• 제목/요약/키워드: Poisson Distribution

검색결과 586건 처리시간 0.022초

UNCERTAINTIES IN THE STAR-COUNT ANALYSIS

  • Hong, Seung-Soo;Lee, See-Woo
    • 천문학회지
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    • 제21권2호
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    • pp.155-171
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    • 1988
  • We have examined how sensitively the extinction value determined by the method of star-count depends on such factors as the plate limit, the size of counting reseau, the non-linearity in the number distribution of stars with magnitude, and the angular resolution demanded by the given problem. We let the Poisson distribution portray the statistical nature of the countings, and chose the region containing the globule Barnard 361 as an example field. Uncertainties due to various combinations of the factors are presented in graphic forms: (1) Dynamic range in the extinction measurements is evaluated as a function of reseau size for varying plate limits. (2) Statistical errors involved in the star-count are analized in terms of the signal-to-noise ratio, the plate limit and the reseau size. (3) Systematic error due to the non-linearity in the number distribution are thoroughly analized. (4) Finally, a methodology is presented for correcting the systematic error in the observed radial density gradient. These graphs are meant to be used in selecting proper size of the reseau and in estimating errors inherent to the star-count analysis.

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The Cluster Damage in a $extsc{k}th-Order$ Stationary Markov Chain

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.235-251
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    • 1999
  • In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

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유한요소법에 의한 삼상유도전동기의 자속분포해석에 관한 연구 (A study on the magnetic flux distribution of 3-phase 4-pole induction motor by finite element method)

  • 임달호;현동석;임태빈
    • 전기의세계
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    • 제30권4호
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    • pp.219-226
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    • 1981
  • The magnetic field distribution in saturable iron part of electromagnetic energy conversion divices is defined by the nonlinear quasi-Poisson enquation that is described the electromagnetic field characteristics and satisfied the natural boundary condition. The solution of this equation is obtained by minimizing an energy functional by means of trial function that defined in triangular subregion of two-dimensional field region. As a result, the accuracy of the machine design is increased by use of its solution. In this respect, this study is developed the basic theory to analyze the magnetic flux distribution in saturable iron part and air gap of induction motor that its secondary part is short circuit by the variational principle, the minimized theory of energy functional, the application of F.E.M., and treatment of computer. As theoritical data compared with the practics, the validity of the theory in this study is supported by experimental findings.

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Analysis of a Queueing Model with Time Phased Arrivals

  • 김제숭
    • 한국산업정보학회논문지
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    • 제12권4호
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    • pp.107-118
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    • 2007
  • A single-server queueing model with infinite buffer and batch arrival of customers is considered. In contrast to the standard batch arrival when a whole batch arrives into the system at one epoch, we assume that the customers of an accepted batch arrive one-by one in exponentially distributed times. Service time is exponentially distributed. Flow of batches is the stationary Poisson arrival process. Batch size distribution is geometric. The number of batches, which can be admitted into the system simultaneously, is subject of control. Analysis of the joint distribution of the number batches and customers in the system and sojourn time distribution is implemented by means of the matrix technique and method of catastrophes. Effect of control on the main performance measures of the system is demonstrated numerically.

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여행비용법에 의한 선상낚시 체험활동의 경제적 가치 추정 : 제주 차귀도를 대상으로 (Estimating the Economic Value of Boat Fishing Experience Activity Using Travel Cost Method: Focused on Jeju Island's Chagwido)

  • 강석규
    • 수산경영론집
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    • 제47권2호
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    • pp.33-41
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    • 2016
  • The purpose of this study is to estimate the economic value of boat fishing experience marine tourism activity in Jeju Island's Chagwido. The economic value is estimated as consumer surplus using count data models including the truncated Poisson model and the truncated negative binominal distribution model. This study collects the effective 504 questionnaires from boat fishing experience tourists in Jeju Island's Chagwido. The truncated negative binominal distribution model was statistically more suitable and valid than other models. The truncated negative binominal distribution model was applied to estimate consumer surplus as economic value from boat fishing experience tourism activity in Jeju Island's Chagwido. A consumer surplus value per trip was estimated as about 209,900 won. The annual economic value from boat fishing experience tourism activity was estimated as 273,700 won in Jeju Island's Chagwido. Consequently, boat fishing experience marine tourism activity has a very large economic value in Jeju Island.

