Search results for: probability distribution.

Authors: Bahaa Khalil, Taha B. M. J. Ouarda, André St-Hilaire

Abstract:

The world economic crises and budget constraints have caused authorities, especially those in developing countries, to rationalize water quality monitoring activities. Rationalization consists of reducing the number of monitoring sites, the number of samples, and/or the number of water quality variables measured. The reduction in water quality variables is usually based on correlation. If two variables exhibit high correlation, it is an indication that some of the information produced may be redundant. Consequently, one variable can be discontinued, and the other continues to be measured. Later, the ordinary least squares (OLS) regression technique is employed to reconstitute information about discontinued variable by using the continuously measured one as an explanatory variable. In this paper, two record extension techniques are employed to reconstitute information about discontinued water quality variables, the OLS and the Line of Organic Correlation (LOC). An empirical experiment is conducted using water quality records from the Nile Delta water quality monitoring network in Egypt. The record extension techniques are compared for their ability to predict different statistical parameters of the discontinued variables. Results show that the OLS is better at estimating individual water quality records. However, results indicate an underestimation of the variance in the extended records. The LOC technique is superior in preserving characteristics of the entire distribution and avoids underestimation of the variance. It is concluded from this study that the OLS can be used for the substitution of missing values, while LOC is preferable for inferring statements about the probability distribution.

Keywords: Record extension, record augmentation, monitoringnetworks, water quality indicators.

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Authors: Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper we proposed the new confidence interval for the normal population mean with known coefficient of variation. In practice, this situation occurs normally in environment and agriculture sciences where we know the standard deviation is proportional to the mean. As a result, the coefficient of variation of is known. We propose the new confidence interval based on the recent work of Khan [3] and this new confidence interval will compare with our previous work, see, e.g. Niwitpong [5]. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. A numerical method will be used to assess the performance of these intervals based on their expected lengths.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.

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Authors: Arkady Bolotin

Abstract:

In many ways, biomedical analysis is analogous to possibilistic reasoning. In spite of that, there are hardly any applications of possibility theory in biology or medicine. The aim of this work is to demonstrate the use of possibility theory in an epidemiological study. In the paper, we build the possibility distribution for the controlled bloodstream concentrations of any physiologically active substance through few approximate considerations. This possibility distribution is tested later against the empirical histograms obtained from the panel study of the eight different physiologically active substances in 417 individuals.

Keywords: Possibility distributions, physiologically activesubstances, bloodstream concentrations.

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Authors: Oleg A. Romanovskii, Vladimir D. Burlakov, Sergey I. Dolgii, Olga V. Kharchenko, Alexey A. Nevzorov, Alexey V. Nevzorov

Abstract:

The paper presents the results of DIAL measurements of the vertical ozone distribution. The ozone lidar operate as part of the measurement complex at Siberian Lidar Station (SLS) of V.E. Zuev Institute of Atmospheric Optics SB RAS, Tomsk (56.5ºN; 85.0ºE) and designed for study of the vertical ozone distribution in the upper troposphere–lower stratosphere. Most suitable wavelengths for measurements of ozone profiles are selected. We present an algorithm for retrieval of vertical distribution of ozone with temperature and aerosol correction during DIAL lidar sounding of the atmosphere. The temperature correction of ozone absorption coefficients is introduced in the software to reduce the retrieval errors. Results of lidar measurement at wavelengths of 299 and 341 nm agree with model estimates, which point to acceptable accuracy of ozone sounding in the 6–18 km altitude range.

Keywords: Lidar, ozone distribution, atmosphere, DIAL.

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Authors: Ajab G. Majidi, Bilal Bingölbali, Adem Akpınar

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This study aims to investigate the amount of energy (economic wave energy potential) that can be obtained from the existing wave energy converters in the high wave energy potential region of the Black Sea in terms of wave energy potential and their performance at different depths in the region. The data needed for this purpose were obtained using the calibrated nested layered SWAN wave modeling program version 41.01AB, which was forced with Climate Forecast System Reanalysis (CFSR) winds from 1979 to 2009. The wave dataset at a time interval of 2 hours was accumulated for a sub-grid domain for around Karaburun beach in Arnavutkoy, a district of Istanbul city. The annual sea state characteristic matrices for the five different depths along with a vertical line to the coastline were calculated for 31 years. According to the power matrices of different wave energy converter systems and characteristic matrices for each possible installation depth, the probability distribution tables of the specified mean wave period or wave energy period and significant wave height were calculated. Then, by using the relationship between these distribution tables, according to the present wave climate, the energy that the wave energy converter systems at each depth can produce was determined. Thus, the economically feasible potential of the relevant coastal zone was revealed, and the effect of different depths on energy converter systems is presented. The Oceantic at 50, 75 and 100 m depths and Oyster at 5 and 25 m depths presents the best performance. In the 31-year long period 1998 the most and 1989 is the least dynamic year.

