• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.555-564
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• 1997

Uncertainty, which arises when little information is revealed, can be represented by a non-additive probability, while risk is described by an additive one. This paper demonstrates that in the presence of uncertainty a steady state probability exists, which implies that we can estimate an average over a long period even under uncertainty. It is also shown that the steady state probability may not be unique in the presence of uncertainty. This implies that the estimated average under uncertainty is less accurate than under risk.

• 한국컴퓨터정보학회논문지
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• 제18권5호
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• pp.147-156
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• 2013

현대 사회의 각 분야는 산업화와 과학기술의 발전으로 빠르게 변화한다. 그러나 빠른 사회 변화의 부작용으로 다양한 문제가 발생하고 있는데, 그 중 범죄는 큰 문제이다. 본 논문은 범죄를 예측하기 위한 모델로 마코프 체인을 적용한 범죄 예측 모델링을 제안한다. 기존의 마코프 체인 모델링은 한 사건의 전체 상태만으로 미래 예측 확률을 구하였으나, 본 논문은 사건 발생 확률 예측을 높이기 위해 전체 상태 예측 확률과 최근 상태 예측 확률로 나누었다. 그리고 전체 상태 예측 확률과 최근 상태 예측 확률의 평균값을 적용하여 미래 예측 확률 모델링으로 구현했다. 데이터는 범죄 발생 건수를 적용하였다. 그 결과 전체 상태만을 대상으로 예측확률을 적용 하였을 때 보다, 전체 상태와 최근상태로 나누어 확률 값을 구한 후, 그 평균값을 예측 확률로 적용하였을 때, 범죄 발생 예측에 근접하다는 결론을 얻었다.

• 품질경영학회지
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• 제27권4호
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• pp.143-152
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• 1999

In Shewhart control chart, the average run length(ARL) is calculated using the mean of a conventional geometric distribution(CGD) assuming a sequence of identical and independent Bernoulli trials. In this, the success probability of CGB is the probability that any point exceeds the control limits. When the process is in-control state, there is no problem in the above assumption since the probability that any point exceeds the control limits does not change if the in-control state continues. However, if the out-of-control state begins and continues during the process, the probability of exceeding the control limits may take two forms. First, once the out-of-control state begins with exceeding probability p, it continues with the same exceeding probability p. Second, after the out-of-control state begins, the exceeding probabilities may very according to some pattern. In the first case, ARL is the mean of CGD with success probability p as usual. But in the second case, the assumption of a sequence of identical and independent Bernoulli trials is invalid and we can not use the mean of CGD as ARL. This paper concentrate on that point. By adopting one generalized binomial distribution(GBD) model that allows correlated Bernoulli trials, generalized geometric distribution(GGD) is defined and its mean is derived to find an alternative ARL when the process is in out-of-control state and the exceeding probabilities take the second form mentioned in the above. Small-scale simulation is performed to show how an alternative ARL works.

• 아동학회지
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• 제6권1호
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• pp.3-16
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• 1985

The purpose of this study was the application of sequential analysis to mother-infant interaction data, with particular reference to goodness of fit. The subjects of this study were 22 7- to 16-month-old infants(12 girls and 10 boys) and their mothers. Each mother-infant dyad was videotaped in a 5-min free-play session in the playroom. The videotaped data was transcribed on the behavioral checklist every 3 seconds. The recorded raw data were lagged by one time interval (3 sec.). Transitional probabilities from behavior at time t-1 to behavior at time t were gathered. The statistical analysis of frequency data and transitional probabilities consisted of Z test, t test, and sign test. It was found that regarding 1) direction of effect: the transitional probability of infant vocalization following maternal vocalization was significantly higher than the reverse; the transitional probability of a 'Coacting State' following a 'Mother Active State' was significantly higher than the reverse; the probability of a 'Mother Active State' following 'Quiescent State' was significantly higher than that of a 'Coacting State' following an 'Infant Active State'; 2) sex differences: male infants' transitional probability from an 'Infant Active State' to a 'Quiescent State' was significantly higher than that of female infants; 3) age differences: more than younger infants older infants had higher transitional probabilities from a 'Mother Active State' to a 'Coacting State', from a 'Parallel State' to a 'Coacting State', and from a 'Quiescent State' to a 'Parallel State'. These showed goodness of fit for sex and age differences, particularily for direction of effect.

