Search results for: probability distributions
739 Probability and Instruction Effects in Syllogistic Conditional Reasoning
Authors: Olimpia Matarazzo, Ivana Baldassarre
Abstract:
The main aim of this study was to examine whether people understand indicative conditionals on the basis of syntactic factors or on the basis of subjective conditional probability. The second aim was to investigate whether the conditional probability of q given p depends on the antecedent and consequent sizes or derives from inductive processes leading to establish a link of plausible cooccurrence between events semantically or experientially associated. These competing hypotheses have been tested through a 3 x 2 x 2 x 2 mixed design involving the manipulation of four variables: type of instructions (“Consider the following statement to be true", “Read the following statement" and condition with no conditional statement); antecedent size (high/low); consequent size (high/low); statement probability (high/low). The first variable was between-subjects, the others were within-subjects. The inferences investigated were Modus Ponens and Modus Tollens. Ninety undergraduates of the Second University of Naples, without any prior knowledge of logic or conditional reasoning, participated in this study. Results suggest that people understand conditionals in a syntactic way rather than in a probabilistic way, even though the perception of the conditional probability of q given p is at least partially involved in the conditionals- comprehension. They also showed that, in presence of a conditional syllogism, inferences are not affected by the antecedent or consequent sizes. From a theoretical point of view these findings suggest that it would be inappropriate to abandon the idea that conditionals are naturally understood in a syntactic way for the idea that they are understood in a probabilistic way.Keywords: Conditionals, conditional probability, conditional syllogism, inferential task.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1560738 Fuzzy Estimation of Parameters in Statistical Models
Authors: A. Falsafain, S. M. Taheri, M. Mashinchi
Abstract:
Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2270737 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
Abstract:
In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1176736 Application Reliability Method for Concrete Dams
Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar
Abstract:
Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.
Keywords: Dam, failure, limit-state, Monte Carlo simulation, reliability, probability, simulation, sliding, Taylor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1224735 Topological Properties of an Exponential Random Geometric Graph Process
Authors: Yilun Shang
Abstract:
In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1457734 Segmenting Ultrasound B-Mode Images Using RiIG Distributions and Stochastic Optimization
Abstract:
In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.
Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1572733 On the Parameter of the Burr Type X under Bayesian Principles
Authors: T. N. Sindhu, M. Aslam
Abstract:
A comprehensive Bayesian analysis has been carried out in the context of informative and non-informative priors for the shape parameter of the Burr type X distribution under different symmetric and asymmetric loss functions. Elicitation of hyperparameter through prior predictive approach is also discussed. Also we derive the expression for posterior predictive distributions, predictive intervals and the credible Intervals. As an illustration, comparisons of these estimators are made through simulation study.
Keywords: Credible Intervals, Loss Functions, Posterior Predictive Distributions, Predictive Intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1505732 Coverage Probability of Confidence Intervals for the Normal Mean and Variance with Restricted Parameter Space
Authors: Sa-aat Niwitpong
Abstract:
Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic expressions of the coverage probability and the expected length of confidence interval for the normal mean when the whole parameter space is bounded. We also construct the confidence interval for the normal variance with restricted parameter for the first time and its coverage probability and expected length are also mathematically derived. As a result, one can use these criteria to assess the confidence interval for the normal mean and variance when the parameter space is restricted without the back up from simulation experiments.
Keywords: Confidence interval, coverage probability, expected length, restricted parameter space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1614731 On a Discrete-Time GIX/Geo/1/N Queue with Single Working Vacation and Partial Batch Rejection
Authors: Shan Gao
Abstract:
This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.
Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1595730 Evaluation of Expected Annual Loss Probabilities of RC Moment Resisting Frames
Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim
Abstract:
Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.
Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2374729 Estimation of Broadcast Probability in Wireless Adhoc Networks
Authors: Bharadwaj Kadiyala, Sunitha V
Abstract:
Most routing protocols (DSR, AODV etc.) that have been designed for wireless adhoc networks incorporate the broadcasting operation in their route discovery scheme. Probabilistic broadcasting techniques have been developed to optimize the broadcast operation which is otherwise very expensive in terms of the redundancy and the traffic it generates. In this paper we have explored percolation theory to gain a different perspective on probabilistic broadcasting schemes which have been actively researched in the recent years. This theory has helped us estimate the value of broadcast probability in a wireless adhoc network as a function of the size of the network. We also show that, operating at those optimal values of broadcast probability there is at least 25-30% reduction in packet regeneration during successful broadcasting.Keywords: Crossover length, Percolation, Probabilistic broadcast, Wireless adhoc networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1590728 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model
Authors: Chaudhuri Manoj Kumar Swain, Susmita Das
Abstract:
This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.
Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 705727 Clusterization Probability in 14N Nuclei
Authors: N. Burtebayev, Sh. Hamada, Zh. Kerimkulov, D. K. Alimov, A. V. Yushkov, N. Amangeldi, A. N. Bakhtibaev
Abstract:
The main aim of the current work is to examine if 14N is candidate to be clusterized nuclei or not. In order to check this attendance, we have measured the angular distributions for 14N ion beam elastically scattered on 12C target nuclei at different low energies; 17.5, 21, and 24.5MeV which are close to the Coulomb barrier energy for 14N+12C nuclear system. Study of various transfer reactions could provide us with useful information about the attendance of nuclei to be in a composite form (core + valence). The experimental data were analyzed using two approaches; Phenomenological (Optical Potential) and semi-microscopic (Double Folding Potential). The agreement between the experimental data and the theoretical predictions is fairly good in the whole angular range.
Keywords: Deuteron Transfer, Elastic Scattering, Optical Model, Double Folding, Density Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1474726 A New Approach to Image Segmentation via Fuzzification of Rènyi Entropy of Generalized Distributions
Authors: Samy Sadek, Ayoub Al-Hamadi, Axel Panning, Bernd Michaelis, Usama Sayed
Abstract:
In this paper, we propose a novel approach for image segmentation via fuzzification of Rènyi Entropy of Generalized Distributions (REGD). The fuzzy REGD is used to precisely measure the structural information of image and to locate the optimal threshold desired by segmentation. The proposed approach draws upon the postulation that the optimal threshold concurs with maximum information content of the distribution. The contributions in the paper are as follow: Initially, the fuzzy REGD as a measure of the spatial structure of image is introduced. Then, we propose an efficient entropic segmentation approach using fuzzy REGD. However the proposed approach belongs to entropic segmentation approaches (i.e. these approaches are commonly applied to grayscale images), it is adapted to be viable for segmenting color images. Lastly, diverse experiments on real images that show the superior performance of the proposed method are carried out.Keywords: Entropy of generalized distributions, entropy fuzzification, entropic image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3231725 Stochastic Resonance in Nonlinear Signal Detection
Authors: Youguo Wang, Lenan Wu
Abstract:
Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.Keywords: Probability of detection error, signal detection, stochastic resonance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1532724 Coverage Availability for the IEEE 802.16 System over the SUI Channels with Rayleigh Fading
Authors: Shiann-Shiun Jeng, Chen-Wan Tsung, Hong-You Liou, Chun-Chieh Chang, Jia-Ming Chen
Abstract:
The coverage probability and range of IEEE 802.16 systems depend on different wireless scenarios. Evaluating the performance of IEEE 802.16 systems over Stanford University Interim (SUI) channels is suggested by IEEE 802.16 specifications. In order to derive an effective method for forecasting the coverage probability and range, this study uses the SUI channel model to analyze the coverage probability with Rayleigh fading for an IEEE 802.16 system. The BER of the IEEE 802.16 system is shown in the simulation results. Then, the maximum allowed path loss can be calculated and substituted into the coverage analysis. Therefore, simulation results show the coverage range with and without Rayleigh fading.Keywords: OFDM, coverage, SUI channel, IEEE 802.16
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1476723 Learning and Evaluating Possibilistic Decision Trees using Information Affinity
Authors: Ilyes Jenhani, Salem Benferhat, Zied Elouedi
Abstract:
This paper investigates the issue of building decision trees from data with imprecise class values where imprecision is encoded in the form of possibility distributions. The Information Affinity similarity measure is introduced into the well-known gain ratio criterion in order to assess the homogeneity of a set of possibility distributions representing instances-s classes belonging to a given training partition. For the experimental study, we proposed an information affinity based performance criterion which we have used in order to show the performance of the approach on well-known benchmarks.Keywords: Data mining from uncertain data, Decision Trees, Possibility Theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1514722 Exponentiated Transmuted Weibull Distribution A Generalization of the Weibull Distribution
Authors: Abd El Hady N. Ebraheim
Abstract:
This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.
