Search results for: large deviation distribution

Authors: David C. Ni

Abstract:

In the previous efforts, we constructed N-Body Systems by an extended Blaschke product (EBP), which represents a non-temporal and nonlinear extension of Lorentz transformation. In this construction, we rely only on two parameters, nonlinear degree, and relative momentum to characterize the systems. We further explored root computation via iteration with an algorithm extended from Jenkins-Traub method. The solution sets demonstrate a form of σ+ i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various canonical distributions. In this paper, we correlate the convergent sets in the original domain with solution sets, which demonstrating large-deviation distributions in the codomain. We proceed to compare our approach with the formula or principles, such as Donsker-Varadhan and Wentzell-Freidlin theories. The deterministic model based on this construction allows us to explore applications in the areas of finance and statistical mechanics.

Keywords: nonlinear Lorentz transformation, Blaschke equation, iteration solutions, root computation, large deviation distribution, deterministic model

Procedia PDF Downloads 365

Authors: Linh Nguyen Tung, Anh Truong Viet, Nghien Nguyen Ba, Chuong Trinh Trong

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This paper proposes a reconfiguration methodology based on a continuous genetic algorithm (CGA) and particle swarm optimization (PSO) for minimizing active power loss and minimizing voltage deviation. Both algorithms are adapted using graph theory to generate feasible individuals, and the modified crossover is used for continuous variable of CGA. To demonstrate the performance and effectiveness of the proposed methods, a comparative analysis of CGA with PSO for network reconfiguration, on 33-node and 119-bus radial distribution system is presented. The simulation results have shown that both CGA and PSO can be used in the distribution network reconfiguration and CGA outperformed PSO with significant success rate in finding optimal distribution network configuration.

Keywords: distribution network reconfiguration, particle swarm optimization, continuous genetic algorithm, power loss reduction, voltage deviation

Procedia PDF Downloads 153

Authors: Phutthiwat Waiyawuththanapoom

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This research is objected to study the pattern and channel of distribution of Ang Thong’s court doll OTOP product and try to develop the quality of distribution of the court doll product. The population of this research is 50 court doll manufacturers of Ang Thong’s court doll. The data and information was collected by using the questionnaire and use percentage, mean and standard deviation as an analysis tools. The distribution channel of Ang Thong’s court doll can be separated into 3 channels which are direct distribution from the manufacturer, via the middleman and via the co-operated manufacturing group. In the direct distribution from the manufacturer channel, it was found that the manufacturer is given the highest rate of importance to how they keep the inventory. In the distribution via the middleman channel, it was found that the manufacturer is given the highest rate of importance to the distribution efficiency. But in the distribution via the co-operated manufacturing group, it was found that the manufacturer is given the highest rate of importance to the public relationship.

Keywords: distribution, court doll, Ang Thong province, business and social sciences

Procedia PDF Downloads 281

Authors: Derya Karagöz

Abstract:

A Shewhart chart based on normality assumption is not appropriate for skewed distributions since its Type-I error rate is inflated. This study presents X̄ and S control charts for monitoring the process variability for skewed distributions. We propose Weighted Standard Deviation (WSD) X̄ and S control charts. Standard deviation estimator is applied to monitor the process variability for estimating the process standard deviation, in the case of the W SD X̄ and S control charts as this estimator is simple and easy to compute. Unlike the Shewhart control chart, the proposed charts provide asymmetric limits in accordance with the direction and degree of skewness to construct the upper and lower limits. The performances of the proposed charts are compared with other heuristic charts for skewed distributions by using Simulation study. The Simulation studies show that the proposed control charts have good properties for skewed distributions and large sample sizes.

