Search results for: Weibull bi-parameter probability function
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6023

Search results for: Weibull bi-parameter probability function

5843 Design and Analysis of Adaptive Type-I Progressive Hybrid Censoring Plan under Step Stress Partially Accelerated Life Testing Using Competing Risk

Authors: Ariful Islam, Showkat Ahmad Lone

Abstract:

Statistical distributions have long been employed in the assessment of semiconductor devices and product reliability. The power function-distribution is one of the most important distributions in the modern reliability practice and can be frequently preferred over mathematically more complex distributions, such as the Weibull and the lognormal, because of its simplicity. Moreover, it may exhibit a better fit for failure data and provide more appropriate information about reliability and hazard rates in some circumstances. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests for competing risk based on adoptive type-I progressive hybrid censoring criteria. The life data of the units under test is assumed to follow Mukherjee-Islam distribution. The point and interval maximum-likelihood estimations are obtained for distribution parameters and tampering coefficient. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: adoptive progressive hybrid censoring, competing risk, mukherjee-islam distribution, partially accelerated life testing, simulation study

Procedia PDF Downloads 345
5842 Explicit Chain Homotopic Function to Compute Hochschild Homology of the Polynomial Algebra

Authors: Zuhier Altawallbeh

Abstract:

In this paper, an explicit homotopic function is constructed to compute the Hochschild homology of a finite dimensional free k-module V. Because the polynomial algebra is of course fundamental in the computation of the Hochschild homology HH and the cyclic homology CH of commutative algebras, we concentrate our work to compute HH of the polynomial algebra.by providing certain homotopic function.

Keywords: hochschild homology, homotopic function, free and projective modules, free resolution, exterior algebra, symmetric algebra

Procedia PDF Downloads 402
5841 Improving Flash Flood Forecasting with a Bayesian Probabilistic Approach: A Case Study on the Posina Basin in Italy

Authors: Zviad Ghadua, Biswa Bhattacharya

Abstract:

The Flash Flood Guidance (FFG) provides the rainfall amount of a given duration necessary to cause flooding. The approach is based on the development of rainfall-runoff curves, which helps us to find out the rainfall amount that would cause flooding. An alternative approach, mostly experimented with Italian Alpine catchments, is based on determining threshold discharges from past events and on finding whether or not an oncoming flood has its magnitude more than some critical discharge thresholds found beforehand. Both approaches suffer from large uncertainties in forecasting flash floods as, due to the simplistic approach followed, the same rainfall amount may or may not cause flooding. This uncertainty leads to the question whether a probabilistic model is preferable over a deterministic one in forecasting flash floods. We propose the use of a Bayesian probabilistic approach in flash flood forecasting. A prior probability of flooding is derived based on historical data. Additional information, such as antecedent moisture condition (AMC) and rainfall amount over any rainfall thresholds are used in computing the likelihood of observing these conditions given a flash flood has occurred. Finally, the posterior probability of flooding is computed using the prior probability and the likelihood. The variation of the computed posterior probability with rainfall amount and AMC presents the suitability of the approach in decision making in an uncertain environment. The methodology has been applied to the Posina basin in Italy. From the promising results obtained, we can conclude that the Bayesian approach in flash flood forecasting provides more realistic forecasting over the FFG.

Keywords: flash flood, Bayesian, flash flood guidance, FFG, forecasting, Posina

Procedia PDF Downloads 130
5840 Determining the Effects of Wind-Aided Midge Movement on the Probability of Coexistence of Multiple Bluetongue Virus Serotypes in Patchy Environments

Authors: Francis Mugabi, Kevin Duffy, Joseph J. Y. T Mugisha, Obiora Collins

Abstract:

