• Title/Summary/Keyword: probability generating function.

Search Result 74, Processing Time 0.024 seconds

LOLE(Loss of Load Expctatiom) Evaluation using Fuzzy Set Theory (퍼지 집합 이론을 이용한 공급지장 기대치의 산정)

  • 심재홍;정현수;김진오
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.48 no.9
    • /
    • pp.1055-1063
    • /
    • 1999
  • This paper present a conceptual possibilistic approach using fuzzy set theory to manage the uncertainties in the given reliability input date of the practical power system. In this paper, an algorithm is introduced to calculate the possibilstic reliability indices according to the degree of uncertainty in the given data. The probability distribution function can be transformed into an appropriate possibilstic representation using the probability-Possibility Consistency principle(PPCP) algorithm. In this the algorithm, the transformation is performation by making a compromise between the transformation consistency and the human updating experience. Fuzzy classifcation theory is applied to reduced the number of load data. The fuzzy classification method determines the closeness of load data points by assigning them to various clusters and then determening the distance between the clusters. The IEEE-RTS with 32-generating units is used to demonstrate the capability of the proposed algorithm.

  • PDF

The extinction probability in systems randomly varying in time

  • Pazsit, Imre;Williams, M.M.R.;Pal, Lenard
    • Nuclear Engineering and Technology
    • /
    • v.49 no.6
    • /
    • pp.1301-1309
    • /
    • 2017
  • The extinction probability of a branching process (a neutron chain in a multiplying medium) is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.

Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
    • /
    • v.20 no.2
    • /
    • pp.17.1-17.11
    • /
    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

DISCRETE-TIME ANALYSIS OF OVERLOAD CONTROL FOR BURSTY TRAFFIC

  • Choi, Doo-Il
    • Journal of applied mathematics & informatics
    • /
    • v.8 no.1
    • /
    • pp.285-295
    • /
    • 2001
  • We consider a queueing system under overload control to support bursty traffic. The queueing system under overload control is modelled by MMBP/D1/K queue with two thresholds on buffer. Arrival of customer is assumed to be a Markov-modulated Bernoulli process (MMBP) by considering burstiness of traffic. Analysis is done in discrete-time case. Using the generating function method, we obtain the stationary queue length distribution. Finally, the loss probability and the waiting time distribution of a customer are given.

DISCRETE-TIME BULK-SERVICE QUEUE WITH MARKOVIAN SERVICE INTERRUPTION AND PROBABILISTIC BULK SIZE

  • Lee, Yu-Tae
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.1_2
    • /
    • pp.275-282
    • /
    • 2010
  • This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

The joint queue length distribution in the nonpreemptive priority M/G/1 queue (비선점 우선순위 M/G/1 대기행렬의 결합 고객수 분포)

  • Kim Gil-Hwan;Chae Gyeong-Cheol
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 2006.05a
    • /
    • pp.1104-1110
    • /
    • 2006
  • In this paper we present a simple approach to the joint queue length distribution in the nonpreemptive priority M/G/1 queue. Without using the supplementary variable technique, we derive the joint probability generating function of the stationary queue length at arbitrary time.

  • PDF

DISCRETE-TIME $Geo^X/G/l$ QUEUE WITH PLACE RESERVATION DISCIPLINE

  • Lee Yu-Tae
    • Journal of applied mathematics & informatics
    • /
    • v.22 no.1_2
    • /
    • pp.453-460
    • /
    • 2006
  • A discrete-time priority queueing system with place reservation discipline is studied, in which two different types of packets arrive according to batch geometric streams. It is assumed that there is a reserved place in the queue. Whenever a high-priority packet enters the queue, it will seize the reserved place and make a new reservation at the end of the queue. Low-priority arrivals take place at the end of the queue in the usual way. Using the probability generating function method, the joint distribution of system state and the delay distribution for each type are obtained.

RETRIAL QUEUEING SYSTEM WITH COLLISION AND IMPATIENCE

  • Kim, Jeong-Sim
    • Communications of the Korean Mathematical Society
    • /
    • v.25 no.4
    • /
    • pp.647-653
    • /
    • 2010
  • We consider an M/M/1 retrial queue with collision and impatience. It is shown that the generating functions of the joint distributions of the server state and the number of customers in the orbit at steady state can be expressed in terms of the confluent hypergeometric functions. We find the performance characteristics of the system such as the blocking probability and the mean number of customers in the orbit.

On Estimating the Parameters of an Extended Form of Logarithmic Series Distribution

  • Kumar, C. Satheesh;Riyaza, A.
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.5
    • /
    • pp.417-425
    • /
    • 2013
  • We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.

The Threshold Policy in the M/M/2 Queue with Server Vacation (휴가가 존재하는 M/M/2 대기 시스템의 한계치를 이용한 제어정책)

  • 이효성
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.20 no.2
    • /
    • pp.1-10
    • /
    • 1995
  • In this study, a threshold policy is considered for the M/M/2 queueing system with server vacations. The probability generating function for the number of customers present in the system is derived using an embedded Markov chain approach. Then, assuming a linear cost structure, an efficient procedure to find an optimal threshold policy is presented. The Laplace-Stieltjes transofrm for th waiting time of an arbitrary customer under a "FIFO" discipline is also derived.o derived.

  • PDF