• Title/Summary/Keyword: conditional distribution

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Optimal Screening Procedures with Dichotomous Performance and Continuous Screening Variables (이치형(二値型) 성능변수(性能變數) 대신 연속형(連續型) 변수(變數)를 이용(利用)한 최적(最適) 선별(選別) 검사방식(檢査方式))

  • Bae, Do-Seon;Kim, Sang-Bok;An, Sang-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.14 no.1
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    • pp.83-89
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    • 1988
  • Optimal screening procedures with dichotomous performance variable T and continuous screening variable X are presented for assuring with a specified degree of confidence that at least ${\ell}$ out of m items found acceptable in screening inspection are conforming. It is assumed that T is a Bernoulli random variable and that the conditional distribution of X given T=t is normal. When m is also to be determined, optimal m and cut-off value of X minimizing the total expected cost are obtained. Cases of known and unknown parameters are considered and for unknown parameter cases, Bayesian approaches are used to find the optimal screening procedures.

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Effective viscosity of bidisperse suspensions

  • Koo Sangkyun;Song Kwang Ho
    • Korea-Australia Rheology Journal
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    • v.17 no.1
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    • pp.27-32
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    • 2005
  • We determine the effective viscosity of suspensions with bidisperse particle size distribution by modifying an effective-medium theory that was proposed by Acrivos and Chang (1987) for monodisperse suspensions. The modified theory uses a simple model that captures some important effects of multi-particle hydrodynamic interactions. The modifications are described in detail in the present study. Estimations of effective viscosity by the modified theory are compared with the results of prior work for monodisperse and bidisperse suspensions. It is shown that the estimations agree very well with experimental or other calculated results up to approximately 0.45 of normalized particle volume fraction which is the ratio of volume faction to the maximum volume fraction of particles for bidisperse suspensions.

An Efficient Learning Rule of Simple PR systems

  • Alan M. N. Fu;Hong Yan;Lim, Gi Y .
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.731-739
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    • 1998
  • The probabilistic relaxation(PR) scheme based on the conditional probability and probability space partition has the important property that when its compatibility coefficient matrix (CCM) has uniform components it can classify m-dimensional probabilistic distribution vectors into different classes. When consistency or inconsistency measures have been defined, the properties of PRs are completely determined by the compatibility coefficients among labels of labeled objects and influence weight among labeled objects. In this paper we study the properties of PR in which both compatibility coefficients and influence weights are uniform, and then a learning rule for such PR system is derived. Experiments have been performed to verify the effectiveness of the learning rule.

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A BAYESIAN APPROACH FOR A DECOMPOSITION MODEL OF SOFTWARE RELIABILITY GROWTH USING A RECORD VALUE STATISTICS

  • Choi, Ki-Heon;Kim, Hee-Cheul
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.243-252
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    • 2001
  • The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

Experimental Study on the Flow around a Square Prism with a Splitter Plate (분리판이 설치된 정사각주 주위의 유동특성에 관한 연구)

  • Park Jong-Kyu;Seo Seong-Ho;Boo Jung Sook
    • Journal of Advanced Marine Engineering and Technology
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    • v.29 no.8
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    • pp.915-922
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    • 2005
  • This experimental study is conducted to investigate effects of a splitter plate, which is set on the back side of a square prism in the uniform flow. The Reynolds number is $1.44{\times}10^{4}$ based on the width of the square prism. The measurement of velocity vector and pressure distribution are carried out 4 cases of length in the range of 0.5L to 2.0L with 0.5L interval and 3 cases of Position at 0L, 0.25L, 0.5L, Flow visualization is also executed by smoke-wire method to understand the mechanism of vortex formation The results show the strong vortex shedding patterns and drags are decreased effectively, when the position of splitter plate is 0L. And the drag reduction rate is in inverse proportion to the splitter plate length

Experimental Investigation of Scalar Dissipation Rates in Lean Hydrocarbon/Air Premixed Flames

