• Title/Summary/Keyword: cumulative distribution

Search Result 692, Processing Time 0.03 seconds

Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

  • Jeong, Kwang-Mo;Lee, Hyun-Yung
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.697-705
    • /
    • 2009
  • The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

Modeling of Remediation Design in Theoretically Heterogeneous Domain

  • Ko, Nak-Youl;Lee, Kang-Kun
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
    • /
    • 2004.09a
    • /
    • pp.302-306
    • /
    • 2004
  • Probabilistic approaches are applied to the problem of groundwater remediation design to consider the risk of design and heterogeneity of real condition. Hydraulic conductivity fields are generated by two methods. First, the homogeneous domains which have the hydraulic conductivity with log-normal distribution are constructed by using Latin Hypercube method. Second, random fields with a certain spatial correlation are also generated. The optimal solutions represented by cumulative distribution function (CDF) of relative cost are calculated by three different manners. The one uses the homogeneous domains with the optimal design of base condition. It shows that ver)'wide range of cost and the influences of different penalty values. The other one uses the random field with same design and shows narrow range of cost. These CDF can reflect on the risk of optimal solution in a simple exampie condition and be effective in estimating the cost of groundwater remediation.

  • PDF

On Estimating Good Reliability Coefficient when the Test is Split into Several Formats of Subtests and Standardizing the Raw Score, whose Distribution is Departed from Normality. (부문항이 분할된 고사에서 우량한 신뢰도 계수추경과 그 평가치 분포의 정규화)

  • 홍석강
    • The Mathematical Education
    • /
    • v.41 no.1
    • /
    • pp.109-126
    • /
    • 2002
  • In this thesis. we estimated the good reliability coefficient ${\beta}$$\sub$k/ that is unbiased, consistent and more efficient than Cronbach's ${\alpha}$$\sub$k/ in splitting of a test into several formats of subtests and several properties of ${\beta}$$\sub$k/ are also represented. The tables of coefficients of skewness and kurtosis are represented to test the significance of departures from normality. We got the cumulative normal plots of z'from the distribution which is departed from normality using the Bock's approximation procedure and we finally enumerated the transformed standardized scores z'and a new raw score X' which enable us to proceed further evaluation procedures depending on our assessment policy.

  • PDF

Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.5
    • /
    • pp.387-394
    • /
    • 2013
  • In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.

Reliability over time of wind turbines steel towers subjected to fatigue

  • Berny-Brandt, Emilio A.;Ruiz, Sonia E.
    • Wind and Structures
    • /
    • v.23 no.1
    • /
    • pp.75-90
    • /
    • 2016
  • A probabilistic approach that combines structural demand hazard analysis with cumulative damage assessment is presented and applied to a steel tower of a wind turbine. The study presents the step by step procedure to compare the reliability over time of the structure subjected to fatigue, assuming: a) a binomial Weibull annual wind speed, and b) a traditional Weibull probability distribution function (PDF). The probabilistic analysis involves the calculation of force time simulated histories, fatigue analysis at the steel tower base, wind hazard curves and structural fragility curves. Differences in the structural reliability over time depending on the wind speed PDF assumed are found, and recommendations about selecting a real PDF are given.

Accelerated life test plan under modified ramp-stress loading with two stress factors

  • Srivastava, P.W.;Gupta, T.
    • International Journal of Reliability and Applications
    • /
    • v.18 no.2
    • /
    • pp.21-44
    • /
    • 2017
  • Accelerated life tests (ALTs) are frequently used in manufacturing industries to evaluate the reliability of products within a reasonable amount of time and cost. Test units are subjected to elevated stresses which yield quick failures. Most of the previous works on designing ALT plans are focused on tests that involve a single stress. Many times more than one stress factor influence the product's functioning. This paper deals with the design of optimum modified ramp-stress ALT plan for Burr type XII distribution with Type-I censoring under two stress factors, viz., voltage and switching rate each at two levels- low and high. It is assumed that usage time to failure is power law function of switching rate, and voltage increases linearly with time according to modified ramp-stress scheme. The cumulative exposure model is used to incorporate the effect of changing stresses. The optimum plan is devised using D-optimality criterion wherein the ${\log}_{10}$ of the determinant of Fisher information matrix is maximized. The method developed has been explained using a numerical example and sensitivity carried out.

  • PDF

OPTIMUM DESIGN OF AN AUTOMOTIVE CATALYTIC CONVERTER FOR MINIMIZATION OF COLD-START EMISSIONS USING A MICRO GENETIC ALGORITHM

  • Kim, Y.D.;Kim, W.S.
    • International Journal of Automotive Technology
    • /
    • v.8 no.5
    • /
    • pp.563-573
    • /
    • 2007
  • Optimal design of an automotive catalytic converter for minimization of cold-start emissions is numerically performed using a micro genetic algorithm for two optimization problems: optimal geometry design of the monolith for various operating conditions and optimal axial catalyst distribution. The optimal design process considered in this study consists of three modules: analysis, optimization, and control. The analysis module is used to evaluate the objective functions with a one-dimensional single channel model and the Romberg integration method. It obtains new design variables from the control module, produces the CO cumulative emissions and the integral value of a catalyst distribution function over the monolith volume, and provides objective function values to the control module. The optimal design variables for minimizing the objective functions are determined by the optimization module using a micro genetic algorithm. The control module manages the optimal design process that mainly takes place in both the analysis and optimization modules.

An Improved Method of Pore Size Distribution Analysis

  • Cho, Hyun-Woo;Ahn, Woon-Sun;Halsey, G. D.
    • Bulletin of the Korean Chemical Society
    • /
    • v.9 no.2
    • /
    • pp.94-98
    • /
    • 1988
  • An improvement over the method of pore size distribution analysis has been made in this work. The improved method is based upon the idea of the micro pore analysis of Mikhail, Brunauer, and Bodor, and utilizes the V-t curve of nitrogen adsorption. Two pore models are assumed, and the deviation of the initial slope of the V-t plot is ascribed to the pore filling and to the adsorption on the wall of unfilled pores. The improved method of this work is very convenient in that the analysis starts from the small pore regions. The method of this work is however quite distinct from the similar V-t plot method proposed by Sellevold and Radjy. The proposed method is applied to a few adsorbents, and very satisfactory results are obtained. The cumulative surface area calculated by this method also agrees very well with those obtained by the BET plot or by the t-method.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
    • /
    • v.31 no.6
    • /
    • pp.549-560
    • /
    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

Probabilistic tunnel face stability analysis: A comparison between LEM and LAM

  • Pan, Qiujing;Chen, Zhiyu;Wu, Yimin;Dias, Daniel;Oreste, Pierpaolo
    • Geomechanics and Engineering
    • /
    • v.24 no.4
    • /
    • pp.399-406
    • /
    • 2021
  • It is a key issue in the tunnel design to evaluate the stability of the excavation face. Two efficient analytical models in the context of the limit equilibrium method (LEM) and the limit analysis method (LAM) are used to carry out the deterministic calculations of the safety factor. The safety factor obtained by these two models agrees well with that provided by the numerical modelling by FLAC 3D, but consuming less time. A simple probabilistic approach based on the Mote-Carlo Simulation technique which can quickly calculate the probability distribution of the safety factor was used to perform the probabilistic analysis on the tunnel face stability. Both the cumulative probabilistic distribution and the probability density function in terms of the safety factor were obtained. The obtained results show the effectiveness of this probabilistic approach in the tunnel design.