Keywords: weighted standard deviation, MAD, skewed distributions, S control charts

Procedia PDF Downloads 369

Authors: Sani M. Lawal, Idris Musa, Aliyu D. Usman

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The Pareto approach of optimal solutions in a search space that evolved in multi-objective optimization problems is adopted in this paper, which stands for a set of solutions in the search space. This paper aims at presenting an optimal placement of Distributed Generation (DG) in radial distribution networks with an optimal size for minimization of power loss and voltage deviation as well as maximizing voltage profile of the networks. And these problems are formulated using particle swarm optimization (PSO) as a constraint nonlinear optimization problem with both locations and sizes of DG being continuous. The objective functions adopted are the total active power loss function and voltage deviation function. The multiple nature of the problem, made it necessary to form a multi-objective function in search of the solution that consists of both the DG location and size. The proposed PSO algorithm is used to determine optimal placement and size of DG in a distribution network. The output indicates that PSO algorithm technique shows an edge over other types of search methods due to its effectiveness and computational efficiency. The proposed method is tested on the standard IEEE 34-bus and validated with 33-bus test systems distribution networks. Results indicate that the sizing and location of DG are system dependent and should be optimally selected before installing the distributed generators in the system and also an improvement in the voltage profile and power loss reduction have been achieved.

Keywords: distributed generation, pareto, particle swarm optimization, power loss, voltage deviation

Procedia PDF Downloads 329

Authors: Fujian Wang, Shubin Ruan, Meiwei Dai

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Speed dispersion has tight relation to traffic safety. In this paper, several kinds of indicating parameters (the standard speed deviation, the coefficient of variation, the deviation of V85 and V15, the mean speed deviations, and the difference between adjacent car speeds) are applied to investigate the characteristics of speed dispersion, where V85 and V15 are 85th and 15th percentile speed, respectively. Their relationships are into full investigations and the results show that: there exists a positive relation (linear) between mean speed and the deviation of V85 and V15; while a negative relation (quadratic) between traffic flow and standard speed deviation. The mean speed deviation grows exponentially with mean speed while the absolute speed deviation between adjacent cars grows linearly with the headway. The results provide some basic information for traffic management.

Keywords: headway, indicating parameters, speed dispersion, urban expressway

Procedia PDF Downloads 318

Authors: Lu Ren, You-Liang Fang, Yan-Gang Zhao

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In recent years, the application of BIM (Building Information Modelling) to construction schedule plan has been the focus of more and more researchers. In order to assess the reasonable level of the BIM-based construction schedule plan, that is whether the schedule can be completed on time, some researchers have introduced reliability theory to evaluate. In the process of evaluation, the uncertain factors affecting the construction schedule plan are regarded as random variables, and probability distributions of the random variables are assumed to be normal distribution, which is determined using two parameters evaluated from the mean and standard deviation of statistical data. However, in practical engineering, most of the uncertain influence factors are not normal random variables. So the evaluation results of the construction schedule plan will be unreasonable under the assumption that probability distributions of random variables submitted to the normal distribution. Therefore, in order to get a more reasonable evaluation result, it is necessary to describe the distribution of random variables more comprehensively. For this purpose, cubic normal distribution is introduced in this paper to describe the distribution of arbitrary random variables, which is determined by the first four moments (mean, standard deviation, skewness and kurtosis). In this paper, building the BIM model firstly according to the design messages of the structure and making the construction schedule plan based on BIM, then the cubic normal distribution is used to describe the distribution of the random variables due to the collecting statistical data of the random factors influencing construction schedule plan. Next the reliability analysis of the construction schedule plan based on BIM can be carried out more reasonably. Finally, the more accurate evaluation results can be given providing reference for the implementation of the actual construction schedule plan. In the last part of this paper, the more efficiency and accuracy of the proposed methodology for the reliability analysis of the construction schedule plan based on BIM are conducted through practical engineering case.