Keywords: Annual power production, Black Sea, efficiency, power production performance, wave energy converter.

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Authors: H.Panahi, S.Asadi

Abstract:

In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.

Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.

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Authors: Yahya A. Sadiq, Grace F. Balogun, Olufemi J. Anjorin

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This study analyzed the spatial distribution of socio-economic factors in Kogi state with a view to examining its implications on the development of the state. Consequently, questionnaires were administered on both the selected individual respondents (784) in the state and on the administrative offices (local council offices, 21) to solicit relevant information on the spatial distribution of socio-economic factors in their areas. The collected data were tabulated and analyzed using percentages. The study revealed commerce/trade, education, and health care, etc. as the major socio-economic factors in the state but with marked variation/imbalance in their spatial distribution across the study area. The rural-based local government areas have far less of such important facilities. Conclusively, it was recommended that there is need for socio-economic transformation of living conditions of people in the study area especially by positively redistributing local political power and the resources that are abound in the state will be felt by everybody including the commoners.

Keywords: Development, local government areas, socio-economic factors, spatial distribution.

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Authors: Davud Mostafa Tobnaghi

Abstract:

This paper aims to investigate and emphasize the importance of the grid-connected photovoltaic (PV) systems regarding the intermittent nature of renewable generation, and the characterization of PV generation with regard to grid code compliance. The development of Photovoltaic systems and expansion plans relating to the futuristic in worldwide is elaborated. The most important impacts of grid connected photovoltaic systems on distribution networks as well as the Penetration level of PV system was investigated.

Keywords: Grid-connected photovoltaic system, distribution network, penetration levels, power quality.

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Authors: M. Habchi, S.M. Mesli, M. Kotbi

Abstract:

The Reverse Monte Carlo (RMC) simulation is applied in the study of an aqueous electrolyte LiCl6H2O. On the basis of the available experimental neutron scattering data, RMC computes pair radial distribution functions in order to explore the structural features of the system. The obtained results include some unrealistic features. To overcome this problem, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an energy constraint in addition to the commonly used constraints derived from experimental data. Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in pair partial distribution curves. This kind of study can be considered as a useful test for a defined interaction model for conventional simulation techniques.

Keywords: RMC simulation, HRMC simulation, energy constraint, screened potential, glassy state, liquid state, partial distribution function, pair partial distribution function.

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Authors: Jesus Orbe, Vicente Nunez-Anton

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In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.

Keywords: Censored response variable, regression, bias.

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Authors: S. Rajabi, M. ArdebiliPoor, M. Shahabadi

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In this paper we propose a method for modeling the correlation between the received signals by two or more antennas operating in a multipath environment. Considering the maximum excess delay in the channel being modeled, an elliptical region surrounding both transmitter and receiver antennas is produced. A number of scatterers are randomly distributed in this region and scatter the incoming waves. The amplitude and phase of incoming waves are computed and used to obtain statistical properties of the received signals. This model has the distinguishable advantage of being applicable for any configuration of antennas. Furthermore the common PDF (Probability Distribution Function) of received wave amplitudes for any pair of antennas can be calculated and used to produce statistical parameters of received signals.

Keywords: MIMO (Multiple Input Multiple Output), SIMO (Single Input Multiple Output), GBSBEM (Geometrically Based Single Bounce Elliptical Model).

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Authors: Mohammad Ahmed Rehmatullah

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The aim of this paper is to discuss a low-cost methodology that can predict traffic flow conflicts and quantitatively rank crash expectancies (based on relative probability) for various traffic facilities. This paper focuses on the application of statistical distributions to model traffic flow and Monte Carlo techniques to simulate traffic and discusses how to create a tool in order to predict the possibility of a traffic crash. A low-cost data collection methodology has been discussed for the heterogeneous traffic flow that exists and a GIS platform has been proposed to thematically represent traffic flow from simulations and the probability of a crash. Furthermore, discussions have been made to reflect the dynamism of the model in reference to its adaptability, adequacy, economy, and efficiency to ensure adoption.

Keywords: Heterogeneous traffic data collection, Monte CarloSimulation, Traffic Flow Modeling, GIS.

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Authors: Sidhartha Panda, N.P.Padhy

Abstract:

Wind power is among the most actively developing distributed generation (DG) technology. Majority of the wind power based DG technologies employ wind turbine induction generators (WTIG) instead of synchronous generators, for the technical advantages like: reduced size, increased robustness, lower cost, and increased electromechanical damping. However, dynamic changes of wind speed make the amount of active/reactive power injected/drawn to a WTIG embedded distribution network highly variable. This paper analyzes the effect of wind speed changes on the active and reactive power penetration to the wind energy embedded distribution network. Four types of wind speed changes namely; constant, linear change, gust change and random change of wind speed are considered in the analysis. The study is carried out by three-phase, non-linear, dynamic simulation of distribution system component models. Results obtained from the investigation are presented and discussed.