Bluetongue virus (BTV) has 27 serotypes, with some of them coexisting in patchy (different) environments, which make its control difficult. Wind-aided midge movement is a known mechanism in the spread of BTV. However, its effects on the probability of coexistence of multiple BTV serotypes are not clear. Deterministic and stochastic models for r BTV serotypes in n discrete patches connected by midge and/or cattle movement are formulated and analyzed. For the deterministic model without midge and cattle movement, using the comparison principle, it is shown that if the patch reproduction number R0 < 1, i=1,2,...,n, j=1,2,...,r, all serotypes go extinct. If R^j_i0>1, competitive exclusion takes place. Using numerical simulations, it is shown that when the n patches are connected by midge movement, coexistence takes place. To account for demographic and movement variability, the deterministic model is transformed into a continuous-time Markov chain stochastic model. Utilizing a multitype branching process, it is shown that the midge movement can have a large effect on the probability of coexistence of multiple BTV serotypes. The probability of coexistence can be brought to zero when the control interventions that directly kill the adult midges are applied. These results indicate the significance of wind-aided midge movement and vector control interventions on the coexistence and control of multiple BTV serotypes in patchy environments.

Keywords: bluetongue virus, coexistence, multiple serotypes, midge movement, branching process

Procedia PDF Downloads 146
5839 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the credit-scoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: credit-scoring models, multidimensional subordinated Lévy model, probability of default

Procedia PDF Downloads 452
5838 Moderating Effect of Owner's Influence on the Relationship between the Probability of Client Failure and Going Concern Opinion Issuance

Authors: Mohammad Noor Hisham Osman, Ahmed Razman Abdul Latiff, Zaidi Mat Daud, Zulkarnain Muhamad Sori

Abstract:

The problem that Malaysian auditors do not issue going concern opinion (GC opinion) to seriously financially distressed companies is still a pressing issue. Policy makers, particularly the Financial Statement Review Committee (FSRC) of Malaysian Institute of Accountant, have raised this issue as early as in 2009. Similar problem happened in the US, UK, and many developing countries. It is important for auditors to issue GC opinion properly because such opinion is one signal about the viability of a company much needed by stakeholders. There are at least two unanswered questions or research gaps in the literature on determinants of GC opinion. Firstly, is client’s probability of failure associated with GC opinion issuance? Secondly, to what extent influential owners (management, family, and institution) moderate the association between client probability of failure and GC opinion issuance. The objective of this study is, therefore, twofold; (1) To examine the extent of the relationship between the probability of client failure and the issuance of GC opinion and (2) To examine the level of management, family, and institutional ownerships moderate the association between client probability of failure and the issuance of GC opinion. This study is quantitative in nature, and the sources of data are secondary (mainly company’s annual reports). A total of four hypotheses have been developed and tested on data accumulated from annual reports of seriously financially distressed Malaysian public listed companies. Data from 2006 to 2012 on a sample of 644 observations have been analyzed using panel logistic regression. It is found that certainty (rather than probability) of client failure affects the issuance of GC opinion. In addition, it is found that only the level of family ownership does positively moderate the relationship between client probability of failure and GC opinion issuance. This study is a contribution to auditing literature as its findings can enhance our understanding about audit quality; particularly on the variables that are associated with the issuance of GC opinion. The findings of this study shed light on the roles family owners in GC opinion issuance process, and this would open ways for the researcher to suggest measures that can be used to tackle the problem of auditors do not want to issue GC opinion to financially distressed clients. The measures to be suggested can be useful to policy makers in formulating future promulgations.

Keywords: audit quality, auditing, auditor characteristics, going concern opinion, Malaysia

Procedia PDF Downloads 259
5837 Cognitive Relaying in Interference Limited Spectrum Sharing Environment: Outage Probability and Outage Capacity

Authors: Md Fazlul Kader, Soo Young Shin

Abstract:

In this paper, we consider a cognitive relay network (CRN) in which the primary receiver (PR) is protected by peak transmit power $\bar{P}_{ST}$ and/or peak interference power Q constraints. In addition, the interference effect from the primary transmitter (PT) is considered to show its impact on the performance of the CRN. We investigate the outage probability (OP) and outage capacity (OC) of the CRN by deriving closed-form expressions over Rayleigh fading channel. Results show that both the OP and OC improve by increasing the cooperative relay nodes as well as when the PT is far away from the SR.

