Search results for: loss exceeding probability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1494

Search results for: loss exceeding probability

1464 The Giant Component in a Random Subgraph of a Weak Expander

Authors: Yilun Shang

Abstract:

In this paper, we investigate the appearance of the giant component in random subgraphs G(p) of a given large finite graph family Gn = (Vn, En) in which each edge is present independently with probability p. We show that if the graph Gn satisfies a weak isoperimetric inequality and has bounded degree, then the probability p under which G(p) has a giant component of linear order with some constant probability is bounded away from zero and one. In addition, we prove the probability of abnormally large order of the giant component decays exponentially. When a contact graph is modeled as Gn, our result is of special interest in the study of the spread of infectious diseases or the identification of community in various social networks.

Keywords: subgraph, expander, random graph, giant component, percolation.

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1463 The Locker Problem with Empty Lockers

Authors: David Avis, Luc Devroye, Kazuo Iwama

Abstract:

We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.

Keywords: Locker problem, pointer-following algorithms.

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1462 Probabilities and the Persistence of Memory in a Bingo-like Carnival Game

Authors: M. Glomski, M. Lopes

Abstract:

Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.

Keywords: Conditional probability, games of chance, npersongames, probability theory.

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1461 Transmission Loss Allocation via Loss Function Decomposition and Current Projection Concept

Authors: M.R. Ebrahimi, Z. Ghofrani, M. Ehsan

Abstract:

One of the major problems in liberalized power markets is loss allocation. In this paper, a different method for allocating transmission losses to pool market participants is proposed. The proposed method is fundamentally based on decomposition of loss function and current projection concept. The method has been implemented and tested on several networks and one sample summarized in the paper. The results show that the method is comprehensive and fair to allocating the energy losses of a power market to its participants.

Keywords: Transmission loss, loss allocation, current projectionconcept, loss function decomposition.

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1460 Simple Procedure for Probability Calculation of Tensile Crack Occurring in Rigid Pavement – Case Study

Authors: Aleš Florian, Lenka Ševelová, Jaroslav Žák

Abstract:

Formation of tensile cracks in concrete slabs of rigid pavement can be (among others) the initiation point of the other, more serious failures which can ultimately lead to complete degradation of the concrete slab and thus the whole pavement. Two measures can be used for reliability assessment of this phenomenon - the probability of failure and/or the reliability index. Different methods can be used for their calculation. The simple ones are called moment methods and simulation techniques. Two methods - FOSM Method and Simple Random Sampling Method - are verified and their comparison is performed. The influence of information about the probability distribution and the statistical parameters of input variables as well as of the limit state function on the calculated reliability index and failure probability are studied in three points on the lower surface of concrete slabs of the older type of rigid pavement formerly used in the Czech Republic.

Keywords: Failure, pavement, probability, reliability index, simulation, tensile crack.

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1459 Performance Evaluation of a Limited Round-Robin System

Authors: Yoshiaki Shikata

Abstract:

Performance of a limited Round-Robin (RR) rule is studied in order to clarify the characteristics of a realistic sharing model of a processor. Under the limited RR rule, the processor allocates to each request a fixed amount of time, called a quantum, in a fixed order. The sum of the requests being allocated these quanta is kept below a fixed value. Arriving requests that cannot be allocated quanta because of such a restriction are queued or rejected. Practical performance measures, such as the relationship between the mean sojourn time, the mean number of requests, or the loss probability and the quantum size are evaluated via simulation. In the evaluation, the requested service time of an arriving request is converted into a quantum number. One of these quanta is included in an RR cycle, which means a series of quanta allocated to each request in a fixed order. The service time of the arriving request can be evaluated using the number of RR cycles required to complete the service, the number of requests receiving service, and the quantum size. Then an increase or decrease in the number of quanta that are necessary before service is completed is reevaluated at the arrival or departure of other requests. Tracking these events and calculations enables us to analyze the performance of our limited RR rule. In particular, we obtain the most suitable quantum size, which minimizes the mean sojourn time, for the case in which the switching time for each quantum is considered.

Keywords: Limited RR rule, quantum, processor sharing, sojourn time, performance measures, simulation, loss probability.