Keywords: Wind turbine induction generator, distribution network, active and reactive power, wind speed.

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Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

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Authors: S. Shirazian, M.R. Ghayamghamian, G.R. Nouri

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Bridges are one of the main components of transportation networks. They should be functional before and after earthquake for emergency services. Therefore we need to assess seismic performance of bridges under different seismic loadings. Fragility curve is one of the popular tools in seismic evaluations. The fragility curves are conditional probability statements, which give the probability of a bridge reaching or exceeding a particular damage level for a given intensity level. In this study, the seismic performance of a two-span simply supported concrete bridge is assessed. Due to usual lack of empirical data, the analytical fragility curve was developed by results of the dynamic analysis of bridge subjected to the different time histories in near-fault area.

Keywords: Fragility curve, Seismic behavior, Time historyanalysis, Transportation Network.

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Authors: Hechmi Saidi, Noureddine Hamdi

Abstract:

The performance of Decode and Forward (DF) multihop Free Space Optical ( FSO) scheme deploying Multiple Input Multiple Output (MIMO) configuration under Gamma-Gamma (GG) statistical distribution, that adopts M-ary Pulse Position Modulation (MPPM) coding, is investigated. We have extracted exact and estimated values of Symbol-Error Rates (SERs) respectively. A closed form formula related to the Probability Density Function (PDF) is expressed for our designed system. Thanks to the use of DF multihop MIMO FSO configuration and MPPM signaling, atmospheric turbulence is combatted; hence the transmitted signal quality is improved.

Keywords: FSO, MIMO, MIMO, multihop, DF, SER, GG channel.

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Authors: E. Keramaris

Abstract:

In this study, laboratory experiments in open channel flows over a sand bed were conducted. A porous bed (sand bed) with porosity of ε=0.70 and porous thickness of s΄=3 cm was tested. Vertical distributions of velocity were evaluated by using a two-dimensional (2D) Particle Image Velocimetry (PIV). Velocity profiles are measured above the impermeable bed and above the sand bed for the same different total water heights (h= 6, 8, 10 and 12 cm) and for the same slope S=1.5. Measurements of mean velocity indicate the effects of the bed material used (sand bed) on the flow characteristics (Velocity distribution and Reynolds number) in comparison with those above the impermeable bed.

Keywords: Particle image velocimetry, sand bed, velocity distribution, Reynolds number.

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Authors: M. Marsadek, A. Mohamed

Abstract:

Power system security analysis is the most time demanding process due to large number of possible contingencies that need to be analyzed.  In a power system, any contingency resulting in security violation such as line overload or low voltage may occur for a number of reasons at any time.  To efficiently rank a contingency, both probability and the extent of security violation must be considered so as not to underestimate the risk associated with the contingency. This paper proposed a contingency ranking method that take into account the probabilistic nature of power system and the severity of contingency by using a newly developed method based on risk factor.  The proposed technique is implemented on IEEE 24-bus system.

Keywords: Line overload, low voltage, probability, risk factor, severity.

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Authors: Alireza Dehghani Pilehvarani, Mojtaba Hakimzadeh, Mohammad Jafari Far, Reza Sedaghati

Abstract:

Distributed Generation (DG) can help in reducing the cost of electricity to the costumer, relieve network congestion and provide environmentally friendly energy close to load centers. Its capacity is also scalable and it provides voltage support at distribution level. Hence, DG placement and penetration level is an important problem for both the utility and DG owner. DG allocation and capacity determination is a nonlinear optimization problem. The objective function of this problem is the minimization of the total loss of the distribution system. Also high levels of penetration of DG are a new challenge for traditional electric power systems. This paper presents a new methodology for the optimal placement of DG and penetration level of DG in distribution system based on General Algebraic Modeling System (GAMS) and Genetic Algorithm (GA).

Keywords: Distributed Generation, Location, Loss Reduction, Distribution Network, GA, GAMS.

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Authors: Erdal Eroğlu, Özhan Çetinkaya

Abstract:

The purpose of this paper is to show how state plays a regulatory role in the relations of distribution by analyzing tax and expenditure in Turkey. This paper has two main arguments. First, state intervenes in economic and social life via budget policies and steers the relations of distribution within the scope of the reproduction of the capital accumulation and legitimacy. Secondly, a great amount of public expenditure benefits capital owners while state gains its tax income mainly from low and middle income groups.

Keywords: Distribution, public expenditure, state budget, taxes.

