• Title/Summary/Keyword: Monte Carlo techniques

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Inference of the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Sang-Ki
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.279-293
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    • 2006
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

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A Hybrid Algorithm for Identifying Multiple Outlers in Linear Regression

  • Kim, Bu-yong;Kim, Hee-young
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.291-304
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    • 2002
  • This article is concerned with an effective algorithm for the identification of multiple outliers in linear regression. It proposes a hybrid algorithm which employs the least median of squares estimator, instead of the least squares estimator, to construct an Initial clean subset in the stepwise forward search scheme. The performance of the proposed algorithm is evaluated and compared with the existing competitor via an extensive Monte Carlo simulation. The algorithm appears to be superior to the competitor for the most of scenarios explored in the simulation study. Particularly it copes with the masking problem quite well. In addition, the orthogonal decomposition and Its updating techniques are considered to improve the computational efficiency and numerical stability of the algorithm.

Code acquisition and demodulation performance of the RAKE receiver in the DS/CDMA mobile communication systems (DS/CDMA 이동통신 시스템에서 RAKE 수신기의 코드동기 및 복조 성능분석)

  • 이한섭
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.1
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    • pp.104-115
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    • 1997
  • This paper investigates PN code acquistion algorithm and demodulation performance of the RAKE receiver in the DS/CDMA(direct sequence code division multiple access) sysytems under a multipath fading channel with multiusers. To speed up the acquisition process, PN matched filter is applied and postdetection integration technique comable withthe dynamic threshold set method is proposed. the Maximum-Likelihood algorithmin serial fashion is able to find PN code delay estimates for the RAKE branches using sliding window in a multipath fading channel. The correct acquistion probability and mean acquistion time are used as a performance measure of the system using the Monte Carlo method. The performance of the RAKEreceiver, afte the code acquisition is achieved is the CDMA systems, is also investigated for three major combining techniques.

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Numerical Analysis on Thermal Transpiration Flows for a Micro Pump (열천이 현상을 이용한 마이크로 펌프내의 희박기체유동 해석)

  • Heo, Joong-Sik;Lee, Jong-Chul;Hwang, Young-Kyu;Kim, Youn-J.
    • The KSFM Journal of Fluid Machinery
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    • v.10 no.5
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    • pp.27-33
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    • 2007
  • Rarefied gas flows through two-dimensional micro channels are studied numerically for the performance optimization of a nanomembrane-based Knudsen compressor. The effects of the wall temperature distributions on the thermal transpiration flow patterns are examined. The flow has a pumping effect, and the mass flow rates through the channel are calculated. The results show that a steady one-way flow is induced for a wide range of the Knudsen number. The DSMC(direct simulation Monte Carlo) method with VHS(variable hard sphere) model and NTC(no time counter) techniques has been applied in this work to obtain numerical solutions. A critical element that drives Knudsen compressor Is the thermal transpiration membrane. The membranes are based on aerosol or machined aerogel. The aerogel is modeled as a single micro flow channel.

Sensitivity analysis of probabilistic seismic behaviour of wood frame buildings

  • Gu, Jianzhong
    • Earthquakes and Structures
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    • v.11 no.1
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    • pp.109-127
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    • 2016
  • This paper examines the contribution of three sources of uncertainties to probabilistic seismic behaviour of wood frame buildings, including ground motions, intensity and seismic mass. This sensitivity analysis is performed using three methods, including the traditional method based on the conditional distributions of ground motions at given intensity measures, a method using the summation of conditional distributions at given ground motion records, and the Monte Carlo simulation. FEMA P-695 ground motions and its scaling methods are used in the analysis. Two archetype buildings are used in the sensitivity analysis, including a two-storey building and a four-storey building. The results of these analyses indicate that using data-fitting techniques to obtain probability distributions may cause some errors. Linear interpolation combined with data-fitting technique may be employed to improve the accuracy of the calculated exceeding probability. The procedures can be used to quantify the risk of wood frame buildings in seismic events and to calibrate seismic design provisions towards design code improvement.

