Phased mission analysis of maintained systems
International Nuclear Information System (INIS)
Terpstra, K.
1984-09-01
The present study is devoted to system reliability and is mainly directed to the quantitative evaluation of accident sequences. Event tree methodology and fault tree analysis are applied as basic techniques. It introduces a new methodology for the calculation of the probability of occurrence of an accident sequence. This new methodology takes correctly into account shared equipment dependencies between the different systems present in an accident sequence. Since large and/or complex systems may contain a large number of minimal cut sets (sometimes millions of it), it is not possible as a rule to obtain the exact analytical solution. Therefore, upper and lower bounds for the probability of occurrence of an accident sequence are presented. Calculation results show that this probability is under-estimated if system dependencies are not fully taken into account. The new methodology also offers the possibility to get insight into the degree of dependency between systems based on quantitative calculations. To make the methodology manageable for complex systems, it is implemented in the reliability computer program PHAMISS. This program is written in FORTRAN-IV for the CDC-Cyber 175. PHAMISS is users friendly and has proven to be a fast and efficient program. (Auth.)
An algorithm for reliability analysis of phased-mission systems
International Nuclear Information System (INIS)
Ma, Y.; Trivedi, K.S.
1999-01-01
The purpose of this paper is to describe an efficient Boolean algebraic algorithm that provides exact solution to the unreliability of a multi-phase mission system where the configurations are described through fault trees. The algorithm extends and improves the Boolean method originally proposed by Somani and Trivedi. By using the Boolean algebraic method, we provide an efficient modeling approach which avoids the state space explosion and the mapping problems that are encountered by the Markov chain approach. To calculate the exact solution of the phased-mission system with deterministic phase durations, we introduce the sum of disjoint phase products (SDPP) formula, which is a phased-extension of the sum of disjoint products (SDP) formula. Computationally, the algorithm is quite efficient because it calls an SDP generation algorithm in the early stage of the SDPP computation. In this way, the phase products generated in the early stage of the SDPP formula are guaranteed to be disjoint. Consequently, the number of the intermediate phase products is greatly reduced. In this paper, we also consider the transient analysis of the phased-mission system. Special care is needed to account for the possible latent failures at the mission phase change times. If there are more stringent success criteria just after a mission phase change time, an unreliability jump would occur at that time. Finally, the algorithm has been implemented in the software package SHARPE. With SHARPE, the complexities of the phased-mission system is made transparent to the potential users. The user can conveniently specify a phased-mission model at a high level (through fault trees) and analyze the system quantitatively
Using reliability analysis to support decision making\\ud in phased mission systems
Zhang, Yang; Prescott, Darren
2017-01-01
Due to the environments in which they will operate, future autonomous systems must be capable of reconfiguring quickly and safely following faults or environmental changes. Past research has shown how, by considering autonomous systems to perform phased missions, reliability analysis can support decision making by allowing comparison of the probability of success of different missions following reconfiguration. Binary Decision Diagrams (BDDs) offer fast, accurate reliability analysis that cou...
Phased mission analysis of maintained systems: a study in reliability risk analysis
International Nuclear Information System (INIS)
Terpstra, K.
1984-01-01
The present study develops a general theory that treats the probability of occurrence of each branch of an event tree and that takes correctly into account the dependencies between systems; incorporates within the general theory the solution of the problem of phased mission analysis. It also includes the general model components, that may or may not be repairable, with general lifetime and repairtime distribution, i.e. in the model repairable systems should be taken into account. Finally a computer program is developed that is based on this general theory, i.e. a computer program that is able to perform fully the probabilistic calculations of a risk analysis and that can handle in a correct way phased mission analysis of repairable systems. The theory is applied to a boiling water reactor accident. (Auth.)
Energy Technology Data Exchange (ETDEWEB)
Chew, S.P.; Dunnett, S.J. [Department of Aeronautical and Automotive Engineering, Loughborough University, Loughborough, Leics (United Kingdom); Andrews, J.D. [Department of Aeronautical and Automotive Engineering, Loughborough University, Loughborough, Leics (United Kingdom)], E-mail: j.d.andrews@lboro.ac.uk
2008-07-15
A common scenario in engineering is that of a system which operates throughout several sequential and distinct periods of time, during which the modes and consequences of failure differ from one another. This type of operation is known as a phased mission, and for the mission to be a success the system must successfully operate throughout all of the phases. Examples include a rocket launch and an aeroplane flight. Component or sub-system failures may occur at any time during the mission, yet not affect the system performance until the phase in which their condition is critical. This may mean that the transition from one phase to the next is a critical event that leads to phase and mission failure, with the root cause being a component failure in a previous phase. A series of phased missions with no maintenance may be considered as a maintenance-free operating period (MFOP). This paper describes the use of a Petri net (PN) to model the reliability of the MFOP and phased missions scenario. The model uses Monte-Carlo simulation to obtain its results, and due to the modelling power of PNs, can consider complexities such as component failure rate interdependencies and mission abandonment. The model operates three different types of PN which interact to provide the overall system reliability modelling. The model is demonstrated and validated by considering two simple examples that can be solved analytically.
International Nuclear Information System (INIS)
Chew, S.P.; Dunnett, S.J.; Andrews, J.D.
2008-01-01
A common scenario in engineering is that of a system which operates throughout several sequential and distinct periods of time, during which the modes and consequences of failure differ from one another. This type of operation is known as a phased mission, and for the mission to be a success the system must successfully operate throughout all of the phases. Examples include a rocket launch and an aeroplane flight. Component or sub-system failures may occur at any time during the mission, yet not affect the system performance until the phase in which their condition is critical. This may mean that the transition from one phase to the next is a critical event that leads to phase and mission failure, with the root cause being a component failure in a previous phase. A series of phased missions with no maintenance may be considered as a maintenance-free operating period (MFOP). This paper describes the use of a Petri net (PN) to model the reliability of the MFOP and phased missions scenario. The model uses Monte-Carlo simulation to obtain its results, and due to the modelling power of PNs, can consider complexities such as component failure rate interdependencies and mission abandonment. The model operates three different types of PN which interact to provide the overall system reliability modelling. The model is demonstrated and validated by considering two simple examples that can be solved analytically
Competing failure analysis in phased-mission systems with multiple functional dependence groups
International Nuclear Information System (INIS)
Wang, Chaonan; Xing, Liudong; Peng, Rui; Pan, Zhusheng
2017-01-01
A phased-mission system (PMS) involves multiple, consecutive, non-overlapping phases of operation. The system structure function and component failure behavior in a PMS can change from phase to phase, posing big challenges to the system reliability analysis. Further complicating the problem is the functional dependence (FDEP) behavior where the failure of certain component(s) causes other component(s) to become unusable or inaccessible or isolated. Previous studies have shown that FDEP can cause competitions between failure propagation and failure isolation in the time domain. While such competing failure effects have been well addressed in single-phase systems, only little work has focused on PMSs with a restrictive assumption that a single FDEP group exists in one phase of the mission. Many practical systems (e.g., computer systems and networks), however may involve multiple FDEP groups during the mission. Moreover, different FDEP groups can be dependent due to sharing some common components; they may appear in a single phase or multiple phases. This paper makes new contributions by modeling and analyzing reliability of PMSs subject to multiple FDEP groups through a Markov chain-based methodology. Propagated failures with both global and selective effects are considered. Four case studies are presented to demonstrate application of the proposed method. - Highlights: • Reliability of phased-mission systems subject to competing failure propagation and isolation effects is modeled. • Multiple independent or dependent functional dependence groups are considered. • Propagated failures with global effects and selective effects are studied. • Four case studies demonstrate generality and application of the proposed Markov-based method.
Reliability of k-out-of-n systems with phased-mission requirements and imperfect fault coverage
International Nuclear Information System (INIS)
Xing Liudong; Amari, Suprasad V.; Wang Chaonan
2012-01-01
In this paper, an efficient method is proposed for the exact reliability evaluation of k-out-of-n systems with identical components subject to phased-mission requirements and imperfect fault coverage. The system involves multiple, consecutive, and non-overlapping phases of operation, where the k values and failure time distributions of system components can change from phase to phase. The proposed method considers statistical dependencies of component states across phases as well as dynamics in system configuration and success criteria. It also considers the time-varying and phase-dependent failure distributions and associated cumulative damage effects for the system components. The proposed method is based on the total probability law, conditional probabilities and an efficient recursive formula to compute the overall mission reliability with the consideration of imperfect fault coverage. The main advantages of this method are that both its computational time and memory requirements are linear in terms of the system size, and it has no limitation on the type of time-to-failure distributions for the system components. Three examples are presented to illustrate the application and advantages of the proposed method.
Competing failure analysis in phased-mission systems with functional dependence in one of phases
International Nuclear Information System (INIS)
Wang, Chaonan; Xing, Liudong; Levitin, Gregory
2012-01-01
This paper proposes an algorithm for the reliability analysis of non-repairable phased-mission systems (PMS) subject to competing failure propagation and isolation effects. A failure originating from a system component which causes extensive damage to other system components is a propagated failure. When the propagated failure affects all the system components, causing the entire system failure, a propagated failure with global effect (PFGE) is said to occur. However, the failure propagation can be isolated in systems subject to functional dependence (FDEP) behavior, where the failure of a component (referred to as trigger component) causes some other components (referred to as dependent components) to become inaccessible or unusable (isolated from the system), and thus further failures from these dependent components have no effect on the system failure behavior. On the other hand, if any PFGE from dependent components occurs before the trigger failure, the failure propagation effect takes place, causing the overall system failure. In summary, there are two distinct consequences of a PFGE due to the competition between the failure isolation and failure propagation effects in the time domain. Existing works on such competing failures focus only on single-phase systems. However, many real-world systems are phased-mission systems (PMS), which involve multiple, consecutive and non-overlapping phases of operations or tasks. Consideration of competing failures for PMS is a challenging and difficult task because PMS exhibit dynamics in the system configuration and component behavior as well as statistical dependencies across phases for a given component. This paper proposes a combinatorial method to address the competing failure effects in the reliability analysis of binary non-repairable PMS. The proposed method is verified using a Markov-based method through a numerical example. Different from the Markov-based approach that is limited to exponential distribution, the
A Data-Driven Reliability Estimation Approach for Phased-Mission Systems
Directory of Open Access Journals (Sweden)
Hua-Feng He
2014-01-01
Full Text Available We attempt to address the issues associated with reliability estimation for phased-mission systems (PMS and present a novel data-driven approach to achieve reliability estimation for PMS using the condition monitoring information and degradation data of such system under dynamic operating scenario. In this sense, this paper differs from the existing methods only considering the static scenario without using the real-time information, which aims to estimate the reliability for a population but not for an individual. In the presented approach, to establish a linkage between the historical data and real-time information of the individual PMS, we adopt a stochastic filtering model to model the phase duration and obtain the updated estimation of the mission time by Bayesian law at each phase. At the meanwhile, the lifetime of PMS is estimated from degradation data, which are modeled by an adaptive Brownian motion. As such, the mission reliability can be real time obtained through the estimated distribution of the mission time in conjunction with the estimated lifetime distribution. We demonstrate the usefulness of the developed approach via a numerical example.