  • Chen, Yung-Cheng;Bilger, Robert W.
    • Journal of the Korean Society of Combustion
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    • v.6 no.2
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    • pp.43-49
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    • 2001
  • Instantaneous, three-dimensional scalar dissipation rates of the reaction progress variable are measured in turbulent premixed Bunsen flames of lean hydrocarbon/air mixtures with the two-sheet, two-dimensional Rayleigh scattering technique. The flames investigated are located in the turbulent flame-front regime on a newly proposed combustion diagram for premixed flames. The conditionally-averaged mean scalar dissipation rates, $N_{\zeta}$ are found to be lower than the calculated laminar values, indicating a locally broadened flame front. In agreement with previous measurements, the maximum of $N_{\zeta}$, decreases strongly with increasing Karlovitz numbers. The conditional probability density functions are close to a log-normal distribution for scalar dissipation rates conditioned at the progress variable value where the scalar dissipation is maximum in unstretched laminar flame calculations. The time scale for the Favre-averaged mean scalar dissipation rate decreases in general across the turbulent flame brush from the unburnt to burnt side.

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An Exponential GARCH Approach to the Effect of Impulsiveness of Euro on Indian Stock Market

  • Sahadudheen, I
    • The Journal of Asian Finance, Economics and Business
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    • v.2 no.3
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    • pp.17-22
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    • 2015
  • This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

A Simultaneous Design of TSK - Linguistic Fuzzy Models with Uncertain Fuzzy Output

  • Kwak, Keun-Chang;Kim, Dong-Hwa
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.427-432
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    • 2005
  • This paper is concerned with a simultaneous design of TSK (Takagi-Sugeno-Kang)-linguistic fuzzy models with uncertain model output and the computationally efficient representation. For this purpose, we use the fundamental idea of linguistic models introduced by Pedrycz and develop their comprehensive design framework. The design process consists of several main phases such as (a) the automatic generation of the linguistic contexts by probabilistic distribution using CDF (conditional density function) and PDF (probability density function) (b) performing context-based fuzzy clustering preserving homogeneity based on the concept of fuzzy granulation (c) augment of bias term to compensate bias error (d) combination of TSK and linguistic context in the consequent part. Finally, we contrast the performance of the enhanced models with other fuzzy models for automobile MPG predication data and coagulant dosing process in a water purification plant.

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The System of Non-Linear Detector over Wireless Communication (무선통신에서의 Non-Linear Detector System 설계)

  • 공형윤
    • Proceedings of the IEEK Conference
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    • 1998.06a
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    • pp.106-109
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    • 1998
  • Wireless communication systems, in particular, must operate in a crowded electro-magnetic environmnet where in-band undesired signals are treated as noise by the receiver. These interfering signals are often random but not Gaussian Due to nongaussian noise, the distribution of the observables cannot be specified by a finite set of parameters; instead r-dimensioal sample space (pure noise samples) is equiprobably partitioned into a finite number of disjointed regions using quantiles and a vector quantizer based on training samples. If we assume that the detected symbols are correct, then we can observe the pure noise samples during the training and transmitting mode. The algorithm proposed is based on a piecewise approximation to a regression function based on quantities and conditional partition moments which are estimated by a RMSA (Robbins-Monro Stochastic Approximation) algorithm. In this paper, we develop a diversity combiner with modified detector, called Non-Linear Detector, and the receiver has a differential phase detector in each diversity branch and at the combiner each detector output is proportional to the second power of the envelope of branches. Monte-Carlo simulations were used as means of generating the system performance.

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Method for Evaluating Optimal Air Monitoring Sites for SO2 in Ulsan (울산광역시 아황산가스(SO2)의 최적관측소 평가방법)

  • Lim, Junghyun;Yoon, Sanghoo
    • Journal of Environmental Science International
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    • v.26 no.9
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    • pp.1073-1080
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    • 2017
  • Manufacturing and technology industries produce large amounts of air pollutants. Ulsan Metropolitan City, South Korea, is well-known for its large industrial complexes; in particular, the concentration of $SO_2$ here is the highest in the country. We assessed $SO_2$ monitoring sites based on conditional and joint entropy, because this is a common method for determining an optimal air monitoring network. Monthly $SO_2$ concentrations from 12 air monitoring sites were collected, and the distribution of spatial locations was determined by kriging. Mean absolute error, Root Mean Squared Error (RMSE), bias and correlation coefficients were employed to evaluate the considered algorithms. An optimal air monitoring network for Ulsan was suggested based on the improvement of RMSE.