Keywords: BIM, construction schedule plan, cubic normal distribution, reliability analysis

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Authors: Ceren Vardar Acar, Mine Caglar

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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Eseldin Keleb

Abstract:

In the pharmaceutical industry particle size distribution is an important parameter for the characterization of pharmaceutical powders. The powder flowability, reactivity and compatibility, which have a decisive impact on the final product, are determined by particle size and size distribution. Therefore, the aim of this study was to evaluate the influence of processing parameters on the particle size distribution measurements. Different Size fractions of α-lactose monohydrate and 5% polyvinylpyrrolidone were prepared by wet granulation and were used for the preparation of samples. The influence of sieve load (50, 100, 150, 200, 250, 300, and 350 g), processing time (5, 10, and 15 min), sample size ratios (high percentage of small and large particles), type of disturbances (vibration and shaking) and process reproducibility have been investigated. Results obtained showed that a sieve load of 50 g produce the best separation, a further increase in sample weight resulted in incomplete separation even after the extension of the processing time for 15 min. Performing sieving using vibration was rapider and more efficient than shaking. Meanwhile between day reproducibility showed that particle size distribution measurements are reproducible. However, for samples containing 70% fines or 70% large particles, which processed at optimized parameters, the incomplete separation was always observed. These results indicated that sieving reliability is highly influenced by the particle size distribution of the sample and care must be taken for samples with particle size distribution skewness.

Keywords: sieving, reliability, particle size distribution, processing parameters

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Authors: Vibha Devi, Shabina Khanam

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Hemp (Cannabis sativa) possesses a rich content of ω-6 linoleic and ω-3 linolenic essential fatty acid in the ratio of 3:1, which is a rare and most desired ratio that enhances the quality of hemp oil. These components are beneficial for the development of cell and body growth, strengthen the immune system, possess anti-inflammatory action, lowering the risk of heart problem owing to its anti-clotting property and a remedy for arthritis and various disorders. The present study employs supercritical fluid extraction (SFE) approach on hemp seed at various conditions of parameters; temperature (40 - 80) °C, pressure (200 - 350) bar, flow rate (5 - 15) g/min, particle size (0.430 - 1.015) mm and amount of co-solvent (0 - 10) % of solvent flow rate through central composite design (CCD). CCD suggested 32 sets of experiments, which was carried out. As SFE process includes large number of variables, the present study recommends the application of resampling techniques for cross-validation of the obtained data. Cross-validation refits the model on each data to achieve the information regarding the error, variability, deviation etc. Bootstrap and jackknife are the most popular resampling techniques, which create a large number of data through resampling from the original dataset and analyze these data to check the validity of the obtained data. Jackknife resampling is based on the eliminating one observation from the original sample of size N without replacement. For jackknife resampling, the sample size is 31 (eliminating one observation), which is repeated by 32 times. Bootstrap is the frequently used statistical approach for estimating the sampling distribution of an estimator by resampling with replacement from the original sample. For bootstrap resampling, the sample size is 32, which was repeated by 100 times. Estimands for these resampling techniques are considered as mean, standard deviation, variation coefficient and standard error of the mean. For ω-6 linoleic acid concentration, mean value was approx. 58.5 for both resampling methods, which is the average (central value) of the sample mean of all data points. Similarly, for ω-3 linoleic acid concentration, mean was observed as 22.5 through both resampling. Variance exhibits the spread out of the data from its mean. Greater value of variance exhibits the large range of output data, which is 18 for ω-6 linoleic acid (ranging from 48.85 to 63.66 %) and 6 for ω-3 linoleic acid (ranging from 16.71 to 26.2 %). Further, low value of standard deviation (approx. 1 %), low standard error of the mean (< 0.8) and low variance coefficient (< 0.2) reflect the accuracy of the sample for prediction. All the estimator value of variance coefficients, standard deviation and standard error of the mean are found within the 95 % of confidence interval.

