• 제목/요약/키워드: Maximum Probability

검색결과 1,097건 처리시간 0.026초

A Note on a New Two-Parameter Lifetime Distribution with Bathtub-Shaped Failure Rate Function

  • Wang, F.K.
    • International Journal of Reliability and Applications
    • /
    • 제3권1호
    • /
    • pp.51-60
    • /
    • 2002
  • This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

  • PDF

사면(斜面)의 삼차원(三次元) 파괴확률(破壞確率)에 관(關)한 연구(硏究)(II) (A Three Dimensional Study on the Probability of Slope Failure(II))

  • 김영수;차홍준;정성관
    • 산업기술연구
    • /
    • 제3권
    • /
    • pp.53-63
    • /
    • 1983
  • The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; Pf=M/N N : Total number of trials M : Total number of failures Some of the conclusions derived from the case study include; 1. Three dimensional factors of safety are generally much higher than 2-D factors of safety. However situations appear to exist where the 3-D factor of safety can be lower than the 2-D factor of safety. 2. The F3/F2 ratio appears to be quite sensitive to c and ${\phi}$ and to the shape of the 3-D shear surface and the slope but not to be to the unit weight of soil. 3. In cases that strength parameters are assumed to be normal variated and beta variated, the relationships between safety factor and the probability of failure are fairly consistent, regardless of the shape of the 3-D shear surface and the slope. 4. As the c-value is increased, the probability of failure for the same safety factor is increased and as the ${\phi}-value$ is increased, the probability of failure for the same safety factor is decreased.

  • PDF

Fragility analysis of R/C frame buildings based on different types of hysteretic model

  • Borekci, Muzaffer;Kircil, Murat S.
    • Structural Engineering and Mechanics
    • /
    • 제39권6호
    • /
    • pp.795-812
    • /
    • 2011
  • Estimation of damage probability of buildings under a future earthquake is an essential issue to ensure the seismic reliability. Fragility curves are useful tools for showing the probability of structural damage due to earthquakes as a function of ground motion indices. The purpose of this study is to compare the damage probability of R/C buildings with low and high level of strength and ductility through fragility analysis. Two different types of sample buildings have been considered which represent the building types mentioned above. The first one was designed according to TEC-2007 and the latter was designed according to TEC-1975. The pushover curves of sample buildings were obtained via pushover analyses. Using 60 ground motion records, nonlinear time-history analyses of equivalent single degree of freedom systems were performed using bilinear hysteretic model and peak-oriented hysteretic model with stiffness - strength deterioration for each scaled elastic spectral displacement. The damage measure is maximum inter-story drift ratio and each performance level considered in this study has an assumed limit value of damage measure. Discrete damage probabilities were calculated using statistical methods for each considered performance level and elastic spectral displacement. Consequently, continuous fragility curves have been constructed based on the lognormal distribution assumption. Furthermore, the effect of hysteresis model parameters on the damage probability is investigated.

SER Analysis of QAM with Space Diversity in Rayleigh Fading Channels

  • Kim, Chang-Joo;Kim, Young-Su;Jeong, Goo-Young;Mun, Jae-Kyung;Lee, Hyuck-Jae
    • ETRI Journal
    • /
    • 제17권4호
    • /
    • pp.25-35
    • /
    • 1996
  • This paper derives the symbol error probability for quadrature amplitude modulation(QAM) with L-fold space diversity in Rayleigh fading channels. Two combining techniques, maximal ratio combining(MRC) and selection combining(SC), are considered. The formula for MRC space diversity is obtained by averaging the symbol error probability of M-ary QAM in an additive white Gaussian noise(AWGN) channel over a chi-square distribution with 2L degrees of freedom. The obtained formula overcomes the limitations of the earlier work, which has been limited only to deriving the symbol error rate(SER) of QAM with two branch MRC space diversity. The formula for SC space diversity is obtained by averaging the symbol error probability of M-ary QAM in an AWGN channel over the distribution of the maximum signal-to noise ratio among all of the diversity channels for SC space diversity has been reported yet. Analytical results show that the probability of error decreases with the order of diversity gain per additional branch decreases as the number of branches becomes larger. On the other hand, the performance of 16 QAM with MRC becomes much better than that of SC as the number of branches becomes larger. By giving the order of diversity, L, and the number of signal points, M, we have been able to obtain the SER performance of QAM with general space diversity. These results can be used to determine the order of diversity to achieve the desired SER in land mobile communication system employing QAM modulation.