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Authors: Mihails Kulikovs, Ernests Petersons

Abstract:

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Peristera Baziana

Abstract:

In this paper, we present a network configuration for a WDM LANs of passive star topology that assume that the set of data WDM channels is split into two separate sets of channels, with different access rights over them. Especially, a synchronous transmission WDMA access algorithm is adopted in order to increase the probability of successful transmission over the data channels and consequently to reduce the probability of data packets transmission cancellation in order to avoid the data channels collisions. Thus, a control pre-transmission access scheme is followed over a separate control channel. An analytical Markovian model is studied and the average throughput is mathematically derived. The performance is studied for several numbers of data channels and various values of control phase duration.

Keywords: Access algorithm, channels division, collisions avoidance, wavelength division multiplexing.

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Authors: Davood Shishebori, Mohammad Saber Fallah Nezhad, Sina Seifi

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In this paper, a variable multiple dependent state (MDS) sampling plan is developed based on the process capability index using Bayesian approach. The optimal parameters of the developed sampling plan with respect to constraints related to the risk of consumer and producer are presented. Two comparison studies have been done. First, the methods of double sampling model, sampling plan for resubmitted lots and repetitive group sampling (RGS) plan are elaborated and average sample numbers of the developed MDS plan and other classical methods are compared. A comparison study between the developed MDS plan based on Bayesian approach and the exact probability distribution is carried out.

Keywords: MDS sampling plan, RGS plan, sampling plan for resubmitted lots, process capability index, average sample number, Bayesian approach.

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Authors: C. Bruni, F. Delli Priscoli, G. Koch, I. Marchetti

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The Connection Admission Control (CAC) problem is formulated in this paper as a discrete time optimal control problem. The control variables account for the acceptance/ rejection of new connections and forced dropping of in-progress connections. These variables are constrained to meet suitable conditions which account for the QoS requirements (Link Availability, Blocking Probability, Dropping Probability). The performance index evaluates the total throughput. At each discrete time, the problem is solved as an integer-valued linear programming one. The proposed procedure was successfully tested against suitably simulated data.

Keywords: Connection Admission Control, Optimal Control, Integer valued Linear Programming, Quality of Service Requirements, Robust Control.

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Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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Authors: Yanyan Yu, Haiping Ding, Pengjun Chen, Yiou Sun

Abstract:

Fault depth is an important parameter to be determined in ground motion simulation, and peak ground velocity (PGV) demonstrates good application prospect. Using numerical simulation method, the variations of distribution and peak value of near-fault PGV with different fault depth were studied in detail, and the reason of some phenomena were discussed. The simulation results show that the distribution characteristics of PGV of fault-parallel (FP) component and fault-normal (FN) component are distinctly different; the value of PGV FN component is much larger than that of FP component. With the increase of fault depth, the distribution region of the FN component strong PGV moves forward along the rupture direction, while the strong PGV zone of FP component becomes gradually far away from the fault trace along the direction perpendicular to the strike. However, no matter FN component or FP component, the strong PGV distribution area and its value are both quickly reduced with increased fault depth. The results above suggest that the fault depth have significant effect on both FN component and FP component of near-fault PGV.

Keywords: Fault depth, near-fault, PGV, numerical simulation.

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Authors: Md. Sohidul Islam, Ahmad Fartheen Khan

Abstract:

In recent times, Non-Orthogonal Multiple Access (NOMA) has received significant attention as an upcoming candidate in the world of 5G systems. The main reason for getting NOMA in 5G is because of its capacity to provide services to many users who have the same time and frequency resources. It is best used as "multiple-input, multiple-output" (MIMO) technology. In this paper, we are going to investigate outage probability as a function of signal-to-noise ratio (SNR) and target rate user. These methods will be implemented using cooperative communication and fair power allocation, respectively.

Keywords: Non-orthogonal Multiple Access, Fair Power Allocation, Outage Probability, Target Rate User, Cooperative Communication, massive multiple input multiple output, MIMO, Successive Interference Cancellation.

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Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: Wind fragility, glass window, high rise apartment, Monte Carlo Simulation method.

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Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije

Abstract:

Speckled images arise when coherent microwave, optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted by speckle noise is complicated by the nature of the noise and is not as straightforward as detection and estimation in additive noise. In this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series of Laguerre weighted exponential functions, resulting in a doubly stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form. It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.

Keywords: Doubly stochastic filtered process, Poisson point process, segmentation, speckle, ultrasound

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Authors: Rupaban Subadar

Abstract:

Performance of a dual maximal ratio combining receiver has been analyzed for M-ary coherent and non-coherent modulations over correlated Nakagami-m fading channels with nonidentical and arbitrary fading parameter. The classical probability density function (PDF) based approach is used for analysis. Expressions for outage probability and average symbol error performance for M-ary coherent and non-coherent modulations have been obtained. The obtained results are verified against the special case published results and found to be matching. The effect of the unequal fading parameters, branch correlation and unequal input average SNR on the receiver performance has been studied.

Keywords: MRC, correlated Nakagami-m fading, non-identicalfading statistics, average symbol error rate

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