• Title/Summary/Keyword: 베타확률분포

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Fitting Bivariate Generalized Binomial Models of the Sarmanov Type (Sarmanov형 이변량 일반화이항모형의 적합)

  • Lee, Joo-Yong;Kim, Kee-Young
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.271-280
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    • 2009
  • For bivariate binomial data with both intra and inter-class correlation, Danaher and Hardie (2005) proposed a bivariate beta-binomial model. However, the model is limited to the situation where the intra-class correlation is strictly positive. Thus it might be seriously inadequate for data with a negative intra-class correlation. Several authors have considered generalized binomial distributions covering a wider range of intra-class correlation which could relax the possible model restrictions imposed. Among others there are the additive/multiplicative and the beta/extended beta binomial model. In this study, bivariate models of the Sarmanov (1966) type are formed by combining each of those univariate models to take care of the inter-class correlation, and are evaluated in terms of the goodness-of-fit. As a result, B-mB and B-ebB are fitted, successfully, to real data and that B-mB, which has a wider permissible range than B-ebB for the intra-class correlation is relatively preferred.

A Probabilistic Analysis on Logarithmic-Spiral Failure of Slope in Consideration of Load Variance (하중의 분산성을 고려한 대수누선사면 파괴의 확률론적 해석)

  • 정성관;권무남
    • Geotechnical Engineering
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    • v.4 no.4
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    • pp.39-50
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    • 1988
  • Until now, most probabilistic approaches to the slope stability analysis have been accomplished on the arc failure surface without load. In this study, the relationships between the probability of failure and the safety factor are investigated when the shape of failure is logarithmic spiral on the homogeneous slope with ground water level, the probability distributions of the load and the strength parameter of soil being assumed as normal distribution, log-normal distribution and beta distribution. The results obtained are as follows; 1. For the same safety factor, the design of slope is more reasonable by using the probability of failure than by the safety factor because the probability of failure is increased as the coefficient of variation is increased. 2, The safety factor is more reasonably determined by the coefficient of variation of the strength parameter than by the field condition when the safety factor is applied to design of slope.

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A Development of Summer Seasonal Rainfall and Extreme Rainfall Outlook Using Bayesian Beta Model and Climate Information (기상인자 및 Bayesian Beta 모형을 이용한 여름철 계절강수량 및 지속시간별 극치 강수량 전망 기법 개발)

  • Kim, Yong-Tak;Lee, Moon-Seob;Chae, Byung-Soo;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.5
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    • pp.655-669
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    • 2018
  • In this study, we developed a hybrid forecasting model based on a four-parameter distribution which allows a simultaneous season-ahead forecasting for both seasonal rainfall and sub-daily rainfall in Han-River and Geum-River basins. The proposed model is mainly utilized a set of time-varying predictors and the associated model parameters were estimated within a Bayesian nonstationary rainfall frequency framework. The hybrid forecasting model was validated through an cross-validatory experiment using the recent rainfall events during 2014~2017 in both basins. The seasonal precipitation results showed a good agreement with the observations, which is about 86.3% and 98.9% in Han-River basin and Geum-River basin, respectively. Similarly, for the extreme rainfalls at sub-daily scale, the results showed a good correspondence between the observed and simulated rainfalls with a range of 65.9~99.7%. Therefore, it can be concluded that the proposed model could be used to better consider climate variability at multiple time scales.

An Analysis on the Data Distribution of Construction Equipment Operations - A Case on Muck Hauling System - (건설 장비 운영 데이터 분포 특성에 관한 연구 - 버력 처리 시스템을 중심으로 -)

  • Seo, Hyeong Beom;Jung, Won Ji;Kim, Kyoungmin;Kim, Kyong Ju
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.4D
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    • pp.661-670
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    • 2006
  • The utilization of simulation has been limited in planning construction process because it is difficult to collect data and build a model using simulation method. This study collects construction operation data and analyzes the characteristics of its distribution. Through the statistical analysis on the empirical data, this study identifies Beta distribution functions is one of the most proper in duplicating the characteristics of construction equipment operation data into a computer simulation. The information obtained in this study can support preparing input data for another simulation.

