• Title/Summary/Keyword: continuous random variable

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Note on the Transformed Geometric Poisson Processes

  • Park, Jeong-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.135-141
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    • 1997
  • In this paper, it is investigated the properties of the transformed geometric Poisson process when the intensity function of the process is a distribution of the continuous random variable. If the intensity function of the transformed geometric Poisson process is a Pareto distribution then the transformed geometric Poisson process is a strongly P-process.

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On Bounds for Moments of Unimodal Distributions

  • Sharma, R.;Bhandaria, R.
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.201-212
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    • 2014
  • We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

Two model comparisons of software reliability analysis for Burr type XII distribution

  • An, Jeong-Hyang
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.815-823
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    • 2012
  • In this paper reliability growth model in which the operating time between successive failure is a continuous random variable is proposed. This model is for Burr type XII distribution with two parameters which is discussed in two versions: the order statistics and non-homogeneous Poisson process. The two software reliability measures are obtained. The performance for two versions of the suggested model is tested on real data set by U-plot and Y-plot using Kolmogorov distance.

CHARACTERIZATIONS OF BETA DISTRIBUTION OF THE FIRST KIND BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Chang, Se-Kyung
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.441-446
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    • 2003
  • Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j|j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

Heat-Wave Data Analysis based on the Zero-Inflated Regression Models (영-과잉 회귀모형을 활용한 폭염자료분석)

  • Kim, Seong Tae;Park, Man Sik
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2829-2840
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    • 2018
  • The random variable with an arbitrary value or more is called semi-continuous variable or zero-inflated one in case that its boundary value is more frequently observed than expected. This means the boundary value is likely to be practically observed more than it should be theoretically under certain probability distribution. When the distribution considered is continuous, the variable is defined as semi-continuous and when one of discrete distribution is assumed for the variable, we regard it as zero-inflated. In this study, we introduce the two-part model, which consists of one part for modelling the binary response and the other part for modelling the variable greater than the boundary value. Especially, the zero-inflated regression models are explained by using Poisson distribution and negative binomial distribution. In real data analysis, we employ the zero-inflated regression models to estimate the number of days under extreme heat-wave circumstances during the last 10 years in South Korea. Based on the estimation results, we create prediction maps for the estimated number of days under heat-wave advisory and heat-wave warning by using the universal kriging, which is one of the spatial prediction methods.

Monte Carlo simulation for the response analysis of long-span suspended cables under wind loads

  • Di Paola, M.;Muscolino, G.;Sofi, A.
    • Wind and Structures
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    • v.7 no.2
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    • pp.107-130
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    • 2004
  • This paper presents a time-domain approach for analyzing nonlinear random vibrations of long-span suspended cables under transversal wind. A consistent continuous model of the cable, fully accounting for geometrical nonlinearities inherent in cable behavior, is adopted. The effects of spatial correlation are properly included by modeling wind velocity fluctuation as a random function of time and of a single spatial variable ranging over cable span, namely as a one-variate bi-dimensional (1V-2D) random field. Within the context of a Galerkin's discretization of the equations governing cable motion, a very efficient Monte Carlo-based technique for second-order analysis of the response is proposed. This procedure starts by generating sample functions of the generalized aerodynamic loads by using the spectral decomposition of the cross-power spectral density function of wind turbulence field. Relying on the physical meaning of both the spectral properties of wind velocity fluctuation and the mode shapes of the vibrating cable, the computational efficiency is greatly enhanced by applying a truncation procedure according to which just the first few significant loading and structural modal contributions are retained.

Analysis of an M/M/1 Queue with an Attached Continuous-type (s,S)-inventory ((s,S)-정책하의 연속형 내부재고를 갖는 M/M/1 대기행렬모형 분석)

  • Park, Jinsoo;Lee, Hyeon Geun;Kim, Jong Hyeon;Yun, Eun Hyeuk;Baek, Jung Woo
    • Journal of Korea Society of Industrial Information Systems
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    • v.23 no.5
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    • pp.19-32
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    • 2018
  • This study focuses on an M/M/1 queue with an attached continuous-type inventory. The customers arrive into the system according to the Poisson process, and are served in their arrival order; i.e., first-come-first-served. The service times are assumed to be independent and identically distributed exponential random variable. At a service completion epoch, the customer consumes a random amount of inventory. The inventory is controlled by the traditional (s, S)-inventory policy with a generally distributed lead time. A customer that arrives during a stock-out period assumed to be lost. For the number of customers and the inventory size, we derive a product-form stationary joint probability distribution and provide some numerical examples. Besides, an operational strategy for the inventory that minimizes the long-term cost will also be discussed.

Temporal and Spatial correlation of Meteorological Data in Sumjin River and Yongsan River Basins (섬진강 및 영산강 유역 기상자료의 시.공간적 상관성)

  • 김기성
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.6
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    • pp.44-53
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    • 1999
  • The statistical characteristics of the factors related to the daily rainfall prediction model are analyzed . Records of daily precipitation, mean air temperature, relative humidity , dew-point temperature and air pressure from 1973∼1998 at 8 meteorological sttions in south-western part of Korea were used. 1. Serial correlatino of daily precipitaiton was significant with the lag less than 1 day. But , that of other variables were large enough until 10 day lag. 2. Crosscorrelation of air temperature, relative humidity , dew-point temperature showed similar distribution wiht the basin contrours and the others were different. 3. There were significant correlation between the meteorological variables and precipitation preceded more than 2 days. 4. Daily preciption of each station were treated as a truncated continuous random variable and the annual periodic components, mean and standard deviation were estimated for each day. 5. All of the results could be considered to select the input variables of regression model or neural network model for the prediction of daily precipitation and to construct the stochastic model of daily precipitation.

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Software Reliability for Order Statistic of Burr XII Distribution

  • Lee, Jae-Un;Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1361-1369
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    • 2008
  • The analysis of software reliability model provides the means to analysts, software engineers, and systems analysts and developers who want to predict, estimate, and measure failure rate of occurrences in software. In this paper, reliability growth model, in which the operating time between successive failure is a continuous random variable, is proposed. This model is based on order statistics of two parameters Burr type XII distribution. We propose the measure based on U-plot. Also the performance of the suggested model is tested on real data set.

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An Analysis of Educational Capacity Prediction according to Pre-survey of Satisfaction using Random Forest (랜덤 포레스트를 활용한 만족도 사전조사에 따른 교육 역량 예측 분석)

  • Nam, Kihun
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.6
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    • pp.487-492
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    • 2022
  • Universities are looking for various methods to enhance educational competence level suitable for the rapidly changing social environment. This study suggests a method to promote academic and educational achievements by reducing drop-out rate from their majors through implementation of pre-survey of satisfaction that revised and complemented survey items. To supplement the CQI method implemented after a general satisfaction survey, a pre-survey of satisfaction was carried out. To consolidate students' competences, this study made prediction and analysis of data with more importance possible using the Random Forest of the machine learning technique that can be applied to AI Medici platform, whose design is underway. By pre-processing the pre-survey of satisfaction, the students information enrolled in classes were defined as an explanatory variable, and they were classified, and a model was created and learning was conducted. For the experimental environment, the algorithms and sklearn library related in Jupyter notebook 3.7.7, Python 3.7 were used together. This study carried out a comparative analysis of change in educational satisfaction survey, carried out after classes, and trends in the drop-out students by reflecting the results of the suggested method in the classes.