• Title/Summary/Keyword: probability distributions

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Mutual Information and Redundancy for Categorical Data

  • Hong, Chong-Sun;Kim, Beom-Jun
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.297-307
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    • 2006
  • Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

Worst Closed-Loop Controlled Bulk Distributions of Stochastic Arrival Processes for Queue Performance

  • Lee Daniel C.
    • Journal of Communications and Networks
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    • v.7 no.1
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    • pp.87-92
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    • 2005
  • This paper presents basic queueing analysis contributing to teletraffc theory, with commonly accessible mathematical tools. This paper studies queueing systems with bulk arrivals. It is assumed that the number of arrivals and the expected number of arrivals in each bulk are bounded by some constraints B and (equation omitted), respectively. Subject to these constraints, convexity argument is used to show that the bulk-size probability distribution that results in the worst mean queue performance is an extremal distribution with support {1, B} and mean equal to A. Furthermore, from the viewpoint of security against denial-of-service attacks, this distribution remains the worst even if an adversary were allowed to choose the bulk-size distribution at each arrival instant as a function of past queue lengths; that is, the adversary can produce as bad queueing performance with an open-loop strategy as with any closed-loop strategy. These results are proven for an arbitrary arrival process with bulk arrivals and a general service model.

Performance Analysis of UWB Systems in the Presence of Timing Jitter

  • Guvenc, Ismail;Arslan, Huseyin
    • Journal of Communications and Networks
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    • v.6 no.2
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    • pp.182-191
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    • 2004
  • In this paper, performances of different ultra-wideband (UWB) modulation schemes in the presence of timing jitter are evaluated and compared. Static and Rayleigh fading channels are considered. For fading channels, Oat and dispersive channels are assumed. First, bit error rate (BER) performances for each case are derived for a fixed value of timing jitter. Later, a uniform distribution of jitter is assumed to evaluate the performance of the system, and the theoretical results are verified by computer simulations. Finger estimation error is treated as timing jitter and an appropriate model is generated. Furthermore, a worst case distribution that provides an upper bound on the system performance is presented and compared with other distributions. Effects of timing jitter on systems employing different pulse shapes are analyzed to show the dependency of UWB performance on pulse shape. Although our analysis assumes uniform timing jitter, our framework can be used to evaluate the BER performance for any given probability distribution function of the jitter.

Blind Source Separation via Principal Component Analysis

  • Choi, Seung-Jin
    • Journal of KIEE
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    • v.11 no.1
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    • pp.1-7
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    • 2001
  • Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions (which leads to higher-order statistics) depending on the probability distributions of sources, whereas PCA is a linear learning method based on second-order statistics. In this paper we show that the PCA can be applied to the task of BBS, provided that source are spatially uncorrelated but temporally correlated. Since the resulting method is based on only second-order statistics, it avoids the nonlinear function and is able to separate mixtures of several colored Gaussian sources, in contrast to the conventional ICA methods.

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Characteristics of Millimeter-Wave Propagation in Rain Environments (강우환경에서의 밀리미터파 전파 특성)

  • 김양수;백정기;이성수;조삼모;김혁제
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.9 no.3
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    • pp.410-418
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    • 1998
  • Rain-attenuation and cross-polarization models for millimeter-wave propagation are discussed and compared with measurements in the various countries. Rain-rate conversion model which converted <$\tau$minutes rain-rate data to one minute rain-rate data, which is applicable for domestic environments are also discussed. Using the converted domestic rain-rate data, probability distributions of rain attenuation and cross-polarization discrimination are computed for various models, and the results are compared with each other.

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A Modified Single Sampling Plan for the Inspection of Attribute Quality Characteristics

  • Subramani, J.;Balamurali, S.
    • Industrial Engineering and Management Systems
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    • v.15 no.1
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    • pp.41-48
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    • 2016
  • In this manuscript, a modified single sampling plan is proposed for the inspection of products in which the nonconforming items can be classified in to two categories namely critical and non-critical; and explained with the help of industrial example. The operating procedure of this plan is also proposed and the performance measures such as the probability of acceptance, average sample number, average total inspection and average out going quality are also derived. The optimal parameters are determined which will have minimum sample size. The efficiency of the proposed plan is also discussed over the conventional single sampling plan. The extensive tables for selecting a modified single sampling plan based on AQL and LQL are provided for both Binomial and Poisson distributions and explained with the help of industrial data.