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1458 Bandwidth allocation in ATM Network for different QOS Requirements

Authors: H. El-Madbouly

Abstract:

For future Broad band ISDN, Asynchronous Transfer Mode (ATM) is designed not only to support a wide range of traffic classes with diverse flow characteristics, but also to guarantee the different quality of service QOS requirements. The QOS may be measured in terms of cell loss probability and maximum cell delay. In this paper, ATM networks in which the virtual path (VP) concept is implemented are considered. By applying the Markov Deterministic process method, an efficient algorithm to compute the minimum capacity required to satisfy the QOS requirements when multiple classes of on-off are multiplexed on to a single VP. Using the result, we then proposed a simple algorithm to determine different combinations of VP to achieve the optimum of the total capacity required for satisfying the individual QOS requirements (loss- delay).

Keywords: Bandwidth allocation, Quality of services, ATMNetwork, virtual path.

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1457 Detection of Bias in GPS satellites- Measurements for Enhanced Measurement Integrity

Authors: Mamoun F. Abdel-Hafez

Abstract:

In this paper, the detection of a fault in the Global Positioning System (GPS) measurement is addressed. The class of faults considered is a bias in the GPS pseudorange measurements. This bias is modeled as an unknown constant. The fault could be the result of a receiver fault or signal fault such as multipath error. A bias bank is constructed based on set of possible fault hypotheses. Initially, there is equal probability of occurrence for any of the biases in the bank. Subsequently, as the measurements are processed, the probability of occurrence for each of the biases is sequentially updated. The fault with a probability approaching unity will be declared as the current fault in the GPS measurement. The residual formed from the GPS and Inertial Measurement Unit (IMU) measurements is used to update the probability of each fault. Results will be presented to show the performance of the presented algorithm.

Keywords: Estimation and filtering, Statistical data analysis, Faultdetection and identification.

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1456 One scheme of Transition Probability Evaluation

Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

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1455 System Overflow/Blocking Transients For Queues with Batch Arrivals Using a Family of Polynomials Resembling Chebyshev Polynomials

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper shows that in the analysis of a queuing system with fixed-size batch arrivals, there emerges a set of polynomials which are a generalization of Chebyshev polynomials of the second kind. The paper uses these polynomials in assessing the transient behaviour of the overflow (equivalently call blocking) probability in the system. A key figure to note is the proportion of the overflow (or blocking) probability resident in the transient component, which is shown in the results to be more significant at the beginning of the transient and naturally decays to zero in the limit of large t. The results also show that the significance of transients is more pronounced in cases of lighter loads, but lasts longer for heavier loads.

Keywords: batch arrivals, blocking probability, generalizedChebyshev polynomials, overflow probability, queue transientanalysis

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1454 A Computer Model of Quantum Field Theory

Authors: Hans H. Diel

Abstract:

This paper describes a computer model of Quantum Field Theory (QFT), referred to in this paper as QTModel. After specifying the initial configuration for a QFT process (e.g. scattering) the model generates the possible applicable processes in terms of Feynman diagrams, the equations for the scattering matrix, and evaluates probability amplitudes for the scattering matrix and cross sections. The computations of probability amplitudes are performed numerically. The equations generated by QTModel are provided for demonstration purposes only. They are not directly used as the base for the computations of probability amplitudes. The computer model supports two modes for the computation of the probability amplitudes: (1) computation according to standard QFT, and (2) computation according to a proposed functional interpretation of quantum theory.

Keywords: Computational Modeling, Simulation of Quantum Theory, Quantum Field Theory, Quantum Electrodynamics

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1453 Effect of Specimen Thickness on Probability Distribution of Grown Crack Size in Magnesium Alloys

Authors: Seon Soon Choi

Abstract:

The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.

Keywords: Crack size, Fatigue crack propagation, Magnesium alloys, Probability distribution, Specimen thickness.

