• 제목/요약/키워드: theoretical probability

검색결과 328건 처리시간 0.022초

Security performance analysis of SIMO relay systems over Composite Fading Channels

  • Sun, Jiangfeng;Bie, Hongxia;Li, Xingwang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권6호
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    • pp.2649-2669
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    • 2020
  • In this paper, we analyze the secrecy performance of single-input multiple-output (SIMO) relay systems over κ-μ shadowed fading channels. Based on considering relay model employing decode-and-forward (DF) protocol, two security evaluation metrics, namely, secure outage probability (SOP) and probability of strictly positive secrecy capacity (SPSC) are studied, for which closed-form analytical expressions are derived. In addition, Monte Carlo results prove the validity of the theoretical derivation. The simulation results confirm that the factors that enhance the security include large ratio of (μD, μE), (mD, mE), (LD, LE) and small ratio of (kD, kE) under the high signal-to-noise ratio regime.

버퍼내전송블럭의 확률밀도함수 추적을 위한 Random Number의 발생기에 관한 연구 (The Random Number Generator for the P.D.F of the Blocks ind the Buffer)

  • 박일
    • 한국통신학회논문지
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    • 제7권3호
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    • pp.130-134
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    • 1982
  • 컴퓨터 통신 네트워크에서 端末裝置로부터 入力되는 메시지에 대하여 버퍼에 남아 있을 메시지 블록數에 관한 確率分布函數를 考察ㅎ여 平均블록數에서 最小 버퍼 사이즈를 요하는 블록長을 구하고 이 블록과 연결정보長과의 관계를 규명하여 이 分布에 대한 타당성을 모색하였다 또한 이 分布에 대한 亂數發生器를 설계하여 테스트한 결과 亂數데이터源으로 사용할 수 있음을 보였다.

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디폴트 베이즈인자를 이용한 포아송 평균모수에 대한 다중검정 (A Multiple Test of a Poisson Mean Parameter Using Default Bayes Factors)

  • 김경숙;손영숙
    • 품질경영학회지
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    • 제30권2호
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    • pp.118-129
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    • 2002
  • A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법 (Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model)

  • 김경숙;손영숙
    • 응용통계연구
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    • 제16권1호
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    • pp.141-150
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    • 2003
  • 본 논문은 베이즈인자(Bayes factor)를 이용하여 정상(stationary) AR(1)모형의 자기회귀계수에 대해 다중검정하는 방법을 제시한다. 모수들에 대한 사전분포로는 무정보 사전분포(noninformative prior distribution)를 가정한다. 이러한 경우에 통상적으로 사용되는 베이즈인자를 근사없이 정확히 계산하여 각 모형에 대한 사후확률(posterior probability)을 얻는다. 최종적으로 모의실험 자료 및 실제 자료에 적용하여 이론의 결과가 잘 부합되는지를 검토한다.

Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates

  • Jeong, Su-Youn;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.129-139
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    • 2002
  • Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

Nonparametric confidence intervals for quantiles based on a modified ranked set sampling

  • Morabbi, Hakime;Razmkhah, Mostafa;Ahmadi, Jafar
    • Communications for Statistical Applications and Methods
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    • 제23권2호
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    • pp.119-129
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    • 2016
  • A new sampling method is introduced based on the idea of a ranked set sampling scheme in which taken samples in each set are dependent on previous ones. Some theoretical results are presented and distribution-free confidence intervals are derived for the quantiles of any continuous population. It is shown numerically that the proposed sampling scheme may lead to 95% confidence intervals (especially for extreme quantiles) that cannot be found based on the ordinary ranked set sampling scheme presented by Chen (2000) and Balakrishnan and Li (2006). Optimality aspects of this scheme are investigated for both coverage probability and minimum expected length criteria. A real data set is also used to illustrate the proposed procedure. Conclusions are eventually stated.