Moments and Estimation From Progressively Censored Data of Half Logistic Distribution

  • Sultan, K.S.;Mahmoud, M.R.;Saleh, H.M.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.187-201
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    • 2006
  • In this paper, we derive recurrence relations for the single and product moments of progressively Type-II right censored order statistics from half logistic distribution. Next, we derive the maximum likelihood estimators (MLEs) of the location and scale parameters of the half logistic distribution. In addition, we use the setup proposed by Balakrishnan and Aggarwala (2000) to compute the approximate best linear unbiased estimates (ABLUEs) of the location and scale parameters. Finally, we point out a simulation study to compare between the efficiency of the techniques considered for the estimation.

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An Analysis of Heat Losses from Receivers for a Multifaceted Parabolic Solar Collector (접시형 태양열 집광시스템용 흡수기의 열손실 해석)

  • Ryu, S.Y.;Seo, T.B.;Kang, Y.H.
    • Solar Energy
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    • v.20 no.3
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    • pp.61-73
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    • 2000
  • Heat losses from receivers for a dish-type solar energy collecting system are numerically investigated. The analytical method for predicting conductive heat loss from a cavity receiver is used. The Stine and McDonald Model is used to estimate convective heat loss. Two kinds of techniques for the radiation analysis are used. The Net Radiation Method that is based on the radiation heat balance on the surface is used to calculate the radiation heat transfer rate from the inside surface of the cavity receiver to the environment. The Monte-Carlo Method that is the statistical approach is adopted to predict the radiation heat transfer rate from the reflector to the receiver. Based on the heat loss analysis, the performance of two different receivers for multifaceted parabolic solar collectors with several flat facets can be estimated, and the optimal facet size is obtained.

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Application of Probabilistic Technique for the Development of Fire Accident Scenarios in Railway Tunnel (확률론적 기법을 활용한 철도터널의 화재사고 시나리오의 구성)

  • 곽상록;홍선호;왕종배;조연옥
    • Journal of the Korean Society for Railway
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    • v.7 no.4
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    • pp.302-306
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    • 2004
  • Many long railway tunnels without emergency evacuation system or ventilation system are under construction or in-use in Korea. In the case of tunnel-fire, many fatalities are occur in current condition. Current safety level is estimated in this study, for the efficient investment on safety. But so many uncertainties in major input parameters make the safety estimation difficult. In this study, probabilistic techniques are applied for the consideration of uncertainties in major input parameters. As results of this study, accident scenarios and survival ratio under tunnel fire accident are determined for various conditions.

ECM and GLR Based Multiuser Detection with I-CSI

  • Maio Antonio De;Episcopo Roberto;Lops Marco
    • Journal of Communications and Networks
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    • v.7 no.1
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    • pp.29-35
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    • 2005
  • This paper deals with the problem of multiuser detection over a direct-sequence code-division multiple access (DS-CDMA) channel with incomplete channel state informations (I-CSI). We devise and assess two novel recursive detectors based on the expectation conditional maximization (ECM) algorithm and the generalized likelihood ratio (GLR) principle, respectively. Both receivers entail an affordable computational complexity. Moreover, the performance assessment, conducted via Monte Carlo techniques, shows that they achieve satisfactory performance levels and outperform linear detectors.

Bayesian analysis for the bivariate Poisson regression model: Applications to road safety countermeasures

  • Choe, Hyeong-Gu;Lim, Joon-Beom;Won, Yong-Ho;Lee, Soo-Beom;Kim, Seong-W.
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.851-858
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    • 2012
  • We consider a bivariate Poisson regression model to analyze discrete count data when two dependent variables are present. We estimate the regression coefficients as sociated with several safety countermeasures. We use Markov chain and Monte Carlo techniques to execute some computations. A simulation and real data analysis are performed to demonstrate model fitting performances of the proposed model.