• Title/Summary/Keyword: truncation distribution

Search Result 45, Processing Time 0.026 seconds

Two Sequential Wilcoxon Tests for Scale Alternatives

  • Mishra, Prafulla-Chandra
    • Journal of the Korean Statistical Society
    • /
    • v.30 no.4
    • /
    • pp.679-691
    • /
    • 2001
  • Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

  • PDF

Real variance estimation in iDTMC-based depletion analysis

  • Inyup Kim;Yonghee Kim
    • Nuclear Engineering and Technology
    • /
    • v.55 no.11
    • /
    • pp.4228-4237
    • /
    • 2023
  • The Improved Deterministic Truncation of Monte Carlo (iDTMC) is a powerful acceleration and variance reduction scheme in the Monte Carlo analysis. The concept of the iDTMC method and correlated sampling-based real variance estimation are briefly introduced. Moreover, the application of the iterative scheme to the correlated sampling is discussed. The iDTMC method is utilized in a 3-dimensional small modular reactor (SMR) model problem. The real variances of burnup-dependent criticality and power distribution are evaluated and compared with the ones obtained from 30 independent iDTMC calculations. The impact of the inactive cycles on the correlated sampling is also evaluated to investigate the consistency of the correlated sample scheme. In addition, numerical performances and sensitivity analysis on the real variance estimation are performed in view of the figure of merit of the iDTMC method. The numerical results show that the correlated sampling accurately estimates the real variances with high computational efficiencies.

The Effects of Dispersion Parameters and Test for Equality of Dispersion Parameters in Zero-Truncated Bivariate Generalized Poisson Models (제로절단된 이변량 일반화 포아송 분포에서 산포모수의 효과 및 산포의 동일성에 대한 검정)

  • Lee, Dong-Hee;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
    • /
    • v.23 no.3
    • /
    • pp.585-594
    • /
    • 2010
  • This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.

Flow Visualization of Flowfield Structures around an Aerospike Nozzle using LIF and PSP

  • NIIMI Tomohide;MORI Hideo;TANIGUCHI Mashio
    • 한국가시화정보학회:학술대회논문집
    • /
    • 2004.12a
    • /
    • pp.75-80
    • /
    • 2004
  • Aerospike nozzles have been expected to be used for an engine of a reusable space shuttle to respond to growing demand for rocket-launching and its cost reduction. In this study, the flow field structures in any cross sections around clustered linear aerospike nozzles are visualized and analyzed, using laser induced fluorescence (LIF) of nitrogen monoxide seeded in the carrier gas of nitrogen. Since flow field structures are affected mainly by pressure ratio, the clustered linear aerospike nozzle is set inside a vacuum chamber to carry out the experiments in the wide range of pressure ratios from 75 to 200. Flow fields are visualized in several cross-sections, demonstrating the complicated three-dimensional flow field structures. Pressure sensitive paint (PSP) of PtTFPP bound by poly- IBM -co-TFEM is also applied to measurement of the complicated pressure distribution on the spike surface, and to verification of contribution of a truncation plane to the thrust. Finally, to examine the effect of the sidewalls attached to the aerospike nozzle, the flow fields around the nozzle with the sidewalls are compared with those without sidewalls.

  • PDF

Drought Evaluation by A Drought Frequency Formula (가뭄빈도공식을 이용한 가뭄의 평가)

  • Kang, In-Joo;Yoon, Yong-Nam
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.2 no.3 s.6
    • /
    • pp.89-99
    • /
    • 2002
  • Drought is a very difficult natural disaster to overcome because its beginning and end are not clear to define, and it is widely distributed in space and has long term persistence. The purpose of this study was to evaluate the drought at Mokpo using drought frequency formula suggested by Sharma(1997). The precipitation records for the period 1906-1999 at Mokpo meteorological station are used for drought analysis. The most severe drought year is found to be that of 1995, which is of the 30-year frequency, and 18 drought years are selected based on the 5-year drought frequency.

Experimental Study on the Vortical Flow Behind 2-D Blade with the Variation of Trailing Edge Shape (2차원 날개 끝단 형상에 따른 후류 보오텍스 유동 변화에 대한 실험 연구)

  • Paik, Bu-Geun;Kim, Ki-Sup;Moon, Il-Sung;Ahn, Jong-Woo
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.48 no.3
    • /
    • pp.233-237
    • /
    • 2011
  • In the present experiments, vortical structures behind the hydrofoil trailing edge are visualized and analyzed as an elementary study for propeller singing phenomena. Two sorts of hydrofoil are selected for the measurement of shedding vortices. One was KH45 hydrofoil section and the other is KH45 with the truncated trailing edge that is positioned at X/C = 0.9523(C=chord length). Assuming the Strouhal number of 0.23, the shedding frequencies of vortices are extracted by analyzing the boundary layer thickness and the flow speed. The frequency distribution of shedding vortices is obtained with the variation of angle-of-attack while the flow speed is fixed to 8m/s. The truncation of the trailing edge makes the frequency of shedding vortices about 120Hz lower than that of original trailing edge and makes the vorticity value higher than the original trailing edge.

