• 제목/요약/키워드: Probability distributions

검색결과 739건 처리시간 0.023초

SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

순별증발량 자료의 적정 확률분포형 선정 (Selection of Appropriate Probability Distribution Types for Ten Days Evaporation Data)

  • 김선주;박재흥;강상진
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1998년도 학술발표회 발표논문집
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    • pp.338-343
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    • 1998
  • This study is to select appropriate probability distributions for ten days evaporation data for the purpose of representing statistical characteristics of real evaporation data in Korea. Nine probability distribution functions were assumed to be underlying distributions for ten days evaporation data of 20 stations with the duration of 20 years. The parameter of each probability distribution function were estimated by the maximum likelihood approach, and appropriate probability distributions were selected from the goodness of fit test. Log Pearson type III model was selected as an appropriate probability distribution for ten days evaporation data in Korea.

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후진 미분 연산자를 이용한 이산확률분포의 적률 유도 (Derivations of moments for discrete probability distributions using backward difference operators)

  • 조길호
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.505-513
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    • 2011
  • 본 논문의 목적은 후진 미분 연산자를 이용하여 이산확률분포에 대한 원점으로부터의 r차 적률을 구하는 공식을 유도한다. 이 공식을 이용함으로써 r차 적률은 0에서 계산된 $x^r$의 r번째 후진 미분 연산자까지의 일차결합으로써 계산됨을 알 수 있다.

농촌그린빌리지 조성을 위한 일별 잠재적 태양광발전량의 적정확률분포형 추정 - 서산지역을 중심으로 - (Estimating Optimal Probability Distributions of Daily Potential Photovoltaic Power Generation for Development of Rural Green-Village by Solar Energy - with Area of Seosan Weather Station -)

  • 김대식;구승모;남상운
    • 한국농공학회논문집
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    • 제50권6호
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    • pp.37-47
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    • 2008
  • Photovoltaic power generation is currently being recognized as one of the most popular sources for renewable resources over the country. Although it is also being adapted to rural area for may reasons, it is important to estimate the magnitudes of power outputs with reliable statistical methodologies, while applying historical daily solar energy data, for correct feasibility analysis. In this study, one of the well-known statistical methodologies is employed to define the appropriate probability distributions for monthly power outputs for the selected rural area, county of Seo-san, province of Chungnam. The results imply that the assumption of normal distributions for several months may lead to incorrect decision-making and therefore lead to the unreliable feasibility analysis. Generalized beta and triangular distributions were found to be superior to normal distribution, when describing monthly probability distributions for daily photovoltaic power. Based on the appropriate distributions resulted from this study, Monte Carlo simulation technique was also applied to provide additional flexible information for the relevant decision makers. This study found out new finding that the probability distributions should be considered to make planning of the photovoltaic power system in rural village unit, in order to give reasonable economic analysis to the decision makers.

Moments of Probability Distributions Derived Using Differential Operators

  • Kwan-Joong Kang
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.189-193
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    • 1996
  • In 1992. Boullion obtained the method of the calculus of the moments of discrete probability distributions using differential operator, and he published the method of calculus of the moments. The purpose of this paper is to introduce an idea that this method can be applied to calculate the moments of continuous probability distributions.

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사회연결망분석을 이용한 확률분포들의 이용빈도 구조에 대한 연구 (A Study on the Frequency Structure of Probability Distributions Using Social Network Analysis)

  • 장대흥;이성백
    • 응용통계연구
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    • 제24권6호
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    • pp.1169-1179
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    • 2011
  • 본 논문에서 포털사이트의 정보를 이용한 사회연결망분석을 통하여 통계학 책에서 주로 언급되는 확률분포들의 종류와 쓰임새에 대한 설명이 일상생활에서 언급되는 확률분포들과 어떤 관계가 있는 지 알아본다. 이를 통하여 우리들의 일상생활을 염두에 둘 때 통계학 책에서 강조하여야 할 확률분포들에 대하여 알아본다.

두꺼운 꼬리를 갖는 연속 확률분포들의 꼬리 확률에 관하여 (On Tail Probabilities of Continuous Probability Distributions with Heavy Tails)

  • 윤석훈
    • 응용통계연구
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    • 제26권5호
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    • pp.759-766
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    • 2013
  • 본 논문에서는 두꺼운 꼬리를 갖는 확률분포들의 여러 부류에 대해서 살펴본다. 주어진 하나의 확률분포가 이들 중 어떤 부류에 속하는 지를 알려면 해당 분포의 꼬리 확률에 대한 (점근) 표현식을 알아야만 한다. 그러나 대다수의 절대 연속 확률분포들은 분포함수가 아닌 확률밀도함수로 명시되기 때문에 통상적으로 이들의 꼬리 확률에 대한 표현식을 얻는 작업은 그리 쉬운 일이 아니다. 본 논문에서는 이러한 경우 확률밀도함수만을 이용하여 꼬리 확률에 대한 점근 표현식을 쉽게 얻을 수 있는 하나의 방법을 제안한다. 또한 제안한 방법을 설명하기 위하여 몇가지 예를 첨부한다.

ON CHARACTERIZING THE GAMMA AND THE BETA q-DISTRIBUTIONS

  • Boutouria, Imen;Bouzida, Imed;Masmoudi, Afif
    • 대한수학회보
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    • 제55권5호
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    • pp.1563-1575
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    • 2018
  • In this paper, our central focus is upon gamma and beta q-distributions from a probabilistic viewpoint. The gamma and the beta q-distributions are characterized by investing the nature of the joint q-probability density function through the q-independence property and the q-Laplace transform.

평균응력이 AZ31 마그네슘합금의 렌덤진전균열크기 확률분포에 미치는 영향 (Effect of Mean Stress on Probability Distribution of Random Grown Crack size in Magnesium Alloy AZ31)

  • 최선순;이억섭
    • 한국생산제조학회지
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    • 제18권5호
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    • pp.536-543
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    • 2009
  • In this paper the mean stress effects on the probability distribution of the random grown crack size at a specified loading cycle are studied through the fatigue crack propagation tests, which are conducted on the specimens of magnesium alloy under four different stress ratios. Through 80 replicates the probability distributions of the grown crack size are obtained. The goodness-of-fit for probability distributions of the random grown crack size are investigated by Anderson-Darling test and the best fit for those probability distributions is found to be a 3-parameter Weibull distribution. The effects of the mean stress on the probability distribution of the random grown crack size are also estimated.

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Extreme wind speeds from multiple wind hazards excluding tropical cyclones

  • Lombardo, Franklin T.
    • Wind and Structures
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    • 제19권5호
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    • pp.467-480
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    • 2014
  • The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.