Keywords: cognitive relay, outage, interference limited, decode-and-forward (DF)

Procedia PDF Downloads 507
5836 Multiple Relaxation Times in the Gibbs Ensemble Monte Carlo Simulation of Phase Separation

Authors: Bina Kumari, Subir K. Sarkar, Pradipta Bandyopadhyay

Abstract:

The autocorrelation function of the density fluctuation is studied in each of the two phases in a Gibbs Ensemble Monte Carlo (GEMC) simulation of the problem of phase separation for a square well potential with various values of its range. We find that the normalized autocorrelation function is described very well as a linear combination of an exponential function with a time scale τ₂ and a stretched exponential function with a time scale τ₁ and an exponent α. Dependence of (α, τ₁, τ₂) on the parameters of the GEMC algorithm and the range of the square well potential is investigated and interpreted. We also analyse the issue of how to choose the parameters of the GEMC simulation optimally.

Keywords: autocorrelation function, density fluctuation, GEMC, simulation

Procedia PDF Downloads 182
5835 Development of Visual Working Memory Precision: A Cross-Sectional Study of Simultaneously Delayed Responses Paradigm

Authors: Yao Fu, Xingli Zhang, Jiannong Shi

Abstract:

Visual working memory (VWM) capacity is the ability to maintain and manipulate short-term information which is not currently available. It is well known for its significance to form the basis of numerous cognitive abilities and its limitation in holding information. VWM span, the most popular measurable indicator, is found to reach the adult level (3-4 items) around 12-13 years’ old, while less is known about the precision development of the VWM capacity. By using simultaneously delayed responses paradigm, the present study investigates the development of VWM precision among 6-18-year-old children and young adults, besides its possible relationships with fluid intelligence and span. Results showed that precision and span both increased with age, and precision reached the maximum in 16-17 age-range. Moreover, when remembering 3 simultaneously presented items, the probability of remembering target item correlated with fluid intelligence and the probability of wrap errors (misbinding target and non-target items) correlated with age. When remembering more items, children had worse performance than adults due to their wrap errors. Compared to span, VWM precision was effective predictor of intelligence even after controlling for age. These results suggest that unlike VWM span, precision developed in a slow, yet longer fashion. Moreover, decreasing probability of wrap errors might be the main reason for the development of precision. Last, precision correlated more closely with intelligence than span in childhood and adolescence, which might be caused by the probability of remembering target item.

Keywords: fluid intelligence, precision, visual working memory, wrap errors

Procedia PDF Downloads 273
5834 Probabilistic Modeling Laser Transmitter

Authors: H. S. Kang

Abstract:

Coupled electrical and optical model for conversion of electrical energy into coherent optical energy for transmitter-receiver link by solid state device is presented. Probability distribution for travelling laser beam switching time intervals and the number of switchings in the time interval is obtained. Selector function mapping is employed to regulate optical data transmission speed. It is established that regulated laser transmission from PhotoActive Laser transmitter follows principal of invariance. This considerably simplifies design of PhotoActive Laser Transmission networks.

Keywords: computational mathematics, finite difference Markov chain methods, sequence spaces, singularly perturbed differential equations

Procedia PDF Downloads 428
5833 A Practical and Efficient Evaluation Function for 3D Model Based Vehicle Matching

Authors: Yuan Zheng

Abstract:

3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information

Procedia PDF Downloads 393
5832 Riesz Mixture Model for Brain Tumor Detection

Authors: Mouna Zitouni, Mariem Tounsi

Abstract:

This research introduces an application of the Riesz mixture model for medical image segmentation for accurate diagnosis and treatment of brain tumors. We propose a pixel classification technique based on the Riesz distribution, derived from an extended Bartlett decomposition. To our knowledge, this is the first study addressing this approach. The Expectation-Maximization algorithm is implemented for parameter estimation. A comparative analysis, using both synthetic and real brain images, demonstrates the superiority of the Riesz model over a recent method based on the Wishart distribution.

