• Title/Summary/Keyword: Cumulative probability distribution

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A study on estimating background concentration of groundwater for water quality assessment in non-water supply district (상수도 미보급 지역의 지하수 수질상태 평가를 위한 배경농도 산정방법에 관한 연구)

  • Yea, Young-Do;Seo, Yong-Gyo;Kim, Rak-Hyeon;Cho, Dong-Jun;Kim, Kwang-Shik;Cho, Wook-Sang
    • Journal of Korean Society of Water and Wastewater
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    • v.28 no.3
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    • pp.345-358
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    • 2014
  • For introducing the groundwater quality assessment using background concentration of groundwater, several methods had been studied to estimate the background concentration of groundwater and to suggest the background concentration of study area. Some methods such as Box whisker plot, Percentile and Cumulative probability distribution had been adopted to estimate background concentration, and it was evaluated that the Cumulative probability distribution method presents more reasonable background concentration because it can consider the data distribution. So we estimated the background concentration of study area using cumulative probability distribution method. We suggested the background concentration for each hydrogeology respectively in case hydrogeological water quality similarity is very low.

Noncentral F-Distribution for an M-ary Phase Shift Keying Wedge-Shaped Region

  • Kim, Jung-Su;Chong, Jong-Wha
    • ETRI Journal
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    • v.31 no.3
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    • pp.345-347
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    • 2009
  • This letter presents an alternative analytical expression for computing the probability of an M-ary phase shift keying (MPSK) wedge-shaped region in an additive white Gaussian noise channel. The expression is represented by the cumulative distribution function of known noncentral F-distribution. Computer simulation results demonstrate the validity of our analytical expression for the exact computation of the symbol error probability of an MPSK system with phase error.

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Evaluation of life Expectancy of Power System Equipment Using Probability Distribution (확률분포를 이용한 전력설비의 기대여명 추정)

  • Kim, Gwang-Won;Hyun, Seung-Ho
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.10
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    • pp.49-55
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    • 2008
  • This paper presents a novel evaluation method of life expectancy of power system equipment. The life expectancy means expected remaining lifetime; it can be usefully utilized to maintenance planning, equipment replacement planning, and reliability assessment. The proposed method is composed of three steps. Firstly, a cumulative probability for future years is evaluated for targeted age year. Secondly, the cumulative probability is modeled by well-blown cumulative distribution function(CDF) such as Weibull distribution. Lastly, life expectancy is evaluated as the mean value of the model. Since the model CDF is established in the proposed method, it can also evaluate the probability of equipment retirement within specific years. The developed method is applied to examples of generators of combined cycle power plants to show its effectiveness.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

A Study on the Evaluation of Linear Cumulative Damage Factor of Membrane Type LNG Tank by use of Probability Density Function (확률밀도함수를 이용한 멤브레인방식 LNG탱크의 선형누적손상도 평가에 관한 연구)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.6
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    • pp.993-999
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    • 2004
  • The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

Theoretical prediction on thickness distribution of cement paste among neighboring aggregates in concrete

  • Chen, Huisu;Sluys, Lambertus Johannes;Stroeven, Piet;Sun, Wei
    • Computers and Concrete
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    • v.8 no.2
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    • pp.163-176
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    • 2011
  • By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

Distribution Characteristics of Data Retention Time Considering the Probability Distribution of Cell Parameters in DRAM

  • Lee, Gyeong-Ho;Lee, Gi-Yeong
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.39 no.4
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    • pp.1-9
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    • 2002
  • The distribution characteristics of data retention time for DRAM was studied in connection with the probability distribution of the cell parameters. Using the cell parameters and the transient characteristics of cell node voltage, data retention time was investigated. The activation energy for dielectric layer growth on cell capacitance, the recombination trap energy for leakage current in the junction depletion region, and the sensitivity characteristics of sense amplifier were used as the random variables to perform the Monte Carlo simulation, and the probability distributions of cell parameters and distribution characteristics of cumulative failure bit on data retention time in DRAM cells were calculated. we found that the sensitivity characteristics of sense amplifier strongly affected on the tail bit distribution of data retention time.

Robust Histogram Equalization Using Compensated Probability Distribution

  • Kim, Sung-Tak;Kim, Hoi-Rin
    • MALSORI
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    • v.55
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    • pp.131-142
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    • 2005
  • A mismatch between the training and the test conditions often causes a drastic decrease in the performance of the speech recognition systems. In this paper, non-linear transformation techniques based on histogram equalization in the acoustic feature space are studied for reducing the mismatched condition. The purpose of histogram equalization(HEQ) is to convert the probability distribution of test speech into the probability distribution of training speech. While conventional histogram equalization methods consider only the probability distribution of a test speech, for noise-corrupted test speech, its probability distribution is also distorted. The transformation function obtained by this distorted probability distribution maybe bring about miss-transformation of feature vectors, and this causes the performance of histogram equalization to decrease. Therefore, this paper proposes a new method of calculating noise-removed probability distribution by using assumption that the CDF of noisy speech feature vectors consists of component of speech feature vectors and component of noise feature vectors, and this compensated probability distribution is used in HEQ process. In the AURORA-2 framework, the proposed method reduced the error rate by over $44\%$ in clean training condition compared to the baseline system. For multi training condition, the proposed methods are also better than the baseline system.

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Measure of Effectiveness for Detection and Cumulative Detection Probability (탐지효과도 및 누적탐지확률)

  • Cho, Jung-Hong;Kim, Jea Soo;Lim, Jun-Seok;Park, Ji-Sung
    • Journal of the Korea Institute of Military Science and Technology
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    • v.15 no.5
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    • pp.601-614
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    • 2012
  • Since the optimized use of sonar systems available for detection is a very practical problem for a given ocean environment, the measure of mission achievability is needed for operating the sonar system efficiently. In this paper, a theory on Measure Of Effectiveness(MOE) for specific mission such as detection is described as the measure of mission achievability, and a recursive Cumulative Detection Probability(CDP) algorithm is found to be most efficient from comparing three CDP algorithms for discrete glimpses search to reduce computation time and memory for complicated scenarios. The three CDPs which are MOE for sonar-maneuver pattern are calculated as time evolves for comparison, based on three different formula depending on the assumptions as follows; dependent or independent glimpses, unimodal or non-unimodal distribution of Probability of Detection(PD) as a function of observation time interval for detection. The proposed CDP algorithm which is made from unimodal formula is verified and applied to OASPP(Optimal Acoustic Search Path Planning) with complicated scenarios.