• Title/Summary/Keyword: probability distributions

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Reliability Design using Asymptotic Variance of Inverse Cumulative Distribution Function (분위수의 점근적 분산을 이용한 신뢰성 설계)

  • Cho H.J.;Baek S.H.;Hong S.H.;Cho S.S.;Joo W.S.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1682-1685
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    • 2005
  • System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolerance of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or estimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte-Carlo Method and got the probabilistic sensitivity. The sensitivity of structural response with respect to inconstant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

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Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy (명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제)

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

Error Probability Expressions for Frame Synchronization Using Differential Correlation

  • Kim, Sang-Tae;Kim, Jae-Won;Shin, Dong-Joon;Chang, Dae-Ig;Sung, Won-Jin
    • Journal of Communications and Networks
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    • v.12 no.6
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    • pp.582-591
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    • 2010
  • Probabilistic modeling and analysis of correlation metrics have been receiving considerable interest for a long period of time because they can be used to evaluate the performance of communication receivers, including satellite broadcasting receivers. Although differential correlators have a simple structure and practical importance over channels with severe frequency offsets, closedform expressions for the output distribution of differential correlators do not exist. In this paper, we present detection error probability expressions for frame synchronization using differential correlation, and demonstrate their accuracy over channel parameters of practical interest. The derived formulas are presented in terms of the Marcum Q-function, and do not involve numerical integration, unlike the formulas derived in some previous studies. We first determine the distributions and error probabilities for single-span differential correlation metric, and then extend the result to multispan differential correlation metric with certain approximations. The results can be used for the performance analysis of various detection strategies that utilize the differential correlation structure.

Distribution Characteristics of Data Retention Time Considering the Probability Distribution of Cell Parameters in DRAM

  • Lee, Gyeong-Ho;Lee, Gi-Yeong
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.39 no.4
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    • pp.1-9
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    • 2002
  • The distribution characteristics of data retention time for DRAM was studied in connection with the probability distribution of the cell parameters. Using the cell parameters and the transient characteristics of cell node voltage, data retention time was investigated. The activation energy for dielectric layer growth on cell capacitance, the recombination trap energy for leakage current in the junction depletion region, and the sensitivity characteristics of sense amplifier were used as the random variables to perform the Monte Carlo simulation, and the probability distributions of cell parameters and distribution characteristics of cumulative failure bit on data retention time in DRAM cells were calculated. we found that the sensitivity characteristics of sense amplifier strongly affected on the tail bit distribution of data retention time.

Probabilistic Design under Uncertainty using Response Surface Methodology and Pearson System (반응표면방법론과 피어슨 시스템을 이용한 불확실성하의 확률적 설계)

  • Baek Seok-Heum;Cho Soek-Swoo;Joo Won-Sik
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.275-282
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    • 2006
  • System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolernce of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or etimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte Carlo simulation and got the probabilistic sensitivity. The sensitivity of structural response with respect to in constant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

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Finite Element Analysis for Behavior of Aluminum Alloy Embedding a Particle under Equal Channel Angular Pressing (ECAP 공정시 강화상이 첨가된 금속기지 거동에 대한 유한요소해석)

  • Lee, S.C.;Ha, S.R.;Kim, K.T.;Chung, H.S.
    • Proceedings of the KSME Conference
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    • 2003.11a
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    • pp.1157-1162
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    • 2003
  • Behavior of aluminum alloy embedding a particle was investigated at room temperature under ECAP. Finite element analysis by using ABAQUS shows that ECAP is a useful tool for eliminating residual porosity in the specimen, and much more effective under friction condition. The simulation, however, shows considerably low density distributions for matrix near a particle at which rich defects may occur during severe deformation. Finite element results of effective strains and deformed shapes for matrix with a particle were compared with theoretical calculations under simple shear stress. Also, based on the distribution of the maximum principal stress in the specimen, Weibull fracture probability was obtained for particle sizes and particle-coating layer materials. The probability was useful to predict the trend of more susceptible failure of a brittle coating layer than a particle without an interphase in metal matrix composites.