FORMATION OF LINE PROFILE: SEI METHOD

  • CHOE SEUNG-URN;KANG MIN-YOUNG;KIM KYUNG-MEE
    • 천문학회지
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    • 제29권2호
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    • pp.93-105
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    • 1996
  • We have solved the radiative transfer problem using a Sobolev approximation with an escape probability method in case of the supersonic expansion of a stellar envelope to an ambient medium. The radiation from the expanding envelope turns out to produce a P-Cygni type profile. In order to investigate the morphology of the theoretical P-Cygni type profile, we have treated $V_\infty,\;V_{sto},\;\beta$ (parameters for the velocity field), it and E(parameter for collisional effect) as model parameters. We have investigated that the velocity field and the mass loss rate affect the shapes of the P-Cygni type profiles most effectively. The secondarily important factors are $V_\infty,\;V_{sto}$. The collisional effect tends to make the total flux increased but not so much in magnitude. We have infered some physical parameters of 68 Cyg, HD24912, and $\xi$ persei such as $V_\infty,\;M$ from the model calculation, which shows a good agreenment with the observational results.

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Performance Analysis of Hybrid Decode-Amplify-Forward Incremental Relaying Cooperative Diversity Protocol Using SNR-Based Relay Selection

  • Tran, Trung Duy;Kong, Hyung-Yun
    • Journal of Communications and Networks
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    • 제14권6호
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    • pp.703-709
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    • 2012
  • In this paper, we propose a hybrid decode-amplify-forward incremental cooperative diversity protocol using SNR-based relay selection. In the proposed protocol, whenever destination unsuccessfully receives the source's signal, one of relays that exploit hybrid decode-amplify-forward technique is chosen to retransmit the signal. We derive approximate closed-form expressions of outage probability and average channel capacity. Monte-Carlo simulations are presented to verify the theoretical results and compare the performance of the proposed protocol with the direct transmission protocol and conventional incremental relaying protocols.

벡터 양자화에서 시간 평균 왜곡치의 수렴 특성 I. 대수 법칙에 근거한 이론 (The Convergence Characteristics of The Time- Averaged Distortion in Vector Quantization: Part I. Theory Based on The Law of Large Numbers)

  • 김동식
    • 전자공학회논문지B
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    • 제33B권7호
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    • pp.107-115
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    • 1996
  • The average distortio of the vector quantizer is calcualted using a probability function F of the input source for a given codebook. But, since the input source is unknown in geneal, using the sample vectors that is realized from a random vector having probability function F, a time-average opeation is employed so as to obtain an approximation of the average distortion. In this case the size of the smple set should be large so that the sample vectors represent true F reliably. The theoretical inspection about the approximation, however, is not perfomed rigorously. Thus one might use the time-average distortion without any verification of the approximation. In this paper, the convergence characteristics of the time-average distortions are theoretically investigated when the size of sample vectors or the size of codebook gets large. It has been revealed that if codebook size is large enough, then small sample set is enough to obtain the average distortion by approximatio of the calculated tiem-averaged distortion. Experimental results on synthetic data, which are supporting the analysis, are also provided and discussed.

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FBI(Fortran Based Interpreter)를 이용한 확률변수 변환의 시뮬레이션 모델에 관한 연구 (A Study On the Simulation Model of the Transformation of Random Variables Using FBI (Fortran Based Interpreter))

  • 김원경
    • 대한산업공학회지
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    • 제13권2호
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    • pp.105-115
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    • 1987
  • Although there are many theoretical methods for the transformation of random variables. it is difficult to find probability density functions for the new random variables because of the complexity in mathematics. The author developed a simulation model solving the above difficulties using FBI (Fortran Based Interpreter) routines. The FBI is a kind of language Interpreter analyzing the arithmetic statement in character data forms. In this paper. the FBI routines will be explained and the structure and applications of simulation model will be also demonstrated. Polynomial curve fitting method is applied to define the probability density function which can not be defined by well-known pdf. This program can also be used for instructing mathematical statistics and identifying distribution of the simulated data.

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