• Title/Summary/Keyword: joint probability distribution

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A Study on Cost Risk Estimation applying Joint Cost-Schedule Probability Distribution Model (비용과 일정의 결합확률 분포를 적용한 위험비용추정에 관한 연구)

  • Kim, Dong-Kyu;Kang, Sung-Jin;Han, Gyu-Sik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.5
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    • pp.850-858
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    • 2011
  • The risk analysis plays an important role in weapon system acquisition project due to uncertainties in the acquisition process. But in domestic, studies on risk analysis are insufficient and risk cost is not included in acquisition budget in policy. Therefore, in this study, we suggest a method that measures risk or success probability of project using the stochastic model. In particular, in order to calculate the success probability, we apply the joint probability distribution model of cost and schedule that are critical factors influencing the project risk. And also we verify the applicability of this model in Korean defence industry environment through case studies.

Joint probability density function of droplet sizes and velocities in a transient diesel spray (간헐디젤분무의 액적크기 및 속도의 공동확률밀도함수)

  • Kim, Jong-Hyeon;Gu, Ja-Ye;O, Du-Suk
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.5
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    • pp.607-617
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    • 1998
  • Comparisons of joint probability density distribution obtained from the raw data of measured droplet sizes and velocities in a transient diesel fuel spray with computed joint probability density function were made. Simultaneous droplet sizes and velocities were obtained using PDPA. Mathematical probability density functions which can fit the experimental distributions were extracted using the principle of maximum likelihood. Through the statistical process of functions, mean droplet diameters, non-dimensional mass, momentum and kinetic energy were estimated and compared with the experimental ones. A joint log-hyperbolic density function presents quite well the experimental joint density distribution which were extracted from experimental data.

A joint probability distribution model of directional extreme wind speeds based on the t-Copula function

  • Quan, Yong;Wang, Jingcheng;Gu, Ming
    • Wind and Structures
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    • v.25 no.3
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    • pp.261-282
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    • 2017
  • The probabilistic information of directional extreme wind speeds is important for precisely estimating the design wind loads on structures. A new joint probability distribution model of directional extreme wind speeds is established based on observed wind-speed data using multivariate extreme value theory with the t-Copula function in the present study. At first, the theoretical deficiencies of the Gaussian-Copula and Gumbel-Copula models proposed by previous researchers for the joint probability distribution of directional extreme wind speeds are analysed. Then, the t-Copula model is adopted to solve this deficiency. Next, these three types of Copula models are discussed and evaluated with Spearman's rho, the parametric bootstrap test and the selection criteria based on the empirical Copula. Finally, the extreme wind speeds for a given return period are predicted by the t-Copula model with observed wind-speed records from several areas and the influence of dependence among directional extreme wind speeds on the predicted results is discussed.

On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

Expected Overtopping P개bability Considering Real Tide Occurrence

  • Kweonl, Hyuck-Min;Lee, Young-Yeol;Oh, Young-Min
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.479-483
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    • 2004
  • A new calculation method of expected overtopping probability of rubble mound breakwater considering real tide occurrence has been proposed. A calculation method of expected overtopping probability of rubble mound breakwater was proposed by Kweon and Suh (2003). In their calculation, the fluctuation of tidal elevation was expressed by the sinusoidal change that yields the uniform distribution of occurrence frequency. However, the realistic distribution of tidal elevation should influence on the overtopping chance. In this study, the occurrence frequency of tidal elevation obtained from the real sea is included. The tidal elevation used in this study is collected from the east coastal part of Korean peninsular. Analyzing the annual data of the tidal fluctuation measured hourly during 355 days, the distribution of occurrence frequency is formulated utilizing by the normal distribution with one peak. Among the calculation procedures of annual maximum wave height, wave height-period joint distribution, wave run-up height and occurrence frequency of tide, only the annual maximum wave height is again chosen randomly from normal distribution to consider the uncertainty. The others are treated by utilizing the distribution function or relationship itself, It is found that the inclusion of the variability of tidal elevation has great influence on the computation of the expected overtopping probability of rubble mound breakwater. The bigger standard deviation of occurrence frequency is, the lower the overtopping probability of rubble mound breakwater is.

