• Title/Summary/Keyword: beta분포함수

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소형 해상 부유체의 위기허용수준 결정을 위한 최적의 누적확률분포함수 선정에 관한 연구

  • Im, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2013.06a
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    • pp.474-476
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    • 2013
  • 위기허용수준(RAC)은 시스템의 안전성 평가를 위한 확률적인 기준으로, 소형 해상 부유체의 롤, 피치, 히브 등 세 가지 동적운동의 위험수준 평가에 적용할 수 있다. 부유체의 동적운동 값들은 모델을 통해서 획득한 후, 이에 관한 누적확률분포함수를 추론하여 상대적인 위기수준을 결정하게 된다. 이 연구는 모델에서 획득한 세가지 동적운동에 대한 최적의 누적확률분포함수 선정에 관한 것이 목적이다. Exponential, Extreme Value, Gamma, Lognormal, Normal, Poisson 등 6가지 대표적인 누적확률분포함수를 세가지 동적운동에 적용하여 평가한 결과, 롤과 히브 운동의 경우는 Beta 누적분포함수가 최적임을 나타냈고, 피치 운동의 경우는 Gamma 누적분포함수로 대표하는 것이 최적임을 나타냈다. 아울러 향후 본 연구 결과의 적용방법에 대해서도 검토하였다.

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Generalized Weighted Linear Models Based on Distribution Functions - A Frequentist Perspective (분포함수를 기초로 일반화가중선형모형)

  • 여인권
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.489-498
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    • 2004
  • In this paper, a new form of linear models referred to as generalized weighted linear models is proposed. The proposed models assume that the relationship between the response variable and explanatory variables can be modelled by a distribution function of the response mean and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models in which the parameter space may not be consistent with the space derived from linear predictors. The maximum likelihood estimation with Lagrange's undetermined multipliers is used to estimate the parameters and resampling method is applied to compute confidence intervals and to test hypotheses.

Posterior density estimation of Kappa via Gibbs sampler in the beta-binomial model (베타-이항 분포에서 Gibbs sampler를 이용한 평가 일치도의 사후 분포 추정)

  • 엄종석;최일수;안윤기
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.9-19
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    • 1994
  • Beta-binomial model, which is reparametrized in terms of the mean probability $\mu$ of a positive deagnosis and the $\kappa$ of agreement, is widely used in psychology. When $\mu$ is close to 0, inference about $\kappa$ become difficult because likelihood function becomes constant. We consider Bayesian approach in this case. To apply Bayesian analysis, Gibbs sampler is used to overcome difficulties in integration. Marginal posterior density functions are estimated and Bayesian estimates are derived by using Gibbs sampler and compare the results with the one obtained by using numerical integration.

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A Model of Pupil's Change with Luminance (Luminance에 의한 Pupil의 변화에 대한 모델)

  • Kim, Yong-Geun
    • Journal of Korean Ophthalmic Optics Society
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    • v.1 no.2
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    • pp.7-11
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    • 1996
  • The size of pupil with pupillary light reflex is determined by the amount of a luminance. and it is dependent with the distribution function of the retinal illuminance which is the amount of transmittance for the external light due to the size of pupil, and the detector of cone and rod due to the amount of the luminance. The change of the pupil size with the luminance can be expressed with the mathematical model $$y(x)={\alpha}+{\beta}\frac{1}{1+{e}{x}{p}(x-x_0)/{\theta}}$$ where ${\alpha}$ is the size of the pupil diameter in a maximum value of the luminance, ${\beta}$ is the deviation of the pupil's diameter between maximum and minimum, ${\theta}$ is the parameter showed the degree of a sensitivity. Comparing with the experimental value of P.Moon et al, We known that the equation of the model is very compatible.

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Variation Analysis of Storm Surges in Masan Bay due to Typhoon Landing-1. Extreme Simulation Typhoon Scenario (상륙 태풍에 의한 마산만 폭풍해일 변동성 분석 - 1. 극치 모의 태풍 시나리오의 결정)

  • Han, Sungdae
    • Journal of the Society of Disaster Information
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    • v.11 no.4
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    • pp.493-505
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    • 2015
  • Based on the typhoon paths landed on the southern coast of Korea, the distribution of typhoon moving directions follow the Beta probability density function and that of pressure drops in typhoon eyes follow the Rayleigh probability density function. Consequently, the extreme typhoon simulation scenarios for six landing positions are determined as most probable one in moving direction and extreme one of Typhoon Maemi level in pressure drop. The variation of storm surges in Masan bay associated with simulated typhoon landing position is analyzed through the numerical experiments in the next paper as the second part.

Analysis of the Korean peninsula precipitation using inverse statistics methodology (역통계 방법론을 이용한 한반도의 강수 특성 분석)

  • Min, Seungsik
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.425-435
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    • 2016
  • In this paper, we analyze the inverse statistics of rainfall for 12 regions from 1973 to 2014. We obtain a probability density function f(x) of daily rainfall x, and $f({\tau}_{\rho})$ of the first passage time ${\tau}_{\rho}$ for a given ${\rho}$. Lastly, we derive the relation between ${\rho}$ and ${\tau}_{mean}({\rho})$, i.e., the averaged value of ${\tau}_{\rho}$. The analyses result in the x and ${\tau}_{\rho}$ have stretched exponential distributions. Also, ${\tau}_{mean}({\rho})$ has the form of a stretched exponential function. We derive the shape parameter ${\beta}$ of the distribution, and analyze the characteristics of 12 regional rainfalls.

