• Title/Summary/Keyword: probability functions

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Monte Carlo Estimation of Multivariate Normal Probabilities

  • Oh, Man-Suk;Kim, Seung-Whan
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.443-455
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    • 1999
  • A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

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A New Constant Modulus Algorithm based on Maximum Probability Criterion

  • Kim, Nam-Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.2A
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    • pp.85-90
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    • 2009
  • In this paper, as an alternative to constant modulus algorithm based on MSE, maximization of the probability that equalizer output power is equal to the constant modulus of the transmitted symbols is introduced. The proposed algorithm using the gradient ascent method to the maximum probability criterion has superior convergence and steady-state MSE performance, and the error samples of the proposed algorithm exhibit more concentrated density functions in blind equalization environments. Simulation results indicate that the proposed training has a potential advantage versus MSE training for the constant modulus approach to blind equalization.

Phase Doppler Measurements and Probability Density Functions in Liquid Fuel Spray (연료분무의 위상도플러 측정과 확률밀도함수의 도출)

  • 구자예
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.4
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    • pp.1039-1049
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    • 1994
  • The intermitternt and transient fuel spray have been investigated from the simultaneous measurement of droplet sizes and velocities by using Phase/Doppler Particle Analyzer(PDPA). Measurement have been done on the spray axis and at the edge of the spray near nozzle at various gas-to-liquid density ratios(.rho./sub g//.rho./sub l/) that ranges from those found in free atmospheric jets to conditions typical of diesel engines. Probability density distributions of the droplet size and velocity were obtained from raw data and mathematical probability density functions which can fit the experimental distribations were extracted using the principle of maximum likelihood. In the near nozzle region on the spray axis, droplet sizes ranged from the lower limit of the measurement system to the order of nozzle diameter for all (.rho./sub g/ /.rho./sub l/) and droplet sizes tended to be small on the spray edge. At the edge of spray, average droplet velocity peaked during needle opening and needle closing. The rms intensity is greatly incresed as the radial distance from the nozzle is increased. The probability density function which can best fit the physical breakage process such as breakup of fuel drops is exponecially decreasing log-hypebolic function with 4 parameters.

Failure Probability Assessment for Risk Analysis of Concrete Gravity Dam under Flood (홍수 시 콘크리트 중력식댐의 위험도 분석을 위한 파괴확률 산정)

  • Cho, Soojin;Shin, Sung Woo;Sim, Sung-Han;Lim, Jeong-Yeul
    • Journal of the Korean Society of Safety
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    • v.31 no.6
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    • pp.58-66
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    • 2016
  • This study aims to estimate the failure probability of concrete gravity dams for their risk analysis under flood situation. To the end, failure modes of concrete gravity dams and their limit state functions are proposed based on numerous review of domestic and international literatures on the dam failure cases and design standards. Three failure modes are proposed: overturning, sliding, and overstress. Based on the failure modes the limit state functions, the failure probability is assessed for a weir section and a non-weir section of a dam in Korea. As water level is rising from operational condition to extreme flood condition, the failure probability is found to be raised up to the warning condition, especially for overturning mode at the non-weir section. The result can be used to reduce the risk of the dam by random environmental variables under possible flood situation.

Spectrum Sensing Techniques for Cognitive radio-A Review

  • Matin, Mohammad A.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.11
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    • pp.3638-3654
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    • 2014
  • Cognitive Radio (CR) users need to sense the environment or channel at regular time interval for sharing the spectrum band of the primary users (PUs). Once find the spectrum idle, CR users start their transmission through it. Even while transmitting, they need to continue the sensing process so that they can leave the spectrum immediately whenever find a PU wanting to use the band. Therefore, detecting PUs is one of the main functions of cognitive radio before transmission and higher the detection probability ensures better protection to the primary users. However, it is not possible to attain a high detection probability (or a low miss detection probability) and low false alarm probability simultaneously as there is a tradeoff between false alarm probability ($P_{fa}$) and the probability of detection ($P_d$). In this paper, the author has provided a comprehensive study on different sensing techniques and discussed their advantages and disadvantages. Moreover, it is expected that, with this article, readers can have a through understanding of sensing techniques in CR and the current research trends in this area.

Stochastic Probability Model for Preventive Management of Armor Units of Rubble-Mound Breakwaters (경사제 피복재의 유지관리를 위한 추계학적 확률모형)

  • Lee, Cheol-Eung;Kim, Sang Ug
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.3
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    • pp.1007-1015
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    • 2013
  • A stochastic probability model based on the non-homogeneous Poisson process is represented that can correctly analyze the time-dependent linear and nonlinear behaviors of total damage over the occurrence process of loads. Introducing several types of damage intensity functions, the probability of failure and the total damage with respect to mean time to failure has been investigated in detail. Taking particularly the limit state to be the random variables followed with a distribution function, the uncertainty of that would be taken into consideration in this paper. In addition, the stochastic probability model has been straightforwardly applied to the rubble-mound breakwaters with the definition of damage level about the erosion of armor units. The probability of failure and the nonlinear total damage with respect to mean time to failure has been analyzed with the damage intensity functions for armor units estimated by fitting the expected total damage to the experimental datum. Based on the present results from the stochastic probability model, the preventive management for the armor units of the rubble-mound breakwaters would be suggested to make a decision on the repairing time and the minimum amounts repaired quantitatively.

CLASSIFICATION ON ARITHMETIC FUNCTIONS AND CORRESPONDING FREE-MOMENT L-FUNCTIONS

  • Cho, Ilwoo
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.3
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    • pp.717-734
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    • 2015
  • In this paper, we provide a classification of arithmetic functions in terms of identically-free-distributedness, determined by a fixed prime. We show then such classifications are free from the choice of primes. In particular, we obtain that the algebra $A_p$ of equivalence classes under the quotient on A by the identically-free-distributedness is isomorphic to an algebra $\mathbb{C}^2$, having its multiplication $({\bullet});(t_1,t_2){\bullet}(s_1,s_2)=(t_1s_1,t_1s_2+t_2s_1)$.

GENERALIZED 'USEFUL' INFORMATION GENERATING FUNCTIONS

  • Hooda, D.S.;Sharma, D.K.
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.591-601
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    • 2009
  • In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

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A Robust Design Using Approximation Model and Probability of Success (근사모델 및 성공확률을 이용한 강건설계)

  • Song, Byoung-Cheol;Lee, Kwon-Hee
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.7 no.3
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    • pp.3-11
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    • 2008
  • Robust design pioneered by Dr. G. Taguchi has been applied to versatile engineering problems for improving quality. Since 1980s, the Taguchi method has been introduced to numerical optimization, complementing the deficiencies of deterministic optimization, which is often called the robust optimization. In this study, the robust optimization strategy is proposed by considering the robustness of objective and constraint functions. The statistics of responses in the functions are surrogated by kriging models. In addition, objective and/or constraint function is represented by the probability of success, thus facilitating robust optimization. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

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