• 한국군사과학기술학회지
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• 제2권2호
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• pp.131-139
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• 1999

An easy and efficient method is proposed for a computation of reliability of preprocessing filters in the fire control system when the sensor data are frequently unreliable depending on the operation environment. It computes state transition probability matrix after modeling filter states as a Markov process, and computing false alarm and detection probability of each filter state under the given sensor failure probability. It shows that two important indices such as distributed state probability and error variance can be derived easily for a reliability assessment of the given sensor fusion system.

• Structural Engineering and Mechanics
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• 제47권1호
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• pp.45-58
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• 2013

In structural reliability analysis, the response surface method is a powerful method to evaluate the probability of failure. However, the location of experimental points used to form a response surface function must be selected in a judicious way. It is necessary for the highly nonlinear limit state functions to consider the design point and the nonlinear trend of the limit state, because both of them influence the probability of failure. In this paper, in order to approximate the actual limit state more accurately, experimental points are selected close to the design point and the actual limit state, and consider the nonlinear trend of the limit state. Linear, quadratic and cubic polynomials without mixed terms are utilized to approximate the actual limit state. The direct Monte Carlo simulation on the approximated limit state is carried out to determine the probability of failure. Four examples are given to demonstrate the efficiency and the accuracy of the proposed method for both numerical and implicit limit states.

• Journal of Communications and Networks
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• 제8권1호
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• pp.28-37
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• 2006

State-dependent call admission control (SDCAC) is proposed to make efficient use of scarce wireless resource in a hierarchical wireless network with heterogeneous traffic. With SDCAC, new calls are accepted according to an acceptance probability taking account of not only cell dwell time but also call holding time and system state (i.e., occupied bandwidth). An analytical method is developed to calculate performance measures of interest, e.g., new call blocking probability, forced termination probability, over. all weighted blocking probability. Numerical results with not only stationary but nonstationary traffic loads are presented to show the robustness of SDCAC. It is shown that SDCAC performs much better than the other considered schemes under nonstationary traffic load.

• 전자공학회논문지C
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• 제34C권12호
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• pp.1-8
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• 1997

In this paper, a new method of state code assignment for reduction of switching activities of state transition in asynchronous circuits is proposed. The algorithm is based on a on-hot code and modifies it to reduce switching activities. To estimate switching activities as a cost functions we introduce state transition probability (STP). AS a results, the proposed algorithm has an advantage of 60% over with the conventional code assignment in terms of switching and code length of state assignment.

• Water Engineering Research
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• 제4권3호
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• pp.155-173
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• 2003

Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

• 한국정보통신학회논문지
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• 제19권10호
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• pp.2457-2464
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• 2015

무선 네트워크를 통한 네트워크 제어 시스템 (NCS: Networked Control Systems)은 다양한 제어 시스템의 효율성을 극대화 할 수 있는 잠재력을 가지고 있다. 본 연구에서는 네트워크 제어 시스템으로부터 이끌어낸 상태갱신주기(SUI: State Update Interval)라는 성능 메트릭을 정의한다. 제시된 상태갱신주기는 제어와 통신 시스템 계층 사이의 핵심적인 상호작용을 포함하고 있다. 제시된 성능 메트릭은 NCS를 위한 최적화 문제를 도출하는데 사용이 되었으며, 이러한 최적화 문제의 목적 함수는 상태갱신주기의 제한 요소를 만족하는 확률이며 변수는 매체접근 확률로 표현되었다. 본 연구에서는 제시된 최적화 문제의 최적 매체접근 확률이 유일한 해를 가진다는 것을 증명하였다. 또한 NCS를 위한 최적의 매체접근 확률은 전송률을 극대화하는 기존의 매체접근 확률보다 낮다는 결론을 도출하였다. 성능 분석 결과를 통하여 시스템의 안정도가 상태갱신주기를 고려한 최적의 매체접근 확률을 사용하였을 때가 전송률을 최대화하는 매체접근 확률을 사용 했을 때 보다 높다는 점을 보였다.