• Title/Summary/Keyword: lognormal

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Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.445-461
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    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

A Study on Cost Rate Analysis Methodology of Credit Card Value Proposition (신용카드 부가서비스 요율 분석 방법론에 대한 연구)

  • Lee, Chan-Kyung;Roh, Hyung-Bong
    • Journal of Korean Society for Quality Management
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    • v.46 no.4
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    • pp.797-820
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    • 2018
  • Purpose: It is to seek for an appropriate cost rate analysis methodology of credit card value propositions in Korea. For this issue, it is claimed that methodologies based on probability distribution is more suitable than methodologies based on data-mining. The analysis model constructed for the cost rate estimation is called VCPM model. Methods: The model includes two major variables denoted as S and P. S is monthly credit card usage amount. P stands for the proportion of usage amount at special merchants over the whole monthly usage amount. The distributions assumed for P are positively skewed distributions such as exponential, gamma and lognormal. The major inputs to the model are also derived from S and P, which are E(S) and the aggregate proportion of usage amount at special merchants over the total monthly usage amount. Results: When the credit card's value proposition is general discount, the VCPM model fits well and generates reasonable cost rate(denoted as R). However, it seems that the model does not work well for other types of credit cards. Conclusion: The VCPM model is reliable for calculating cost rate for credit cards with positively skewed distribution of P, which are general discount card. However, another model should be built for cards with other types of distributions of P.

Seismic fragility analysis of wood frame building in hilly region

  • Ghosh, Swarup;Chakraborty, Subrata
    • Earthquakes and Structures
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    • v.20 no.1
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    • pp.97-107
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    • 2021
  • A comprehensive study on seismic performance of wood frame building in hilly regions is presented. Specifically, seismic fragility assessment of a typical wood frame building at various locations of the northeast region of India are demonstrated. A three-dimensional simplified model of the wood frame building is developed with due consideration to nonlinear behaviour of shear walls under lateral loads. In doing so, a trilinear model having improved capability to capture the force-deformation behaviour of shear walls including the strength degradation at higher deformations is proposed. The improved capability of the proposed model to capture the force-deformation behaviour of shear wall is validated by comparing with the existing experimental results. The structural demand values are obtained from nonlinear time history analysis (NLTHA) of the three-dimensional wood frame model considering the effect of uncertainty due to record to record variation of ground motions and structural parameters as well. The ground motion bins necessary for NLTHA are prepared based on the identified hazard level from probabilistic seismic hazard analysis of the considered locations. The maximum likelihood estimates of the lognormal fragility parameters are obtained from the observed failure cases and the seismic fragilities corresponding to different locations are estimated accordingly. The results of the numerical study show that the wood frame constructions commonly found in the region are likely to suffer minor cracking or damage in the shear walls under the earthquake occurrence corresponding to the estimated seismic hazard level; however, poses negligible risk against complete collapse of such structures.

Probabilistic analysis of gust factors and turbulence intensities of measured tropical cyclones

  • Tianyou Tao;Zao Jin;Hao Wang
    • Wind and Structures
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    • v.38 no.4
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    • pp.309-323
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    • 2024
  • The gust factor and turbulence intensity are two crucial parameters that characterize the properties of turbulence. In tropical cyclones (TCs), these parameters exhibit significant variability, yet there is a lack of established formulas to account for their probabilistic characteristics with consideration of their inherent connection. On this condition, a probabilistic analysis of gust factors and turbulence intensities of TCs is conducted based on fourteen sets of wind data collected at the Sutong Cable-stayed Bridge site. Initially, the turbulence intensities and gust factors of recorded data are computed, followed by an analysis of their probability densities across different ranges categorized by mean wind speed. The Gaussian, lognormal, and generalized extreme value (GEV) distributions are employed to fit the measured probability densities, with subsequent evaluation of their effectiveness. The Gumbel distribution, which is a specific instance of the GEV distribution, has been identified as an optimal choice for probabilistic characterizations of turbulence intensity and gust factor in TCs. The corresponding empirical models are then established through curve fitting. By utilizing the Gumbel distribution as a template, the nexus between the probability density functions of turbulence intensity and gust factor is built, leading to the development of a generalized probabilistic model that statistically describe turbulence intensity and gust factor in TCs. Finally, these empirical models are validated using measured data and compared with suggestions recommended by specifications.

