• 제목/요약/키워드: probability distribution function

검색결과 804건 처리시간 0.034초

Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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감쇄지수함수 확률분포에 의한 가우스, 레일레이, 나카가미 확률 밀도 분포 (The Gauss, Rayleigh and Nakagami Probability Density Distribution Based on the Decreased Exponential Probability Distribution)

  • 김정수;이문호
    • 한국인터넷방송통신학회논문지
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    • 제17권6호
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    • pp.59-68
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    • 2017
  • 무선 통신시스템에서 Random 과정을 해석적으로 표현할 수 있으며 적당한 확률분포를 구할 수 있다. 감쇄지수함수 확률분포에 의한 가우스, 레일레이, 나카가미 확률분포를 쉽게 유도했으며 시뮬레이션을 그림으로 보인다. 시간의 개념을 포함한 파형의 집합에 의한 확률적 표현이 Random과정(or Stochasic Process)인데 이를 무선환경의 조건에 따라 유도한다. 또한 가시거리 통신과 비가시거리 채널환경을 Rayleigh와 Rician 채널로 구체적인 예를 SISO, MIMO 환경에서 보인다. 또한, 본 논문에서 채널이 송신 블록 동안 일정하고 연속적인 송신 블록 사이에서 독립적으로 변하는 블록 페이딩 채널 모델을 가정함으로써 i.i.d 채널을 갖는 높은 SNR 영역에서 더 나은 성능을 얻을 수 있다는 동기를 부여한다. 이러한 변환을 실현하기 위한 알고리즘은 크로네 커 MIMO 채널에 적용 할 수 있다.

확률과정 전투에서 명중시간간격 확률분포의 발견 (Finding Interkilling Time Probability Distribution in Stochastic Combats)

  • 홍윤기
    • 한국국방경영분석학회지
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    • 제28권2호
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    • pp.56-69
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    • 2002
  • A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

On Reliability and Ratio in the Beta Case

  • Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.541-547
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    • 2009
  • We consider distribution, reliability and moment of ratio in two independent beta random variables X and Y, and reliability and $K^{th}$ moment of ratio are represented by a mathematical generalized hypergeometric function. We introduce an approximate maximum likelihood estimate(AML) of reliability and right-tail probability in the beta distribution.

Notes on Parametric Estimations in a Power Function Distribution

  • Woo, Jungsoo;Yoon, Gi-Ern
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.919-928
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    • 1999
  • We shall propose the MME MLE and UMVUE for the mean parameter and the right-tail probability in a power function distribution and obtain the mean squared errors for the proposed estimators. And we shall compare numerically efficiencies of the MME MLE and UMVUE of the mean parameter and the right-tail probability in a power function distribution.

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Non-parametric Density Estimation with Application to Face Tracking on Mobile Robot

  • Feng, Xiongfeng;Kubik, K.Bogunia
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.49.1-49
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    • 2001
  • The skin color model is a very important concept in face detection, face recognition and face tracking. Usually, this model is obtained by estimating a probability density function of skin color distribution. In many cases, it is assumed that the underlying density function follows a Gaussian distribution. In this paper, a new method for non-parametric estimation of the probability density function, by using feed-forward neural network, is used to estimate the underlying skin color model. By using this method, the resulting skin color model is better than the Gaussian estimation and substantially approaches the real distribution. Applications to face detection and face ...

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빈도 분석법을 이용한 논벼의 한발 기준 10년 빈도 작물 증발산량 산정 (Estimating Paddy Rice Evapotranspiration of 10-Year Return Period Drought Using Frequency Analysis)

  • 유승환;최진용;장민원
    • 한국농공학회논문집
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    • 제49권3호
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    • pp.11-20
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    • 2007
  • Estimation of crop consumptive use is a key term of agricultural water resource systems design and operation. The 10-year return period drought has special aspects as a reference period in design process of irrigation systems in terms of agricultural water demand analysis so that crop evapotranspiration (ETc) about the return period also has to be analyzed to assist understanding of crop water requirement of paddy rice. In this study, The ETc of 10-year return period drought was computed using frequency analysis by 54 meteorological stations. To find an optimal probability distribution, 8 types of probability distribution function were tested by three the goodness of fit tests including ${\chi}^2$(Chi-Square), K-S (Kolmogorov-Smirnov) and PPCC (Probability Plot Correlation Coefficient). Optimal probability distribution function was selected the 2-parameter Log-Normal (LN2) distribution function among 8 distribution functions. Using the two selected distribution functions, the ETc of 10-year return period drought was estimated for 54 meteorological stations and compared with prior study results suggested by other researchers.

상수관망의 파이프 파괴확률 산정을 위한 신뢰성 해석 (Reliability Analysis for Probability of Pipe Breakage in Water Distribution System)

  • 권혁재;이철응
    • 상하수도학회지
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    • 제22권6호
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    • pp.609-617
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    • 2008
  • Water pipes are supposed to deliver the predetermined demand safely to a certain point in water distribution system. However, pipe burst or crack can be happened due to so many reasons such as the water hammer, natural pipe ageing, external impact force, soil condition, and various environments of pipe installation. In the present study, the reliability model which can calculate the probability of pipe breakage was developed regarding unsteady effect such as water hammer. For the reliability model, reliability function was formulated by Barlow formula. AFDA method was applied to calculate the probability of pipe breakage. It was found that the statistical distribution for internal pressure among the random variables of reliability function has a good agreement with the Gumbel distribution after unsteady analysis was performed. Using the present model, the probability of pipe breakage was quantitatively calculated according to random variables such as the pipe diameter, thickness, allowable stress, and internal pressure. Furthermore, it was found that unsteady effect significantly increases the probability of pipe breakage. If this reliability model is used for the design of water distribution system, safe and economical design can be accomplished. And it also can be effectively used for the management and maintenance of water distribution system.

ON CHARACTERIZATIONS OF THE NORMAL DISTRIBUTION BY INDEPENDENCE PROPERTY

  • LEE, MIN-YOUNG
    • Journal of applied mathematics & informatics
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    • 제35권3_4호
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    • pp.261-265
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    • 2017
  • Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.

복합확률에 의한 우리나라 주요항만의 최극해면분석

  • 최병호;노상준
    • 한국해안해양공학회:학술대회논문집
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    • 한국해안해양공학회 1996년도 정기학술강연회 발표논문 초록집
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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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