  • PDF

오염부하량 할당에 있어서 다목적 유전알고리즘의 적용 방법에 관한 연구 (Application of multi-objective genetic algorithm for waste load allocation in a river basin)

  • 조재현
    • 환경영향평가
    • /
    • 제22권6호
    • /
    • pp.713-724
    • /
    • 2013
  • In terms of waste load allocation, inequality of waste load discharge must be considered as well as economic aspects such as minimization of waste load abatement. The inequality of waste load discharge between areas was calculated with Gini coefficient and was included as one of the objective functions of the multi-objective waste load allocation. In the past, multi-objective functions were usually weighted and then transformed into a single objective optimization problem. Recently, however, due to the difficulties of applying weighting factors, multi-objective genetic algorithms (GA) that require only one execution for optimization is being developed. This study analyzes multi-objective waste load allocation using NSGA-II-aJG that applies Pareto-dominance theory and it's adaptation of jumping gene. A sensitivity analysis was conducted for the parameters that have significant influence on the solution of multi-objective GA such as population size, crossover probability, mutation probability, length of chromosome, jumping gene probability. Among the five aforementioned parameters, mutation probability turned out to be the most sensitive parameter towards the objective function of minimization of waste load abatement. Spacing and maximum spread are indexes that show the distribution and range of optimum solution, and these two values were the optimum or near optimal values for the selected parameter values to minimize waste load abatement.

다중파괴모드를 고려한 사면안정해석 (Slope Stability Analysis Considering Multi Failure Mode)

  • 김현기;김수삼
    • 한국철도학회논문집
    • /
    • 제14권1호
    • /
    • pp.24-30
    • /
    • 2011
  • 최저 안전율 또는 최대 파괴확률을 기반으로 하는 기존의 사면안정해석에 대하여, 지반물성과 해석모델이 갖는 고유 불확실성을 최소화하고, 사면안정해석에서 다양한 안정해석모델과 그에 따른 파괴형상을 반영할 수 있도록 다중 파괴모드에 대한 동시 파괴확률을 고려한 사면의 신뢰성해석기법을 제안하였다. 붕괴현장조사를 통하여 현장에서 가장 빈번하게 발생하는 파괴형식을 다파괴모드로 정의하였다. 동시 파괴확률의 산정에는 체계 신뢰성해석분야에서 최근 도입된 선형계획법에 의한 최적화를 이용하였으며, 이를 통하여 여러 가지 해석모델을 신뢰성 기반으로 동시에 고려하여 해석할 수 있다. 이 방법의 적용성 평가를 위하여 기존 문헌에서 나타난 제방에 대한 신뢰성해석 결과와 비교하였다. 다중 파괴모드에 대한 동시 파괴확률을 고려한 사면의 신뢰성 해석을 적용한 결과, 전체 시스템에 대한 대한 안정성을 정량적으로 산출할 수 있음을 확인하였다.

두 릴레이가 존재할 때 삼중 홉 중계와 베스트 릴레이 선택 후 이중 홉 중계 방식의 아웃티지 확률 비교 (Comparison of Outage Probability Between Best-relay 2-hop Relaying and 3-hop Relaying)

  • 윤유선;김동우
    • 한국통신학회논문지
    • /
    • 제35권1B호
    • /
    • pp.136-143
    • /
    • 2010
  • 본 논문에서는 임의로 분포되어 있는 레일리 페이딩(Rayleigh fading) 채널 하에서 소스노드와 목적지 노드 사이의 직접 경로가 존재하고 복호 후 전송(decode-and-forward) 방식을 사용하여 중계하는 시스템을 고려한다. 이때, 다수의 릴레이 가운데 베스트 릴레이를 선택하여 이중 홉을 사용하여 통신하는 경우와 다중 홉을 사용하여 통신하는 경우의 아웃티지 확률을 구하고, 이를 통해 그 성능을 비교한다. 여기서 소스 노드와 릴레이들로부터 목적지 노드가 받은 모든 신호는 maximum ratio combining (MRC) 기법을 사용하여 결합하였고, 모든 경우에 대하여 목적지 노드에서 받은 수신 신호의 SNR이 갖는 확률 밀도 함수(probability density function, PDF)와 누적 확률 변수(cumulative density function, CDF)를 유도하였다. 이와 같이 구한 아웃티지 확률을 통해 릴레이의 개수가 2개일 때를 가정하고 실험한 결과, 채널 상태가 나쁠수록 다중 홉을 사용하여 통신하는 기법이 베스트 릴레이 선택 기법보다 좋은 성능을 보였다.