Keywords: EM algorithm, segmentation, Riesz probability distribution, Wishart probability distribution

Procedia PDF Downloads 7
5831 Application of Heuristic Integration Ant Colony Optimization in Path Planning

Authors: Zeyu Zhang, Guisheng Yin, Ziying Zhang, Liguo Zhang

Abstract:

This paper mainly studies the path planning method based on ant colony optimization (ACO), and proposes heuristic integration ant colony optimization (HIACO). This paper not only analyzes and optimizes the principle, but also simulates and analyzes the parameters related to the application of HIACO in path planning. Compared with the original algorithm, the improved algorithm optimizes probability formula, tabu table mechanism and updating mechanism, and introduces more reasonable heuristic factors. The optimized HIACO not only draws on the excellent ideas of the original algorithm, but also solves the problems of premature convergence, convergence to the sub optimal solution and improper exploration to some extent. HIACO can be used to achieve better simulation results and achieve the desired optimization. Combined with the probability formula and update formula, several parameters of HIACO are tested. This paper proves the principle of the HIACO and gives the best parameter range in the research of path planning.

Keywords: ant colony optimization, heuristic integration, path planning, probability formula

Procedia PDF Downloads 246
5830 An Empirical Study on Switching Activation Functions in Shallow and Deep Neural Networks

Authors: Apoorva Vinod, Archana Mathur, Snehanshu Saha

Abstract:

Though there exists a plethora of Activation Functions (AFs) used in single and multiple hidden layer Neural Networks (NN), their behavior always raised curiosity, whether used in combination or singly. The popular AFs –Sigmoid, ReLU, and Tanh–have performed prominently well for shallow and deep architectures. Most of the time, AFs are used singly in multi-layered NN, and, to the best of our knowledge, their performance is never studied and analyzed deeply when used in combination. In this manuscript, we experiment with multi-layered NN architecture (both on shallow and deep architectures; Convolutional NN and VGG16) and investigate how well the network responds to using two different AFs (Sigmoid-Tanh, Tanh-ReLU, ReLU-Sigmoid) used alternately against a traditional, single (Sigmoid-Sigmoid, Tanh-Tanh, ReLUReLU) combination. Our results show that using two different AFs, the network achieves better accuracy, substantially lower loss, and faster convergence on 4 computer vision (CV) and 15 Non-CV (NCV) datasets. When using different AFs, not only was the accuracy greater by 6-7%, but we also accomplished convergence twice as fast. We present a case study to investigate the probability of networks suffering vanishing and exploding gradients when using two different AFs. Additionally, we theoretically showed that a composition of two or more AFs satisfies Universal Approximation Theorem (UAT).

Keywords: activation function, universal approximation function, neural networks, convergence

Procedia PDF Downloads 152
5829 Assessing the Resilience of the Insurance Industry under Solvency II

Authors: Vincenzo Russo, Rosella Giacometti

Abstract:

The paper aims to assess the insurance industry's resilience under Solvency II against adverse scenarios. Starting from the economic balance sheet available under Solvency II for insurance and reinsurance undertakings, we assume that assets and liabilities follow a bivariate geometric Brownian motion (GBM). Then, using the results available under Margrabe's formula, we establish an analytical solution to calibrate the volatility of the asset-liability ratio. In such a way, we can estimate the probability of default and the probability of breaching the undertaking's Solvency Capital Requirement (SCR). Furthermore, since estimating the volatility of the Solvency Ratio became crucial for insurers in light of the financial crises featured in the last decades, we introduce a novel measure that we call Resiliency Ratio. The Resiliency Ratio can be used, in addition to the Solvency Ratio, to evaluate the insurance industry's resilience in case of adverse scenarios. Finally, we introduce a simplified stress test tool to evaluate the economic balance sheet under stressed conditions. The model we propose is featured by analytical tractability and fast calibration procedure where only the disclosed data available under the Solvency II public reporting are needed for the calibration. Using the data published regularly by the European Insurance and Occupational Pensions Authority (EIOPA) in an aggregated form by country, an empirical analysis has been performed to calibrate the model and provide the related results at the country level.