Review on the Application of Statistical Methods to Maritime Traffic Safety Assessment

  • Gong, In-Young
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.35-40
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    • 2006
  • For the maritime traffic safety assessment of vessels navigating in harbor or fairway, simulation techniques by using shiphandling simulator system have been traditionally used. When designing the simulation experiments and when analyzing the simulation results, however, there has been a little systematic method. Ship-handling simulations can be regarded as a kind of statistical experiment by using ship-handling simulator system, which means that shiphandling simulation conditions should be designed statistically and that the simulation results should be statistically analyzed as well. For the safe and economic design of harbor and fairway, reasonable decisions based upon the scientific analysis of shiphandling simulation results are indispensable. In this paper, various statistical methods, such as Bayes theorem, statistical hypothesis testing, and probability distributions, are reviewed with a view to application to maritime traffic safety assessment. It is expected that more reasonable decisions on harbor and fairway design can be made from shiphandlers' view point by using statistical methods.

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Large Eddy Simulation of a Lifted Methane/Air Flame using FGM-based Multi-Environment PDF Approach (FGM기반 Multi-Environment PDF 모델을 이용한 메탄/공기 부상화염장의 Large Eddy Simulation)

  • Kim, Namsu;Kim, Jaehyun;Kim, Yongmo
    • 한국연소학회:학술대회논문집
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    • 2015.12a
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    • pp.265-266
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    • 2015
  • The multi-environment PDF model coupled with flamelet generated manifolds(FGM) has been developed for a large eddy simulation of turbulent partially premixed lifted flame. This approach has a capability to realistically account for the transport and evolution of probability density function for mixture fraction and progress variable with the manageable computational burden. Using the tabulated chemistry, it is possible to track radical distributions which is important to predict autoignition process with the vitiated coflow environment. Numerical results indicate that the present yields the good agreement with experimental data in terms of mixture fraction, temperature, and species mass fractions.

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Effects of Calibration Rounds on the Statistical Distribution of Muzzle Velocity in Acceptance Test of Propelling Charge (추진장약 수락시험시 포구속도 확률분포에 기준탄이 미치는 영향)

  • Park, Sung-Ho;Kim, Jae-Hoon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.17 no.2
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    • pp.204-212
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    • 2014
  • The purpose of this paper is to investigate the effects of calibration rounds on the statistical distribution of the muzzle velocity in acceptance test of propelling charge. It is shown that the normal distribution fits best among statistical distributions from goodness-of fit test. The 3p-Weibull distribution is also acceptable because the shape of the probability density function curve is similar to that of normal distribution and it also has near zero skewness value. Muzzle velocities of test rounds uncompensated by calibration rounds showed high variation and had comparatively higher skewness. Because the skewness of normal distribution is defined to be zero, calibration rounds make the normality of data higher.

Estimation of a Cyclic or Acyclic Network System Reliability and MTTF by the Monte-Carlo Simulation Method (Monte-Carlo Simulation방법(方法)에 의한 복잡한 System의 신뢰성(信賴性)과 평균수명(平均壽命) 추정(推定))

  • Lee, Chang-Ho
    • Journal of Korean Society for Quality Management
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    • v.10 no.2
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    • pp.18-24
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    • 1982
  • This paper estimates the reliability & mean time to failure (MTIF) of a cyclic or acyclic network system by the Monte-Carlo simulation method. Estimates of MTTF and Reliability become difficult as the complexity of a system increases. The method in this paper finds all simple paths from the given network, and then simulates the reliability of the required time and MTFF by using these paths. Life-times of the components in a network follow some probability distributions (Exponential, Weibull, Normal, Lognormal, etc.). The method, written in Level II. Basic Language, is validated for some simple examples and then estimates the reliability and MTFF of some cyclic network system.

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