A Study on the Dose Assessment Methodology Using the Probabilistic Characteristics of TL Element Response (확률분포 특성을 이용한 열형광선량계의 선량평가방법에 관한 연구)

  • Cho, Dae-Hyung;Oh, Jang-Jin;Han, Seung-Jae;Na, Seong-Ho;Hwang, Won-Guk;Lee, Won-Keun
    • Journal of Radiation Protection and Research
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    • v.23 no.3
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    • pp.123-138
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    • 1998
  • Characteristics of element responses of Panasonic UD802 personnel dosimeters in the X, ${\beta}$, ${\gamma}$, ${\gamma}/X$, ${\gamma}/{\beta}$ and ${\gamma}$/neutron mixed fields were assessed. A dose-response algorithm has been developed to decide the high probability of a radiation type and energy by using the distribution in all six ratios of the multi-element TLD. To calculate the 4-element response factors and ratios between the elements of the Panasonic TLDs in the X, $\beta$, and $\gamma$ radiation fields, Panasonic’s UD802 TLDs were irradiated with KINS’s reference irradiation facility. In the photon radiation field, this study confirms that element-3 (E3) and element-4 (E4) of the Panasonic TLDs show energy dependent both in low- and intermediate-energy range, while element-1 (E1) and element-2 (E2) show little energy dependency in the entire whole range. The algorithm, which was developed in this study, was applied to the Panasonic personnel dosimetry system with UD716AGL reader and UD802 TLDs. Performance tests of the algorithm developed was conducted according to the standards and criteria recommended in the ANSI N13.11. The sum of biases and standard deviations was less than 0.232. The values of biases and standard deviations are distributed within a triangle of a lateral value of 0.3 in the ordinate and abscissa, With the above algorithm, Panasonic TLDs satisfactorily perform optimum dose assessment even under an abnormal response of the TLD elements to the energy imparted. This algorithm can be applied to a more rigorous dose assessment by distinguishing an unexpected dose from the planned dose for the most practical purposes, and is useful in conducting an effective personnel dose control program.

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Reliability Analysis Offshore Wind Turbine Support Structure Under Extreme Ocean Environmental Loads (극한 해양 환경하중을 고려한 해상풍력터빈 지지구조물의 신뢰성 해석)

  • Lee, Sang Geun;Kim, Dong Hyawn
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.26 no.1
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    • pp.33-40
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    • 2014
  • Reliability analysis of jacket type offshore wind turbine (OWT) support structure under extreme ocean environmental loads was performed. Limit state function (LSF) of OWF support structure is defined by using structural dynamic response at mud-line. Then, the dynamic response is expressed as the static response multiplied by dynamic response factor (DRF). Probabilistic distribution of DRF is found from response time history under design significant wave load. Band limited beta distribution is used for internal friction angle of ground soil. Wind load is obtained in the form of thrust force from commercial code called GH_Bladed and then, applied to tower hub as random load. In a numerical example, the response surface method (RSM) is used to express LSF of jacket type support structure for 5MW OWF. Reliability index is found using first order reliability method (FORM).

Qualitative RBI Analysis in Considered with Uncertain Variables by Probabilistic Distribution (확률분포에 따른 불확실한 변수를 고려한 위험도기반의 정성적 평가)

  • Heo, Ho-Jin;Jeong, Jae-Uk;Kim, Joo-Dong;Choi, Jae-Boong;Choi, Song-Chun;Hwang, In-Ju
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.25 no.2
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    • pp.70-78
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    • 2013
  • Plants which are having conditions of high temperature and pressure always are exposed to danger. In order to prevent unexpected accidents, safety management that can effectively and appropriately examine facilities is required in plant operation. RBI(Risk-Based Inspection) technology in API 581 is one of standard management technique for evaluating risk on petroleum plants. There are qualitative and quantitative assessments in RBI methodology. Quantitative evaluation step is complex and required much information, so high-risk facilities in plant are selected firstly by qualitative method. Qualitative RBI is performed by choosing the answer in prepared questionnaire. However, it is difficult to believe thoroughly results from survey including ambiguous information. In this study, the procedure of qualitative RBI analysis with considering probability distribution concept were proposed by using Monte Carlo simulation method in order to increase reliability in spite of uncertain factors. In addition, qualitative risk of cooling system for LNG plant was evaluated using proposed procedure. Although 20 items of total 39 assessment items are applied to uncertain factors, risk section of high probability(89%) were verified. The detailed results were described in manuscript.