Probabilistic bearing capacity of circular footing on spatially variable undrained clay

  • Kouseya Choudhuri;Debarghya Chakraborty
    • Geomechanics and Engineering
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    • v.38 no.1
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    • pp.93-106
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    • 2024
  • The present paper investigates the spatial variability effect of soil property on the three-dimensional probabilistic characteristics of the bearing capacity factor (i.e., mean and coefficient of variation) of a circular footing resting on clayey soil where both mean and standard deviation of undrained shear strength increases with depth, keeping the coefficient of variation constant. The mean trend of undrained shear strength is defined by introducing the dimensionless strength gradient parameter. The finite difference method along with the random field and Monte Carlo simulation technique, is used to execute the numerical analyses. The lognormal distribution is chosen to generate random fields of the undrained shear strength. In the study, the potential failure of the structure is represented through the failure probability. The influences of different vertical scales of fluctuation, dimensionless strength gradient parameters, and coefficient of variation of undrained shear strength on the probabilistic characteristics of the bearing capacity factor and failure probability of the footing, along with the probability and cumulative density functions, are explored in this study. The variations of failure probability for different factors of safety corresponding to different parameters are also illustrated. The results are presented in non-dimensional form as they might be helpful to the practicing engineers dealing with this type of problem.

Rapid Seismic Vulnerability Assessment Method for Generic Structures (일반 구조물에 대한 신속한 지진 취약성 분석 방법)

  • Jeong, Seong-Hoon;Choi, Sung-Mo;Kim, Kang-Su
    • Journal of the Korea Concrete Institute
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    • v.20 no.1
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    • pp.51-58
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    • 2008
  • Analytical probabilistic vulnerability analysis requires extensive computing effort as a result of the randomness in both input motion and response characteristics. In this study, a new methodology whereby a set of vulnerability curves are derived based on the fundamental response quantities of stiffness, strength and ductility is presented. A response database of coefficients describing lognormal vulnerability relationships is constructed by employing aclosed-form solution for a generalized single-degree-of-freedom system. Once the three fundamental quantities of a wide range of structural systems are defined, the vulnerability curves for various limit states can be derived without recourse to further simulation. Examples of application are given and demonstrate the extreme efficiency of the proposed approach in deriving vulnerability relationships.

A Study on Exposure to Volatile Organic Compounds at Gas Stations in Korea (국내 일부 주유소 내에서의 휘발성 유기화합물 노출에 관한 연구)

  • Song, Sang Hwan;Paik, Nam Won;Ha, Kwon Chul
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.10 no.1
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    • pp.58-73
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    • 2000
  • Objectives : This study was performed to evaluate BTEX exposure to gas station service attendants and the critical affect of benzene and MtBE airborne concentration. Methods : the degree of exposure to airborne BTEX and MtBE was examined in the service attendants at seven gas stations across the country during a summer season. The TWAs(time-weighted averages) of atmospheric concentration of substances in personal and area samples, were calculated. The component ratio of BTEX and MtBE in the samples of bulk gasoline from each station studied was also measured. Results : The airborne concentrations of BTEX and MtBE showed a lognormal distribution and The TWA concentrations of benzene in personal samples from each station were 0.089 ppm - 0.18 ppm, and those of toluene were 0.097 ppm - 0.2 ppm. The average TWA concentrations of xylene and ethyl benzene was 0.03 ppm and 0.001 ppm, respectively. The TWA concentrations of MtBE were 0.4 ppm - 1.3 ppm. The volume concentrations of MtBE, toluene, ethyl benzene and xylene in the bulk gasoline samples were 3 - 7.4 %, 3 - 12 %, 0.64 % and 1.5 - 10 %, respectively. Conclusions : The benzene concentration was detected to exceed the ACGIH threshold benzene level of 0.5 ppm, in one of 74 personal and area samples. MtBE, a substitute for aromatic compounds such as benzene in gasoline, was found to bring about a greater chance of exposure to carcinogen, due to its high vapor pressure and carcinogenicity.