International Nuclear Information System (INIS)
Xing, Liudong; Levitin, Gregory
2013-01-01
Phased-mission systems (PMS) are systems in which multiple non-overlapping phases of operations (or tasks) are accomplished in sequence for a successful mission. Examples of PMS abound in applications such as aerospace, nuclear power, and airborne weapon systems. Reliability analysis of a PMS must consider statistical dependence across different phases as well as dynamics in system configuration, failure criteria, and component behavior. This paper proposes a binary decision diagrams (BDD) based method for the reliability evaluation of non-repairable binary-state PMS with common-cause failures (CCF). CCF are simultaneous failure of multiple system elements, which can be caused by some external factors (e.g., lightning strikes, sudden changes in environment) or by propagated failures originating from some elements within the system. Both the external and internal CCF is considered in this paper. The proposed method is combinatorial, exact, and is applicable to PMS with arbitrary system structures and component failure distributions. An example with different CCF scenarios is analyzed to illustrate the application and advantages of the proposed method. -- Highlights: ► Non-repairable phased-mission systems with common-cause failures are analyzed. ► Common-cause failures caused by internal or external factors are considered. ► A combinatorial algorithm based on binary decision diagrams is suggested
VIBRATION ISOLATION SYSTEM PROBABILITY ANALYSIS
Directory of Open Access Journals (Sweden)
Smirnov Vladimir Alexandrovich
2012-10-01
Full Text Available The article deals with the probability analysis for a vibration isolation system of high-precision equipment, which is extremely sensitive to low-frequency oscillations even of submicron amplitude. The external sources of low-frequency vibrations may include the natural city background or internal low-frequency sources inside buildings (pedestrian activity, HVAC. Taking Gauss distribution into account, the author estimates the probability of the relative displacement of the isolated mass being still lower than the vibration criteria. This problem is being solved in the three dimensional space, evolved by the system parameters, including damping and natural frequency. According to this probability distribution, the chance of exceeding the vibration criteria for a vibration isolation system is evaluated. Optimal system parameters - damping and natural frequency - are being developed, thus the possibility of exceeding vibration criteria VC-E and VC-D is assumed to be less than 0.04.
Phased mission methodology. A state of the art report: Parts A, B and C
International Nuclear Information System (INIS)
Terpstra, K.; Van Driel, G.; Kafka, P.; Polke, H.
1986-01-01
A complex system has to perform a number of different tasks. Sometimes these tasks must be performed at the same time, but in a lot of cases the system has to perform its tasks subsequently. The execution of the different tasks is effected by parts of the system, so-called subsystems more or less dependent by means of processes and/or shared equipment. Examples of such complex systems can be found, for instance, in modern space travel, in nuclear power plants, in military weapon systems, etc. A phased mission is a task for a complex system to be performed in parts (subtasks), one part after the other. The present report covers the work carried out under the tripartite concert between the European Communities (CEC), the Gesellschaft fuer Reaktorsicherheit mbH (GRS) and the Netherlands Energy Research Foundation (ECN). The scope of the studies is to assess the practical usefulness of phased mission analyses. The present volume consists of three parts: Part A: Phased mission analysis. A review of mathematical modelling and of a number of existing computer programs; Part B: Example for the application of phased mission methods in reliability and risk studies; and, Part C: Calculation results for a phased mission - Part C1 - Phased mission calculation for a reference heat removal system - Part C2 - Application of phased mission methods in reliability and risk studies
An efficient phased mission reliability analysis for autonomous vehicles
Energy Technology Data Exchange (ETDEWEB)
Remenyte-Prescott, R., E-mail: R.Remenyte-Prescott@nottingham.ac.u [Nottingham Transportation Engineering Centre, Faculty of Engineering, University of Nottingham, Nottingham NG7 2RD (United Kingdom); Andrews, J.D. [Nottingham Transportation Engineering Centre, Faculty of Engineering, University of Nottingham, Nottingham NG7 2RD (United Kingdom); Chung, P.W.H. [Department of Computer Science, Loughborough University, Loughborough LE11 3TU (United Kingdom)
2010-03-15
Autonomous systems are becoming more commonly used, especially in hazardous situations. Such systems are expected to make their own decisions about future actions when some capabilities degrade due to failures of their subsystems. Such decisions are made without human input, therefore they need to be well-informed in a short time when the situation is analysed and future consequences of the failure are estimated. The future planning of the mission should take account of the likelihood of mission failure. The reliability analysis for autonomous systems can be performed using the methodologies developed for phased mission analysis, where the causes of failure for each phase in the mission can be expressed by fault trees. Unmanned autonomous vehicles (UAVs) are of a particular interest in the aeronautical industry, where it is a long term ambition to operate them routinely in civil airspace. Safety is the main requirement for the UAV operation and the calculation of failure probability of each phase and the overall mission is the topic of this paper. When components or subsystems fail or environmental conditions throughout the mission change, these changes can affect the future mission. The new proposed methodology takes into account the available diagnostics data and is used to predict future capabilities of the UAV in real time. Since this methodology is based on the efficient BDD method, the quickly provided advice can be used in making decisions. When failures occur appropriate actions are required in order to preserve safety of the autonomous vehicle. The overall decision making strategy for autonomous vehicles is explained in this paper. Some limitations of the methodology are discussed and further improvements are presented based on experimental results.
An efficient phased mission reliability analysis for autonomous vehicles
International Nuclear Information System (INIS)
Remenyte-Prescott, R.; Andrews, J.D.; Chung, P.W.H.
2010-01-01
Autonomous systems are becoming more commonly used, especially in hazardous situations. Such systems are expected to make their own decisions about future actions when some capabilities degrade due to failures of their subsystems. Such decisions are made without human input, therefore they need to be well-informed in a short time when the situation is analysed and future consequences of the failure are estimated. The future planning of the mission should take account of the likelihood of mission failure. The reliability analysis for autonomous systems can be performed using the methodologies developed for phased mission analysis, where the causes of failure for each phase in the mission can be expressed by fault trees. Unmanned autonomous vehicles (UAVs) are of a particular interest in the aeronautical industry, where it is a long term ambition to operate them routinely in civil airspace. Safety is the main requirement for the UAV operation and the calculation of failure probability of each phase and the overall mission is the topic of this paper. When components or subsystems fail or environmental conditions throughout the mission change, these changes can affect the future mission. The new proposed methodology takes into account the available diagnostics data and is used to predict future capabilities of the UAV in real time. Since this methodology is based on the efficient BDD method, the quickly provided advice can be used in making decisions. When failures occur appropriate actions are required in order to preserve safety of the autonomous vehicle. The overall decision making strategy for autonomous vehicles is explained in this paper. Some limitations of the methodology are discussed and further improvements are presented based on experimental results.
Shiryaev, A N
1996-01-01
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter Many examples are discussed in detail, and there are a large number of exercises The book is accessible to advanced undergraduates and can be used as a text for self-study This new edition contains substantial revisions and updated references The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures Proofs for a number of some important results which were merely stated in the first edition have been added The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables
System Geometries and Transit/Eclipse Probabilities
Directory of Open Access Journals (Sweden)
Howard A.
2011-02-01
Full Text Available Transiting exoplanets provide access to data to study the mass-radius relation and internal structure of extrasolar planets. Long-period transiting planets allow insight into planetary environments similar to the Solar System where, in contrast to hot Jupiters, planets are not constantly exposed to the intense radiation of their parent stars. Observations of secondary eclipses additionally permit studies of exoplanet temperatures and large-scale exo-atmospheric properties. We show how transit and eclipse probabilities are related to planet-star system geometries, particularly for long-period, eccentric orbits. The resulting target selection and observational strategies represent the principal ingredients of our photometric survey of known radial-velocity planets with the aim of detecting transit signatures (TERMS.
A note on iterated function systems with discontinuous probabilities
International Nuclear Information System (INIS)
Jaroszewska, Joanna
2013-01-01
Highlights: ► Certain iterated function system with discontinuous probabilities is discussed. ► Existence of an invariant measure via the Schauder–Tychonov theorem is established. ► Asymptotic stability of the system under examination is proved. -- Abstract: We consider an example of an iterated function system with discontinuous probabilities. We prove that it posses an invariant probability measure. We also prove that it is asymptotically stable provided probabilities are positive
Human Error Probability Assessment During Maintenance Activities of Marine Systems
Directory of Open Access Journals (Sweden)
Rabiul Islam
2018-03-01
such as weather conditions, workplace temperature, ship motion, noise and vibration, and workload and stress factors. Keywords: human factors, human error probability, maintenance operation, marine system, reliability assessment
The extinction probability in systems randomly varying in time
Directory of Open Access Journals (Sweden)
Imre Pázsit
2017-09-01
Full Text Available The extinction probability of a branching process (a neutron chain in a multiplying medium is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.
Efficient Simulation of the Outage Probability of Multihop Systems
Ben Issaid, Chaouki; Alouini, Mohamed-Slim; Tempone, Raul
2017-01-01
In this paper, we present an efficient importance sampling estimator for the evaluation of the outage probability of multihop systems with amplify-and-forward channel state-information-assisted. The proposed estimator is endowed with the bounded relative error property. Simulation results show a significant reduction in terms of number of simulation runs compared to naive Monte Carlo.
Efficient Simulation of the Outage Probability of Multihop Systems
Ben Issaid, Chaouki
2017-10-23
In this paper, we present an efficient importance sampling estimator for the evaluation of the outage probability of multihop systems with amplify-and-forward channel state-information-assisted. The proposed estimator is endowed with the bounded relative error property. Simulation results show a significant reduction in terms of number of simulation runs compared to naive Monte Carlo.
Time dependent non-extinction probability for prompt critical systems
International Nuclear Information System (INIS)
Gregson, M. W.; Prinja, A. K.
