• Title/Summary/Keyword: mixture distribution

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Wind energy assessment at complex terrain using mixture probability distribution (혼합확률분포를 이용한 복잡지형의 풍력자원 평가)

  • Song, Ho-Sung;Kwon, Soon-Duck
    • Journal of the Korean Solar Energy Society
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    • v.33 no.2
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    • pp.18-27
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    • 2013
  • This paper presents a method for assessing the wind energy potential at complex terrain using probability distribution. And the proper probability models of the parameters estimating the wind energy are presented. Finally a mixture-Weibull determined by numerical methods procedure are proposed to assess the probability distribution of the energy potential at a site. The developed method is applied to the Kwanjungchun Bridge and compared with wind records which the neighboring weather station.

THE UNIFORM MIXTURE OF GENERALIZED ARC-SINE DISTRIBUTIONS

  • JONES M.C.
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.35-38
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    • 2005
  • A single, tractable, special case of the problem of continuous mixtures of beta distributions over their parameters is considered. This is the uniform mixture of generalized arc-sine distributions which, curiously, turns out to be linked by transformation to the Cauchy distribution.

A Bivariate Two Sample Rank Test for Mixture Distributions

  • Songyong Sim;Seungmin Lee
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.197-204
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    • 1996
  • We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

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(Lip Recognition Using Active Shape Model and Gaussian Mixture Model) (Active Shape 모델과 Gaussian Mixture 모델을 이용한 입술 인식)

  • 장경식;이임건
    • Journal of KIISE:Software and Applications
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    • v.30 no.5_6
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    • pp.454-460
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    • 2003
  • In this paper, we propose an efficient method for recognizing human lips. Based on Point Distribution Model, a lip shape is represented as a set of points. We calculate a lip model and the distribution of shape parameters using Principle Component Analysis and Gaussian mixture, respectively. The Expectation Maximization algorithm is used to determine the maximum likelihood parameter of Gaussian mixture. The lip contour model is derived by using the gray value changes at each point and in regions around the point and used to search the lip shape in a image. The experiments have been performed for many images, and show very encouraging result.

Statistical analysis and probabilistic modeling of WIM monitoring data of an instrumented arch bridge

  • Ye, X.W.;Su, Y.H.;Xi, P.S.;Chen, B.;Han, J.P.
    • Smart Structures and Systems
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    • v.17 no.6
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    • pp.1087-1105
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    • 2016
  • Traffic load and volume is one of the most important physical quantities for bridge safety evaluation and maintenance strategies formulation. This paper aims to conduct the statistical analysis of traffic volume information and the multimodal modeling of gross vehicle weight (GVW) based on the monitoring data obtained from the weigh-in-motion (WIM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. A genetic algorithm (GA)-based mixture parameter estimation approach is developed for derivation of the unknown mixture parameters in mixed distribution models. The statistical analysis of one-year WIM data is firstly performed according to the vehicle type, single axle weight, and GVW. The probability density function (PDF) and cumulative distribution function (CDF) of the GVW data of selected vehicle types are then formulated by use of three kinds of finite mixed distributions (normal, lognormal and Weibull). The mixture parameters are determined by use of the proposed GA-based method. The results indicate that the stochastic properties of the GVW data acquired from the field-instrumented WIM sensors are effectively characterized by the method of finite mixture distributions in conjunction with the proposed GA-based mixture parameter identification algorithm. Moreover, it is revealed that the Weibull mixture distribution is relatively superior in modeling of the WIM data on the basis of the calculated Akaike's information criterion (AIC) values.

Infinite Failure NHPP Software Mixture Reliability Growth Model Base on Record Value Statistics (기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 혼합 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul;Kim, Kyung-Soo
    • Convergence Security Journal
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    • v.7 no.3
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    • pp.51-60
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    • 2007
  • Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, exponential distribution and Rayleigh distribution model was reviewed, proposes the mixture reliability model, which made out efficiency substituted for situation for failure time Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using S27 data set for the sake of proposing shape parameter of the mixture distribution was employed. This analysis of failure data compared with the mixture distribution model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

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SHM-based probabilistic representation of wind properties: statistical analysis and bivariate modeling

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.591-600
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    • 2018
  • The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

Efficient Estimation of the Parameters of the Pareto Distribution in the Presence of Outliers

  • Dixit, U.J.;Jabbari Nooghabi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.817-835
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    • 2011
  • The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.

A Study on the Probabilistic Production Cost Simulation by the Mixture of Cumulants Approximation (Mixture of Cumulants Approximaton 법에 의한 발전 시물레이션에 관한 연구)

  • 송길영;김용하
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.40 no.1
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    • pp.1-9
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    • 1991
  • This paper describes a new method of calculating expected energy generation and loss of load probability (L.O.L.P) for electric power system operation and expansion planning. The method represents an equivalent load duration curve (E.L.D.C) as a mixture of cumulants approximation (M.O.N.A). By regarding a load distribution as many normal distributions-rather than one normal distribution-and representing each of them in terms of Gram-Charlier expansion, we could improve the accuracy of results. We developed an algorithm which automatically determines the number of distribution and demarcation points. In modeling of a supply system, we made subsets of generators according to the number of generator outage: since the calculation of each subset's moment needs to be processed rapidly, we further developed specific recursive formulae. The method is applied to the test systems and the results are compared with those of cumulant, M.O.N.A. and Booth-Baleriaux method. It is verified that the M.O.C.A. method is faster and more accure than any other method.

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A fast approximate fitting for mixture of multivariate skew t-distribution via EM algorithm

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.255-268
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    • 2020
  • A mixture of multivariate canonical fundamental skew t-distribution (CFUST) has been of interest in various fields. In particular, interest in the unsupervised learning society is noteworthy. However, fitting the model via EM algorithm suffers from significant processing time. The main cause is due to the calculation of many multivariate t-cdfs (cumulative distribution functions) in E-step. In this article, we provide an approximate, but fast calculation method for the in univariate fashion, which is the product of successively conditional univariate t-cdfs with Taylor's first order approximation. By replacing all multivariate t-cdfs in E-step with the proposed approximate versions, we obtain the admissible results of fitting the model, where it gives 85% reduction time for the 5 dimensional skewness case of the Australian Institution Sport data set. For this approach, discussions about rough properties, advantages and limits are also presented.