Keywords: Solvency II, solvency ratio, volatility of the asset-liability ratio, probability of default, probability to breach the SCR, resilience ratio, stress test

Procedia PDF Downloads 78
5828 Occupational Attainment of Second Generation of Ethnic Minority Immigrants in the UK

Authors: Rukhsana Kausar, Issam Malki

Abstract:

The integration and assimilation of ethnic minority immigrants (EMIs) and their subsequent generations remains a serious unsettled issue in most of the host countries. This study conducts the labour market gender analysis to investigate specifically whether second generation of ethnic minority immigrants in the UK is gaining access to professional and managerial employment and advantaged occupational positions on par with their native counterparts. The data used to examine the labour market achievements of EMIs is taken from Labour Force Survey (LFS) for the period 2014-2018. We apply a multivalued treatment under ignorability as proposed by Cattaneo (2010), which refers to treatment effects under the assumptions of (i) selection – on – observables and (ii) common support. We report estimates of Average Treatment Effect (ATE), Average Treatment Effect on the Treated (ATET), and Potential Outcomes Means (POM) using three estimators, including the Regression Adjustment (RA), Augmented Inverse Probability Weighting (AIPW) and Inverse Probability Weighting- Regression Adjustment (IPWRA). We consider two cases: the case with four categories where the first-generation natives are the base category, the second case combine all natives as a base group. Our findings suggest the following. Under Case 1, the estimated probabilities and differences across groups are consistently similar and highly significant. As expected, first generation natives have the highest probability for higher career attainment among both men and women. The findings also suggest that first generation immigrants perform better than the remaining two groups, including the second-generation natives and immigrants. Furthermore, second generation immigrants have higher probability to attain higher professional career, while this is lower for a managerial career. Similar conclusions are reached under Case 2. That is to say that both first – generation and second – generation immigrants have a lower probability for higher career and managerial attainment. First – generation immigrants are found to perform better than second – generation immigrants.

Keywords: immigrnats, second generation, occupational attainment, ethnicity

Procedia PDF Downloads 102
5827 Modelling of the Linear Operator in the Representation of the Function of Wave of a Micro Particle

Authors: Mohammedi Ferhate

Abstract:

This paper deals with the generalized the notion of the function of wave a micro particle moving free, the concept of the linear operator in the representation function delta of Dirac which is a generalization of the symbol of Kronecker to the case of a continuous variation of the sizes concerned with the condition of orthonormation of the Eigen functions the use of linear operators and their Eigen functions in connection with the solution of given differential equations, it is of interest to study the properties of the operators themselves and determine which of them follow purely from the nature of the operators, without reference to specific forms of Eigen functions. The models simulation examples are also presented.

Keywords: function, operator, simulation, wave

Procedia PDF Downloads 142
5826 Identification of Outliers in Flood Frequency Analysis: Comparison of Original and Multiple Grubbs-Beck Test

Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

Abstract:

At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. These findings need to be confirmed with a greater number of stations across other Australian states.