2009-01-01
The time dependent non-extinction probability equation is presented for slab geometry. Numerical solutions are provided for a nested inner/outer iteration routine where the fission terms (both linear and non-linear) are updated and then held fixed over the inner scattering iteration. Time dependent results are presented highlighting the importance of the injection position and angle. The iteration behavior is also described as the steady state probability of initiation is approached for both small and large time steps. Theoretical analysis of the nested iteration scheme is shown and highlights poor numerical convergence for marginally prompt critical systems. An acceleration scheme for the outer iterations is presented to improve convergence of such systems. Theoretical analysis of the acceleration scheme is also provided and the associated decrease in computational run time addressed. (authors)
Error Probability Analysis of Hardware Impaired Systems with Asymmetric Transmission
Javed, Sidrah; Amin, Osama; Ikki, Salama S.; Alouini, Mohamed-Slim
2018-01-01
Error probability study of the hardware impaired (HWI) systems highly depends on the adopted model. Recent models have proved that the aggregate noise is equivalent to improper Gaussian signals. Therefore, considering the distinct noise nature and self-interfering (SI) signals, an optimal maximum likelihood (ML) receiver is derived. This renders the conventional minimum Euclidean distance (MED) receiver as a sub-optimal receiver because it is based on the assumptions of ideal hardware transceivers and proper Gaussian noise in communication systems. Next, the average error probability performance of the proposed optimal ML receiver is analyzed and tight bounds and approximations are derived for various adopted systems including transmitter and receiver I/Q imbalanced systems with or without transmitter distortions as well as transmitter or receiver only impaired systems. Motivated by recent studies that shed the light on the benefit of improper Gaussian signaling in mitigating the HWIs, asymmetric quadrature amplitude modulation or phase shift keying is optimized and adapted for transmission. Finally, different numerical and simulation results are presented to support the superiority of the proposed ML receiver over MED receiver, the tightness of the derived bounds and effectiveness of asymmetric transmission in dampening HWIs and improving overall system performance
Error Probability Analysis of Hardware Impaired Systems with Asymmetric Transmission
Javed, Sidrah
2018-04-26
Error probability study of the hardware impaired (HWI) systems highly depends on the adopted model. Recent models have proved that the aggregate noise is equivalent to improper Gaussian signals. Therefore, considering the distinct noise nature and self-interfering (SI) signals, an optimal maximum likelihood (ML) receiver is derived. This renders the conventional minimum Euclidean distance (MED) receiver as a sub-optimal receiver because it is based on the assumptions of ideal hardware transceivers and proper Gaussian noise in communication systems. Next, the average error probability performance of the proposed optimal ML receiver is analyzed and tight bounds and approximations are derived for various adopted systems including transmitter and receiver I/Q imbalanced systems with or without transmitter distortions as well as transmitter or receiver only impaired systems. Motivated by recent studies that shed the light on the benefit of improper Gaussian signaling in mitigating the HWIs, asymmetric quadrature amplitude modulation or phase shift keying is optimized and adapted for transmission. Finally, different numerical and simulation results are presented to support the superiority of the proposed ML receiver over MED receiver, the tightness of the derived bounds and effectiveness of asymmetric transmission in dampening HWIs and improving overall system performance
Use of soft probabilities in evaluating physical-security systems
International Nuclear Information System (INIS)
Green, J.N.
1982-03-01
The complexity of evaluating how a physical security system would perform against a broad array of threat situations dictates the use by an inspector of methods which are not completely rigorous. Intuition and judgment based on experience have a large role to play. The use of soft probabilities can give meaningful results when the nature of the situation to which they are applied is sufficiently understood. Although the scoring method proposed is based on complex theory, it is feasible to apply on an intuitive basis. 6 figures
Hitting probabilities for nonlinear systems of stochastic waves
Dalang, Robert C
2015-01-01
The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap
A Probability-Based Hybrid User Model for Recommendation System
Directory of Open Access Journals (Sweden)
Jia Hao
2016-01-01
Full Text Available With the rapid development of information communication technology, the available information or knowledge is exponentially increased, and this causes the well-known information overload phenomenon. This problem is more serious in product design corporations because over half of the valuable design time is consumed in knowledge acquisition, which highly extends the design cycle and weakens the competitiveness. Therefore, the recommender systems become very important in the domain of product domain. This research presents a probability-based hybrid user model, which is a combination of collaborative filtering and content-based filtering. This hybrid model utilizes user ratings and item topics or classes, which are available in the domain of product design, to predict the knowledge requirement. The comprehensive analysis of the experimental results shows that the proposed method gains better performance in most of the parameter settings. This work contributes a probability-based method to the community for implement recommender system when only user ratings and item topics are available.
On the shake-off probability for atomic systems
Energy Technology Data Exchange (ETDEWEB)
Santos, A.C.F., E-mail: toniufrj@gmail.com [Instituto de Física, Universidade Federal do Rio de Janeiro, P.O. Box 68528, 21941-972 Rio de Janeiro, RJ (Brazil); Almeida, D.P. [Departamento de Física, Universidade Federal de Santa Catarina, 88040-900 Florianópolis (Brazil)
2016-07-15
Highlights: • The scope is to find the relationship among SO probabilities, Z and electron density. • A scaling law is suggested, allowing us to find the SO probabilities for atoms. • SO probabilities have been scaled as a function of target Z and polarizability. - Abstract: The main scope in this work has been upon the relationship between shake-off probabilities, target atomic number and electron density. By comparing the saturation values of measured double-to-single photoionization ratios from the literature, a simple scaling law has been found, which allows us to predict the shake-off probabilities for several elements up to Z = 54 within a factor 2. The electron shake-off probabilities accompanying valence shell photoionization have been scaled as a function of the target atomic number, Z, and polarizability, α. This behavior is in qualitative agreement with the experimental results.
Estimation of failure probabilities of linear dynamic systems by ...
Indian Academy of Sciences (India)
An iterative method for estimating the failure probability for certain time-variant reliability problems has been developed. In the paper, the focus is on the displacement response of a linear oscillator driven by white noise. Failure is then assumed to occur when the displacement response exceeds a critical threshold.
Energy Technology Data Exchange (ETDEWEB)
Milivojevic, S [Institute of Nuclear Sciences Boris Kidric, Vinca, Beograd (Serbia and Montenegro)
1974-12-15
Probability method was chosen for analysing the reactor system reliability is considered realistic since it is based on verified experimental data. In fact this is a statistical method. The probability method developed takes into account the probability distribution of permitted levels of relevant parameters and their particular influence on the reliability of the system as a whole. The proposed method is rather general, and was used for problem of thermal safety analysis of reactor system. This analysis enables to analyze basic properties of the system under different operation conditions, expressed in form of probability they show the reliability of the system on the whole as well as reliability of each component.
An array-based study of increased system lifetime probability
DEFF Research Database (Denmark)
Nesgaard, Carsten
2003-01-01
Society's increased dependence on electronic systems calls for highly reliable power supplies comprised of multiple converters working in parallel. This paper describes a redundancy control scheme, based on the array technology that increases the overall reliability quite considerably and thereby...
An array-based study of increased system lifetime probability
DEFF Research Database (Denmark)
Nesgaard, Carsten
2002-01-01
Society's increased dependence on electronic systems calls for highly reliable power supplies comprised of multiple converters working in parallel. This paper describes a redundancy control scheme, based on the array technology that increases the overall reliability quite considerably and thereby...
Development of an integrated system for estimating human error probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, J.L.; Hahn, H.A.; Morzinski, J.A.
1998-12-01
This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). This project had as its main objective the development of a Human Reliability Analysis (HRA), knowledge-based expert system that would provide probabilistic estimates for potential human errors within various risk assessments, safety analysis reports, and hazard assessments. HRA identifies where human errors are most likely, estimates the error rate for individual tasks, and highlights the most beneficial areas for system improvements. This project accomplished three major tasks. First, several prominent HRA techniques and associated databases were collected and translated into an electronic format. Next, the project started a knowledge engineering phase where the expertise, i.e., the procedural rules and data, were extracted from those techniques and compiled into various modules. Finally, these modules, rules, and data were combined into a nearly complete HRA expert system.
International Nuclear Information System (INIS)
Guelpa, Jean-Paul; Vogel, Wolfram
1982-12-01
The Republic of Ghana has no claimed uranium resources in the categories Reasonably Assured and Estimated Additional. The only occurrences known are within pegmatites and are of no economic importance. The IUREP Orientation Phase Mission to Ghana estimates that the Speculative Resources of the country fall between 15,000 and 40,000 tonnes uranium. The IUREP Orientation Phase Mission to Ghana believes that the Panafrican Mobile Belt has the highest uranium potential of all geological units of the country. The Obosum beds are the priority number two target. A three years exploration programme is recommended for a total cost of US $ 5,000,000. The Ghana Atomic Energy Commission and the Ghana Geological Survey provide a basic infrastructure for uranium exploration. Any future uranium development in Ghana should be embedded in a well defined national uranium policy. It is recommended that such a policy be draw, up by the Ghanaian authorities
Estimation of functional failure probability of passive systems based on subset simulation method
International Nuclear Information System (INIS)
Wang Dongqing; Wang Baosheng; Zhang Jianmin; Jiang Jing
2012-01-01
In order to solve the problem of multi-dimensional epistemic uncertainties and small functional failure probability of passive systems, an innovative reliability analysis algorithm called subset simulation based on Markov chain Monte Carlo was presented. The method is found on the idea that a small failure probability can be expressed as a product of larger conditional failure probabilities by introducing a proper choice of intermediate failure events. Markov chain Monte Carlo simulation was implemented to efficiently generate conditional samples for estimating the conditional failure probabilities. Taking the AP1000 passive residual heat removal system, for example, the uncertainties related to the model of a passive system and the numerical values of its input parameters were considered in this paper. And then the probability of functional failure was estimated with subset simulation method. The numerical results demonstrate that subset simulation method has the high computing efficiency and excellent computing accuracy compared with traditional probability analysis methods. (authors)
ICPP - a collision probability module for the AUS neutronics code system
International Nuclear Information System (INIS)
Robinson, G.S.
1985-10-01
The isotropic collision probability program (ICPP) is a module of the AUS neutronics code system which calculates first flight collision probabilities for neutrons in one-dimensional geometries and in clusters of rods. Neutron sources, including scattering, are assumed to be isotropic and to be spatially flat within each mesh interval. The module solves the multigroup collision probability equations for eigenvalue or fixed source problems
Directory of Open Access Journals (Sweden)
Jiang Ge
2017-01-01
Full Text Available System degradation was usually caused by multiple-parameter degradation. The assessment result of system reliability by universal generating function was low accurate when compared with the Monte Carlo simulation. And the probability density function of the system output performance cannot be got. So the reliability assessment method based on the probability density evolution with multi-parameter was presented for complexly degraded system. Firstly, the system output function was founded according to the transitive relation between component parameters and the system output performance. Then, the probability density evolution equation based on the probability conservation principle and the system output function was established. Furthermore, probability distribution characteristics of the system output performance was obtained by solving differential equation. Finally, the reliability of the degraded system was estimated. This method did not need to discrete the performance parameters and can establish continuous probability density function of the system output performance with high calculation efficiency and low cost. Numerical example shows that this method is applicable to evaluate the reliability of multi-parameter degraded system.
Kwasniok, Frank
2013-11-01
A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.