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1452 Economic Loss due to Ganoderma Disease in Oil Palm

Authors: K. Assis, K. P. Chong, A. S. Idris, C. M. Ho

Abstract:

Oil palm or Elaeis guineensis is considered as the golden crop in Malaysia. But oil palm industry in this country is now facing with the most devastating disease called as Ganoderma Basal Stem Rot disease. The objective of this paper is to analyze the economic loss due to this disease. There were three commercial oil palm sites selected for collecting the required data for economic analysis. Yield parameter used to measure the loss was the total weight of fresh fruit bunch in six months. The predictors include disease severity, change in disease severity, number of infected neighbor palms, age of palm, planting generation, topography, and first order interaction variables. The estimation model of yield loss was identified by using backward elimination based regression method. Diagnostic checking was conducted on the residual of the best yield loss model. The value of mean absolute percentage error (MAPE) was used to measure the forecast performance of the model. The best yield loss model was then used to estimate the economic loss by using the current monthly price of fresh fruit bunch at mill gate.

Keywords: Ganoderma, oil palm, regression model, yield loss, economic loss.

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1451 Daily Probability Model of Storm Events in Peninsular Malaysia

Authors: Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain

Abstract:

Storm Event Analysis (SEA) provides a method to define rainfalls events as storms where each storm has its own amount and duration. By modelling daily probability of different types of storms, the onset, offset and cycle of rainfall seasons can be determined and investigated. Furthermore, researchers from the field of meteorology will be able to study the dynamical characteristics of rainfalls and make predictions for future reference. In this study, four categories of storms; short, intermediate, long and very long storms; are introduced based on the length of storm duration. Daily probability models of storms are built for these four categories of storms in Peninsular Malaysia. The models are constructed by using Bernoulli distribution and by applying linear regression on the first Fourier harmonic equation. From the models obtained, it is found that daily probability of storms at the Eastern part of Peninsular Malaysia shows a unimodal pattern with high probability of rain beginning at the end of the year and lasting until early the next year. This is very likely due to the Northeast monsoon season which occurs from November to March every year. Meanwhile, short and intermediate storms at other regions of Peninsular Malaysia experience a bimodal cycle due to the two inter-monsoon seasons. Overall, these models indicate that Peninsular Malaysia can be divided into four distinct regions based on the daily pattern for the probability of various storm events.

Keywords: Daily probability model, monsoon seasons, regions, storm events.

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1450 Reliability Assessment of Bangladesh Power System Using Recursive Algorithm

Authors: Nahid-Al-Masood, Jubaer Ahmed, Amina Hasan Abedin, S. R. Deeba, Faeza Hafiz, Mahmuda Begum

Abstract:

An electric utility-s main concern is to plan, design, operate and maintain its power supply to provide an acceptable level of reliability to its users. This clearly requires that standards of reliability be specified and used in all three sectors of the power system, i.e., generation, transmission and distribution. That is why reliability of a power system is always a major concern to power system planners. This paper presents the reliability analysis of Bangladesh Power System (BPS). Reliability index, loss of load probability (LOLP) of BPS is evaluated using recursive algorithm and considering no de-rated states of generators. BPS has sixty one generators and a total installed capacity of 5275 MW. The maximum demand of BPS is about 5000 MW. The relevant data of the generators and hourly load profiles are collected from the National Load Dispatch Center (NLDC) of Bangladesh and reliability index 'LOLP' is assessed for the period of last ten years.

Keywords: Recursive algorithm, LOLP, forced outage rate, cumulative probability.

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1449 Effect of Load Ratio on Probability Distribution of Fatigue Crack Propagation Life in Magnesium Alloys

Authors: Seon Soon Choi

Abstract:

It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to find the effect of load ratio on probability distribution of the fatigue crack propagation life at a specified grown crack size and to confirm the good probability distribution in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed. The effect of load ratio on variability of fatigue crack propagation life is also investigated.

Keywords: Load ratio, fatigue crack propagation life, Magnesium alloys, probability distribution.

