• Title/Summary/Keyword: probability distributions

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Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution (Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도)

  • 이순혁;송기헌;맹승진;류경식;지호근
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.6
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    • pp.63-71
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    • 2000
  • The purpose of this study is to derive optimal design floods by the Wakeby distribution model using the probability weighted moments. Parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

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Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution (Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도(수공))

  • 송기헌;이순혁;박종화;맹승진;류경식;지호근
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2000.10a
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    • pp.352-358
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    • 2000
  • The objective of this study is to derive optimal design floods by the Wakeby distribution using the probability weighted moments. parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

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A Study on the Probability Distribution of Hold-in Time in Spread Spectrum Communication Systems (확산 스펙트럼 통신방식에서의 동기 유지 시간의 확률 분포에 관한 연구)

  • 심용걸;이충웅
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.21 no.2
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    • pp.13-18
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    • 1984
  • The probability distribution of hold-in time and that of the time to reject false lock are investigated for the tracking procedure in spread spectrum communication systems. These are helpful in deciding dwell time and threshold level of correlatoi circuits. The probability distributions are derived by series expansion of generating function for discrete probability function and summation of the coefficients for corresponding terms. And the formulas described by general system parameters are obtained.

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Median Control Chart for Nonnormally Distributed Processes (비정규분포공정에서 매디안특수관리도의 모형설계와 적용연구)

  • 신용백
    • Journal of the Korean Professional Engineers Association
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    • v.20 no.3
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    • pp.15-25
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the X-chart, X-chart, X-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart X-chart, which is the most widely used one in Korea, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for tile more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the X-chart, the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the X-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based on a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $X^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the propose4 median chart and the X chart was also performed with these examples and the median chart turned out to be superior to the X-chart.

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Median Control Chart for Nonnormally Distributed Processes (비정규분포공정에서 메디안특수관리도 통용모형설정에 관한 실증적 연구(요약))

  • 신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.10 no.16
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    • pp.101-106
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\bar{X}$-chart, $\bar{X}$-chart, $\bar{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart $\bar{X}$-chart. which is the most widely used one in Kora, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the $\bar{X}$-chart; the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the $\bar{X}$-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based oh a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $\chi$$^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the proposed median chart and the $\bar{X}$ chart was also performed with these examples and the median chart turned out to be superior to the $\bar{X}$-chart.

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Repair Cost Analysis for RC Structure Exposed to Carbonation Considering Log and Normal Distributions of Life Time (탄산화에 노출된 철근콘크리트 구조물의 로그 및 정규 수명분포를 고려한 보수비용 해석)

  • Woo, Sang-In;Kwon, Seung-Jun
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.6 no.3
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    • pp.153-159
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    • 2018
  • Many researches have been carried out on carbonation, a representative deterioration in underground structure. The carbonation of RC (Reinforced Concrete) structure can cause steel corrosion through pH drop in concrete pore water. However extension of service life in RC structures can be obtained through simple surface protection. Unlike the conventional deterministic maintenance technique, probabilistic technique can consider a variation of service life but it deals with only normal distributions. In the work, life time-probability distributions considering not only normal but also log distributions are induced, and repair cost estimation technique is proposed based on the induced model. The proposed technique can evaluate the repair cost through probabilistic manner regardless of normal or log distribution from initial service life and extended service life with repair. When the extended service life through repair has log distribution, repair cost is effectively reduced. The more reasonable maintenance strategy can be set up though actual determination of life-probability distribution based on long term tests and field investigations.

Analysis of Failure Probability of Armor Units and Uncertainties of Design Wave Heights due to Uncertainties of Parameters in Extreme Wave Height Distributions (극치파고분포의 모수 불확실성에 따른 설계파고의 불확실성 및 피복재의 파괴확률 해석)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.22 no.2
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    • pp.120-125
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    • 2010
  • A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

Statistical Analysis for Fatigue Life Evaluation of Vehicle Muffler (자동차용 머플러의 피로수명평가를 위한 통계적 분석)

  • Choi, Ji-Hun;Lee, Yong-Jun;Yoon, Jin-Ho;Kang, Sung-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.3
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    • pp.365-372
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    • 2013
  • In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

Non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings with different side ratios

  • Jia-hui Yuan;Shui-fu Chen;Yi Liu
    • Wind and Structures
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    • v.37 no.3
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    • pp.211-227
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    • 2023
  • To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

The investigation of the applicability of Monte Carlo Simulation in analyzing TBM project requirements

  • Ulku Kalayci Sahinoglu
    • Geomechanics and Engineering
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    • v.39 no.1
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    • pp.1-11
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    • 2024
  • Geotechnical parameter estimation is critical to the design, performance, safety, and cost and schedule management in Tunnel Boring Machine projects. Since these parameters vary within a certain range, relying on mean values for evaluation introduces significant risks to the project. Due to the non-homogeneous characteristics of geological formation, data may not exhibit a normal distribution and the presence of outliers might be deceptive. Therefore, the use of reliable analyses and simulation models is inevitable in the course of the data evaluation process. Advanced modeling techniques enable comprehensive analysis of the project data and allowing to model the uncertainty in geotechnical parameters. This study involves using Monte Carlo Simulation method to predict probabilistic distributions of field data, and therefore, establish a basis for designs and in turn to minimize project risks. In the study, 166 sets of geotechnical data Obtained from 35 boreholes including Standard Penetration Test, Limit Pressure, Liquid Limit, and Plastic Limit values, which are mostly utilized parameters in estimating project requirements, were used to estimate the geotechnical data distribution of the study field. In this context, firstly, the data was subjected to multi-parameter linear regression and variance analysis. Then, the obtained equations were implemented into a Monte Carlo Simulation, and probabilistic distributions of the geotechnical data of the field were simulated and corresponding to the 90% probability range, along with the minimum and maximum values at the 5% probability levels presented. Accordingly, while the average SPT N30 value is 42.86, but the highest occurrence rate is 50.81. For Net Limit Pressure, the average field data is 17.07 kg/cm2, with the maximum occurrence between 9.6 kg/cm2 and 13.7 kg/cm2. Similarly, the average Plastic Limit value is 22.32, while the most probable value is 20.6. The average Liquid Limit value is 56.73, with the highest probability at 54.48, as indicated in the statistical data distribution. Understanding the percentage distribution of data likely to be encountered in the project allows for accurate forecasting of both high and low probability scenarios, offering a significant advantage, particularly in ordering TBM requirements.