Calculation of magnetization curves and probability distribution for monoclinic and uniaxial systems
International Nuclear Information System (INIS)
Sobh, Hala A.; Aly, Samy H.; Yehia, Sherif
2013-01-01
We present the application of a simple classical statistical mechanics-based model to selected monoclinic and hexagonal model systems. In this model, we treat the magnetization as a classical vector whose angular orientation is dictated by the laws of equilibrium classical statistical mechanics. We calculate for these anisotropic systems, the magnetization curves, energy landscapes and probability distribution for different sets of relevant parameters and magnetic fields of different strengths and directions. Our results demonstrate a correlation between the most probable orientation of the magnetization vector, the system's parameters, and the external magnetic field. -- Highlights: ► We calculate magnetization curves and probability angular distribution of the magnetization. ► The magnetization curves are consistent with probability results for the studied systems. ► Monoclinic and hexagonal systems behave differently due to their different anisotropies
On the average capacity and bit error probability of wireless communication systems
Yilmaz, Ferkan; Alouini, Mohamed-Slim
2011-01-01
Analysis of the average binary error probabilities and average capacity of wireless communications systems over generalized fading channels have been considered separately in the past. This paper introduces a novel moment generating function
Sulis, William H
2017-10-01
Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) mission to Turkey. The IUREP Orientation Phase mission to Turkey estimates that the Speculative Resources of that country fall within the range of 21 000 to 55 000 tonnes of uranium. This potential is expected to lie in areas of Neogene and possibly other Tertiary sediments, in particular in the areas of the Menderes Massif and Central Anatolia. The mission describes a proposed exploration programme with expenditures over a five year period of between $80 million and $110 million, with nearly half of the amount being spent on drilling. (author)
Precise Propagation of Upper and Lower Probability Bounds in System P
Gilio, Angelo
2000-01-01
In this paper we consider the inference rules of System P in the framework of coherent imprecise probabilistic assessments. Exploiting our algorithms, we propagate the lower and upper probability bounds associated with the conditional assertions of a given knowledge base, automatically obtaining the precise probability bounds for the derived conclusions of the inference rules. This allows a more flexible and realistic use of System P in default reasoning and provides an exact illustration of ...
Time of Arrival Estimation in Probability-Controlled Generalized CDMA Systems
Directory of Open Access Journals (Sweden)
Hagit Messer
2007-11-01
Full Text Available In recent years, more and more wireless communications systems are required to provide also a positioning measurement. In code division multiple access (CDMA communication systems, the positioning accuracy is significantly degraded by the multiple access interference (MAI caused by other users in the system. This MAI is commonly managed by a power control mechanism, and yet, MAI has a major effect on positioning accuracy. Probability control is a recently introduced interference management mechanism. In this mechanism, a user with excess power chooses not to transmit some of its symbols. The information in the nontransmitted symbols is recovered by an error-correcting code (ECC, while all other users receive a more reliable data during these quiet periods. Previous research had shown that the implementation of a probability control mechanism can significantly reduce the MAI. In this paper, we show that probability control also improves the positioning accuracy. We focus on time-of-arrival (TOA based positioning systems. We analyze the TOA estimation performance in a generalized CDMA system, in which the probability control mechanism is employed, where the transmitted signal is noncontinuous with a symbol transmission probability smaller than 1. The accuracy of the TOA estimation is determined using appropriate modifications of the Cramer-Rao bound on the delay estimation. Keeping the average transmission power constant, we show that the TOA accuracy of each user does not depend on its transmission probability, while being a nondecreasing function of the transmission probability of any other user. Therefore, a generalized, noncontinuous CDMA system with a probability control mechanism can always achieve better positioning performance, for all users in the network, than a conventional, continuous, CDMA system.
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) mission to Portugal. The IUREP Orientation Phase mission to Portugal estimates that the Speculative Resources of that country fall within the range 20,000 to 80,000 tonnes uranium. The majority of this potential is expected to be located in intergranitic vein deposits and in pre-Ordovician schists, but other favourable geological environments include episyenites and Meso-Cainozoic continental sediments. The mission recommends that approximately US$25 million be spent on exploration in Portugal over the next 10 years. The majority of this ($18 million) would be spent on drilling, with a further $7 million on surface surveys and airborne radiometric surveys. It is the opinion of the IUREP Orientation Phase Mission that the considerable funding required for the outlined programme would most suitably be realized by inviting national or foreign commercial organisations to participate in the exploration effort under a partnership or shared production arrangements. (author)
Park, Sang Chul
1989-09-01
We develop a mathematical analysis model to calculate the probability of intercept (POI) for the ground-based communication intercept (COMINT) system. The POI is a measure of the effectiveness of the intercept system. We define the POI as the product of the probability of detection and the probability of coincidence. The probability of detection is a measure of the receiver's capability to detect a signal in the presence of noise. The probability of coincidence is the probability that an intercept system is available, actively listening in the proper frequency band, in the right direction and at the same time that the signal is received. We investigate the behavior of the POI with respect to the observation time, the separation distance, antenna elevations, the frequency of the signal, and the receiver bandwidths. We observe that the coincidence characteristic between the receiver scanning parameters and the signal parameters is the key factor to determine the time to obtain a given POI. This model can be used to find the optimal parameter combination to maximize the POI in a given scenario. We expand this model to a multiple system. This analysis is conducted on a personal computer to provide the portability. The model is also flexible and can be easily implemented under different situations.
Clinical Features in a Danish Population-Based Cohort of Probable Multiple System Atrophy Patients
DEFF Research Database (Denmark)
Starhof, Charlotte; Korbo, Lise; Lassen, Christina Funch
2016-01-01
Background: Multiple system atrophy (MSA) is a rare, sporadic and progressive neurodegenerative disorder. We aimed to describe the clinical features of Danish probable MSA patients, evaluate their initial response to dopaminergic therapy and examine mortality. Methods: From the Danish National...... the criteria for probable MSA. We recorded clinical features, examined differences by MSA subtype and used Kaplan-Meier survival analysis to examine mortality. Results: The mean age at onset of patients with probable MSA was 60.2 years (range 36-75 years) and mean time to wheelchair dependency was 4.7 years...
International Nuclear Information System (INIS)
Shang Yanlong; Cai Qi; Chen Lisheng; Zhang Yangwei
2012-01-01
In this paper, the combined method of response surface and importance sampling was applied for calculation of parameter failure probability of the thermodynamic system. The mathematics model was present for the parameter failure of physics process in the thermodynamic system, by which the combination arithmetic model of response surface and importance sampling was established, then the performance degradation model of the components and the simulation process of parameter failure in the physics process of thermodynamic system were also present. The parameter failure probability of the purification water system in nuclear reactor was obtained by the combination method. The results show that the combination method is an effective method for the calculation of the parameter failure probability of the thermodynamic system with high dimensionality and non-linear characteristics, because of the satisfactory precision with less computing time than the direct sampling method and the drawbacks of response surface method. (authors)
Institute of Scientific and Technical Information of China (English)
Weixu Dai; Weiwei Wu; Bo Yu; Yunhao Zhu
2016-01-01
A success probability orientated optimization model for resource al ocation of the technological innovation multi-project system is studied. Based on the definition of the technological in-novation multi-project system, the leveling optimization of cost and success probability is set as the objective of resource al ocation. The cost function and the probability function of the optimization model are constructed. Then the objective function of the model is constructed and the solving process is explained. The model is applied to the resource al ocation of an enterprise’s technological innovation multi-project system. The results show that the pro-posed model is more effective in rational resource al ocation, and is more applicable in maximizing the utility of the technological innovation multi-project system.
Estimation of component failure probability from masked binomial system testing data
International Nuclear Information System (INIS)
Tan Zhibin
2005-01-01
The component failure probability estimates from analysis of binomial system testing data are very useful because they reflect the operational failure probability of components in the field which is similar to the test environment. In practice, this type of analysis is often confounded by the problem of data masking: the status of tested components is unknown. Methods in considering this type of uncertainty are usually computationally intensive and not practical to solve the problem for complex systems. In this paper, we consider masked binomial system testing data and develop a probabilistic model to efficiently estimate component failure probabilities. In the model, all system tests are classified into test categories based on component coverage. Component coverage of test categories is modeled by a bipartite graph. Test category failure probabilities conditional on the status of covered components are defined. An EM algorithm to estimate component failure probabilities is developed based on a simple but powerful concept: equivalent failures and tests. By simulation we not only demonstrate the convergence and accuracy of the algorithm but also show that the probabilistic model is capable of analyzing systems in series, parallel and any other user defined structures. A case study illustrates an application in test case prioritization
International Nuclear Information System (INIS)
Wang Baosheng; Wang Dongqing; Zhang Jianmin; Jiang Jing
2012-01-01
In order to estimate the functional failure probability of passive systems, an innovative adaptive importance sampling methodology is presented. In the proposed methodology, information of variables is extracted with some pre-sampling of points in the failure region. An important sampling density is then constructed from the sample distribution in the failure region. Taking the AP1000 passive residual heat removal system as an example, the uncertainties related to the model of a passive system and the numerical values of its input parameters are considered in this paper. And then the probability of functional failure is estimated with the combination of the response surface method and adaptive importance sampling method. The numerical results demonstrate the high computed efficiency and excellent computed accuracy of the methodology compared with traditional probability analysis methods. (authors)
International Nuclear Information System (INIS)
1985-01-01
The IURBP Orientation Phase Mission assesses the Speculative Uranium Resources in Thailand to be within the range of 1 500 to 38 500 tonnes U. Geological environments which are considered by the Mission to be favourable for uranium occurrences include the following: sandstones of Jurassic to Triassic age; Tertiary sedimentary basins (northern Thailand); Tertiary sedimentary basins (southern Thailand); associated with fluorite deposits; granitic rocks; black shales and graphitic slates of the Palaeozoic; associated with sedimentary phosphate deposits; and associated with monazite sands. Physical conditions in Thailand, including a wet tropical climate, dense forest growth and rugged terrain in some areas and relative inaccessibility, make exploration difficult and costly. There is currently no ready accessibility to detailed topographic and geological maps and other basic data. This lack of availability is a severe constraint to systematic exploration. The lack of skilled personnel experienced in uranium studies and the low level of technical support is a serious hindrance to exploration in Thailand. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been made public which describes the findings of the International Uranium Resources Evaluation Project (IUREP) Mission to Madagascar. The IUREP Orientation Phase Mission to Madagascar estimates the Speculative Resources of that country to be within the wide range of 4 000 to 38 000 tonnes uranium. Such resources could lie in areas with known occurrences (uranothorianite, Ft. Dauphin up to 5 000 t U, i.e. 'pegmatoids'; uranocircite, Antsirabe up to 3 000 t U in Neogene sediments; carnotiteautonite, Karoo area up to 30 000 t U in sandstones and in areas with as yet untested environments (e.g. related to unconformities and calcretes). Modifications to existing uranium exploration programmes are suggested and policy alternatives reviewed. No specific budget is proposed. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) Mission to Rwanda. The IUREP Orientation Phase Mission to Rwanda estimates that the Speculative Resources of that country fall within the range of 500 to 5 000 tonnes of uranium. The majority of this potential is expected to be located in the Precambrian Ruzizian, especially in conjunction with tectonized pegmatoidal remobilizations of metamorphic sediments of western Rwanda. Other favourable geological environments include lamprophyric dikes and post tectonic granites of central Rwanda. The Mission recommends that over a period of five years approximately US$4.2 million be spent on exploration in Rwanda. The majority of this would be spent on airborne and ground geophysical surveys ($1.5 million) and exploration drilling ($1 million). Prospecting, trenching and tunneling and analytical work would require the remainder of the $4.2 million ($1.7 million). (author)
International Nuclear Information System (INIS)
1984-01-01
A full report has been released describing the findings of the International Uranium Resources Evaluation Project (IUREP) Orientation Phase Mission to Colombia. The Mission suggests that the speculative uranium resources of the country could be within the very wide range of 20 000 tonnes of 220 000 tonnes of uranium metal. The Mission finds that the area with the highest potential is the Llanos Orientales (Interior Zone), which has the potential of hosting quartz-pebble conglomerate deposits, Proterozoic unconformity-related deposits and sandstone deposits. The Mission recommends that approximately US$80 million should be expended in a phased ten-year exploration programme. It is likely that the majority of the funds will be needed for drilling, followed by ground surveys and airborne radiometry. It is the opinion of the Mission that the considerable funds required for the proposed programme could most suitably be raised by inviting national or foreign commercial organizations to participate under a shared production agreement. (author)
International Nuclear Information System (INIS)
Ziehr, H.; Komura, A.
