• Title/Summary/Keyword: probability distributions

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Analysis and Probability of Overestimation by an Imperfect Inspector with Errors of Triangular Distributions (삼각 과오 분포를 가진 불완전한 검사원의 과대 추정 확률과 분석)

  • Yang, Moon Hee;Cho, Jae Hyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.2
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    • pp.117-132
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    • 2018
  • There always exist nonzero inspection errors whether inspectors are humans or automatic inspection machines. Inspection errors can be categorized by two types, type I error and type II error, and they can be regarded as either a constant or a random variable. Under the assumption that two types of random inspection errors are distributed with the "uniform" distribution on a half-open interval starting from zero, it was proved that inspectors overestimate any given fraction defective with the probability more than 50%, if and only if the given fraction defective is smaller than a critical value, which depends upon only the ratio of a type II error over a type I error. In addition, it was also proved that the probability of overestimation approaches one hundred percent as a given fraction defective approaches zero. If these critical phenomena hold true for any error distribution, then it might have great economic impact on commercial inspection plans due to the unfair overestimation and the recent trend of decreasing fraction defectives in industry. In this paper, we deal with the same overestimation problem, but assume a "symmetrical triangular" distribution expecting better results since our triangular distribution is closer to a normal distribution than the uniform distribution. It turns out that the overestimation phenomenon still holds true even for the triangular error distribution.

Statistical properties of the maximum elastoplastic story drift of steel frames subjected to earthquake load

  • Li, Gang
    • Steel and Composite Structures
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    • v.3 no.3
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    • pp.185-198
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    • 2003
  • The concept of performance based seismic design has been gradually accepted by the earthquake engineering profession recently, in which the cost-effectiveness criterion is one of the most important principles and more attention is paid to the structural performance at the inelastic stage. Since there are many uncertainties in seismic design, reliability analysis is a major task in performance based seismic design. However, structural reliability analysis may be very costly and time consuming because the limit state function is usually a highly nonlinear implicit function with respect to the basic design variables, especially for the complex large-scale structures for dynamic and nonlinear analysis. Understanding statistical properties of the structural inelastic deformation, which is the aim of the present paper, is helpful to develop an efficient approximate approach of reliability analysis. The present paper studies the statistical properties of the maximum elastoplastic story drift of steel frames subjected to earthquake load. The randomness of earthquake load, dead load, live load, steel elastic modulus, yield strength and structural member dimensions are considered. Possible probability distributions for the maximum story are evaluated using K-S test. The results show that the choice of the probability distribution for the maximum elastoplastic story drift of steel frames is related to the mean value of the maximum elastoplastic story drift. When the mean drift is small (less than 0.3%), an extreme value type I distribution is the best choice. However, for large drifts (more than 0.35%), an extreme value type II distribution is best.

Power Allocation for Opportunistic Full-Duplex based Relay Selection in Cooperative Systems

  • Zhong, Bin;Zhang, Dandan;Zhang, Zhongshan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.10
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    • pp.3908-3920
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    • 2015
  • In this paper, performance analysis of full-duplex (FD) relay selection under decode-and-forward (DF) relaying mode is carried out by taking into account several critical factors, including the distributions of the received signal-to-noise ratio (SNR) and the outage probability of wireless links. The tradeoff between the FD and half-duplex (HD) modes for relay selection techniques is also analyzed, where the former suffers from the impact of residual self-interference, but the latter requires more channel resources than the former (i.e., two orthogonal channels are required). Furthermore, the impact of optimal power allocation (OPA) on the proposed relay-selection scheme is analyzed. Particularly, the exact closed-form expressions for outage probability of the proposed scheme over Rayleigh fading channels are derived, followed by validating the proposed analysis using simulation. Numerical results show that the proposed FD based scheme outperforms the HD based scheme by more than 4 dB in terms of coding gain, provided that the residual self-interference level in the FD mode can be substantially suppressed to the level that is below the noise power.

Probabilistic analysis of gust factors and turbulence intensities of measured tropical cyclones

  • Tianyou Tao;Zao Jin;Hao Wang
    • Wind and Structures
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    • v.38 no.4
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    • pp.309-323
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    • 2024
  • The gust factor and turbulence intensity are two crucial parameters that characterize the properties of turbulence. In tropical cyclones (TCs), these parameters exhibit significant variability, yet there is a lack of established formulas to account for their probabilistic characteristics with consideration of their inherent connection. On this condition, a probabilistic analysis of gust factors and turbulence intensities of TCs is conducted based on fourteen sets of wind data collected at the Sutong Cable-stayed Bridge site. Initially, the turbulence intensities and gust factors of recorded data are computed, followed by an analysis of their probability densities across different ranges categorized by mean wind speed. The Gaussian, lognormal, and generalized extreme value (GEV) distributions are employed to fit the measured probability densities, with subsequent evaluation of their effectiveness. The Gumbel distribution, which is a specific instance of the GEV distribution, has been identified as an optimal choice for probabilistic characterizations of turbulence intensity and gust factor in TCs. The corresponding empirical models are then established through curve fitting. By utilizing the Gumbel distribution as a template, the nexus between the probability density functions of turbulence intensity and gust factor is built, leading to the development of a generalized probabilistic model that statistically describe turbulence intensity and gust factor in TCs. Finally, these empirical models are validated using measured data and compared with suggestions recommended by specifications.

A NOTE ON THE CHARACTERIZATIONS OF PARETO DISTRIBUTION BY UPPER RECORD VALUES

  • Ahsanullah, Mohammad;Shakil, Mohammad
    • Communications of the Korean Mathematical Society
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    • v.27 no.4
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    • pp.835-842
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    • 2012
  • Many researchers have studied the characterizations of probability distributions based on record values. It appears from literature that not much attention has been paid to the characterizations of the Pareto distribution. In this note, some new results on the characterizations of the Pareto distribution by upper record values have been established.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.243-247
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    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

Multipath Search Algorithm based on Sliding Window (슬라이딩 윈도우를 이용한 다중 경로 탐색 알고리즘)

  • 유현규;권종현;전형구;홍대식;강창언
    • Proceedings of the IEEK Conference
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    • 2000.11a
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    • pp.69-72
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    • 2000
  • In CDMA systems, the performance of the typical multipath searcher degrades much according as the signal to noise ratio becomes low. In this paper, multipath searcher algorithm is proposed based on sliding window to overcome this drawback. In searcher systems, correlation values between incoming and local PN sequences are used to acquire multipath components. Therefore more accurate distributions of correlation values obtained through this proposed algorithm enables to get higher detection probability. In computer simulations, it is verified that proposed algorithm has better performances in Rayleigh fading channel and Gaussian channel.

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Estimations in a skewed uniform distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.733-740
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    • 2009
  • We obtain a skewed uniform distribution by a uniform distribution, and evaluate its coeffcient of skewness. And we obtain the approximate maximum likelihood estimator (AML) and moment estimator of skew parameter in the skewed uniform distribution. And we compare simulated mean squared errors (MSE) of those estimators, and also compare MSE of two proposed reliability estimators in two independent skewed uniform distributions each with different skew parameters.

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Bayesian Multiple Comparisons for the Ratio of the Failure Rates in Two Components System

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.647-655
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    • 2006
  • In this paper, we consider multiple comparisons for the ratio of the failure rates in two components system that the lifetimes of the components have independent exponential distributions. Also we suggest Bayesian multiple comparisons procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Finally, we give numerical examples to illustrate our procedure.

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A Comparison on the Differential Entropy

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.705-712
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    • 2005
  • Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

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