Keywords: floods, FLIKE, probability distributions, flood frequency, outlier

Procedia PDF Downloads 447
5825 A PROMETHEE-BELIEF Approach for Multi-Criteria Decision Making Problems with Incomplete Information

Authors: H. Moalla, A. Frikha

Abstract:

Multi-criteria decision aid methods consider decision problems where numerous alternatives are evaluated on several criteria. These methods are used to deal with perfect information. However, in practice, it is obvious that this information requirement is too much strict. In fact, the imperfect data provided by more or less reliable decision makers usually affect decision results since any decision is closely linked to the quality and availability of information. In this paper, a PROMETHEE-BELIEF approach is proposed to help multi-criteria decisions based on incomplete information. This approach solves problems with incomplete decision matrix and unknown weights within PROMETHEE method. On the base of belief function theory, our approach first determines the distributions of belief masses based on PROMETHEE’s net flows and then calculates weights. Subsequently, it aggregates the distribution masses associated to each criterion using Murphy’s modified combination rule in order to infer a global belief structure. The final action ranking is obtained via pignistic probability transformation. A case study of real-world application concerning the location of a waste treatment center from healthcare activities with infectious risk in the center of Tunisia is studied to illustrate the detailed process of the BELIEF-PROMETHEE approach.

Keywords: belief function theory, incomplete information, multiple criteria analysis, PROMETHEE method

Procedia PDF Downloads 163
5824 Bayesian Estimation under Different Loss Functions Using Gamma Prior for the Case of Exponential Distribution

Authors: Md. Rashidul Hasan, Atikur Rahman Baizid

Abstract:

The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.

Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function

Procedia PDF Downloads 380
5823 Application of Hyperbinomial Distribution in Developing a Modified p-Chart

Authors: Shourav Ahmed, M. Gulam Kibria, Kais Zaman

Abstract:

Control charts graphically verify variation in quality parameters. Attribute type control charts deal with quality parameters that can only hold two states, e.g., good or bad, yes or no, etc. At present, p-control chart is most commonly used to deal with attribute type data. In construction of p-control chart using binomial distribution, the value of proportion non-conforming must be known or estimated from limited sample information. As the probability distribution of fraction non-conforming (p) is considered in hyperbinomial distribution unlike a constant value in case of binomial distribution, it reduces the risk of false detection. In this study, a statistical control chart is proposed based on hyperbinomial distribution when prior estimate of proportion non-conforming is unavailable and is estimated from limited sample information. We developed the control limits of the proposed modified p-chart using the mean and variance of hyperbinomial distribution. The proposed modified p-chart can also utilize additional sample information when they are available. The study also validates the use of modified p-chart by comparing with the result obtained using cumulative distribution function of hyperbinomial distribution. The study clearly indicates that the use of hyperbinomial distribution in construction of p-control chart yields much accurate estimate of quality parameters than using binomial distribution.

Keywords: binomial distribution, control charts, cumulative distribution function, hyper binomial distribution

Procedia PDF Downloads 273
5822 Association between Healthy Eating Index-2015 Scores and the Probability of Sarcopenia in Community-Dwelling Iranian Elderly

Authors: Zahra Esmaeily, Zahra Tajari, Shahrzad Daei, Mahshid Rezaei, Atefeh Eyvazkhani, Marjan Mansouri Dara, Ahmad Reza Dorosty Motlagh, Andriko Palmowski

Abstract:

Objective: Sarcopenia (SPA) is associated with frailty and disability in the elderly. Adherence to current dietary guidelines in addition to physical activity could play a role in the prevention of muscle wasting and weakness. The Healthy Eating Index-2015 (HEI) is a tool to assess diet quality as recommended in the U.S. Dietary Guidelines for Americans. This study aimed to investigate whether there is a relationship between HEI scores and the probability of SPA (PS) among the Tehran elderly. Method: A previously validated semi-quantitative food frequency questionnaire was used to assess HEI and the dietary intake of randomly selected elderly people living in Tehran, Iran. Handgrip strength (HGS) was measured to evaluate the PS. Statistical evaluation included descriptive analysis and standard test procedures. Result: 201 subjects were included. Those probably suffering from SPA (as determined by HGS) had significantly lower HEI scores (p = 0.02). After adjusting for confounders, HEI scores and HGS were still significantly associated (adjusted R2 = 0.56, slope β = 0.03, P = 0.09). Elderly people with a low probability of SPA consumed more monounsaturated and polyunsaturated fatty acids (P = 0.06) and ingested less added sugars and saturated fats (P = 0.01 and P = 0.02, respectively). Conclusion: In this cross-sectional study, HEI scores are associated with the probability of SPA. Adhering to current dietary guidelines might contribute to ameliorating muscle strength and mass in aging individuals.