1985-02-01
The IUREP Orientation Phase Mission to Turkey estimates the Speculative Resources of the country to lie between 21 000 and 55 000 tonnes uranium. Past exploration in Turkey, dating from 1953, has indicated a very high number of uranium occurrences and radioactive anomalies, but ore deposits of significant size and grade have not been found. Present reserves amount to 4 600 tonnes uranium which can be allocated to approximately 15 sandstone type deposits in Neogene continental sediments. Several hundreds of other occurrences and radioactive anomalies exist where ore reserves have not been delineated. The uranium occurrences and radioactive anomalies can be divided according to host rock into (a) crystalline massif and (b) Tertiary continental sediment. The greatest geological potential for further resources is estimated to exist in the above mentioned two geological terrains. The most favourable geological potential exists in Neogene continental sedimentary basins near the crystalline massifs. Because surface exploration in the known favourable areas such as the Koepruebasi Basin has been so systematic, extensive, and successful, it is improbable that additional surface work will have much effect in increasing the number of new radioactive anomalies or uranium occurrences detected at the surface in these areas. Surface survey work in these areas should be mainly designed to assist the understanding of structures at depth. Surface reconnaissance survey work is, however, required in other parts of the above mentioned two geological terrains in this country. Before starting such a reconnaissance survey in new areas, the Mission suggests that a careful and extensive library study be conducted in close co-operation with sedimentologists, petrologists, and remote sensing specialists. The Mission suggests that in the medium term, 8 to 10 years, some 85 - 110 million U.S. Dollars be spent on airborne and ground surveys, including geological, radiometric, geochemical, and
International Nuclear Information System (INIS)
1985-01-01
A full report has been compiled describing the findings of the International Uranium Resources Evaluation Project (IUREP) Orientation Phase Mission to Uganda. The Mission suggest that the speculative uranium resources of the country could be within the very wide range of 0 to 105 000 tonnes of uranium metal. The Mission finds that most of these speculative resources are related to Proterozoic unconformities and to Cenozoic sandstones of the Western Rift Valley. Some potential is also associated with Post-tectonic granites. The Mission recommends to rehabilitate the Geological Survey of Uganda in order to enable it to conduct and support a uranium exploration programme for unconformity related and for standstone hosted uranium deposits. Recommended exploration methods encompass geological mapping and compilation, an airborne gamma-ray spectrometer survey north of 1 deg. North latitude, stream sediment sampling, and ground scintillometric surveys in favourable areas. Follow up work should include VLF-EM surveys, emanometry and drilling. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) Mission to Burundi. The IUREP Orientation Phase Mission to Burundi estimates that the Speculative Resources of that country fall within the range of 300 to more than 4 100 tonnes of uranium. The potential is rather evenly distributed throughout the Proterozoic of Burundi in various geological environments (unconformity, hydrothermal, fault controlled, etc.). The mission recommends that over a period of five years U.S. $ 3 to 4.5 million be spent on exploration in Burundi, with even spending on the various exploration techniques as e.g. prospecting, drilling trenching, geophysical surveys, analyses, etc. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) mission to Bolivia. The IUREP Orientation Phase mission to Bolivia estimates that the Speculative Uranium Resources of that country fall within the range of 100 to 107 500 tonnes uranium. The majority of this potential is expected to be located in the Precambrian crystalline and sedimentary rocks of the southwestern part of the Central Brazilian Shield. Other potentially favourable geologic environments include Palaeozoic two mica granites and their metasedimentary hosts, Mesozoic granites and granodiorites as well as the intruded formations and finally Tertiary acid to intermediate volcanics. The mission recommends that approximately US$ 13 million be spent on exploration in Bolivia over a five-year period. The majority of this expenditure would be for airborne and surface exploration utilising geologic, magnetometric, radiometric, and geochemical methods and some pitting, trenching, tunneling and drilling to further evaluate the discovered occurrences. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) mission to Venezuela. The IUREP Orientation Phase mission to Venezuela estimates that the Speculative Resources of that country fall within the range 2,000 to 42,000 tonnes uranium.- The majority of this potential is expected to be located in the Precambrian crystalline and sedimentary rocks of the Guayana Shield. Other potentially favorable geologic environments include Cretaceous phosphorite beds, continental sandstone and granitic rocks. The mission recommends that approximately US $18 million be spent on exploration in Venezuela over the next five years. The majority of this expenditure would be for surface surveys utilizing geologic studies, radiometric and geochemical surveys and some drilling for geologic information. Additional drilling would be required later to substantiate preliminary findings. (author)
International Uranium Resources Evaluation Project (IUREP) orientation phase mission report: Somalia
International Nuclear Information System (INIS)
Levich, Robert A.; Muller-Kahle, Eberhard
1983-04-01
The IUREP Orientation Phase Mission to Somalia suggests that in addition to the reasonably assured resources (RAR) of 5 000 t uranium and estimated additional resources (EAR) of 11 000 t uranium in calcrete deposits, the speculative resources (SR) could be within the wide range of 0 - 150 000 t uranium. The majority of these speculative resources are related to sandstone and calcrete deposits. The potential for magmatic hydrothermal deposits is relatively small. The Mission recommends an exploration programme of about US $ 22 000 000 to test the uranium potential of the country which is thought to be excellent. The Mission also suggests a reorganization of the Somalia Geological Survey in order to improve its efficiency. Recommended methods include geological mapping, Landsat Imagery Interpretation, airborne and ground scintillometer surveys, and geochemistry. Follow-up radiometric surveys, exploration geophysics, mineralogical studies, trenching and drilling are proposed in favourable areas
International Nuclear Information System (INIS)
1984-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (TUREP) Mission to Peru. The IUREP Orientation Phase Mission to Peru estimates that the Speculative Resources of that country fall within the range of 6 000 to 11 000 tonnes uranium. The majority of this potential is expected to be located in Late Tertiary ignimbrites and associated sediments in the high Andes of southern Peru. Other favourable geological environments include calcretes, developed from Tertiary volcanogenic sources over the Precambrian in the Pacific Coastal desert in southern Peru, and Hercynian subvolcanic granites in the eastern Cordillera of southern Peru. The Mission recommends that over a period of five years approximately U.S. $10 million be spent on exploration in Peru. The majority of this would be spent on drilling ($5 million) and tunnelling ($2 million) with an additional $3 million on surface and airborne radiometric surveys. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) Mission to Cameroon. The IUREP Orientation Phase Mission to Cameroon estimates the Speculative Resources of that country to be in the order of 10 000 tonnes uranium for syenite-associated U-deposits in southern Cameroon, and in the order of 5 000 tonnes uranium for uranium deposits associated with albitized and desilicified late tectonic Panafrican granites (episyenite) and Paleozoic volcanics in northern Cameroon. No specific tonnage is given for Francevillian equivalents (DJA-Series) and for Mesozoic and Cenozoic sedimentary basins, which are thought to hold limited potential for sandstone hosted uranium. However the Douala basin, consisting of mixed marine and continental sequences merits some attention. No specific budget and programme for uranium exploration are proposed for Cameroon. Instead specific recommendations concerning specific potential environments and general recommendation concerning the methodology of exploration are made. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) Mission to Ghana. The IUREP Orientation Phase Mission to Ghana estimates that the Speculative Resources of that country fall within the range of 15 000 to 40 000 tonnes of uranium. The majority of this potential is expected to be located in the Proterozoic Panafrican Mobile Belt (up to 17 000 tonnes uranium) and the Paleozoic Obosum Beds of the Voltaian basin (up to 15 000 tonnes uranium), the remainder being associated with various other geological environments. The mission recommends that over a period of three (3) years approximately U.S. $5 million) would be spent on exploration in Ghana. A major part of this (U.S $2 million) would be spent on an airborne spectrometer survey over the Voltaian basin (Obosum beds), much of the remainder being spent on ground surveys, trenching and percussion drilling. (author)
International Nuclear Information System (INIS)
Yang Jinan; Mihara, Takatsugu
1998-12-01
This report presents a variance reduction technique to estimate the reliability and availability of highly complex systems during phased mission time using the Monte Carlo simulation. In this study, we introduced the variance reduction technique with a concept of distance between the present system state and the cut set configurations. Using this technique, it becomes possible to bias the transition from the operating states to the failed states of components towards the closest cut set. Therefore a component failure can drive the system towards a cut set configuration more effectively. JNC developed the PHAMMON (Phased Mission Analysis Program with Monte Carlo Method) code which involved the two kinds of variance reduction techniques: (1) forced transition, and (2) failure biasing. However, these techniques did not guarantee an effective reduction in variance. For further improvement, a variance reduction technique incorporating the distance concept was introduced to the PHAMMON code and the numerical calculation was carried out for the different design cases of decay heat removal system in a large fast breeder reactor. Our results indicate that the technique addition of this incorporating distance concept is an effective means of further reducing the variance. (author)
Transient stability probability evaluation of power system incorporating with wind farm and SMES
DEFF Research Database (Denmark)
Fang, Jiakun; Miao, Lu; Wen, Jinyu
2013-01-01
Large scale renewable power generation brings great challenges to the power system operation and stabilization. Energy storage is one of the most important technologies to face the challenges. This paper proposes a method for transient stability probability evaluation of power system with wind farm...... and SMES. Firstly, a modified 11-bus test system with both wind farm and SMES has been implemented. The wind farm is represented as a doubly fed induction generator (DFIG). Then a stochastic-based approach to evaluate the probabilistic transient stability index of the power system is presented. Uncertain...... the probability indices. With the proposed method based on Monte-Carlo simulation and bisection method, system stability is "measured". Quantitative relationship of penetration level, SMES coil size and system stability is established. Considering the stability versus coil size to be the production curve...
Intelligent tutorial system for teaching of probability and statistics at high school in Mexico
Directory of Open Access Journals (Sweden)
Fernando Gudino Penaloza, Miguel Gonzalez Mendoza, Neil Hernandez Gress, Jaime Mora Vargas
2009-12-01
Full Text Available This paper describes the implementation of an intelligent tutoring system dedicated to teaching probability and statistics atthe preparatory school (or high school in Mexico. The system solution was used as a desktop computer and adapted tocarry a mobile environment for the implementation of mobile learning or m-learning. The system complies with the idea ofbeing adaptable to the needs of each student and is able to adapt to three different teaching models that meet the criteriaof three student profiles.
