• Title/Summary/Keyword: probability distributions

Search Result 744, Processing Time 0.022 seconds

A Batch Arrival Queue with a Random Setup Time Under Bernoulli Vacation Schedule

  • Choudhury, Gautam;Tadj, Lotfi;Paul, Maduchanda
    • Management Science and Financial Engineering
    • /
    • v.15 no.2
    • /
    • pp.1-21
    • /
    • 2009
  • We consider an $M^x/G/1$ queueing system with a random setup time under Bernoulli vacation schedule, where the service of the first unit at the completion of each busy period or a vacation period is preceded by a random setup time, on completion of which service starts. However, after each service completion, the server may take a vacation with probability p or remain in the system to provide next service, if any, with probability (1-p). This generalizes both the $M^x/G/1$ queueing system with a random setup time as well as the Bernoulli vacation model. We carryout an extensive analysis for the queue size distributions at various epochs. Further, attempts have been made to unify the results of related batch arrival vacation models.

우리나라 주요지점에 있어서의 강우해석에 관한 수문통계학적 연구

  • 이원환
    • Water for future
    • /
    • v.5 no.2
    • /
    • pp.30-43
    • /
    • 1972
  • The paper describes on the hydrologic analysis of point rainfall data of the three major areas, such as in Seoul, Pusan and Taegu. Scheme of the paper is analyzed five research cases. Contents of the analysis are carried out five kinds of transformed variables for determination of rainfall distribution types and two kinds of reliability tests on unusual(extraordinary) values each rainfall durations:short durations, long durations, long durations, monthly and yearly. Rainfall depth probability had been computed methods of hydrologic amounts analysis namely logarithmic transformations or Gumbel-Chow method and so on, but in this paper it is calculated log xi, n-square root transformations by using normal distribution function and normalization of rainfall distributions is examined graphical tests and $X^2-test$(chi-square test). Furthermore, rainfall depth probability is calculated taking into account the safty factors of project life of hydraulic structures. We think it is advanced contents that considering priceless experiences, the life of structures, conditions and more problems of planning engineers and designers, proposed rainfall amounts(proposed values) are presented charts or figures.

  • PDF

State Estimation and Identification of Nonlinear Systems by Hermitian Expansion of Probability Distributions (Hermite전개법에 의한 비선형계의 상태추정 및 동정에 관한 연구)

  • Kyong Ki Kim
    • 전기의세계
    • /
    • v.22 no.3
    • /
    • pp.49-62
    • /
    • 1973
  • An algorithm for the state estimation and identification of multivariable nonlinear systems with noisy nonlinear observation has been investigated on the basis of the multidimensional Hermitian expansion for the a posteriori probability densities of the predicted observation, the predicted state and the observation conditioned by the state. A new approach for construction of this sequential nonlinear estimator, retaining up to the second order term of the observation error, has been developed, along with the approximation of nonlinear system functions, truncating at the second term. The estimation of the unknown parameters has been established by extending the state estimation technique, regarding the parameters as another state variables. The results of investigation indicate the feasibility of the schemes presented in this paper.

  • PDF

Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
    • /
    • v.16 no.1
    • /
    • pp.141-150
    • /
    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

Flow pattern characteristics in vertical two phase flow by PDF and signals from conductance probe (確率密度函數와 電導 Prode信號에 의한 垂直二相流의 流動樣式特性)

  • Son, Byung-Jin;Kim, In-Suhk;Lee, Jin
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.10 no.6
    • /
    • pp.814-822
    • /
    • 1986
  • Flow patterns and its transitions in vertical two phase flow of air-water isothermal flow are identified objectively by void output signals and moments computed from the Probability Density Function which is associated with the statistical measurement for time average local void fractions using conductance probe. It has been shown that the probe output signals, PDF distributions and its moments are deterministic criteria of flow pattern and transition classification.