Keywords: aging, HEI-2015, Iranian, sarcopenic

Procedia PDF Downloads 201
5821 Estimating the Life-Distribution Parameters of Weibull-Life PV Systems Utilizing Non-Parametric Analysis

Authors: Saleem Z. Ramadan

Abstract:

In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.

Keywords: masking, bathtub model, reliability, non-parametric analysis, useful life

Procedia PDF Downloads 555
5820 Remarks on the Lattice Green's Function for the Anisotropic Face Cantered Cubic Lattice

Authors: Jihad H. Asad

Abstract:

An expression for the Green’s function (GF) of anisotropic face cantered cubic (IFCC) lattice is evaluated analytically and numerically for a single impurity problem. The density of states (DOS), phase shift and scattering cross section are expressed in terms of complete elliptic integrals of the first kind.

Keywords: lattice Green's function, elliptic integral, physics, cubic lattice

Procedia PDF Downloads 462
5819 The Influence of Design Complexity of a Building Structure on the Expected Performance

Authors: Ormal Lishi

Abstract:

This research presents a computationally efficient probabilistic method to assess the performance of compartmentation walls with similar Fire Resistance Levels (FRL) but varying complexity. Specifically, a masonry brick wall and a light-steel framed (LSF) wall with comparable insulation performance are analyzed. A Monte Carlo technique, employing Latin Hypercube Sampling (LHS), is utilized to quantify uncertainties and determine the probability of failure for both walls exposed to standard and parametric fires, following ISO 834 and Eurocodes guidelines. Results show that the probability of failure for the brick masonry wall under standard fire exposure is estimated at 4.8%, while the LSF wall is 7.6%. These probabilities decrease to 0.4% and 4.8%, respectively, when subjected to parametric fires. Notably, the complex LSF wall exhibits higher variability in predicting time to failure for specific criteria compared to the less complex brick wall, especially at higher temperatures. The proposed approach highlights the need for Probabilistic Risk Assessment (PRA) to accurately evaluate the reliability and safety levels of complex designs.

Keywords: design complexity, probability of failure, monte carlo analysis, compartmentation walls, insulation

Procedia PDF Downloads 60
5818 Household Wealth and Portfolio Choice When Tail Events Are Salient

Authors: Carlson Murray, Ali Lazrak

Abstract:

Robust experimental evidence of systematic violations of expected utility (EU) establishes that individuals facing risk overweight utility from low probability gains and losses when making choices. These findings motivated development of models of preferences with probability weighting functions, such as rank dependent utility (RDU). We solve for the optimal investing strategy of an RDU investor in a dynamic binomial setting from which we derive implications for investing behavior. We show that relative to EU investors with constant relative risk aversion, commonly measured probability weighting functions produce optimal RDU terminal wealth with significant downside protection and upside exposure. We additionally find that in contrast to EU investors, RDU investors optimally choose a portfolio that contains fair bets that provide payo↵s that can be interpreted as lottery outcomes or exposure to idiosyncratic returns. In a calibrated version of the model, we calculate that RDU investors would be willing to pay 5% of their initial wealth for the freedom to trade away from an optimal EU wealth allocation. The dynamic trading strategy that supports the optimal wealth allocation implies portfolio weights that are independent of initial wealth but requires higher risky share after good stock return histories. Optimal trading also implies the possibility of non-participation when historical returns are poor. Our model fills a gap in the literature by providing new quantitative and qualitative predictions that can be tested experimentally or using data on household wealth and portfolio choice.