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Study on the flood frequency analysis for the annual exceedance series -Centering along the Geum River basin- (연초과치 계열의 홍수빈도 분석에 관한 연구 -금강유역을 중심으로-)

  • 박영근;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.24 no.1
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    • pp.53-62
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    • 1982
  • This study was attempted to find best fitted distribution and the equations for probable maximum flow with the evaluation of parameters by the method of moment for the rat- ional design of hydraulic structures in the annual exceedance series. Six subwatersheds were selected as studying basins along Geum River basin. The results obtained through this study were analyzed and summarized as follows. 1. Fitted probability distribution was showed in the order of Three Parameter Lognorm al, Type 1 Extremal, Exponential, Pearson Type III, and Log Pearson Type I distribu- tion as the results of x$^2$ goodness of fit test. 2. Kolmogorov-Smirnov test showed in the order of Three Parameter Lognormal, Exp- onential' Pearson Type III, Log Pearson Type III and Type 1 Extremal distribution for the fitted probability distribution. 3. It can be concluded that Three parameter Lognormal distribution is a best fitted one among some other distributions out of respect for each both tests. An Exponential distribution was proposed as a suitable one by Chow, V.T. showeci lower fittness than that of Three Parameter Lognormal in Geum River basin. 5. Probable flood flow equations followins the return periods for each station were obt- ained by Three Parameter Lognormal distribution. 6. It is urgently essential that best fitted probability distribution should be established for the annual exceedance series in the main river systems of Korea.

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Uncertainty of Water Supply in Agricultural Reservoirs Considering the Climate Change (미래 기후변화에 따른 농업용 저수지 용수공급의 불확실성)

  • Nam, Won-Ho;Hong, Eun-Mi;Choi, Jin-Yong
    • Journal of The Korean Society of Agricultural Engineers
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    • v.56 no.2
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    • pp.11-23
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    • 2014
  • The impact and adaption on agricultural water resources considering climate change is significant for reservoirs. The change in rainfall patterns and hydrologic factors due to climate change increases the uncertainty of agricultural water supply and demand. The quantitative evaluation method of uncertainty based on agricultural water resource management under future climate conditions is a major concern. Therefore, it is necessary to improve the vulnerability management technique for agricultural water supply based on a probabilistic and stochastic risk evaluation theory. The objective of this study was to analyse the uncertainty of water resources under future climate change using probability distribution function of water supply in agricultural reservoir and demand in irrigation district. The uncertainty of future water resources in agricultural reservoirs was estimated using the time-specific analysis of histograms and probability distributions parameter, for example the location and the scale parameter. According to the uncertainty analysis, the future agricultural water supply and demand in reservoir tends to increase the uncertainty by the low consistency of the results. Thus, it is recommended to prepare a resonable decision making on water supply strategies in terms of using climate change scenarios that reflect different future development conditions.

Reducing Decoding Complexity by Improving Motion Field Using Bicubic and Lanczos Interpolation Techniques in Wyner-Ziv Video Coding

  • Widyantara, I Made O.;Wirawan, Wirawan;Hendrantoro, Gamantyo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.9
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    • pp.2351-2369
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    • 2012
  • This paper describes interpolation method of motion field in the Wyner-Ziv video coding (WZVC) based on Expectation-Maximization (EM) algorithm. In the EM algorithm, the estimated motion field distribution is calculated on a block-by-block basis. Each pixel in the block shares similar probability distribution, producing an undesired blocking artefact on the pixel-based motion field. The proposed interpolation techniques are Bicubic and Lanczos which successively use 16 and 32 neighborhood probability distributions of block-based motion field for one pixel in k-by-k block on pixel-based motion field. EM-based WZVC codec updates the estimated probability distribution on block-based motion field, and interpolates it to pixel resolution. This is required to generate higher-quality soft side information (SI) such that the decoding algorithm is able to make syndrome estimation more quickly. Our experiments showed that the proposed interpolation methods have the capability to reduce EM-based WZVC decoding complexity with small increment of bit rate.

Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques(l ) - On the method of L-moments- (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정(II) - L-모멘트법을 중심으로 -)

  • 이순혁;박종화;류경식
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.43 no.5
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    • pp.70-82
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    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among applied distributions. Regional and at-site parameters of the generalized extreme value distribution were estimated by the linear combination of the probability weighted moments, L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the legions and consecutive durations were derived by the regional frequency analysis.

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