Keywords: Exponentiated, Inversion Method, Maximum Likelihood Estimation, Transmutation Map.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3471721 A Forward Automatic Censored Cell-Averaging Detector for Multiple Target Situations in Log-Normal Clutter
Authors: Musa'ed N. Almarshad, Saleh A. Alshebeili, Mourad Barkat
Abstract:
A challenging problem in radar signal processing is to achieve reliable target detection in the presence of interferences. In this paper, we propose a novel algorithm for automatic censoring of radar interfering targets in log-normal clutter. The proposed algorithm, termed the forward automatic censored cell averaging detector (F-ACCAD), consists of two steps: removing the corrupted reference cells (censoring) and the actual detection. Both steps are performed dynamically by using a suitable set of ranked cells to estimate the unknown background level and set the adaptive thresholds accordingly. The F-ACCAD algorithm does not require any prior information about the clutter parameters nor does it require the number of interfering targets. The effectiveness of the F-ACCAD algorithm is assessed by computing, using Monte Carlo simulations, the probability of censoring and the probability of detection in different background environments.Keywords: CFAR, Log-normal clutter, Censoring, Probabilityof detection, Probability of false alarm, Probability of falsecensoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1915720 Investigation on Fischer-Tropsch Synthesis over Cobalt-Gadolinium Catalyst
Authors: Jian Huang, Weixin Qian, Haitao Zhang, Weiyong Ying
Abstract:
Cobalt-gadolinium catalyst for Fischer-Tropsch synthesis was prepared by impregnation method with commercial silica gel, and its texture properties were characterized by BET, XRD, and TPR. The catalytic performance of the catalyst was tested in a fixed bed reactor. The results showed that the addition of gadolinium to the cobalt catalyst might decrease the size of cobalt particles, and increased the dispersion of catalytic active cobalt phases. The carbon number distributions for the catalysts was calculated by ASF equation.Keywords: Fischer-Tropsch synthesis, cobalt-based catalysts, gadolinium, carbon number distributions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605719 A Stochastic Approach to Extreme Wind Speeds Conditions on a Small Axial Wind Turbine
Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph
Abstract:
In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even-dough decreases at these extreme wind speeds but are not infinite. Moreover, we also fund that it is possible to stabilize the power coefficient (stabilizing the output power)above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.Keywords: Probability, Stochastic, Probability density function, Turbulence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1744718 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model
Authors: Zina Benouaret, Djamil Aissani
Abstract:
In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 885717 Percolation Transition with Hidden Variables in Complex Networks
Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng
Abstract:
A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.Keywords: complex networks, percolation transition, hidden variable, occupied probability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1607716 Experimental Study of Thermal Environment in a Room with Mixing Ventilation
Authors: Dong-Mei Pan, Liang XIA, Ming-Yin Chan
Abstract:
This paper reports an experimental study on a sleeping thermal manikin in a room equipped with a mixing ventilation system. In the experimental work, heat loss from the sleeping thermal manikin was measured under different conditions. The supply air temperature was in a range of 17°C to 27°C. Apart from the heat loss of the sleeping thermal manikin, the velocity distributions and temperature distributions were also measured in the experiments for subsequent analysis.Keywords: Sleeping Environment, Mixing Ventilation System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1758715 Average Secrecy Mutual Information of the Non-Identically Independently Distributed Hoyt Fading Wireless Channels
Authors: Md. Sohidul Islam, Mohammad Rakibul Islam
Abstract:
In this paper, we consider a non-identically independently distributed (non-i.i.d.) Hoyt fading single-input multiple-out put (SIMO) channel, where the transmitter sends some confidential information to the legitimate receiver in presence of an eavesdropper. We formulated the probability of non-zero secrecy mutual information; secure outage probability and average secrecy mutual information (SMI) for the SIMO wireless communication system. The calculation has been carried out using small limit argument approximation (SLAA) on zeroth-order modified Bessel function of first kind. In our proposed model, an eavesdropper observes transmissions of information through another Hoyt fading channel. First, we derived the analytical expression for non-zero secrecy mutual information. Then, we find the secure outage probability to investigate the outage behavior of the proposed model. Finally, we find the average secrecy mutual information. We consider that the channel state information (CSI) is known to legitimate receiver.Keywords: Hoyt fading, main channel, eavesdropper channel, secure outage probability, average secrecy mutual information.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398714 The Effects of Misspecification of Stochastic Processes on Investment Appraisal
Authors: George Yungchih Wang
Abstract:
For decades financial economists have been attempted to determine the optimal investment policy by recognizing the option value embedded in irreversible investment whose project value evolves as a geometric Brownian motion (GBM). This paper aims to examine the effects of the optimal investment trigger and of the misspecification of stochastic processes on investment in real options applications. Specifically, the former explores the consequence of adopting optimal investment rules on the distributions of corporate value under the correct assumption of stochastic process while the latter analyzes the influence on the distributions of corporate value as a result of the misspecification of stochastic processes, i.e., mistaking an alternative process as a GBM. It is found that adopting the correct optimal investment policy may increase corporate value by shifting the value distribution rightward, and the misspecification effect may decrease corporate value by shifting the value distribution leftward. The adoption of the optimal investment trigger has a major impact on investment to such an extent that the downside risk of investment is truncated at the project value of zero, thereby moving the value distributions rightward. The analytical framework is also extended to situations where collection lags are in place, and the result indicates that collection lags reduce the effects of investment trigger and misspecification on investment in an opposite way.