The Frequency Distribution of Void Ratio of Granular Materials (입상체시료의 공극비의 빈도분포)

  • Do, Deok-Hyeon;Go, Jae-Man;O, Gyu-Tae
    • Geotechnical Engineering
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    • v.4 no.3
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    • pp.5-18
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    • 1988
  • This study aims at scrutinizing the relationships among the frequency distribution of voids the relative density and the shear strength for the three types of different granular materials. The main results summarized are as follows: (1) The frequency distribution of void ratio of glass beads can be approximated by the negative exponential distribution proposed by Shahinpoor (1981), while as the particle shape changes from spherical to angular the frequency of the denser voids decreases and the distributions are well presented by the beta distribution. (2) For all materials, the standard deviation of void ratio increases with decreasing both the relative density of the material and sphericity of particle. (3) It was found that shear strength of the material was a function of not only the mean void ratio and its standard deviation, but also of the shape of the probability density function of the distribution of void ratio. The more the frequency distribution of void inclines towards the denser voids, the higher the shear strength of the material and vice versa.

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중도절단된 생존함수의 신뢰구간 비교연구

  • Lee, Gyeong-Hwa;Lee, Jae-Won
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.251-255
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    • 2005
  • 중도절단된 자료와 표본수가 적은 자료를 가지는 생존분석에서 생존율을 추정하거나 두 집단의 생존율을 비교할 때 정규분포 근사를 가정한 신뢰구간을 이용하는 데는 많은 어려움이 생긴다. 생존함수의 신뢰구간에 대한 중도절단을, 표본의 크기에 따른 다양한 상황의 모의실험을 통하여 Kaplan-Meier, Nelson, 적률 추정량 그리고 cox model의 ${\beta}$을 가지고 붓스트랩을 이용한 신뢰구간과 비모수 신뢰구간, 우도비 신뢰구간의 실제 포함 확률을 비교해보고자 한다.

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An Experimental Analysis of a Probabilistic DDHV Estimation Model (확률적인 중방향 설계시간 교통량 산정 모형에 관한 실험적 해석)

  • Jo, Jun-Han;Kim, Seong-Ho;No, Jeong-Hyeon
    • Journal of Korean Society of Transportation
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    • v.27 no.2
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    • pp.23-34
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    • 2009
  • This paper is described as an experimental analysis for the probabilistic directional design hour volume estimation. The main objective of this paper is to derive acceptable design rankings, PK factors, and PD factors. In order to determine an appropriate distribution for acceptable design rankings, 12 probability distribution functions were employed. The parameters were estimated based on the method of maximum likelihood. The goodness of fit test was performed with a Kolmogorov-Smirnov test. The Beta General distribution among the probability distributions was selected as an appropriate model for 2 lane roadways. On the other hand, the Weibull distribution is superior for 4 lanes. The method of the inverse cumulative distribution function came up with an acceptable design ranking of design for LOS D. An acceptable design ranking of 2 lanes is 190, while an acceptable design ranking for 4 lanes is 164. The PK factor and PD factor of 2 lanes was elicited for 0.119 (0.100-0.139) and 0.568 (0.545-0.590), respectively. On the other hand, the PK factor and PD factor for 4 lanes was elicited as 0.106 (0.097-0.114) and 0.571 (0.544-0.598), respectively.

Estimating Cumulative Distribution Functions with Maximum Likelihood to Sample Data Sets of a Sea Floater Model (해상 부유체 모델의 표본 데이터에 대해서 최대우도를 갖는 누적분포함수 추정)

  • Yim, Jeong-Bin;Yang, Won-Jae
    • Journal of Navigation and Port Research
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    • v.37 no.5
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    • pp.453-461
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    • 2013
  • This paper describes evaluation procedures and experimental results for the estimation of Cumulative Distribution Functions (CDF) giving best-fit to the sample data in the Probability based risk Evaluation Techniques (PET) which is to assess the risks of a small-sized sea floater. The CDF in the PET is to provide the reference values of risk acceptance criteria which are to evaluate the risk level of the floater and, it can be estimated from sample data sets of motion response functions such as Roll, Pitch and Heave in the floater model. Using Maximum Likelihood Estimates and with the eight kinds of regulated distribution functions, the evaluation tests for the CDF having maximum likelihood to the sample data are carried out in this work. Throughout goodness-of-fit tests to the distribution functions, it is shown that the Beta distribution is best-fit to the Roll and Pitch sample data with smallest averaged probability errors $\bar{\delta}(0{\leq}\bar{\delta}{\leq}1.0)$ of 0.024 and 0.022, respectively and, Gamma distribution is best-fit to the Heave sample data with smallest $\bar{\delta}$ of 0.027. The proposed method in this paper can be expected to adopt in various application areas estimating best-fit distributions to the sample data.