• Title/Summary/Keyword: Probability distributions

Search Result 741, Processing Time 0.025 seconds

Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique (컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석)

  • Lee, Hyunman;Kim, Taegon;Choi, Won;Suh, Kyo;Lee, JeongJae
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.55 no.5
    • /
    • pp.49-58
    • /
    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

Note on Stochastic Inequalities

  • Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
    • /
    • v.9 no.2
    • /
    • pp.121-125
    • /
    • 1980
  • In this note, we establish a result which characterizes a partial ordering of probability distributions on a partially ordered space by that of conditional distributions. This result is then reduced to prove the conjecture made by Nevius, Proschan and Sethuraman (1977).

  • PDF

Net Inventory Positions in Systems with Non-Stationary Poisson Demand Processes

  • Sung, Chang-Sup
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.6 no.2
    • /
    • pp.51-55
    • /
    • 1981
  • In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.

  • PDF

Predicting typhoons in Korea (국내 태풍 예측)

  • Yang, Heejoong
    • Journal of the Korea Safety Management & Science
    • /
    • v.17 no.1
    • /
    • pp.169-177
    • /
    • 2015
  • We develop a model to predict typhoons in Korea. We collect data for typhoons and classify those depending on the severity level. Following a Bayesian approach, we develop a model that explains the relationship between different levels of typhoons. Through the analysis of the model, we can predict the rate of typhoons, the probability of approaching Korean peninsular, and the probability of striking Korean peninsular. We show that the uncertainty for the occurrence of various types of typhoons reduces dramatically by adaptively updating model parameters as we acquire data.

Some Probability Distributions for a Multi-echelon Inventory System with Time-varying, stochastic Demands (시간에 따라 변하며 추계적 수요를 갖는 다단계 재고시스템의 확률 분포에 관한 연구)

  • 김지승
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.18 no.36
    • /
    • pp.113-120
    • /
    • 1995
  • Much of the past work regarding repairable item stockage has concentrated on the development of models and policies for systems in steady state. However, there are important situations in which the transient behavior is most important. A dramatic example of this is the potential dynamic behavior exhibited by demands and service in the deployment of an Air Force squadron at the onset of a conflict. The purpose of this paper is to derive some probability distributions necessary for providing an integrated approach for a multi-echelon inventory system with nonstationary demands and service rates.

  • PDF

On the Stationary Probability Distributions for the $Schl\ddot{o}gl$ Model with the First Order Transition under the Influence of Singular Multiplicative Noise

  • Kyoung-Ran Kim;Dong J. Lee;Cheol-Ju Kim;Kook Joe Shin
    • Bulletin of the Korean Chemical Society
    • /
    • v.15 no.8
    • /
    • pp.627-631
    • /
    • 1994
  • For the Schlogl model with the first order transition under the influence of the multiplicative noise singular at the unstable steady state, the effects of the parameters on the stationary probability distributions obtained by the Ito and Stratonovich methods are discussed and compared in detail.

Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
    • /
    • v.9 no.3
    • /
    • pp.287-328
    • /
    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

A study on the understanding of mathematics preservice teachers for discrete probability distribution (이산확률분포에 대한 예비수학교사의 이해 분석)

  • Lee, Bongju;Yun, Yong Sik;Rim, Haemee
    • The Mathematical Education
    • /
    • v.59 no.1
    • /
    • pp.47-62
    • /
    • 2020
  • Understanding the concept of probability distribution becomes more important. We considered probabilities defined in the sample space, the definition of discrete random variables, the probability of defined discrete probability distribution, and the relationship between them as knowledge of discrete probability distribution, and investigated the understanding degree of the mathematics preservice teachers. The results are as follows. Firstly, about 70% of preservice teachers who participated in this study expressed discrete probability distribution graphs in ordered pairs or continuous distribution. Secondly, with regard to the two factors for obtaining discrete probability distributions: probability for each element in the sample space and the concept of random variables that convert each element in the sample space into a real value, only 13% of the preservice teachers understood and addressed both factors. Thirdly, 39% of the preservice teachers correctly responded to whether different probability distributions can be defined for one sample space. Fourthly, when the probability of each fundamental event was determined to obtain the probability distribution of the discrete random variables defined in the undefined sample space, approximately 70% habitually calculated by the uniform probability. Finally, about 20% of preservice teachers understood the meaning and relationship of binomial distribution, discrete random variables, and sample space. In relation, clear definitions and full explanations of concept need to be provided from textbooks and a program to improve the understanding of preservice teachers need to be developed.

Characteristics of Probability Distribution of BOD Concentration in Anseong Stream Watershed (안성천 유역의 BOD농도 확률분포 특성)

  • Kim, Kyung Sub;Ahn, Taejin
    • Journal of Korean Society on Water Environment
    • /
    • v.25 no.3
    • /
    • pp.425-431
    • /
    • 2009
  • It is very important to know the probability distribution of water-quality constituents for water-quality control and management of rivers and reservoirs effectively. The probability distribution of BOD in Anseong Stream was analyzed in this paper using Kolmogorov-Smirnov test which is widely used goodness-of-fit method. It was known that the distribution of BOD in Anseong Stream is closer to Log-normal, Gamma and Weibull distributions than Normal distribution. Normal distribution can be partially applied depending on significance level, but Log-normal, Gamma and Weibull distributions can be used in any significance level. Also the estimated Log-normal distribution of BOD at Jinwi3 station was to be compared with the measured in 2001, 2002 and 2003 years. It was revealed that the estimated probability distribution of BOD at Jinwi3 follows a theoretical distribution very well. The applicable probability distribution of BOD can be used to explain more rigorously and scientifically the achievement or violation of target concentration in TMDL(Total Maximum Daily Load).

Probability Distribution of BOD EMC from Paddy Fields (논 유출수 BOD의 유량가중평균농도(EMC) 확률분포)

  • Jin, So-Hyun;Jung, Jae-Woon;Yoon, Kwang-Sik;Choi, Woo-Jung;Choi, Dong-Ho;Kim, Sang-Don;Kang, Jae-Hong;Choi, Yu-Jin
    • Journal of Environmental Science International
    • /
    • v.19 no.9
    • /
    • pp.1153-1159
    • /
    • 2010
  • Identification of probability distribution for water quality constituents from specific land use is important to achieve successful implementation of TMDL program. In this 3-year study, distribution of discharge and BOD(Biological Oxygen Demand) concentration from paddy rice fields were monitored. Four probability distributions, normal, log-normal, Gamma and Weibull were fitted and the goodness-of-fit was assessed using probability plots and Kolmogorov-Smirnov test. $EMC_s$ of BOD in runoff from paddy field ranged 0.37 to $7.99\;mgL^{-1}$, and all four probability distributions were acceptable. But the normal distribution would be preferred for BOD from paddy fields considering nature of straight forward application.