• Title/Summary/Keyword: normal approximation

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Research on Transferring the National Height System to the Island

  • Liu, Yanxiong;Zhou, Xinghua;Peng, Lin;Wu, Yongtong
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.425-427
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    • 2006
  • It is quite difficult to transfer the National Height System 1985 to the island in China. In the study, one feasible and alternative way, which measures synchronally the tide variation at the island and the coast , is firstly introduced. Then, a new method is proposed. This new method combines GPS technique and Quasi-Geoid Determination technique (GQGD). It needs gravity data, GPS data, leveling data and DEM data, together with complex calculation method and the Earth gravity model. After describing the mathematical model and presenting the calculational steps, one experiment has been shown that this method is valid and can achieve accuracy up to 5 cm for the normal height, compared with the results both from the tidal observation and height approximation. Some suggestion is also given in the end.

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Static analysis of monoclinic plates via a three-dimensional model using differential quadrature method

  • Bahrami, Kourosh;Afsari, Ahmad;Janghorban, Maziar;Karami, Behrouz
    • Structural Engineering and Mechanics
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    • v.72 no.1
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    • pp.131-139
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    • 2019
  • According to the properties of monoclinic materials, the normal and shear stresses are depending on both normal and shear strains. In the current investigation, the static analysis of monoclinic plates based on three dimensional elasticity theory is investigated. New governing equations and boundary conditions are derived for monoclinic plates and the Differential Quadrature Method (DQM) is used to solve the static problem. In our method of solution, no approximation is used and the DQM is adopted in all directions. By showing the differences between our results and the results for especially orthotropic plates, one can find that it is worth to investigate the monoclinic plates to have more accurate results.

A Generalized Procedure to Extract Higher Order Moments of Univariate Spatial Association Measures for Statistical Testing under the Normality Assumption (일변량 공간 연관성 측도의 통계적 검정을 위한 일반화된 고차 적률 추출 절차: 정규성 가정의 경우)

  • Lee, Sang-Il
    • Journal of the Korean Geographical Society
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    • v.43 no.2
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    • pp.253-262
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    • 2008
  • The main objective of this paper is to formulate a generalized procedure to extract the first four moments of univariate spatial association measures for statistical testing under the normality assumption and to evaluate the viability of hypothesis testing based on the normal approximation for each of the spatial association measures. The main results are as follows. First, predicated on the previous works, a generalized procedure under the normality assumption was derived for both global and local measures. When necessary matrices are appropriately defined for each of the measures, the generalized procedure effectively yields not only expectation and variance but skewness and kurtosis. Second, the normal approximation based on the first two moments for the global measures fumed out to be acceptable, while the notion did not appear to hold to the same extent for their local counterparts mainly due to the large magnitude of skewness and kurtosis.

An Approximation of the Cumulant Generating Functions of Diffusion Models and the Pseudo-likelihood Estimation Method (확산모형에 대한 누율생성함수의 근사와 가우도 추정법)

  • Lee, Yoon-Dong;Lee, Eun-Kyung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.1
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    • pp.201-216
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    • 2013
  • Diffusion is a basic mathematical tool for modern financial engineering. The theory of the estimation methods for diffusion models is an important topic of the financial engineering. Many researches have been tried to apply the likelihood estimation method for estimating diffusion models. However, the likelihood estimation method for diffusion is complicated and needs much amount of computing. In this paper we develop the estimation methods which are simple enough to be compared to the Euler approximation method, and efficient enough statistically to be compared to the likelihood estimation method. We devise pseudo-likelihood and propose the maximum pseudo-likelihood estimation methods. The pseudo-likelihoods are obtained by approximating the transition density with normal distributions. The means and the variances of the distributions are obtained from the delta expansion suggested by Lee, Song and Lee (2012). We compare the newly suggested estimators with other existing estimators by simulation study. From the simulation study we find the maximum pseudo-likelihood estimator has very similar properties with the maximum likelihood estimator. Also the maximum pseudo-likelihood estimator is easy to apply to general diffusion models, and can be obtained by simple numerical steps.