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Prediction of Durability for RC Columns with Crack and Joint under Carbonation Based on Probabilistic Approach

  • Kwon, Seung-Jun;Na, Ung-Jin
    • International Journal of Concrete Structures and Materials
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    • v.5 no.1
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    • pp.11-18
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    • 2011
  • Carbonation in RC (reinforced concrete) structure is considered as one of the most critical deteriorations in urban cities. Although RC column has one mix condition, carbonation depth is measured spatially differently due to its various environmental and internal conditions such as sound, cracked, and joint concrete. In this paper, field investigation was performed for 27 RC columns subjected to carbonation for eighteen years. Through this investigation, carbonation distribution in sound, cracked, and joint concrete were derived with crack mappings. Considering each related area and calculated PDF (probability of durability failure) of sound, cracked, and joint concrete through Monte Carlo Simulation (MCS), repairing timings for RC columns are derived based on several IPDF (intended probability of durability failure) of 1, 3, and 5%. The technique of equivalent probability including carbonation behaviors which are obtained from different conditions can provide the reasonable repairing strategy and the priority order for repairing in a given traffic service area.

ON CHARACTERIZING THE GAMMA AND THE BETA q-DISTRIBUTIONS

  • Boutouria, Imen;Bouzida, Imed;Masmoudi, Afif
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.5
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    • pp.1563-1575
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    • 2018
  • In this paper, our central focus is upon gamma and beta q-distributions from a probabilistic viewpoint. The gamma and the beta q-distributions are characterized by investing the nature of the joint q-probability density function through the q-independence property and the q-Laplace transform.

Two-Dimensional Probability Functions of Morphological Dilation and Erosion of a Memoryless Source

  • Sangsin Na;Park, Tae-Young
    • Journal of Electrical Engineering and information Science
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    • v.1 no.1
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    • pp.151-155
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    • 1996
  • This paper derives the two-dimensional probability distribution and density functions of morphological dilation and erosion of a one-dimensional memoryless source and reports numerical results for a uniform source, thus providing methodology for joint distributions for other morphological operations. The joint density functions expressed in closed forms contain the Dirac delta functions due to the joint discontinuity within the dilation and erosion. They also exhibit symmetry between these two morphological density functions of dilated and/or eroded sources, in the computation of other higher moments thereof, and in multidimensional quantization.

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복합확률에 의한 우리나라 주요항만의 최극해면분석

  • 최병호;노상준
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 1996.10a
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    • pp.50-54
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    • 1996
  • 극치확률 모델과 더불어 최극해면분석에 이용되는 또 하나의 방법은 조석 및 비조석성분의 복합확률방법(joint probability method)으로 Pugh와 Vassie(1978)에 의해 제시되었다. 이 방법은 조석(tide)과 비조석성분(surge)이 통계적으로 독립적인 변수(statistically independent variable)로 취득될 수 있는 가를 일차적으로 분석한 후 해면의 확률분포를 조위분석함수(tidal probability distribution function)와 비조석성분분포함수(surge probability distribution function)의 복합으로서 산정하는 것이다. (중략)

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A study on the stability of Keyblock in underground excavation with consideration of joint persistence (절리 영속성을 고려한 지하굴착에서의 Keyblock 안정성 고찰)

  • 조태진;김석윤
    • Tunnel and Underground Space
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    • v.8 no.4
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    • pp.351-358
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    • 1998
  • A statistical method for assessing the joint persistence based on the in-situ measurement of joint trace length has been derived. This method utilizes the probability density distribution of either the joint trace length or the diameter of hypothetically circular joint diameter depending on the relative size of joint surface to that of the potential keyblock. The stability of potential keyblock with different sizes and joint persistences has been also calculated to illustrate the applicability of the developed method to the design and the safe excavation of large scale underground openings.

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