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1448 Signing the First Packet in Amortization Scheme for Multicast Stream Authentication

Authors: Mohammed Shatnawi, Qusai Abuein, Susumu Shibusawa

Abstract:

Signature amortization schemes have been introduced for authenticating multicast streams, in which, a single signature is amortized over several packets. The hash value of each packet is computed, some hash values are appended to other packets, forming what is known as hash chain. These schemes divide the stream into blocks, each block is a number of packets, the signature packet in these schemes is either the first or the last packet of the block. Amortization schemes are efficient solutions in terms of computation and communication overhead, specially in real-time environment. The main effictive factor of amortization schemes is it-s hash chain construction. Some studies show that signing the first packet of each block reduces the receiver-s delay and prevents DoS attacks, other studies show that signing the last packet reduces the sender-s delay. To our knowledge, there is no studies that show which is better, to sign the first or the last packet in terms of authentication probability and resistance to packet loss. In th is paper we will introduce another scheme for authenticating multicast streams that is robust against packet loss, reduces the overhead, and prevents the DoS attacks experienced by the receiver in the same time. Our scheme-The Multiple Connected Chain signing the First packet (MCF) is to append the hash values of specific packets to other packets,then append some hashes to the signature packet which is sent as the first packet in the block. This scheme is aspecially efficient in terms of receiver-s delay. We discuss and evaluate the performance of our proposed scheme against those that sign the last packet of the block.

Keywords: multicast stream authentication, hash chain construction, signature amortization, authentication probability.

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1447 Probability-Based Damage Detection of Structures Using Kriging Surrogates and Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: Enhanced ideal gas molecular movement, Kriging, probability-based damage detection, probability of damage existence, surrogate modeling, uncertainty quantification.

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1446 Stochastic Repair and Replacement with a Single Repair Channel

Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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1445 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution

Authors: Tomoaki Hashimoto

Abstract:

In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research fields. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method for unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with unknown probability distribution.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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1444 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.

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1443 Modeling Salam Contract for Profit and Loss Sharing

Authors: Dchieche Amina, Aboulaich Rajae

Abstract:

Profit and loss sharing suggests an equitable sharing of risks and profits between the parts involved in a financial transaction. Salam is a contract in which advance payment is made for goods to be delivered at a future date. The purpose of this work is to price a new contract for profit and loss sharing based on Salam contract, using Khiyar Al Ghabn which is an agreement of choice in case of misrepresent facts.

Keywords: Islamic finance, Shariah compliance, profit and loss sharing, derivatives, risks, hedging, salam contract.

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1442 The Simulation and Realization of Input-Buffer Scheduling Algorithm in Satellite Switching System

Authors: Yi Zhang, Quan Zhou, Jun Li, Yanlang Hu

Abstract:

Scheduling algorithm is a key technology in satellite switching system with input-buffer. In this paper, a new scheduling algorithm and its realization are proposed. Based on Crossbar switching fabric, the algorithm adopts serial scheduling strategy and adjusts the output port arbitrating strategy for the better equity of every port. Consequently, it increases the matching probability. The algorithm can greatly reduce the scheduling delay and cell loss rate. The analysis and simulation results by OPNET show that the proposed algorithm has the better performance than others in average delay and cell loss rate, and has the equivalent complexity. On the basis of these results, the hardware realization and simulation based on FPGA are completed, which validate the feasibility of the new scheduling algorithm.

Keywords: Scheduling algorithm, input-buffer, serial scheduling, hardware design.

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1441 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.

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1440 Evaluation of Best-Fit Probability Distribution for Prediction of Extreme Hydrologic Phenomena

Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.

Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.

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1439 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.

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1438 Determining the Best Fitting Distributions for Minimum Flows of Streams in Gediz Basin

Authors: Naci Büyükkaracığan

Abstract:

Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, Minimum flows, probability distribution.

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1437 Numerical Investigation on the Progressive Collapse Resistance of an RC Building with Brick Infills under Column Loss

Authors: Meng-Hao Tsai, Tsuei-Chiang Huang

Abstract:

Interior brick-infill partitions are usually considered as non-structural components and only their weight is accounted for in practical structural design. In this study, their effect on the progressive collapse resistance of an RC building subjected to sudden column loss is investigated. Three notional column loss conditions with four different brick-infill locations are considered. Column-loss response analyses of the RC building with and without brick infills are carried out. Analysis results indicate that the collapse resistance is only slightly influenced by the brick infills due to their brittle failure characteristic. Even so, they may help to reduce the inelastic displacement response under column loss. For practical engineering, it is reasonably conservative to only consider the weight of brick-infill partitions in the structural analysis.

Keywords: Progressive collapse, column loss, brick-infill partition, compression strut.

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1436 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

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1435 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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