Estimating Cumulative Distribution Functions with Maximum Likelihood to Sample Data Sets of a Sea Floater Model (해상 부유체 모델의 표본 데이터에 대해서 최대우도를 갖는 누적분포함수 추정)

  • Yim, Jeong-Bin;Yang, Won-Jae
    • Journal of Navigation and Port Research
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    • v.37 no.5
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    • pp.453-461
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    • 2013
  • This paper describes evaluation procedures and experimental results for the estimation of Cumulative Distribution Functions (CDF) giving best-fit to the sample data in the Probability based risk Evaluation Techniques (PET) which is to assess the risks of a small-sized sea floater. The CDF in the PET is to provide the reference values of risk acceptance criteria which are to evaluate the risk level of the floater and, it can be estimated from sample data sets of motion response functions such as Roll, Pitch and Heave in the floater model. Using Maximum Likelihood Estimates and with the eight kinds of regulated distribution functions, the evaluation tests for the CDF having maximum likelihood to the sample data are carried out in this work. Throughout goodness-of-fit tests to the distribution functions, it is shown that the Beta distribution is best-fit to the Roll and Pitch sample data with smallest averaged probability errors $\bar{\delta}(0{\leq}\bar{\delta}{\leq}1.0)$ of 0.024 and 0.022, respectively and, Gamma distribution is best-fit to the Heave sample data with smallest $\bar{\delta}$ of 0.027. The proposed method in this paper can be expected to adopt in various application areas estimating best-fit distributions to the sample data.

Statistical Variability of Mechanical Properties of Reinforcements (철근 콘크리트용 봉강의 역학적 특성의 통계적 변동성)

  • Kim, Jee Sang;Paek, Min Hee
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.2A
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    • pp.115-120
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    • 2011
  • The strength of reinforced concrete members has uncertainty from material properties of, concrete and reinforcements, section dimensions, and construction errors and so on. The accurate evaluation of these uncertainties is necessary to assure the reasonable safety. The uncertainties should be taken into account in design using structural reliability theory which requires probabilistic models for such uncertainties. In current Korean design code, most reliability evaluations were performed based on foreign data because of lack of local data. In this paper, the probabilistic models for yield strength of reinforcements were developed based on local data. The effects of various factors, nominal yield strength, diameter of reinforcements, and companies, on the models are also examined. According to data analysed, the effects of those factors are not significant. The probability model for yield strength of reinforcements in Korea can be expressed with Beta distribution based on collected data.

A BPN model for Web-based Business Process Reengineering and Specification (웹 기반 비즈니스 프로세스의 리엔지니어링과 명세를 위한 BPN 모형)

  • Jang, Soo-Jin;Choi, Sang-Soo;Lee, Gang-Soo
    • The KIPS Transactions:PartD
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    • v.10D no.3
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    • pp.471-488
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    • 2003
  • A web-based information system, that is a dominant type of information systems, suffers from the “web crisis” in development and maintenance of the system. To cope with the problem, a technology of reengineering to web-based business process, which is one of web engineering, is strongly needed. In this paper, we propose a BPN(Business Process Net) model and reengineering guides along with an application example, which are used for modeling web-based business processes and migrating to web-based information system. BPN model is a type of not only a Beta-distributed stochastics Petri net, but also an executable Activity diagram. BPN is modeled by using the Use Case analysis method and the Beta-distribution. The later is used for the purpose of modeling the uncertainty of execution time and cost of a business process. BPN model and reengineering heuristics might be used as a formal common model for business process specification languages, and analysis and design method for Web-based Information system, respectively.