• Title/Summary/Keyword: probability distributions

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

Selection of Appropriate Probability Distribution Types for Ten Days Evaporation Data (순별증발량 자료의 적정 확률분포형 선정)

  • 김선주;박재흥;강상진
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1998.10a
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    • pp.338-343
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    • 1998
  • This study is to select appropriate probability distributions for ten days evaporation data for the purpose of representing statistical characteristics of real evaporation data in Korea. Nine probability distribution functions were assumed to be underlying distributions for ten days evaporation data of 20 stations with the duration of 20 years. The parameter of each probability distribution function were estimated by the maximum likelihood approach, and appropriate probability distributions were selected from the goodness of fit test. Log Pearson type III model was selected as an appropriate probability distribution for ten days evaporation data in Korea.

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Derivations of moments for discrete probability distributions using backward difference operators (후진 미분 연산자를 이용한 이산확률분포의 적률 유도)

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.505-513
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    • 2011
  • In this paper, we obtain the derivations of moments of discrete probability distributions by using the backward difference operators. Also, we presents such derivations for several well-known distributions; they are the binomial, Poisson, geometric, hypergeometric and negative hypergeometric distributions.

Estimating Optimal Probability Distributions of Daily Potential Photovoltaic Power Generation for Development of Rural Green-Village by Solar Energy - with Area of Seosan Weather Station - (농촌그린빌리지 조성을 위한 일별 잠재적 태양광발전량의 적정확률분포형 추정 - 서산지역을 중심으로 -)

  • Kim, Dae-Sik;Koo, Seung-Mo;Nam, Sang-Woon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.50 no.6
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    • pp.37-47
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    • 2008
  • Photovoltaic power generation is currently being recognized as one of the most popular sources for renewable resources over the country. Although it is also being adapted to rural area for may reasons, it is important to estimate the magnitudes of power outputs with reliable statistical methodologies, while applying historical daily solar energy data, for correct feasibility analysis. In this study, one of the well-known statistical methodologies is employed to define the appropriate probability distributions for monthly power outputs for the selected rural area, county of Seo-san, province of Chungnam. The results imply that the assumption of normal distributions for several months may lead to incorrect decision-making and therefore lead to the unreliable feasibility analysis. Generalized beta and triangular distributions were found to be superior to normal distribution, when describing monthly probability distributions for daily photovoltaic power. Based on the appropriate distributions resulted from this study, Monte Carlo simulation technique was also applied to provide additional flexible information for the relevant decision makers. This study found out new finding that the probability distributions should be considered to make planning of the photovoltaic power system in rural village unit, in order to give reasonable economic analysis to the decision makers.

Moments of Probability Distributions Derived Using Differential Operators

  • Kwan-Joong Kang
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.189-193
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    • 1996
  • In 1992. Boullion obtained the method of the calculus of the moments of discrete probability distributions using differential operator, and he published the method of calculus of the moments. The purpose of this paper is to introduce an idea that this method can be applied to calculate the moments of continuous probability distributions.

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A Study on the Frequency Structure of Probability Distributions Using Social Network Analysis (사회연결망분석을 이용한 확률분포들의 이용빈도 구조에 대한 연구)

  • Jang, Dae-Heung;Yi, Seong-Baek
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1169-1179
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    • 2011
  • Through social network analysis using portal site information, we study the relation of the probability distributions that appear in statistics textbooks with probability distributions that appear in daily life. Based on daily life, we discuss probability distributions that must be emphasized in frequent use.

On Tail Probabilities of Continuous Probability Distributions with Heavy Tails (두꺼운 꼬리를 갖는 연속 확률분포들의 꼬리 확률에 관하여)

  • Yun, Seokhoon
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.759-766
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    • 2013
  • The paper examines several classes of probability distributions with heavy tails. An (asymptotic) expression for tail probability needs to be known to understand which class a given probability distribution belongs to. It is usually not easy to get expressions for tail probabilities since most absolutely continuous probability distributions are specified by probability density functions and not by distribution functions. The paper proposes a method to obtain asymptotic expressions for tail probabilities using only probability density functions. Some examples are given to illustrate the proposed method.

ON CHARACTERIZING THE GAMMA AND THE BETA q-DISTRIBUTIONS

  • Boutouria, Imen;Bouzida, Imed;Masmoudi, Afif
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.5
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    • pp.1563-1575
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    • 2018
  • In this paper, our central focus is upon gamma and beta q-distributions from a probabilistic viewpoint. The gamma and the beta q-distributions are characterized by investing the nature of the joint q-probability density function through the q-independence property and the q-Laplace transform.

Effect of Mean Stress on Probability Distribution of Random Grown Crack size in Magnesium Alloy AZ31 (평균응력이 AZ31 마그네슘합금의 렌덤진전균열크기 확률분포에 미치는 영향)

  • Choi, Seon-Soon;Lee, Ouk-Sub
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.18 no.5
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    • pp.536-543
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    • 2009
  • In this paper the mean stress effects on the probability distribution of the random grown crack size at a specified loading cycle are studied through the fatigue crack propagation tests, which are conducted on the specimens of magnesium alloy under four different stress ratios. Through 80 replicates the probability distributions of the grown crack size are obtained. The goodness-of-fit for probability distributions of the random grown crack size are investigated by Anderson-Darling test and the best fit for those probability distributions is found to be a 3-parameter Weibull distribution. The effects of the mean stress on the probability distribution of the random grown crack size are also estimated.

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Extreme wind speeds from multiple wind hazards excluding tropical cyclones

  • Lombardo, Franklin T.
    • Wind and Structures
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    • v.19 no.5
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    • pp.467-480
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    • 2014
  • The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.