International Nuclear Information System (INIS)
Caldarola, L.
1976-01-01
A method is proposed for the analytical evaluation of the cumulative failure probability distribution of complex repairable systems. The method is based on a set of integral equations each one referring to a specific minimal cut set of the system. Each integral equation links the unavailability of a minimal cut set to its failure probability density distribution and to the probability that the minimal cut set is down at the time t under the condition that it was down at time t'(t'<=t). The limitations for the applicability of the method are also discussed. It has been concluded that the method is applicable if the process describing the failure of a minimal cut set is a 'delayed semi-regenerative process'. (Auth.)
On the average capacity and bit error probability of wireless communication systems
Yilmaz, Ferkan
2011-12-01
Analysis of the average binary error probabilities and average capacity of wireless communications systems over generalized fading channels have been considered separately in the past. This paper introduces a novel moment generating function-based unified expression for both average binary error probabilities and average capacity of single and multiple link communication with maximal ratio combining. It is a matter to note that the generic unified expression offered in this paper can be easily calculated and that is applicable to a wide variety of fading scenarios, and the mathematical formalism is illustrated with the generalized Gamma fading distribution in order to validate the correctness of our newly derived results. © 2011 IEEE.
International Nuclear Information System (INIS)
Shigeru Aoki
2005-01-01
The secondary system such as pipings, tanks and other mechanical equipment is installed in the primary system such as building. The important secondary systems should be designed to maintain their function even if they are subjected to destructive earthquake excitations. The secondary system has many nonlinear characteristics. Impact and friction characteristic, which are observed in mechanical supports and joints, are common nonlinear characteristics. As impact damper and friction damper, impact and friction characteristic are used for reduction of seismic response. In this paper, analytical methods of the first excursion probability of the secondary system with impact and friction, subjected to earthquake excitation are proposed. By using the methods, the effects of impact force, gap size and friction force on the first excursion probability are examined. When the tolerance level is normalized by the maximum response of the secondary system without impact or friction characteristics, variation of the first excursion probability is very small for various values of the natural period. In order to examine the effectiveness of the proposed method, the obtained results are compared with those obtained by the simulation method. Some estimation methods for the maximum response of the secondary system with nonlinear characteristics have been developed. (author)
International Nuclear Information System (INIS)
Zio, E.; Pedroni, N.
2010-01-01
The quantitative reliability assessment of a thermal-hydraulic (T-H) passive safety system of a nuclear power plant can be obtained by (i) Monte Carlo (MC) sampling the uncertainties of the system model and parameters, (ii) computing, for each sample, the system response by a mechanistic T-H code and (iii) comparing the system response with pre-established safety thresholds, which define the success or failure of the safety function. The computational effort involved can be prohibitive because of the large number of (typically long) T-H code simulations that must be performed (one for each sample) for the statistical estimation of the probability of success or failure. In this work, Line Sampling (LS) is adopted for efficient MC sampling. In the LS method, an 'important direction' pointing towards the failure domain of interest is determined and a number of conditional one-dimensional problems are solved along such direction; this allows for a significant reduction of the variance of the failure probability estimator, with respect, for example, to standard random sampling. Two issues are still open with respect to LS: first, the method relies on the determination of the 'important direction', which requires additional runs of the T-H code; second, although the method has been shown to improve the computational efficiency by reducing the variance of the failure probability estimator, no evidence has been given yet that accurate and precise failure probability estimates can be obtained with a number of samples reduced to below a few hundreds, which may be required in case of long-running models. The work presented in this paper addresses the first issue by (i) quantitatively comparing the efficiency of the methods proposed in the literature to determine the LS important direction; (ii) employing artificial neural network (ANN) regression models as fast-running surrogates of the original, long-running T-H code to reduce the computational cost associated to the
Input-profile-based software failure probability quantification for safety signal generation systems
International Nuclear Information System (INIS)
Kang, Hyun Gook; Lim, Ho Gon; Lee, Ho Jung; Kim, Man Cheol; Jang, Seung Cheol
2009-01-01
The approaches for software failure probability estimation are mainly based on the results of testing. Test cases represent the inputs, which are encountered in an actual use. The test inputs for the safety-critical application such as a reactor protection system (RPS) of a nuclear power plant are the inputs which cause the activation of protective action such as a reactor trip. A digital system treats inputs from instrumentation sensors as discrete digital values by using an analog-to-digital converter. Input profile must be determined in consideration of these characteristics for effective software failure probability quantification. Another important characteristic of software testing is that we do not have to repeat the test for the same input value since the software response is deterministic for each specific digital input. With these considerations, we propose an effective software testing method for quantifying the failure probability. As an example application, the input profile of the digital RPS is developed based on the typical plant data. The proposed method in this study is expected to provide a simple but realistic mean to quantify the software failure probability based on input profile and system dynamics.
Shiryaev, Albert N
2016-01-01
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for independent study. To accommodate the greatly expanded material in the third edition of Probability, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of “π-λ” systems), and the fundamental theorems of mathematical statistics.
Probabilities of False Alarm for Vital Sign Detection on the Basis of a Doppler Radar System
Directory of Open Access Journals (Sweden)
Nguyen Thi Phuoc Van
2018-02-01
Full Text Available Vital detection on the basis of Doppler radars has drawn a great deal of attention from researchers because of its high potential for applications in biomedicine, surveillance, and finding people alive under debris during natural hazards. In this research, the signal-to-noise ratio (SNR of the remote vital-sign detection system is investigated. On the basis of different types of noise, such as phase noise, Gaussian noise, leakage noise between the transmitting and receiving antennae, and so on, the SNR of the system has first been examined. Then the research has focused on the investigation of the detection and false alarm probabilities of the system when the transmission link between the human and the radar sensor system took the Nakagami-m channel model. The analytical model for the false alarm and the detection probabilities of the system have been derived. The proposed theoretical models for the SNR and detection probability match with the simulation and measurement results. These theoretical models have the potential to be used as good references for the hardware development of the vital-sign detection radar sensor system.
Probability of islanding in utility networks due to grid connected photovoltaic power systems
Energy Technology Data Exchange (ETDEWEB)
Verhoeven, B.
2002-09-15
This report for the International Energy Agency (IEA) made by Task 5 of the Photovoltaic Power Systems (PVPS) programme takes a look at the probability of islanding in utility networks due to grid-connected photovoltaic power systems. The mission of the Photovoltaic Power Systems Programme is to enhance the international collaboration efforts which accelerate the development and deployment of photovoltaic solar energy. Task 5 deals with issues concerning grid-interconnection and distributed PV power systems. This report summarises the results on a study on the probability of islanding in power networks with a high penetration level of grid connected PV-systems. The results are based on measurements performed during one year in a Dutch utility network. The measurements of active and reactive power were taken every second for two years and stored in a computer for off-line analysis. The area examined and its characteristics are described, as are the test set-up and the equipment used. The ratios between load and PV-power are discussed. The general conclusion is that the probability of islanding is virtually zero for low, medium and high penetration levels of PV-systems.
Comparison of Cerebral Glucose Metabolism between Possible and Probable Multiple System Atrophy
Directory of Open Access Journals (Sweden)
Kyum-Yil Kwon
2009-05-01
Full Text Available Background: To investigate the relationship between presenting clinical manifestations and imaging features of multisystem neuronal dysfunction in MSA patients, using 18F-fluorodeoxyglucose positron emission tomography (18F-FDG PET. Methods: We studied 50 consecutive MSA patients with characteristic brain MRI findings of MSA, including 34 patients with early MSA-parkinsonian (MSA-P and 16 with early MSA-cerebellar (MSA-C. The cerebral glucose metabolism of all MSA patients was evaluated in comparison with 25 age-matched controls. 18F-FDG PET results were assessed by the Statistic Parametric Mapping (SPM analysis and the regions of interest (ROI method. Results: The mean time from disease onset to 18F-FDG PET was 25.9±13.0 months in 34 MSA-P patients and 20.1±11.1 months in 16 MSA-C patients. Glucose metabolism of the putamen showed a greater decrease in possible MSA-P than in probable MSA-P (p=0.031. Although the Unified Multiple System Atrophy Rating Scale (UMSARS score did not differ between possible MSA-P and probable MSA-P, the subscores of rigidity (p=0.04 and bradykinesia (p= 0.008 were significantly higher in possible MSA-P than in probable MSA-P. Possible MSA-C showed a greater decrease in glucose metabolism of the cerebellum than probable MSA-C (p=0.016. Conclusions: Our results may suggest that the early neuropathological pattern of possible MSA with a predilection for the striatonigral or olivopontocerebellar system differs from that of probable MSA, which has prominent involvement of the autonomic nervous system in addition to the striatonigral or olivopontocerebellar system.
Automatic Monitoring System Design and Failure Probability Analysis for River Dikes on Steep Channel
Chang, Yin-Lung; Lin, Yi-Jun; Tung, Yeou-Koung
2017-04-01
The purposes of this study includes: (1) design an automatic monitoring system for river dike; and (2) develop a framework which enables the determination of dike failure probabilities for various failure modes during a rainstorm. The historical dike failure data collected in this study indicate that most dikes in Taiwan collapsed under the 20-years return period discharge, which means the probability of dike failure is much higher than that of overtopping. We installed the dike monitoring system on the Chiu-She Dike which located on the middle stream of Dajia River, Taiwan. The system includes: (1) vertical distributed pore water pressure sensors in front of and behind the dike; (2) Time Domain Reflectometry (TDR) to measure the displacement of dike; (3) wireless floating device to measure the scouring depth at the toe of dike; and (4) water level gauge. The monitoring system recorded the variation of pore pressure inside the Chiu-She Dike and the scouring depth during Typhoon Megi. The recorded data showed that the highest groundwater level insides the dike occurred 15 hours after the peak discharge. We developed a framework which accounts for the uncertainties from return period discharge, Manning's n, scouring depth, soil cohesion, and friction angle and enables the determination of dike failure probabilities for various failure modes such as overtopping, surface erosion, mass failure, toe sliding and overturning. The framework was applied to Chiu-She, Feng-Chou, and Ke-Chuang Dikes on Dajia River. The results indicate that the toe sliding or overturning has the highest probability than other failure modes. Furthermore, the overall failure probability (integrate different failure modes) reaches 50% under 10-years return period flood which agrees with the historical failure data for the study reaches.
International Nuclear Information System (INIS)
Kneupper, G.; Scivetti, N.
