• 제목/요약/키워드: Probability functions

검색결과 724건 처리시간 0.022초

Monte Carlo Estimation of Multivariate Normal Probabilities

  • Oh, Man-Suk;Kim, Seung-Whan
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.443-455
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    • 1999
  • A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

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A New Constant Modulus Algorithm based on Maximum Probability Criterion

  • 김남용
    • 한국통신학회논문지
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    • 제34권2A호
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    • pp.85-90
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    • 2009
  • In this paper, as an alternative to constant modulus algorithm based on MSE, maximization of the probability that equalizer output power is equal to the constant modulus of the transmitted symbols is introduced. The proposed algorithm using the gradient ascent method to the maximum probability criterion has superior convergence and steady-state MSE performance, and the error samples of the proposed algorithm exhibit more concentrated density functions in blind equalization environments. Simulation results indicate that the proposed training has a potential advantage versus MSE training for the constant modulus approach to blind equalization.

연료분무의 위상도플러 측정과 확률밀도함수의 도출 (Phase Doppler Measurements and Probability Density Functions in Liquid Fuel Spray)

  • 구자예
    • 대한기계학회논문집
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    • 제18권4호
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    • pp.1039-1049
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    • 1994
  • The intermitternt and transient fuel spray have been investigated from the simultaneous measurement of droplet sizes and velocities by using Phase/Doppler Particle Analyzer(PDPA). Measurement have been done on the spray axis and at the edge of the spray near nozzle at various gas-to-liquid density ratios(.rho./sub g//.rho./sub l/) that ranges from those found in free atmospheric jets to conditions typical of diesel engines. Probability density distributions of the droplet size and velocity were obtained from raw data and mathematical probability density functions which can fit the experimental distribations were extracted using the principle of maximum likelihood. In the near nozzle region on the spray axis, droplet sizes ranged from the lower limit of the measurement system to the order of nozzle diameter for all (.rho./sub g/ /.rho./sub l/) and droplet sizes tended to be small on the spray edge. At the edge of spray, average droplet velocity peaked during needle opening and needle closing. The rms intensity is greatly incresed as the radial distance from the nozzle is increased. The probability density function which can best fit the physical breakage process such as breakup of fuel drops is exponecially decreasing log-hypebolic function with 4 parameters.

홍수 시 콘크리트 중력식댐의 위험도 분석을 위한 파괴확률 산정 (Failure Probability Assessment for Risk Analysis of Concrete Gravity Dam under Flood)

  • 조수진;신성우;심성한;임정열
    • 한국안전학회지
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    • 제31권6호
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    • pp.58-66
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    • 2016
  • This study aims to estimate the failure probability of concrete gravity dams for their risk analysis under flood situation. To the end, failure modes of concrete gravity dams and their limit state functions are proposed based on numerous review of domestic and international literatures on the dam failure cases and design standards. Three failure modes are proposed: overturning, sliding, and overstress. Based on the failure modes the limit state functions, the failure probability is assessed for a weir section and a non-weir section of a dam in Korea. As water level is rising from operational condition to extreme flood condition, the failure probability is found to be raised up to the warning condition, especially for overturning mode at the non-weir section. The result can be used to reduce the risk of the dam by random environmental variables under possible flood situation.

Spectrum Sensing Techniques for Cognitive radio-A Review

  • Matin, Mohammad A.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권11호
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    • pp.3638-3654
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    • 2014
  • Cognitive Radio (CR) users need to sense the environment or channel at regular time interval for sharing the spectrum band of the primary users (PUs). Once find the spectrum idle, CR users start their transmission through it. Even while transmitting, they need to continue the sensing process so that they can leave the spectrum immediately whenever find a PU wanting to use the band. Therefore, detecting PUs is one of the main functions of cognitive radio before transmission and higher the detection probability ensures better protection to the primary users. However, it is not possible to attain a high detection probability (or a low miss detection probability) and low false alarm probability simultaneously as there is a tradeoff between false alarm probability ($P_{fa}$) and the probability of detection ($P_d$). In this paper, the author has provided a comprehensive study on different sensing techniques and discussed their advantages and disadvantages. Moreover, it is expected that, with this article, readers can have a through understanding of sensing techniques in CR and the current research trends in this area.

경사제 피복재의 유지관리를 위한 추계학적 확률모형 (Stochastic Probability Model for Preventive Management of Armor Units of Rubble-Mound Breakwaters)

  • 이철응;김상욱
    • 대한토목학회논문집
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    • 제33권3호
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    • pp.1007-1015
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    • 2013
  • 하중 발생과정에 따른 누적피해의 선형뿐만 아니라 비선형 거동을 해석할 수 있는 추계학적 확률모형이 수립되었다. 여러 종류의 피해강도함수를 도입하여 내용년수의 파괴확률과 비선형 누적피해의 거동이 자세히 해석되었다. 특히 본 연구에서는 저항한계를 임의의 분포함수를 갖는 확률변수로 취급하여 한계상태의 불확실성을 고려하였다. 또한 피복재에 대한 피해수준을 이용하여 처음으로 추계학적 확률모형을 경사제에 적용하였다. 실험 자료와의 비교를 통해 추정된 경사제 피복재에 대해 피해강도함수를 이용하여 내용년수에 따른 파괴확률과 비선형 누적피해의 거동을 해석하였다. 마지막으로 해석 결과를 이용하여 경사제 피복재의 보수 보강 시점과 최소한의 보수 보강규모를 정량적으로 산정할 수 있는 예방적 유지관리 방법을 제시하였다.

CLASSIFICATION ON ARITHMETIC FUNCTIONS AND CORRESPONDING FREE-MOMENT L-FUNCTIONS

  • Cho, Ilwoo
    • 대한수학회보
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    • 제52권3호
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    • pp.717-734
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    • 2015
  • In this paper, we provide a classification of arithmetic functions in terms of identically-free-distributedness, determined by a fixed prime. We show then such classifications are free from the choice of primes. In particular, we obtain that the algebra $A_p$ of equivalence classes under the quotient on A by the identically-free-distributedness is isomorphic to an algebra $\mathbb{C}^2$, having its multiplication $({\bullet});(t_1,t_2){\bullet}(s_1,s_2)=(t_1s_1,t_1s_2+t_2s_1)$.

GENERALIZED 'USEFUL' INFORMATION GENERATING FUNCTIONS

  • Hooda, D.S.;Sharma, D.K.
    • Journal of applied mathematics & informatics
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    • 제27권3_4호
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    • pp.591-601
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    • 2009
  • In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

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근사모델 및 성공확률을 이용한 강건설계 (A Robust Design Using Approximation Model and Probability of Success)

  • 송병철;이권희
    • 한국기계가공학회지
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    • 제7권3호
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    • pp.3-11
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    • 2008
  • Robust design pioneered by Dr. G. Taguchi has been applied to versatile engineering problems for improving quality. Since 1980s, the Taguchi method has been introduced to numerical optimization, complementing the deficiencies of deterministic optimization, which is often called the robust optimization. In this study, the robust optimization strategy is proposed by considering the robustness of objective and constraint functions. The statistics of responses in the functions are surrogated by kriging models. In addition, objective and/or constraint function is represented by the probability of success, thus facilitating robust optimization. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

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