposed. In generating frames, the FSPRT will first conduct SV test processes with only generated frames without any overlapping and if the results do not satisfy discrimination criteria, the FSPRT will sequentially use frames applied with overlapping. With the progress of processes as such, the test will not be affected by the compositions of sentences for SV and thus fast response outcomes and even consistent performances can be obtained. Experimental results show that the FSPRT has better performance to the SPRT method while requiring less complexity with equal error rates (EER).

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A Study on the Estimating Burst Pressure Distributions for Reliability Assessment of API 5L X65 Pipes (API 5L X65 배관의 신뢰도 평가를 위한 파열압력 분포 추정에 관한 연구)

  • Kim, Seong-Jun;Kim, Dohyun;Kim, Cheolman;Kim, Woosik
    • Journal of Korean Society for Quality Management
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    • v.48 no.4
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    • pp.597-608
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    • 2020
  • Purpose: The purpose of this paper is to present a probability distribution of the burst pressure of API 5L X65 pipes for the reliability assessment of corroded gas pipelines. Methods: Corrosion is a major cause of weakening the residual strength of the pipe. The mean residual strength on the corrosion defect can be obtained using the burst pressure code. However, in order to obtain the pipe reliability, a probability distribution of the burst pressure should be provided. This study is concerned with estimating the burst pressure distribution using Monte Carlo simulation. A response surface method is employed to represent the distribution parameter as a model of the corrosion defect size. Results: The experimental results suggest that the normal or Weibull distribution should be suitable as the probability distribution of the burst pressure. In particular, it was shown that the probability distribution parameters can be well predicted by using the depth and length of the corrosion defect. Conclusion: Given a corrosion defect on the pipe, its corresponding burst pressure distribution can be provided at instant. Subsequently, a reliability assessment of the pipe is conducted as well.

Seismic performance-based optimal design approach for structures equipped with SATMDs

  • Mohebbi, Mohtasham;Bakhshinezhad, Sina
    • Earthquakes and Structures
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    • v.22 no.1
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    • pp.95-107
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    • 2022
  • This paper introduces a novel, rigorous, and efficient probabilistic methodology for the performance-based optimal design (PBOD) of semi-active tuned mass damper (SATMD) for seismically excited nonlinear structures. The proposed methodology is consistent with the modern performance-based earthquake engineering framework and aims to design reliable control systems. To this end, an optimization problem has been defined which considers the parameters of control systems as design variables and minimization of the probability of exceeding a targeted structural performance level during the lifetime as an objective function with a constraint on the failure probability of stroke length damage state associated with mass damper mechanism. The effectiveness of the proposed methodology is illustrated through a numerical example of performance analysis of an eight-story nonlinear shear building frame with hysteretic bilinear behavior. The SATMD with variable stiffness and damping have been designed separately with different mass ratios. Their performance has been compared with that of uncontrolled structure and the structure controlled with passive TMD in terms of probabilistic demand curves, response hazard curves, fragility curves, and exceedance probability of performance levels during the lifetime. Numerical results show the effectiveness, simplicity, and reliability of the proposed PBOD method in designing SATMD with variable stiffness and damping for the nonlinear frames where they have reduced the exceedance probability of the structure up to 49% and 44%, respectively.