Keywords: resampling, supercritical fluid extraction, hemp oil, cross-validation

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Authors: Masomeh Jamshid Nejad

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Nowadays, statistical literacy is no longer a necessary skill but an essential skill with broad applications across diverse fields, especially in operational decision areas such as business management, finance, and economics. As such, learning and deep understanding of statistical concepts are essential in the context of business studies. One of the crucial topics in statistical theory and its application is the normal distribution, often called a bell-shaped curve. To interpret data and conduct hypothesis tests, comprehending the properties of normal distribution (the mean and standard deviation) is essential for business students. This requires undergraduate students in the field of economics and business management to visualize and work with data following a normal distribution. Since technology is interconnected with education these days, it is important to teach statistics topics in the context of Python, R-studio, and Microsoft Excel to undergraduate students. This research endeavours to shed light on the effect of Excel-based instruction on learners’ knowledge of statistics, specifically the central concept of normal distribution. As such, two groups of undergraduate students (from the Business Management program) were compared in this research study. One group underwent Excel-based instruction and another group relied only on traditional teaching methods. We analyzed experiential data and BBA participants’ responses to statistic-related questions focusing on the normal distribution, including its key attributes, such as the mean and standard deviation. The results of our study indicate that exposing students to Excel-based learning supports learners in comprehending statistical concepts more effectively compared with the other group of learners (teaching with the traditional method). In addition, students in the context of Excel-based instruction showed ability in picturing and interpreting data concentrated on normal distribution.

Keywords: statistics, excel-based instruction, data visualization, pedagogy

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Authors: Shoukat Ali, Abdul Qadir Jandga, Amjad Hussain

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Objective: The main purpose of this study is to compare the Percent Depth dose (PDD) and In-plane and cross-plane profiles of Varian Golden beam data to the measured data of 6 and 18 MV photons for the commissioning of Eclipse treatment planning system. Introduction: Commissioning of treatment planning system requires an extensive acquisition of beam data for the clinical use of linear accelerators. Accurate dose delivery require to enter the PDDs, Profiles and dose rate tables for open and wedges fields into treatment planning system, enabling to calculate the MUs and dose distribution. Varian offers a generic set of beam data as a reference data, however not recommend for clinical use. In this study, we compared the generic beam data with the measured beam data to evaluate the reliability of generic beam data to be used for the clinical purpose. Methods and Material: PDDs and Profiles of Open and Wedge fields for different field sizes and at different depths measured as per Varian’s algorithm commissioning guideline. The measurement performed with PTW 3D-scanning water phantom with semi-flex ion chamber and MEPHYSTO software. The online available Varian Golden Beam Data compared with the measured data to evaluate the accuracy of the golden beam data to be used for the commissioning of Eclipse treatment planning system. Results: The deviation between measured vs. golden beam data was in the range of 2% max. In PDDs, the deviation increases more in the deeper depths than the shallower depths. Similarly, profiles have the same trend of increasing deviation at large field sizes and increasing depths. Conclusion: Study shows that the percentage deviation between measured and golden beam data is within the acceptable tolerance and therefore can be used for the commissioning process; however, verification of small subset of acquired data with the golden beam data should be mandatory before clinical use.

Keywords: percent depth dose, flatness, symmetry, golden beam data

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Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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Authors: M. T. Alodat

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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

Procedia PDF Downloads 631

Authors: Ahmed Mateen, Zhu Qingsheng, Ahmad Bilal

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In the current age of technology, information is the most precious asset of a company. Today, companies have a large amount of data. As the data become larger, access to data for some particular information is becoming slower day by day. Faster data processing to shape it in the form of information is the biggest issue. The major problems in distributed databases are the efficiency of data distribution and response time of data distribution. The security of data distribution is also a big issue. For these problems, we proposed a strategy that can maximize the efficiency of data distribution and also increase its response time. This technique gives better results for secure data distribution from multiple heterogeneous sources. The newly proposed technique facilitates the companies for secure data sharing efficiently and quickly.