분포 혼합비율의 모수추정을 위한 효율적인 알고리즘에 관한 연구 (A Study for Efficient EM Algorithms for Estimation of the Proportion of a Mixed Distribution)

  • 황강진;박경탁;유희경
    • 품질경영학회지
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    • 제30권4호
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    • pp.68-77
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    • 2002
  • EM algorithm has good convergence rate for numerical procedures which converges on very small step. In the case of proportion estimation in a mixed distribution which has very big incomplete data or of update of new data continuously, however, EM algorithm highly depends on a initial value with slow convergence ratio. There have been many studies to improve the convergence rate of EM algorithm in estimating the proportion parameter of a mixed data. Among them, dynamic EM algorithm by Hurray Jorgensen and Titterington algorithm by D. M. Titterington are proven to have better convergence rate than the standard EM algorithm, when a new data is continuously updated. In this paper we suggest dynamic EM algorithm and Titterington algorithm for the estimation of a mixed Poisson distribution and compare them in terms of convergence rate by using a simulation method.

Three-dimensional modelling of functionally graded beams using Saint-Venant's beam theory

  • Khebizi, Mourad;Guenfoud, Hamza;Guenfoud, Mohamed;El Fatmi, Rached
    • Structural Engineering and Mechanics
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    • 제72권2호
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    • pp.257-273
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    • 2019
  • In this paper, the mechanical behaviour of functionally graded material beams is studied using the 3D Saint-Venant's theory, in which the section is free to warp in and out of its plane (Poisson's effects and out-of-plane warpings). The material properties of the FGM beam are distributed continuously through the thickness by several distributions, such as power-law distribution, exponential distribution, Mori-Tanaka schema and sigmoid distribution. The proposed method has been applied to study a simply supported FGM beam. The numerical results obtained are compared to other models in the literature, which show a high performance of the 3D exact theory used to describe the stress and strain fields in FGM beams.

ON THE EXISTENCE OF THE TWEEDIE POWER PARAMETER IMPLICIT ESTIMATOR

  • Ghribi, Abdelaziz;Hassin, Aymen;Masmoudi, Afif
    • 대한수학회보
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    • 제59권4호
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    • pp.979-991
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    • 2022
  • A special class of exponential dispersion models is the class of Tweedie distributions. This class is very significant in statistical modeling as it includes a number of familiar distributions such as Gaussian, Gamma and compound Poisson. A Tweedie distribution has a power parameter p, a mean m and a dispersion parameter 𝜙. The value of the power parameter lies in identifying the corresponding distribution of the Tweedie family. The basic objective of this research work resides in investigating the existence of the implicit estimator of the power parameter of the Tweedie distribution. A necessary and sufficient condition on the mean parameter m, suggesting that the implicit estimator of the power parameter p exists, was established and we provided some asymptotic properties of this estimator.

시뮬레이션 기법을 이용한 운영리스크 평가 (Simulation-Based Operational Risk Assessment)

  • 황명수;이영재
    • 한국IT서비스학회지
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    • 제4권1호
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    • pp.129-139
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    • 2005
  • This paper proposes a framework of Operational Risk-based Business Continuity System(ORBCS), and develops protection system for operational risk through operational risk assessment and loss distribution approach based on risk management guideline announced in the basel II. In order to find out financial operational risk, business processes of domestic bank are assorted by seven event factors and eight business activities so that we can construct the system. After we find out KRI(Key Risk Indicator) index, tasks and risks, we calculated risk possibility and expected cost by analyzing quantitative data, questionnaire and qualitative approach for AHP model from the past events. Furthermore, we can assume unexpected cost loss by using loss distribution approach presented in the basel II. Each bank can also assume expected loss distributions of operational risk by seven event factors and eight business activities. In this research, we choose loss distribution approach so that we can calculate operational risk. In order to explain number of case happened, we choose poisson distribution, log-normal distribution for loss cost, and estimate model for Monte-Carlo simulation. Through this process which is measured by operational risk. of ABC bank, we find out that loss distribution approach explains closer unexpected cost directly compared than internal measurement approach, and makes less unexpected cost loss.

수명분포가 감마족인 기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 신뢰성장 모형에 관한 비교 연구 (A Study of Infinite Failure NHPP Software Reliability Growth Model base on Record Value Statistics with Gamma Family of Lifetime Distribution)

  • 김희철;신현철
    • 융합보안논문지
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    • 제6권3호
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    • pp.145-153
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    • 2006
  • 본 논문에서는 기록값 통계량을 이용한 무한 고장 NHPP 모형들이 제안되었다. 이 모형들은 결함당 고장 발생률이 단조 증가하거나 단조 감소하는 패턴을 가진다. 그리고 수명 분포에서는 어랑 분포, 랄리 분포와 굼벨를 이용한 소프트웨어 신뢰성 모형을 적용하여 비교연구에 초점을 두었다. 고장 간격 시간 자료를 이용한 무한 고장 NHPP 모형들에 대한 모수 추정법은 최우 추정법을 사용하였고 적용 분포들의 적용을 용이하게 하기 위하여 특수한 형태를 제시하였다. 고장 자료의 분석을 위하여 산술 및 라플라스 추세 검정과 적합도 및 치우침 검정을 실시하여 그 결과를 나열하였다.

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