Analysis of slope stability based on evaluation of force balance

  • Razdolsky, A.G.;Yankelevsky, D.Z.;Karinski, Y.S.
    • Structural Engineering and Mechanics
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    • v.20 no.3
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    • pp.313-334
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    • 2005
  • The paper presents a new approach for the analysis of slope stability that is based on the numerical solution of a differential equation, which describes the thrust force distribution within the potential sliding mass. It is based on the evaluation of the thrust force value at the endpoint of the slip line. A coupled approximation of the slip and thrust lines is applied. The model is based on subdivision of the sliding mass into slices that are normal to the slip line and the equilibrium differential equation is obtained as the slice width approaches zero. Opposed to common iterative limit equilibrium procedures the present method is straightforward and gives an estimate of slope stability at the value of the safety factor prescribed in advance by standard requirements. Considering the location of the thrust line within the soil mass above the trial slip line eliminates the possible development of a tensile thrust force in the stable and critical states of the slope. The location of the upper boundary point of the thrust line is determined by the equilibrium of the upper triangular slice. The method can be applied to any smooth shape of a slip line, i.e., to a slip line without break points. An approximation of the slip and thrust lines by quadratic parabolas is used in the numerical examples for a series of slopes.

Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

Threshold Voltage Modeling of an n-type Short Channel MOSFET Using the Effective Channel Length (유효 채널길이를 고려한 n형 단채널 MOSFET의 문턱전압 모형화)

  • Kim, Neung-Yeun;Park, Bong-Im;Suh, Chung-Ha
    • Journal of the Korean Institute of Telematics and Electronics T
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    • v.36T no.2
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    • pp.8-13
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    • 1999
  • In this paper, an analytical threshold voltage model is proposed by replacing the conventional GCA(Gradual Channel Approximation) with the assumption that a normal depletion layer width in the intrinsic region will vary quasi-linearly according to the channel direction. Derived threshold voltage expression is written as a function of the effective channel length, drain voltage, substrate bias voltage, substrate doping concentration, and the oxide thickness. Calculated results show almost similar trends with BSIM3v3's results in a satisfactory accuracy.

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A Novel Conformal FETD Method for Modeling Arbitrary Dielectric Surfaces (임의 유전체 경계면의 FDTD 모델링을 위한 새로운 적합법)

  • 이재용;명노훈
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.10 no.2
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    • pp.180-186
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    • 1999
  • Conformal methods such as staircase approximation and effective medium theory have been used to model arbitrary dielectric surfaces in Cartesian FDTD(finite-difference time-domain) grids. However, the staircase approximation doesn't guarantee accurate results and the effective medium theory cannot be applied for frequency dispersive medium. In this paper, a simple conformal method is introduced for analyzing arbitrary dielectric surfaces. These arbitrarily shaped dielectric surfaces make nonuniformly filled FDTD cells. E(H)-field in a nonuniformly filled FDTD cell is calculated by considering the cell as the combination of two kinds of uniformly filled cells whose material boundaries are normal and parallel to the E(H)-field in the cell. TM scattering from a rotated 2-D dielectric and a ferrite square cylinder is analyzed to show the accuracy of the proposed method.

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An Approximation Approach for Solving a Continuous Review Inventory System Considering Service Cost (서비스 비용을 고려한 연속적 재고관리시스템 해결을 위한 근사법)

  • Lee, Dongju;Lee, Chang-Yong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.2
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    • pp.40-46
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    • 2015
  • The modular assembly system can make it possible for the variety of products to be assembled in a short lead time. In this system, necessary components are assembled to optional components tailor to customers' orders. Budget for inventory investments composed of inventory and purchasing costs are practically limited and the purchasing cost is often paid when an order is arrived. Service cost is assumed to be proportional to service level and it is included in budget constraint. We develop a heuristic procedure to find a good solution for a continuous review inventory system of the modular assembly system with a budget constraint. A regression analysis using a quadratic function based on the exponential function is applied to the cumulative density function of a normal distribution. With the regression result, an efficient heuristics is proposed by using an approximation for some complex functions that are composed of exponential functions only. A simple problem is introduced to illustrate the proposed heuristics.

Likelihood Approximation of Diffusion Models through Approximating Brownian Bridge (브라운다리 근사를 통한 확산모형의 우도 근사법)

  • Lee, Eun-kyung;Sim, Songyong;Lee, Yoon Dong
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.895-906
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    • 2015
  • Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.