A study on the behavioral-structure of production activity through the statistical analysis models - focus on the probability distribution of PERT, Queueing theory - (통계적(統計的) 계량분석(計量分析)모델을 통한 생산활동(活動)의 행태구조(行態構造)에 관한 연구 -RERT와 Queueing theory의 확률분포를 중심으로-)

  • Kim, Hong Jae
    • Journal of Korean Society for Quality Management
    • /
    • v.19 no.2
    • /
    • pp.145-157
    • /
    • 1991
  • Thid study intends to pursue behavioral-structure of production behavior through statistical models which are using in PERT and Queueing theory. We can corprehand the orders of human production behavior's characteristics by several related attributes of probablity/statistics. These attributes are poisson, Beta, exponential distributions and P.S Laplace's natural probability. Human production behavior is related and regressed to these attributes in many divisions intermediately. Progressive numerical understanding in many essential human behavior acts on the application of practical behavior standard in production word and operation.

  • PDF

Quantile-based Nonparametric Test for Comparing Two Diagnostic Tests

  • Kim, Young-Min;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.3
    • /
    • pp.609-621
    • /
    • 2007
  • Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

A Probabilistic Approach to Quantifying Uncertainties in the In-vessel Steam Explosion During Severe Accidents at a Nuclear Power Plant

  • Mun, Ju-Hyun;Kang, Chang-Sun;Park, Gun-Chul
    • Proceedings of the Korean Nuclear Society Conference
    • /
    • 1995.05a
    • /
    • pp.509-516
    • /
    • 1995
  • The uncertainty analysis for the in-vessel steam explosion during severe accidents at a nuclear power plant is performed using a probabilistic approach. This approach consists of four steps; 1) screening, 2) quantification of uncertainty 3) propagation of uncertainty, and 4) output analysis. And the specific methods which satisfy the sub-objectives of each step are prepared and presented. Compared with existing ones, the unique feature of this approach is the improved estimation of uncertainties through quantification, which ensures the defensibility of the resultant failure probability distributions. Using the approach, the containment failure probability due to in-vessel steam explosion is calculated. The results of analysis show that 1) pour diameter is the most dominant factor and slug condensed phase fraction is the least and 2) fraction of core molten is the second most dominant factor, which is identified as distinct feature of this study as compared with previous studies.

  • PDF

The probability approach for the personal risk calculation of the passenger due to a tunnel fire (터널 화재시 승객의 개인적 위험도 계산에 대한 확률적 접근)

  • Kim, Dong-Jin;Hwang, Young-Ha;Jang, Yong-Jun
    • Proceedings of the KSR Conference
    • /
    • 2008.06a
    • /
    • pp.1246-1254
    • /
    • 2008
  • The land transportation is the most common way to transport passengers as well as freight among other mode of transportations and consequently more likely to be constructed for faster and convenient travel In this regard, the demand for tunnel constructions will be increasing and the safety inside the tunnel will be considered major concern more than ever. In this paper, we show probabilistic methodology to calculate the personal risk of each evacuee starting from a different location in a tunnel on fire. Passenger evacuation time and smoke spread time are both assumed to be continuous random variables having specific distributions. The evacuation of passengers at each location and the safety facilities inside the tunnel are also crucial factors to calculate the probability of death.

  • PDF

Consideration of Image Quality of Dithered Picture by Constrained Average Method Using Various Probability Distribution Models

  • Sato, Mitsuhiro;Hasegawa, Madoka;Kato, Shigeo
    • Proceedings of the IEEK Conference
    • /
    • 2002.07c
    • /
    • pp.1495-1498
    • /
    • 2002
  • The constrained average method is one of dither methods which combines edge emphasis and grayscale rendition to provide legibility of textual region and proper quality of continuous tone region. How-ever, image quality of continuous tone region is insufficient compared to other dither methods, such as ordered dither methods or the error diffusion method. The constrained average method uses a uniform distribution function to decide number of lit pixels related to the average intensity in a picture area. However, actual distribution of continuous tone region is closer to the Laplacian distribution or triangle distribution. In this paper, we introduce various probability distributions and the actual luminance distribution to decide the threshold value of the constrained average method in order to improve image quality of dithered image.

  • PDF