Keywords: ER-schema, electronic record, P2P framework, API, query formulation

Procedia PDF Downloads 302

Authors: Heri Suryoatmojo, Adi Kurniawan, Feby A. Pamuji, Nursalim, Syaffaruddin, Herbert Innah

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Photovoltaic (PV) system hybrid with diesel system is utilized widely for electrification in remote area. PV output power fluctuates due to uncertainty condition of temperature and sun irradiance. When the penetration of PV power is large, the reliability of the power utility will be disturbed and seriously impact the unstable frequency of system. Therefore, designing a robust frequency controller in PV-diesel hybrid power system is very important. This paper proposes new method of frequency control application in hybrid PV-diesel system based on artificial neural network (ANN). This method can minimize the frequency deviation without smoothing PV output power that controlled by maximum power point tracking (MPPT) method. The neural network algorithm controller considers average irradiance, change of irradiance and frequency deviation. In order the show the effectiveness of proposed algorithm, the addition of battery as energy storage system is also presented. To validate the proposed method, the results of proposed system are compared with the results of similar system using MPPT only. The simulation results show that the proposed method able to suppress frequency deviation smaller compared to the results of system using MPPT only.

Keywords: energy storage system, frequency deviation, hybrid power generation, neural network algorithm

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Authors: Olawale J. Olaluyi, Ayodele S. Oluwole, O. Akinsanmi, Johnson O. Adeogo

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Communication using visible light VLC is considered a cutting-edge technology used for data transmission and illumination since it uses less energy than radio frequency (RF) technology and has a large bandwidth, extended lifespan, and high security. The room's irregular distribution of small base stations, or LED array distribution, is the cause of the obscured area, minimum signal-to-noise ratio (SNR), and received power. In order to maximize the received power distribution and SNR at the center of the room for an indoor VLC system, the researchers offer an innovative model for the placement of eight LED array distributions in this work. We have investigated the arrangement of the LED array distribution with regard to receiving power to fill the open space in the center of the room. The suggested LED array distribution saved 36.2% of the transmitted power, according to the simulation findings. Aside from that, the entire room was equally covered. This leads to an increase in both received power and SNR.

Keywords: visible light communication (VLC), light emitted diodes (LED), optical power distribution, signal-to-noise ratio (SNR).

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Authors: Muhammad Farooq, Muhammad Idrees

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The present study has been designed to explore the causes and effects of Youth Bulge in Pakistan. However, youth bulge is a part of population segment which create problem for the whole society. The youth bulge is a common phenomenon in many developing countries, and in particular, in the least developed countries. It is often due to a stage of development where a country achieves success in reducing infant mortality but mothers still have a high fertility rate. The result is that a large share of the population is comprised of children and young adults, and today’s children are tomorrow’s young adults. Youth often play a prominent role in political violence and the existence of a “youth bulge” has been associated with times of political crisis. The population pyramid of Pakistan represents a large youth proportion and our government did not use that youth in positive way and did not provide them opportunity for development, this situation creates frustration in youth that leads them towards conflict, unrest and violence. This study will be focus on the opportunity and motives of the youth bulge situation in Pakistan in the lens of youth bulge theory. Moreover, it will give some suggestions to utilize youth in the development activities and avoid youth bulge situation in Pakistan. The present research was conducted in the metropolitan entities of Punjab, Pakistan. A sample of 300 respondents was taken from three randomly selected metropolitan entities (Faisalabad, Lahore and Rawalpindi) of Punjab Province of Pakistan. Information regarding demography, household, locality and other socio-cultural variables related to causes and effects of youth bulge in the state was collected through a well structured interview schedule. Mean, Standard Deviation and frequency distribution were used to check the measure of central tendency. Multiple linear regression was also applied to measure the influence of various independent variables on the response variable.

Keywords: youth bulge, violence, conflict, social unrest, crime, metropolitan entities, mean, standard deviation, multiple linear regression

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Jin Song Gui, Han Li, Rui Jin Zhang, Heng Jiang Cai

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There is a large deviation between the measured wave power at the vertical breast wall and the calculated one according to current specification in the case of overtopping. In order to investigate the reasons for the deviation, the wave forces of vertical breast wall under overtopping conditions have been measured through physical model experiment and compared with the calculated results. The effect of water depth, period and the wave height on the wave forces of the vertical breast wall have been also investigated. The distribution of wave pressure under different wave actions was tested based on the force sensor which is installed in the vertical breakwater. By comparing and analyzing the measured values and norms calculated values, the applicability of the existing norms recommended method were discussed and a reference for the design of vertical breakwater was provided. Experiment results show that with the decrease of the water depth, the gap is growing between the actual wave forces and the specification values, and there are no obvious regulations between these two values with the variation of period while wave force greatly reduces with the overtopping reducing. The amount of water depth and wave overtopping has a significant impact on the wave force of overtopping section while the period has no obvious influence on the wave force. Finally, some favorable recommendations for the overtopping wave force design of the vertical breakwater according to the model experiment results are provided.