1981-01-01
The IUREP Orientation Phase Mission to the Democratic Republic of the Sudan believes that the Speculative Resources of the country might fall between 20,000 and 40,000 tonnes uranium and more. This indicates that the Speculative Resources of the Sudan could be significantly higher than previously estimated (7,500 tonnes uranium) by the NEA/IAEA Steering Group on the Uranium Resources - IUREP Phase I. The Government is willing to consider valid exploration programmes presented by prospective partners as long as they serve the interests of both parties. Within the general six-year (1977/78-1982/83) plan for development of the country's mineral resources, the Ministry of Energy and Mining has set up certain priorities which it would like to see expeditiously implemented: uranium exploration and production stands high on the list of priorities. On the basis of very limited information on regional geology and on previous exploration which was available to the Mission, it is estimated that the greatest potential for the Speculative Resources of possible economic significance will prove to occur in the following geological environments of the Sudan (Red Sea Hills area is not included): precambrian basement complex, palaeozoic-mesozoic-tertiary sedimentary basins and the tertiary to recent calcretes. The IUREP Orientation Phase Mission believes that some 20 Million US$ (very rough estimate) will be needed to (1) check the validity of the basic geological concepts formulated on the uranium potential of the selected areas, (2) accumulate diagnostic geological, geophysical, geochemical data indicative of a true uranium potential there, (3) study the basement complex rocks and the sedimentary formations at least on a broad structural-stratigraphic reconnaissance basis (a tremendous amount of valuable water drilling data has accumulated over the last years for some of the selected sedimentary basins) and (4) determine the most appropriate investigation techniques to be utilized
Loss-of-load probabilities for stand-alone photovoltaic systems
International Nuclear Information System (INIS)
Klein, S.A.; Beckman, W.A.
1989-01-01
A general method is presented for estimating the loss-of-load probability of stand-alone photovoltaic systems. The method was developed by correlating simulation results. The simulations were driven with synthetic radiation sequences having the same statistical significance as available historical data. The methods assumes a constant nighttime load and accounts for the distribution and persistence in daily solar radiation data. It is shown that the 10 year average performance of systems having loss-of-load probabilities less than about 0.01 can vary greatly from one ten year period to the next and thereby cannot be considered realistic performance estimates of a system during its lifetime. (author). 26 refs, 15 figs, 4 tabs
Wolf Attack Probability: A Theoretical Security Measure in Biometric Authentication Systems
Une, Masashi; Otsuka, Akira; Imai, Hideki
This paper will propose a wolf attack probability (WAP) as a new measure for evaluating security of biometric authentication systems. The wolf attack is an attempt to impersonate a victim by feeding “wolves” into the system to be attacked. The “wolf” means an input value which can be falsely accepted as a match with multiple templates. WAP is defined as a maximum success probability of the wolf attack with one wolf sample. In this paper, we give a rigorous definition of the new security measure which gives strength estimation of an individual biometric authentication system against impersonation attacks. We show that if one reestimates using our WAP measure, a typical fingerprint algorithm turns out to be much weaker than theoretically estimated by Ratha et al. Moreover, we apply the wolf attack to a finger-vein-pattern based algorithm. Surprisingly, we show that there exists an extremely strong wolf which falsely matches all templates for any threshold value.
Generazio, Edward R.
2015-01-01
Directed Design of Experiments for Validating Probability of Detection Capability of NDE Systems (DOEPOD) Manual v.1.2 The capability of an inspection system is established by applications of various methodologies to determine the probability of detection (POD). One accepted metric of an adequate inspection system is that there is 95% confidence that the POD is greater than 90% (90/95 POD). Design of experiments for validating probability of detection capability of nondestructive evaluation (NDE) systems (DOEPOD) is a methodology that is implemented via software to serve as a diagnostic tool providing detailed analysis of POD test data, guidance on establishing data distribution requirements, and resolving test issues. DOEPOD demands utilization of observance of occurrences. The DOEPOD capability has been developed to provide an efficient and accurate methodology that yields observed POD and confidence bounds for both Hit-Miss or signal amplitude testing. DOEPOD does not assume prescribed POD logarithmic or similar functions with assumed adequacy over a wide range of flaw sizes and inspection system technologies, so that multi-parameter curve fitting or model optimization approaches to generate a POD curve are not required. DOEPOD applications for supporting inspector qualifications is included.
Scaling Qualitative Probability
Burgin, Mark
2017-01-01
There are different approaches to qualitative probability, which includes subjective probability. We developed a representation of qualitative probability based on relational systems, which allows modeling uncertainty by probability structures and is more coherent than existing approaches. This setting makes it possible proving that any comparative probability is induced by some probability structure (Theorem 2.1), that classical probability is a probability structure (Theorem 2.2) and that i...
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published which describes the findings of the International Uranium Resources Evaluation Project (IUREP) mission to Zambia. The IUREP Orientation Phase mission to Zambia estimates that the Speculative Resources of that country fall within the range of 33 000 and 100 000 tonnes uranium. The majority of these resources are believed to exist in the Karoo sediments. Other potentially favourable geological environments are the Precambrian Katanga sediments, as well as intrusive rocks of different chemical compositions and surficial duricrusts. Previous unofficial estimates of Zambia's Reasonably Assured Resources (RAR) and Estimated Additional Resources (EAR) are considered to be still valid: the total RAR amount to 6 000 tonnes uranium, located in Karoo (4 000 tonnes) and Katanga (2 000 tonnes) sediments, while the EAR are believed to total 4 000 tonnes being found only in Karoo sediments. The mission recommends that approximately US$ 40 million be spent on uranium exploration in Zambia over 10 years. The largest part of this expenditure would be for drilling, while the remainder should be spent on airborne and ground surveys, as well as on interpretative work on previous airborne data, Landsat imageries, etc. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published on the findings of the mission to Morocco under the International Uranium Resources Evaluation Project (IUREP) Orientation Phase. The IUREP Orientation Phase Mission estimates that the speculative resources of Morocco range from 70 000 to 180 000 tonnes of uranium, half of which could be expected to occur in the Northern Provinces, which are relatively well explored, and the other half in the little explored Southern Provinces. In the north, speculative resources are fairly evenly distributed among the various types of deposit, in particular vein deposits (intragranitic and contact) linked with Hercynian and Precambrian blocks, the sandstone type deposits linked with Mesozoic strata and the volcanogenic deposits, especially of Precambrian age. The potential for large high-grade deposits, especially for those linked with unconformities and linear albitites, has been little investigated in Morocco and is chiefly thought to lie in the Precambrian in the Anti-Atlas and Southern Provinces. Here, the presence of acid volcanic rock reinforces the uranium potential, and there is also some potential for calcrete-related deposits. Phosphate-related uranium, to be recovered shortly, constitutes by far the largest reserves in Morocco, estimated at about 7 million tonnes of recoverable uranium. Recommendations have been made for further study of known occurrences and identification of new ones, such as unconformity and albitite-related deposits. (author)
International Nuclear Information System (INIS)
1985-01-01
A report has recently been published on the findings of the mission to Morocco under the International Uranium Resources Evaluation Project (IUREP) Orientation Phase. The IUREP Orientation Phase Mission estimates that the speculative resources of Morocco range from 70 000 to 180 000 tonnes of uranium, half of which could be expected to occur in the Northern Provinces, which are relatively well explored, and the other half in the little explored Southern Provinces. In the north, speculative resources are fairly evenly distributed among the various types of deposit, in particular vein deposits (intragranitic and contact) linked with Hercynian and Precambrian blocks, the sandstone type deposits linked with Mesozoic strata and the volcanogenic deposits, especially of Precambrian age. The potential for large high-grade deposits, especially for those linked with unconformities and linear albitites, has been little investigated in Morocco and is chiefly thought to lie in the Precambrian in the Anti-Atlas and Southern Provinces. Here, the presence of acid volcanic rock reinforces the uranium potential, and there is also some potential for calcrete-related deposits. Phosphate-related uranium, to be recovered shortly, constitutes by far the largest reserves in Morocco, estimated at about 7 million tonnes of recoverable uranium. Recommendations have been made for further study of known occurrences and identification of new ones, such as unconformity and albitite-related deposits. (author) [fr
International Nuclear Information System (INIS)
1985-01-01
A full report has been compiled describing the findings of the International Uranium Resources Evaluation Project (IUREP) Orientation Phase Mission to Somalia. The Mission suggests that in addition to the reasonably assured resources (RAR) of 5 000 t uranium and estimated additional resources (EAR) of 11 000 t uranium in calcrete deposits, the speculative resources (SR) could be within the wide range of 0 - 150 000 t uranium. The majority of these speculative resources are related to sandstone and calcrete deposits. The potential for magmatic hydrothermal deposits is relatively small. The Mission recommends an exploration programme of about US$ 22 000 000 to test the uranium potential of the country which is thought to be excellent. The Mission also suggests a reorganization of the Somalia Geological Survey in order to improve its efficiency. Recommended methods include geological mapping, Landsat imagery interpretation, airborne and ground scintillometer surveys, and geochemistry. Follow-up radiometric surveys, exploration geophysics, mineralogical studies, trenching and drilling are proposed in favourable areas. (author)
Energy Technology Data Exchange (ETDEWEB)
Kim, Myungsu; Lim, Heoksoon; Na, Janghwan; Chi, Moongoo [Korea Hydro and Nuclear Power Co. Ltd. Central Research Institute, Daejeon (Korea, Republic of)
2015-05-15
It is focusing on development of a new designing process which can be compatible to international standards such as IAEA1 and NRC2 suggest. Evaluation for the design effectiveness was found as one of the areas to improve. If a design doesn't meet a certain level of effectiveness, it should be re-designed accordingly. The effectiveness can be calculated with combination of probability of Interruption and probability of neutralization. System Analysis of Vulnerability to Intrusion (SAVI) has been developed by Sandia National Laboratories for that purpose. With SNL's timely detection methodology, SAVI has been used by U.S. nuclear utilities to meet the NRC requirements for PPS design effectiveness evaluation. For the SAVI calculation, probability of neutralization is a vital input element that must be supplied. This paper describes the elements to consider for neutralization, probability estimation methodology, and the estimation for APR1400 PPS design effectiveness evaluation process. Markov chain and Monte Carlo simulation are often used for simple numerical calculation to estimate P{sub N}. The results from both methods are not always identical even for the same situation. P{sub N} values for APR1400 evaluation were calculated based on Markov chain method and modified to be applicable for guards/adversaries ratio based analysis.
Measurement of D-T neutron penetration probability spectra for iron ball shell systems
International Nuclear Information System (INIS)
Duan Shaojie
1998-06-01
The D-T neutron penetration probability spectra are measured for iron ball shell systems of the series of samples used in the experiments, and the penetration curves are presented. As the detector is near to samples, the measured results being approximately corrected are compared with those in the literature, and it is shown that the former is compatible with the latter in the range of the experimental error
The calculation of average error probability in a digital fibre optical communication system
Rugemalira, R. A. M.
1980-03-01
This paper deals with the problem of determining the average error probability in a digital fibre optical communication system, in the presence of message dependent inhomogeneous non-stationary shot noise, additive Gaussian noise and intersymbol interference. A zero-forcing equalization receiver filter is considered. Three techniques for error rate evaluation are compared. The Chernoff bound and the Gram-Charlier series expansion methods are compared to the characteristic function technique. The latter predicts a higher receiver sensitivity
Uncertainties and quantification of common cause failure rates and probabilities for system analyses
International Nuclear Information System (INIS)
Vaurio, Jussi K.