영확률 최대화에 근거한 효율적인 적응 알고리듬 (Efficient Adaptive Algorithms Based on Zero-Error Probability Maximization)

  • 김남용
    • 한국통신학회논문지
    • /
    • 제39A권5호
    • /
    • pp.237-243
    • /
    • 2014
  • 이 논문에서는, 영확률을 최대화 (maximum zero-error probability, MZEP) 하도록 설계된 알고리듬에서 가중치 갱신에 쓰이는 기존의 블록 처리 방식의 합산 연산을 대신하여, 다음 기울기 계산에 현재 계산된 기울기를 활용할 수 있는 효율적인 가중치 갱신 계산 방식을 제안하였다. 실험 결과로부터, 제안한 방식은 원래의 MZEP 와 동일한 성능을 나타내면서도 오차 버퍼가 불필요하여 시스템의 복잡도를 감소시키며 연산 시간을 현저히 줄일 수 있다. 또한 제안한 알고리듬은 오차 엔트로피 (error-entropy)를 최소화하도록 설계된 알고리듬보다 우수한 수렴 속도를 지닌다.

Quantile regression analysis: A novel approach to determine distributional changes in rainfall over Sri Lanka

  • S.S.K, Chandrasekara;Uranchimeg, Sumiya;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 2017년도 학술발표회
    • /
    • pp.228-232
    • /
    • 2017
  • Extreme hydrological events can cause serious threats to the society. Hence, the selection of probability distributions for extreme rainfall is a fundamental issue. For this reason, this study was focused on understanding possible distributional changes in annual daily maximum rainfalls (AMRs) over time in Sri Lanka using quantile regression. A simplified nine-category distributional-change scheme based on comparing empirical probability density function of two years (i.e. the first year and the last year), was used to determine the distributional changes in AMRs. Daily rainfall series of 13 station over Sri Lanka were analyzed for the period of 1960-2015. 4 distributional change categories were identified for the AMRs. 5 stations showed an upward trend in all the quantiles (i.e. 9 quantiles: from 0.05 to 0.95 with an increment of 0.01 for the AMR) which could give high probability of extreme rainfall. On the other hand, 8 stations showed a downward trend in all the quantiles which could lead to high probability of the low rainfall. Further, we identified a considerable spatial diversity in distributional changes of AMRs over Sri Lanka.

  • PDF

Uncertainty Analysis of Dynamic Thermal Rating of Overhead Transmission Line

  • Zhou, Xing;Wang, Yanling;Zhou, Xiaofeng;Tao, Weihua;Niu, Zhiqiang;Qu, Ailing
    • Journal of Information Processing Systems
    • /
    • 제15권2호
    • /
    • pp.331-343
    • /
    • 2019
  • Dynamic thermal rating of the overhead transmission lines is affected by many uncertain factors. The ambient temperature, wind speed and wind direction are the main sources of uncertainty. Measurement uncertainty is an important parameter to evaluate the reliability of measurement results. This paper presents the uncertainty analysis based on Monte Carlo. On the basis of establishing the mathematical model and setting the probability density function of the input parameter value, the probability density function of the output value is determined by probability distribution random sampling. Through the calculation and analysis of the transient thermal balance equation and the steady- state thermal balance equation, the steady-state current carrying capacity, the transient current carrying capacity, the standard uncertainty and the probability distribution of the minimum and maximum values of the conductor under 95% confidence interval are obtained. The simulation results indicate that Monte Carlo method can decrease the computational complexity, speed up the calculation, and increase the validity and reliability of the uncertainty evaluation.