• Title/Summary/Keyword: probability distribution functions

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Some Partial Orderings of Life Distributions

  • Jeen-Kap Choi;Kil-Ho Cho;Sang-Lyong Kim
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.20-32
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    • 1995
  • The concept of positive ageing describes the adverse effects of age on the lifetime of units. Various aspects of this concept are described in terms of conditional probability distribution of residual life times, failure rates, equilibrium distributions, etc. In this paper, we will consider some partial ordering relations of life distributions under residual life functions and equilibrium distributions. Under residual life distributions, we study the relationships of IFR, NBU and NBUFR classes and that of DMRL and NBUE classes, By using WLR ordering comparison between F and its equilibrium $H_F$, we can decide if F belongs to NBUFR class.

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Performance Analysis of a Two-phase Queueing System with Bernoulli Feedback (베르누이 피드백이 있는 2단계서비스 대기모형의 성능분석)

  • Park, Doo-Il;Kim, Tae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.1C
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    • pp.9-13
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    • 2003
  • We consider a two-phase queueing system with Bernoulli feedback. Customers arrive at the system according to a Poison process and receive batch service in the first phase followed by individual services in the second phase. Each customer who completes the individual service returns to the tail of the second phase service queue with probability 1 -$\sigma$. This type of queueing problem cad be easily found in computer and telecommunication systems. By deriving a relationship between the generating functions for system size at various embedded epochs, we obtain the system size distribution. The exhaustive and gated cases for the batch service are considered.

A Nodal Probabilistic Production Cost Evaluation at each Load Point using Monte Carlo Simulation Methods (Monte Carlo Simulation을 이용한 각 부하지점별 확률론적 발전비산정)

  • Moon, Seung-Pil;Kim, Hong-Sik;Choi, Hyong-Lim;Choi, Jae-Seok;Rho, Dae-Seok
    • Proceedings of the KIEE Conference
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    • 2001.07a
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    • pp.530-532
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    • 2001
  • This paper illustrates a method for evaluating nodal probabilistic production cost using the CMELDC. A new method for constructing CMELDC(the equivalent load duration curves of composite power system) was developed by authors. The CMELDC can be obtained by convolution integral processing between the probability distribution functions of the fictitious generators outage capacity and the load duration curves at each load point. Monte Carlo Methods are applied for the construction of CMELDC on this study. And IEEE-RTS 24 buses model is used as our case study with satisfactory results.

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Stochastic finite element based reliability analysis of steel fiber reinforced concrete (SFRC) corbels

  • Gulsan, Mehmet Eren;Cevik, Abdulkadir;Kurtoglu, Ahmet Emin
    • Computers and Concrete
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    • v.15 no.2
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    • pp.279-304
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    • 2015
  • In this study, reliability analyses of steel fiber reinforced concrete (SFRC) corbels based on stochastic finite element were performed for the first time in literature. Prior to stochastic finite element analysis, an experimental database of 84 sfrc corbels was gathered from literature. These sfrc corbels were modeled by a special finite element program. Results of experimental studies and finite element analysis were compared and found to be very close to each other. Furthermore experimental crack patterns of corbel were compared with finite element crack patterns and were observed to be quite similar. After verification of the finite element models, stochastic finite element analyses were implemented by a specialized finite element module. As a result of stochastic finite element analysis, appropriate probability distribution functions (PDF's) were proposed. Finally, coefficient of variation, bias and strength reduction (resistance) factors were proposed for sfrc corbels as a consequence of stochastic based reliability analysis.

TIME-DOMAIN TECHNIQUE FOR FRONT-END NOISE SIMULATION IN NUCLEAR SPECTROSCOPY

  • Neamintara, Hudsaleark;Mangclaviraj, Virul;Punnachaiya, Suvit
    • Nuclear Engineering and Technology
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    • v.39 no.6
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    • pp.717-724
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    • 2007
  • A measurement-based time-domain noise simulation of radiation detector-preamplifier (front-end) noise in nuclear spectroscopy is described. The time-domain noise simulation was performed by generating "noise random numbers" using Monte Carlo's inverse method. The probability of unpredictable noise was derived from the empirical cumulative distribution function via the sampled noise, which was measured from a preamplifier output. Results of the simulated noise were investigated as functions of time, frequency, and statistical domains. Noise behavior was evaluated using the signal wave-shaping function, and was compared with the actual noise. Similarities between the response characteristics of the simulated and the actual preamplifier output noises were found. The simulated noise and the computed nuclear pulse signal were also combined to generate a simulated preamplifier output signal. Such simulated output signals could be used in nuclear spectroscopy to determine energy resolution degradation from front-end noise effect.