Keywords: overtopping wave, physical model experiment, vertical breakwater, wave forces

Procedia PDF Downloads 278

Authors: Chia-Hung Liao, Shih-Chieh Lin

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X-ray computed tomography (CT) technology has been used in the electronics industry as one of the non-destructive inspection tools for years. The key advantage of X-ray computed tomography technology superior to traditional optical inspection is the penetrating characteristics of X-rays can be used to detect defects in the interior of objects. The objective of this study is to find a way to estimate the system geometric deviation of X-ray CT equipment. Projection trajectories of the characteristic points of standard parts were tracked, and ways to calculate the deviation of various geometric parameters of the system will be proposed and evaluated. A simulation study will be conducted to first find out the effects of system geometric deviation on projected trajectories. Then ways to estimate geometric deviation with collected trajectories will be proposed and tested through simulations.

Keywords: geometric calibration, X-ray computed tomography, trajectory tracing, reconstruction optimization

Procedia PDF Downloads 79

Authors: Safia Hocine, Djamil Aïssani

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Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

Procedia PDF Downloads 330

Authors: Kul Pun, F. A. Hamad, T. Ahmed, J. O. Ugwu, J. Eyers, G. Lawson, P. A. Russell

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Determining droplet size and distribution is essential when determining the separation efficiency of a two/three-phase separator. This paper investigates the effect of liquid flow and oil pad thickness on the droplet size at the lab scale. The findings show that increasing the inlet flow rates of the oil and water results in size reduction of the droplets and increasing the thickness of the oil pad increases the size of the droplets. The data were fitted with a simple Gaussian model, and the parameters of mean, standard deviation, and amplitude were determined. Trends have been obtained for the fitted parameters as a function of the Reynolds number, which suggest a way forward to better predict the starting parameters for population models when simulating separation using CFD packages. The key parameter to predict to fix the position of the Gaussian distribution was found to be the mean droplet size.

Keywords: two-phase separator, average bubble droplet, bubble size distribution, liquid-liquid phase

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Authors: Rafida M. Elobaid

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Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.

Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions

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Authors: Shumaila Ehtisham

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In Statistical Distribution Theory, considering an additional parameter to classical distributions is a usual practice. In this study, a new distribution referred to as α-Power Pareto distribution is introduced by including an extra parameter. Several properties of the proposed distribution including explicit expressions for the moment generating function, mode, quantiles, entropies and order statistics are obtained. Unknown parameters have been estimated by using maximum likelihood estimation technique. Two real datasets have been considered to examine the usefulness of the proposed distribution. It has been observed that α-Power Pareto distribution outperforms while compared to different variants of Pareto distribution on the basis of model selection criteria.

Keywords: α-power transformation, maximum likelihood estimation, moment generating function, Pareto distribution

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Authors: Collins Chiemeke, Stephen Ibe, Godwin Onyedim

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This research work on high-resolution seismic tomography method was carried out with the aim of investigating how near-surface geology influences the initial distribution of infrastructural development in an area like Otuoke and its environs. To achieve this objective, seismic tomography method was employed. The result revealed that the overburden (highly-weathered layer) thickness ranges from 27 m to 50 m within the survey area, with an average value of 37 m. The 3D surface analysis for the overburden thickness distribution within the survey area showed that the thickness of the overburden is more in regions with less infrastructural development, and least in built-up areas. The range of velocity distribution from the surface to within a depth of 5 m is about 660 m/s to 1160 m/s, with an average value of 946 m/s. The 3D surface analysis of the velocity distribution also revealed that the areas with large infrastructural development are characterized with large velocity values compared with the undeveloped regions that has average low-velocity values. Hence, one can conclusively say that the initial settlement of Otuoke and its environs and the subsequent infrastructural development was influenced by the underlying near surface geology (rigid earth), among other factors.