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Application of Probabilistic Tsunami Hazard Analysis for the Nuclear Power Plant Site (원자력 발전소 부지에 대한 확률론적 지진해일 재해도 분석의 적용)

  • Rhee, Hyun-Me;Kim, Min Kyu;Sheen, Dong-Hoon;Choi, In-Kil
    • Journal of the Earthquake Engineering Society of Korea
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    • v.19 no.6
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    • pp.265-271
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    • 2015
  • The tsunami hazard analysis is performed for testing the application of probabilistic tsunami hazard analysis to nuclear power plant sites in the Korean Peninsula. Tsunami hazard analysis is based on the seismic hazard analysis. Probabilistic method is adopted for considering the uncertainties caused by insufficient information of tsunamigenic fault sources. Logic tree approach is used. Uljin nuclear power plant (NPP) site is selected for this study. The tsunamigenic fault sources in the western part of Japan (East Sea) are used for this study because those are well known fault sources in the East Sea and had several records of tsunami hazards. We have performed numerical simulations of tsunami propagation for those fault sources in the previous study. Therefore we use the wave parameters obtained from the previous study. We follow the method of probabilistic tsunami hazard analysis (PTHA) suggested by the atomic energy society of Japan (AESJ). Annual exceedance probabilities for wave height level are calculated for the site by using the information about the recurrence interval, the magnitude range, the wave parameters, the truncation of lognormal distribution of wave height, and the deviation based on the difference between simulation and record. Effects of each parameters on tsunami hazard are tested by the sensitivity analysis, which shows that the recurrence interval and the deviation dominantly affects the annual exceedance probability and the wave heigh level, respectively.

Response Spectra of 2017 Pohang Earthquake and Comparison with Korean Standard Design Spectra (2017년 포항지진 스펙트럼과 한국표준설계스펙트럼의 비교)

  • Heo, Tae Min;Kim, Jung Han;Lee, Jin Ho;Kim, Jae Kwan
    • Journal of the Earthquake Engineering Society of Korea
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    • v.22 no.3
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    • pp.129-137
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    • 2018
  • On November 15, 2017, Pohang earthquake occurred. Its local magnitude was announced to be $M_L=5.4$ by Korea Meteorological Administration (KMA). Ground motion data recorded at KMA stations were obtained from their data bases. From the data, horizontal and vertical response spectra, and V/H ratio were calculated. The horizontal spectra were defined as GMRotI50 spectra. From the statistical analysis of the GMRotI50 spectra, a mean plus one standard deviation spectrum in lognormal distribution is obtained. Regression analysis is performed on this curve to determine the shape of spectrum including transition periods. Applying the same procedure, the shape and transition periods of vertical spectrum were obtained. These results were compared with theKorean standard design spectra, which were developed from domestic and overseas intra-plate earthquake records, and Gyeongju earthquake response spectra. The response spectra of Pohang earthquake were found to be almost identical with the newly proposed design spectra. Even the V/H ratios showed good agreement. These results confirmed that the method adopted when developing the standard design spectra were valid and the developed design spectra were reliable.

Evaluation of multi-lane transverse reduction factor under random vehicle load

  • Yang, Xiaoyan;Gong, Jinxin;Xu, Bohan;Zhu, Jichao
    • Computers and Concrete
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    • v.19 no.6
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    • pp.725-736
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    • 2017
  • This paper presents the two-, three-, and four-lane transverse reduction factor based on FEA method, probability theory, and the recently actual traffic flow data. A total of 72 composite girder bridges with various spans, number of lanes, loading mode, and bridge type are analyzed with time-varying static load FEA method by ANSYS, and the probability models of vehicle load effects at arbitrary-time point are developed. Based on these probability models, in accordance to the principle of the same exceeding probability, the multi-lane transverse reduction factor of these composite girder bridges and the relationship between the multi-lane transverse reduction factor and the span of bridge are determined. Finally, the multi-lane transverse reduction factor obtained is compared with those from AASHTO LRFD, BS5400, JTG D60 or Eurocode. The results show that the vehicle load effect at arbitrary-time point follows lognormal distribution. The two-, three-, and four-lane transverse reduction factors calculated by using FEA method and probability respectively range between 0.781 and 1.027, 0.616 and 0.795, 0.468 and 0.645. Furthermore, a correlation between the FEA and AASHTO LRFD, BS5400, JTG D60 or Eurocode transverse reduction factors is made for composite girder bridges. For the two-, three-, and four-lane bridge cases, the Eurocode code underestimated the FEA transverse reduction factors by 27%, 25% and 13%, respectively. This underestimation is more pronounced in short-span bridges. The AASHTO LRFD, BS5400 and JTG D60 codes overestimated the FEA transverse reduction factors. The FEA results highlight the importance of considering span length in determining the multi-lane transverse reduction factors when designing two-lane or more composite girder bridges. This paper will assist bridge engineers in quantifying the adjustment factors used in analyzing and designing multi-lane composite girder bridges.