Density distributions and Power spectra of outflow-driven turbulence

  • Kim, Jongsoo;Moraghan, Anthony
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.1
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    • pp.57.2-57.2
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    • 2014
  • Protostellar jets and outflows are signatures of star formation and promising mechanisms for driving supersonic turbulence in molecular clouds. We quantify outflow-driven turbulence through three-dimensional numerical simulations using an isothermal version of the total variation diminishing code. We drive turbulence in real space using a simplified spherical outflow model, analyze the data through density probability distribution functions (PDFs), and investigate density and velocity power spectra. The real-space turbulence-driving method produces a negatively skewed density PDF possessing an enhanced tail on the low-density side. It deviates from the log-normal distributions typically obtained from Fourier-space turbulence driving at low densities, but can provide a good fit at high densities, particularly in terms of mass-weighted rather than volume-weighted density PDF. We find shallow density power-spectra of -1.2. It is attributed to spherical shocks of outflows themselves or shocks formed by the interaction of outflows. The total velocity power-spectrum is found to be -2.0, representative of the shock dominated Burger's turbulence model. Our density weighted velocity power spectrum is measured as -1.6, slightly less that the Kolmogorov scaling values found in previous works.

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Nonstationary Frequency Analysis of Hydrologic Extreme Variables Considering of Seasonality and Trend (계절성과 경향성을 고려한 극치수문자료의 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Moon, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.581-585
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

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Flow Pattern Identification of Vertical Upward Two-Phase Flow Using the Attractor-Density-Map Analysis of the Void Fraction Signal in the Nonlinear Phase Space (비선형 위상공간에서의 기포 분율 신호의 끌개밀도분식을 이용한 수직 상향 이상유동의 유동패턴분류)

  • Kim, Nam-Seok;Lee, Jae-Young
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.11
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    • pp.1398-1406
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    • 2004
  • The nonlinear signals from an impedance meter for the area average void fraction in two-phase flow have been analyzed to construct a phase space trajectory. The pseudo phase space was constructed with the time delay and proper dimensions. The time delay and the embedding dimension were chosen by the average mutual information and by the false nearest neighborhood, respectively. The attractor-density-map of projected states was used to produce the two dimensional probability distribution functions (2D-PDF). Since the developed 2D-PDF showed clear distinction of the flow patterns, the flow regime identification was made with three rules and with the 2D-PDF. Also, the transition criteria of Mishima-Ishii agree well with the present results.

Seismic Risk Assessment of Piers Using Fragility Analysis (취약도 분석을 통한 교각의 지진위험도 평가)

  • Lee, Dae-Hyoung;Kim, Hyun-Jun;Park, Chang-Kyu;Chung, Young-Soo
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2006.03a
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    • pp.261-268
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    • 2006
  • This study represents results of fragility curve development for 3-span continuous bridge. To research the response of bridge under earthquake excitation, Monte Carlo simulation is performed to study nonlinear dynamic analysis. Because of limited number of real time histories from the Korean peninsula, a set of 150 synthetic time histories were generated. Fragility corves in this study are represented by lognormal distribution functions with two parameters and developed as a function of PGA. Five damage states were defined to express the condition of damage based on the actual experimental damage data of bridge column. As a result of this research, the value of damage probability corresponding to each damage state were determined. This approach may be used in constructing the fragility curves for all of bridge structure and, by extension, in constructing the seismic hazard map.

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On Extended Hurwitz-Lerch Zeta Function

  • Mohannad Jamal Said Shahwan;Maged Gumman Bin-Saad;Mohammed Ahmed Pathan
    • Kyungpook Mathematical Journal
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    • v.63 no.3
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    • pp.485-506
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    • 2023
  • This paper investigates an extended form Hurwitz-Lerch zeta function, as well as related integral images, ordinary and fractional derivatives, and series expansions, using the term extended beta function. We establish a connection between the extended Hurwitz-Lerch zeta function and the Laguerre polynomials. Furthermore, we present a probability distribution application of the extended Hurwitz-Lerch zeta function ζ𝛿,𝜇𝜈,λ. Several results, both known and new, are shown to follow as special cases of our findings.