Harmonic Identification Algorithms Based on DCT for Power Quality Applications

  • Yepes, Alejandro G.;Freijedo, Francisco D.;Doval-Gandoy, Jesus;Sanchez, Oscar Lopez;Fernandez-Comesana, Pablo;Alvarez, Jano Malvar
    • ETRI Journal
    • /
    • v.32 no.1
    • /
    • pp.33-43
    • /
    • 2010
  • The increasing demand for non-sinusoidal currents affects the quality of distribution networks. Harmonic detection is a crucial step in the cancellation of those components by active power filters. In this paper, the discrete cosine transform (DCT) is compared with different implementations based on Fourier transforms, demonstrating their equivalences and the advantages provided by the former. We demonstrate that the phase error in the presence of grid frequency deviations and the transient length are reduced by half in comparison to the discrete Fourier transform. A novel algorithm is developed to provide frequency adaptation to the DCT, taking advantage of its good features. The window width is adjusted in real time according to the actual value of the grid fundamental frequency by means of a phase-locked loop. A technique based on dithering is employed to overcome the limitation caused by the truncation of the window number of samples, so the frequency resolution is enhanced. The theoretical approach is verified by simulated and experimental results.

AUC and VUS using truncated distributions (절단함수를 이용한 AUC와 VUS)

  • Hong, Chong Sun;Hong, Seong Hyuk
    • The Korean Journal of Applied Statistics
    • /
    • v.32 no.4
    • /
    • pp.593-605
    • /
    • 2019
  • Significant literature exists on the area under the ROC curve (AUC) and the volume under the ROC surface (VUS) which are statistical measures of the discriminant power of classification models. Whereas the partial AUC is restricted on the false positive rate, the two-way partial AUC is restricted on both the false positive rate and true positive rate, which could be more efficient and accurate than partial AUC. The two-way partial AUC was suggested as more efficient and accurate than the partial AUC. Partial VUS as well as the three-way partial VUS were also developed for the ROC surface. A proposed AUC is expressed in this paper with probability and integration using two truncated distribution functions restricted on both the false positive rate and true positive rate. It is also found that this AUC has a relation with the two-way partial AUC. The three-way partial VUS for the ROC surface is also related to the VUS using truncated distribution functions. These AUC and VUS are represented and estimated in terms of Mann-Whitney statistics. Their parametric and non-parametric estimation methods are explored based on normal distributions and random samples.

Application of Probabilistic Tsunami Hazard Analysis for the Nuclear Power Plant Site (원자력 발전소 부지에 대한 확률론적 지진해일 재해도 분석의 적용)

  • Rhee, Hyun-Me;Kim, Min Kyu;Sheen, Dong-Hoon;Choi, In-Kil
    • Journal of the Earthquake Engineering Society of Korea
    • /
    • v.19 no.6
    • /
    • pp.265-271
    • /
    • 2015
  • The tsunami hazard analysis is performed for testing the application of probabilistic tsunami hazard analysis to nuclear power plant sites in the Korean Peninsula. Tsunami hazard analysis is based on the seismic hazard analysis. Probabilistic method is adopted for considering the uncertainties caused by insufficient information of tsunamigenic fault sources. Logic tree approach is used. Uljin nuclear power plant (NPP) site is selected for this study. The tsunamigenic fault sources in the western part of Japan (East Sea) are used for this study because those are well known fault sources in the East Sea and had several records of tsunami hazards. We have performed numerical simulations of tsunami propagation for those fault sources in the previous study. Therefore we use the wave parameters obtained from the previous study. We follow the method of probabilistic tsunami hazard analysis (PTHA) suggested by the atomic energy society of Japan (AESJ). Annual exceedance probabilities for wave height level are calculated for the site by using the information about the recurrence interval, the magnitude range, the wave parameters, the truncation of lognormal distribution of wave height, and the deviation based on the difference between simulation and record. Effects of each parameters on tsunami hazard are tested by the sensitivity analysis, which shows that the recurrence interval and the deviation dominantly affects the annual exceedance probability and the wave heigh level, respectively.

Reduction of magnetic anomaly observations from helicopter surveys at varying elevations (고도가 변화하는 헬리콥터 탐사에서 얻어지는 자력이상의 변환)

  • Nakatsuka, Tadashi;Okuma, Shigeo
    • Geophysics and Geophysical Exploration
    • /
    • v.9 no.1
    • /
    • pp.121-128
    • /
    • 2006
  • Magnetic survey flights by helicopters are usually parallel to the topographic surface, with a nominal clearance, but especially in high-resolution surveys the altitudes at which observations are made may be too variable to be regarded as a smooth surface. We have developed a reduction procedure for such data using the method of equivalent sources, where surrounding sources are included to control edge effects, and data from points distributed randomly in three dimensions are directly modelled. Although the problem is generally underdetermined, the method of conjugate gradients can be used to find a minimum-norm solution. There is freedom to select the harmonic function that relates the magnetic anomaly with the source. When the upward continuation function operator is selected, the equivalent source is the magnetic anomaly itself. If we select as source a distribution of magnetic dipoles in the direction of the ambient magnetic field, we can easily derive reduction-to-pole anomalies by rotating the direction of the magnetic dipoles to vertical.