Keywords: geology, seismic, infrastructural, near-surface

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Authors: Anjela Koblischka-Veneva, Michael R. Koblischka

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To increase the flux pinning performance of bulk YBa2Cu3O7-δ (YBCO or Y-123) superconductors, it is common to employ secondary phase particles, either Y2BaCuO5 (Y-211) particles created during the growth of the samples or additionally added (nano)particles of various types, embedded in the superconducting Y-123 matrix. As the crystallographic parameters of all the particles indicate a misfit to Y-123, there will be residual strain within the Y-123 matrix around such particles. With a dedicated analysis of electron backscatter diffraction (EBSD) data obtained on various bulk, Y-123 superconductor samples, the strain distribution around such embedded secondary phase particles can be revealed. The results obtained are presented in form of Kernel Average Misorientation (KAM) mappings. Around large Y-211 particles, the strain can be so large that YBCO subgrains are formed. Therefore, it is essential to properly control the particle size as well as their distribution within the bulk sample to obtain the best performance. The impact of the strain distribution on the flux pinning properties is discussed.

Keywords: Bulk superconductors, EBSD, Strain, YBa2Cu3Oy

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Authors: Serge Provost, Abdous Saboor

Abstract:

A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

Procedia PDF Downloads 314

Authors: M. E. Hammond, R. Pokorny

Abstract:

Not much research has gone into the dynamics of natural regeneration of trees species in tropical forest regions. This study seeks to investigate the impact of gap sizes and light distribution in forest floors on the regeneration of Celtis mildbraedii (CEM), Nesogordonia papaverine (NES) and Terminalia superba (TES). These are selected economically important tree species with different shade tolerance attributes. The spatial distribution patterns and the potential regeneration competition index (RCI) among species using height to diameter ratio (HDR) have been assessed. Gap sizes ranging between 287 – 971 m² were selected at the Bia Tano forest reserve, a tropical moist semi-deciduous forest in Ghana. Four (4) transects in the cardinal directions were constructed from the center of each gap. Along each transect, ten 1 m² sampling zones at 2 m spacing were established. Then, three gap microsites (labeled ecozones I, II, III) were delineated within these sampling zones based on the varying temporal light distribution on the forest floor. Data on height (H), root collar diameter (RCD) and regeneration census were gathered from each of the ten sampling zones. CEM and NES seedlings (≤ 50 cm) and saplings (≥ 51 cm) were present in all ecozones of the large gaps. Seedlings of TES were observed in all ecozones of large and small gaps. Regression analysis showed a significant negative linear relationship between independent RCD and H growth variables on dependent HDR index in ecozones II and III of both large and small gaps. There was a correlation between RCD and H in both large and small gaps. A strong regeneration competition was observed among species in ecozone II in large (df 2, F=3.6, p=0.035) and small (df 2, F=17.9, p=0.000) gaps. These results contribute to the understanding of the natural regeneration of different species with regards to light regimes in forest floors.

Keywords: Celtis mildbraedii, ecozones, gaps, Nesogordonia papaverifera, regeneration, Terminalia superba

Procedia PDF Downloads 111

Authors: Alan C. Lin, Tsong Der Lin

Abstract:

This study proposes a deviation control method to add interpolation points to numerical control (NC) codes of five-axis machining in order to achieve the required machining accuracy. Specific research issues include: (1) converting machining data between the CL (cutter location) domain and the NC domain, (2) calculating the deviation between the deviated path and the linear path, (3) finding interpolation points, and (4) determining tool orientations for the interpolation points. System implementation with practical examples will also be included to highlight the applicability of the proposed methodology.

Keywords: CAD/CAM, cutter path, five-axis machining, numerical control

Procedia PDF Downloads 401