Keywords: behavioral finance, probability weighting, portfolio choice

Procedia PDF Downloads 417
5817 An Analytical Wall Function for 2-D Shock Wave/Turbulent Boundary Layer Interactions

Authors: X. Wang, T. J. Craft, H. Iacovides

Abstract:

When handling the near-wall regions of turbulent flows, it is necessary to account for the viscous effects which are important over the thin near-wall layers. Low-Reynolds- number turbulence models do this by including explicit viscous and also damping terms which become active in the near-wall regions, and using very fine near-wall grids to properly resolve the steep gradients present. In order to overcome the cost associated with the low-Re turbulence models, a more advanced wall function approach has been implemented within OpenFoam and tested together with a standard log-law based wall function in the prediction of flows which involve 2-D shock wave/turbulent boundary layer interactions (SWTBLIs). On the whole, from the calculation of the impinging shock interaction, the three turbulence modelling strategies, the Lauder-Sharma k-ε model with Yap correction (LS), the high-Re k-ε model with standard wall function (SWF) and analytical wall function (AWF), display good predictions of wall-pressure. However, the SWF approach tends to underestimate the tendency of the flow to separate as a result of the SWTBLI. The analytical wall function, on the other hand, is able to reproduce the shock-induced flow separation and returns predictions similar to those of the low-Re model, using a much coarser mesh.

Keywords: SWTBLIs, skin-friction, turbulence modeling, wall function

Procedia PDF Downloads 345
5816 Social Capital and Adoption of Sustainable Management Practices of Non Timber Forest Product in Cameroon

Authors: Eke Bala Sophie Michelle

Abstract:

The renewable resource character of NTFPs is an opportunity to its sustainability, this study analyzed the role of social capital in the adoption of sustainable management practices of NTFPs by households in the community forest (CF) Morikouali-ye. The analysis shows that 67% of households surveyed perceive the level of degradation of NTFPs in their CF as time passes and are close to 74% for adoption of sustainable management practices of NTFPs that are domestication, sustainable management of the CF, the logging ban trees and uprooting plants, etc. 26% refused to adopt these practices estimate that, at 39% it is better to promote logging in the CF. The estimated probit model shows that social capital through trust, solidarity and social inclusion significantly influences the probability of households to adopt sustainable NTFP management practices. In addition, age, education level and income from the sale of NTFPs have a significant impact on the probability of adoption. The probability of adoption increases with the level of education and confidence among households. So should they be animated by a spirit of solidarity and trust and not let a game of competition for sustainable management of NTFPs in their CF.

Keywords: community forest, social capital, NTFP, trust, solidarity, social inclusion, sustainable management

Procedia PDF Downloads 366
5815 Applications of Probabilistic Interpolation via Orthogonal Matrices

Authors: Dariusz Jacek Jakóbczak

Abstract:

Mathematics and computer science are interested in methods of 2D curve interpolation and extrapolation using the set of key points (knots). A proposed method of Hurwitz- Radon Matrices (MHR) is such a method. This novel method is based on the family of Hurwitz-Radon (HR) matrices which possess columns composed of orthogonal vectors. Two-dimensional curve is interpolated via different functions as probability distribution functions: polynomial, sinus, cosine, tangent, cotangent, logarithm, exponent, arcsin, arccos, arctan, arcctg or power function, also inverse functions. It is shown how to build the orthogonal matrix operator and how to use it in a process of curve reconstruction.

Keywords: 2D data interpolation, hurwitz-radon matrices, MHR method, probabilistic modeling, curve extrapolation

Procedia PDF Downloads 522
5814 Defuzzification of Periodic Membership Function on Circular Coordinates

Authors: Takashi Mitsuishi, Koji Saigusa

Abstract:

This paper presents circular polar coordinates transformation of periodic fuzzy membership function. The purpose is identification of domain of periodic membership functions in consequent part of IF-THEN rules. The proposed methods are applied to the simple color construct system.

Keywords: periodic membership function, polar coordinates transformation, defuzzification, circular coordinates

Procedia PDF Downloads 305