• Title/Summary/Keyword: probability distributions

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Measurements of Droplet Sizes and Velocities with Optimum Probability Density Function in a Transient Liquefied Butane Spray (액상부탄 간헐분무의 액적 크기 및 속도 측정과 최적 확률분포 연구)

  • Kim, J.H.;Kim, J.W.;Koo, J.Y.
    • Journal of ILASS-Korea
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    • v.5 no.1
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    • pp.30-40
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    • 2000
  • The characteristics of liquefied butane spray are expected to be different from conventional diesel fuel spray, because a kind of flash boiling spray is expected when the back pressure is below the saturated vapor pressure of the butane(0.23MPa at 298K). The ambient pressure was held at a pressure above(0.37MPa) and below(0.15MPa) the fuel vapor pressure. The axial velocities, radial velocities, and size distributions in butane sprays were measured with PDPA(Phase Doppler Particle Analyzer) system. The PDPA measurement showed a smaller SMD at the 0.15MPa chamber pressure, compared to the 0.37MPa case. Log-hyperbolic density function for the droplets size distribution can be fitted to the experimental results of a liquefied butane spray.

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Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.340-343
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    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

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Efficient Triphone Clustering Using Monophone Distance (모노폰 거리를 이용한 트라이폰 클러스터링 방법 연구)

  • Bang Kyu-Seop;Yook Dong-Suk
    • Proceedings of the KSPS conference
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    • 2006.05a
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    • pp.41-44
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    • 2006
  • The purpose of state tying is to reduce the number of models and to use relatively reliable output probability distributions. There are two approaches: one is top down clustering and the other is bottom up clustering. For seen data, the performance of bottom up approach is better than that of top down approach. In this paper, we propose a new clustering technique that can enhance the undertrained triphone clustering performance. The basic idea is to tie unreliable triphones before clustering. An unreliable triphone is the one that appears in the training data too infrequently to train the model accurately. We propose to use monophone distance to preprocess these unreliable triphones. It has been shown in a pilot experiment that the proposed method reduces the error rate significantly.

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Point and interval estimation for a simple step-stress model with Type-I censored data from geometric distribution

  • Arefi, Ahmad;Razmkhah, Mostafa
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.29-41
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    • 2017
  • The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

Probabilistic Analysis of Reinforced Concrete Beam and Slab Deflections Using Monte Carlo Simulation

  • Choi, Bong-Seob;Kwon, Young-Wung
    • KCI Concrete Journal
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    • v.12 no.2
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    • pp.11-21
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    • 2000
  • It is not easy to correctly predict deflections of reinforced concrete beams and one-way slabs due to the variability of parameters involved in the calculation of deflections. Monte Carlo simulation is used to assess the variability of deflections with known statistical data and probability distributions of variables. A deterministic deflection value is obtained using the layered beam model based on the finite element approach in which a finite element is divided into a number of layers over the depth. The model takes into account nonlinear effects such as cracking, creep and shrinkage. Statistical parameters were obtained from the literature. For the assessment of variability of deflections, 12 cases of one-way slabs and T-beams are designed on the basis of ultimate moment capacity. Several results of a probabilistic study are presented to indicate general trends indicated by results and demonstrate the effect of certain design parameters on the variability of deflections. From simulation results, the variability of deflections relies primarily on the ratio of applied moment to cracking moment and the corre-sponding reinforcement ratio.

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Design of Accelerated Life Tests and Small Sample Study under Continuous and Intermittent Inspections for Lognormal Failure Distribution (수명이 대수정규분포를 따를 때 연속 및 간헐적 검사하에서 가속수명시험의 설계와 소표본 연구)

  • Seo, Sun-Keun;Chung, Won-Kee
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.177-196
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    • 1997
  • In this paper, statistically optimal accelerated life test(ALT) plans considering statistical efficiency only and new compromise ALT plans to sacrifice some statistical efficiency in return for improved overall properties including estimobility probability and robustness for the model assumptions are developed under the assumptions of constant stress, intermittent inspection, Type I censoring and lognormal failure distribution which has been one of the popular choices of failure distributions in the extensive engineering applications of ALT. Computational experiments are conducted to compare with four ALT plans including two proposed ones under continuous and intermittent inspections over a range of parameter values in terms of asymptotic variance, sensitivities for guessed input values, and proportion of estimable samples, etc. The small and moderate sample properties for the proposed ALT plans designed under asymptotic criterion are also investigated by Monte Carlo simulation.

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Development of On-Line Diagnostic Expert System : Heuristics and Influence Diagrams (현장진단 전문가 시스템의 개발 : 휴리스틱과 인플루언스 다이아그램)

  • Kim, Young-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.95-113
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    • 1997
  • This paper outlines a framework for a diagnosis of a complex system with uncertain information. Sensor validation ploys a vital role in the ability of the overall system to correctly determine the state of a system monitored by imperfect sensors. Here, emphases are put on the heuristic technology and post-processor for reasoning. Heuristic Sensor Validation (HSV) exploits deeper knowledge about parameter interaction within the plant to cull sensor faults from the data stream. Finally the modified probability distributions and validated data are used as input to the reasoning scheme which is the runtime version of the influence diagram. The output of the influence diagram is a diagnostic mapping from the symptoms or sensor readings to a determination of likely failure modes. Once likely failure modes are identified, a detailed diagnostic knowledge base suggests corrective actions to improve performance. This framework for a diagnostic expert system with sensor validation and reasoning under uncertainty applies in $HEATXPRT^{TM}$ a data-driven on-line expert system for diagnosing heat rate degradation problems in fossil power plants [1].

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Dynamic Decisions using Variable Neighborhood Search for Stochastic Resource-Constrained Project Scheduling Problem (확률적 자원제약 스케줄링 문제 해결을 위한 가변 이웃탐색 기반 동적 의사결정)

  • Yim, Dong Soon
    • Journal of Korean Institute of Industrial Engineers
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    • v.43 no.1
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    • pp.1-11
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    • 2017
  • Stochastic resource-constrained project scheduling problem is an extension of resource-constrained project scheduling problem such that activity duration has stochastic nature. In real situation where activity duration is not known until the activity is finished, open-loop based static policies such as activity-based policy and priority-based policy will not well cope with duration variability. Then, a dynamic policy based on closed-loop decision making will be regarded as an alternative toward achievement of minimal makespan. In this study, a dynamic policy designed to select activities to start at each decision time point is illustrated. The performance of static and dynamic policies based on variable neighborhood search is evaluated under the discrete-event simulation environment. Experiments with J120 sets in PSPLIB and several probability distributions of activity duration show that the dynamic policy is superior to static policies. Even when the variability is high, the dynamic policy provides stable and good solutions.

Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

A Statistical Analysis on Fatigue Life Distribution in Spheroidal Graphite Cast Iron (구상흑연주철의 피로수명분포에 대한 통계적 해석)

  • Jang, Seong-Su;Kim, Sang-Tae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.9 s.180
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    • pp.2353-2360
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    • 2000
  • Statistical fatigue properties of metallic materials are increasingly required for reliability design purpose. In this study, static and fatigue tests were conducted and the normal, log-normal, two -parameter Weibull distributions at the 5% significance level are compared using the Kolmogorov-Smirnov goodness-of-fit test. Parameter estimation were compared with experimental results using the maximum likelihood method and least square method. It is found that two-parameter Weibull distribution and maximum likelihood method provide a good fit for static and fatigue life data. Therefore, it is applicable to the static and fatigue life analysis of the spheroidal graphite cast iron. The P-S-N curves were evaluated using log-normal distribution, which showed fatigue life behavior very well.