Keywords: GBM, real options, investment trigger, misspecification, collection lags
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1512713 Performance of Nakagami Fading Channel over Energy Detection Based Spectrum Sensing
Authors: M. Ranjeeth, S. Anuradha
Abstract:
Spectrum sensing is the main feature of cognitive radio technology. Spectrum sensing gives an idea of detecting the presence of the primary users in a licensed spectrum. In this paper we compare the theoretical results of detection probability of different fading environments like Rayleigh, Rician, Nakagami-m fading channels with the simulation results using energy detection based spectrum sensing. The numerical results are plotted as Pf Vs Pd for different SNR values, fading parameters. It is observed that Nakagami fading channel performance is better than other fading channels by using energy detection in spectrum sensing. A MATLAB simulation test bench has been implemented to know the performance of energy detection in different fading channel environment.
Keywords: Spectrum sensing, Energy detection, fading channels, Probability of detection, probability of false alarm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3099712 Unit Root Tests Based On the Robust Estimator
Authors: Wararit Panichkitkosolkul
Abstract:
The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.
Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1787711 A Methodology for Characterising the Tail Behaviour of a Distribution
Authors: Serge Provost, Yishan Zang
Abstract:
Following a review of various approaches that are utilized for classifying the tail behavior of a distribution, an easily implementable methodology that relies on an arctangent transformation is presented. The classification criterion is actually based on the difference between two specific quantiles of the transformed distribution. The resulting categories enable one to classify distributional tails as distinctly short, short, nearly medium, medium, extended medium and somewhat long, providing that at least two moments exist. Distributions possessing a single moment are said to be long tailed while those failing to have any finite moments are classified as having an extremely long tail. Several illustrative examples will be presented.
Keywords: Arctangent transformation, change of variables, heavy-tailed distributions, tail classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 686710 Development of Maximum Entropy Method for Prediction of Droplet-size Distribution in Primary Breakup Region of Spray
Authors: E. Movahednejad, F. Ommi
Abstract:
Droplet size distributions in the cold spray of a fuel are important in observed combustion behavior. Specification of droplet size and velocity distributions in the immediate downstream of injectors is also essential as boundary conditions for advanced computational fluid dynamics (CFD) and two-phase spray transport calculations. This paper describes the development of a new model to be incorporated into maximum entropy principle (MEP) formalism for prediction of droplet size distribution in droplet formation region. The MEP approach can predict the most likely droplet size and velocity distributions under a set of constraints expressing the available information related to the distribution. In this article, by considering the mechanisms of turbulence generation inside the nozzle and wave growth on jet surface, it is attempted to provide a logical framework coupling the flow inside the nozzle to the resulting atomization process. The purpose of this paper is to describe the formulation of this new model and to incorporate it into the maximum entropy principle (MEP) by coupling sub-models together using source terms of momentum and energy. Comparison between the model prediction and experimental data for a gas turbine swirling nozzle and an annular spray indicate good agreement between model and experiment.Keywords: Droplet, instability, Size Distribution, Turbulence, Maximum Entropy
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2579