2005-01-01
Simultaneous failures of multiple components due to common causes at random times are modelled by constant multiple-failure rates. A procedure is described for quantification of common cause failure (CCF) basic event probabilities for system models using plant-specific and multiple-plant failure-event data. Methodology is presented for estimating CCF-rates from event data contaminated with assessment uncertainties. Generalised impact vectors determine the moments for the rates of individual systems or plants. These moments determine the effective numbers of events and observation times to be input to a Bayesian formalism to obtain plant-specific posterior CCF-rates. The rates are used to determine plant-specific common cause event probabilities for the basic events of explicit fault tree models depending on test intervals, test schedules and repair policies. Three methods are presented to determine these probabilities such that the correct time-average system unavailability can be obtained with single fault tree quantification. Recommended numerical values are given and examples illustrate different aspects of the methodology
Kostyukov, V. N.; Naumenko, A. P.
2017-08-01
The paper dwells upon urgent issues of evaluating impact of actions conducted by complex technological systems operators on their safe operation considering application of condition monitoring systems for elements and sub-systems of petrochemical production facilities. The main task for the research is to distinguish factors and criteria of monitoring system properties description, which would allow to evaluate impact of errors made by personnel on operation of real-time condition monitoring and diagnostic systems for machinery of petrochemical facilities, and find and objective criteria for monitoring system class, considering a human factor. On the basis of real-time condition monitoring concepts of sudden failure skipping risk, static and dynamic error, monitoring systems, one may solve a task of evaluation of impact that personnel's qualification has on monitoring system operation in terms of error in personnel or operators' actions while receiving information from monitoring systems and operating a technological system. Operator is considered as a part of the technological system. Although, personnel's behavior is usually a combination of the following parameters: input signal - information perceiving, reaction - decision making, response - decision implementing. Based on several researches on behavior of nuclear powers station operators in USA, Italy and other countries, as well as on researches conducted by Russian scientists, required data on operator's reliability were selected for analysis of operator's behavior at technological facilities diagnostics and monitoring systems. The calculations revealed that for the monitoring system selected as an example, the failure skipping risk for the set values of static (less than 0.01) and dynamic (less than 0.001) errors considering all related factors of data on reliability of information perception, decision-making, and reaction fulfilled is 0.037, in case when all the facilities and error probability are under
Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.
2018-05-01
As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.
Implementation of the probability table method in a continuous-energy Monte Carlo code system
International Nuclear Information System (INIS)
Sutton, T.M.; Brown, F.B.
1998-10-01
RACER is a particle-transport Monte Carlo code that utilizes a continuous-energy treatment for neutrons and neutron cross section data. Until recently, neutron cross sections in the unresolved resonance range (URR) have been treated in RACER using smooth, dilute-average representations. This paper describes how RACER has been modified to use probability tables to treat cross sections in the URR, and the computer codes that have been developed to compute the tables from the unresolved resonance parameters contained in ENDF/B data files. A companion paper presents results of Monte Carlo calculations that demonstrate the effect of the use of probability tables versus the use of dilute-average cross sections for the URR. The next section provides a brief review of the probability table method as implemented in the RACER system. The production of the probability tables for use by RACER takes place in two steps. The first step is the generation of probability tables from the nuclear parameters contained in the ENDF/B data files. This step, and the code written to perform it, are described in Section 3. The tables produced are at energy points determined by the ENDF/B parameters and/or accuracy considerations. The tables actually used in the RACER calculations are obtained in the second step from those produced in the first. These tables are generated at energy points specific to the RACER calculation. Section 4 describes this step and the code written to implement it, as well as modifications made to RACER to enable it to use the tables. Finally, some results and conclusions are presented in Section 5
International Nuclear Information System (INIS)
Gehrisch, W.; Chaigne, M.
1983-06-01
The basic objective of the International Uranium Resources Evaluation project lUREP is to 'Review the present body of knowledge pertinent to the existence of uranium resources, to review and evaluate the potential for the discovery of additional uranium resources and to suggest new exploration efforts which might be carried out in promising areas in collaboration with the countries concerned'. Therefore, the scope of the IUREP orientation phase Mission to Burundi was to review all data on past exploration in Burundi, to develop a better understanding of the uranium potential of the country, to make an estimate of the speculative resources of the country, to make recommendation as appropriate on the best methods or techniques for evaluating the resources in the favourable areas and for estimating possible costs as well, to compile a report which could be immediately available to the Burundian authorities. This mission gives a general introduction, a geological review of Burundi, information on non-uranium mining in Burundi, the history of uranium exploration, occurrences of uranium IUREP mission field reconnaissance, favourable areas for speculative potential, the uranium resources position and recommendations for future exploration. Conclusions are the following. The IUREP Orientation -phase mission to Burundi believes that the Speculative Resources of that country fall b etween 300 and 4100 tons uranium oxide but a less speculative appraisal is more likely between 0 and 1000 tons. There has been no uranium production and no official estimates of Uranium Resources in Burundi. Past exploration mainly dating from 1969 onwards and led the UNDP Mineral project has indicated a limited number of uranium occurrences and anomalies. The speculative uranium resources are thought to be possibly associated with potential unconformity related vein-like deposits of the Lower Burundian. Other speculative uranium resources could be associated with granitic or peribatholitic
Simulation of statistical systems with not necessarily real and positive probabilities
International Nuclear Information System (INIS)
Kalkreuter, T.
1991-01-01
A new method to determine expectation values of observables in statistical systems with not necessarily real and positive probabilities is proposed. It is tested in a numerical study of the two-dimensional O(3)-symmetric nonlinear σ-model with Symanzik's one-loop improved lattice action. This model is simulated as polymer system with field dependent activities which can be made positive definite or indefinite by adjusting additive constants of the action. For a system with indefinite activities the new proposal is found to work. It is also verified that local observables are not affected by far-away ploymers with indefinite activities when the system has no long-range order. (orig.)
Quantum return probability of a system of N non-interacting lattice fermions
Krapivsky, P. L.; Luck, J. M.; Mallick, K.
2018-02-01
We consider N non-interacting fermions performing continuous-time quantum walks on a one-dimensional lattice. The system is launched from a most compact configuration where the fermions occupy neighboring sites. We calculate exactly the quantum return probability (sometimes referred to as the Loschmidt echo) of observing the very same compact state at a later time t. Remarkably, this probability depends on the parity of the fermion number—it decays as a power of time for even N, while for odd N it exhibits periodic oscillations modulated by a decaying power law. The exponent also slightly depends on the parity of N, and is roughly twice smaller than what it would be in the continuum limit. We also consider the same problem, and obtain similar results, in the presence of an impenetrable wall at the origin constraining the particles to remain on the positive half-line. We derive closed-form expressions for the amplitudes of the power-law decay of the return probability in all cases. The key point in the derivation is the use of Mehta integrals, which are limiting cases of the Selberg integral.
Probability of Loss of Crew Achievability Studies for NASA's Exploration Systems Development
Boyer, Roger L.; Bigler, Mark; Rogers, James H.
2015-01-01
Over the last few years, NASA has been evaluating various vehicle designs for multiple proposed design reference missions (DRM) beyond low Earth orbit in support of its Exploration Systems Development (ESD) programs. This paper addresses several of the proposed missions and the analysis techniques used to assess the key risk metric, probability of loss of crew (LOC). Probability of LOC is a metric used to assess the safety risk as well as a design requirement. These risk assessments typically cover the concept phase of a DRM, i.e. when little more than a general idea of the mission is known and are used to help establish "best estimates" for proposed program and agency level risk requirements. These assessments or studies were categorized as LOC achievability studies to help inform NASA management as to what "ball park" estimates of probability of LOC could be achieved for each DRM and were eventually used to establish the corresponding LOC requirements. Given that details of the vehicles and mission are not well known at this time, the ground rules, assumptions, and consistency across the programs become the important basis of the assessments as well as for the decision makers to understand.
Impact-parameter-averaged probability of 3dσ - Vacancy sharing in heavy systems
International Nuclear Information System (INIS)
Marble, D.K.; McDaniel, F.D.; Zoran, V.; Szilagyi, Z.; Piticu, I.; Fluerasu, D.; Enulescu, A.; Dumitriu, D.; Bucur, B.I.; Ciortea, C.
1993-01-01
The probabilities for the 3dσ molecular vacancy sharing in the 0.08 - 1.75 MeV/u F, Co, Ni, Cu + Bi collisions have been estimated by using integral X-ray spectrum measurement. The analytic two-state exponential model of Nikitin has been applied to 3dσ -2p 3/2 vacancy sharing in these collisions systems. This describes satisfactory the velocity dependence at low energies, < 0.5 MeV/u, but around 1 MeV/u the velocity dependence changes its character, indicating departure from the hypotheses of the model. (Author)
Application of the Unbounded Probability Distribution of the Johnson System for Floods Estimation
Directory of Open Access Journals (Sweden)
Campos-Aranda Daniel Francisco
2015-09-01
Full Text Available Floods designs constitute a key to estimate the sizing of new water works and to review the hydrological security of existing ones. The most reliable method for estimating their magnitudes associated with certain return periods is to fit a probabilistic model to available records of maximum annual flows. Since such model is at first unknown, several models need to be tested in order to select the most appropriate one according to an arbitrary statistical index, commonly the standard error of fit. Several probability distributions have shown versatility and consistency of results when processing floods records and therefore, its application has been established as a norm or precept. The Johnson System has three families of distributions, one of which is the Log–Normal model with three parameters of fit, which is also the border between the bounded distributions and those with no upper limit. These families of distributions have four adjustment parameters and converge to the standard normal distribution, so that their predictions are obtained with such a model. Having contrasted the three probability distributions established by precept in 31 historical records of hydrological events, the Johnson system is applied to such data. The results of the unbounded distribution of the Johnson system (SJU are compared to the optimal results from the three distributions. It was found that the predictions of the SJU distribution are similar to those obtained with the other models in the low return periods ( 1000 years. Because of its theoretical support, the SJU model is recommended in flood estimation.
Advances in delimiting the Hilbert-Schmidt separability probability of real two-qubit systems
International Nuclear Information System (INIS)
Slater, Paul B
2010-01-01
We seek to derive the probability-expressed in terms of the Hilbert-Schmidt (Euclidean or flat) metric-that a generic (nine-dimensional) real two-qubit system is separable, by implementing the well-known Peres-Horodecki test on the partial transposes (PTs) of the associated 4 x 4 density matrices (ρ). But the full implementation of the test-requiring that the determinant of the PT be nonnegative for separability to hold-appears to be, at least presently, computationally intractable. So, we have previously implemented-using the auxiliary concept of a diagonal-entry-parameterized separability function (DESF)-the weaker implied test of nonnegativity of the six 2 x 2 principal minors of the PT. This yielded an exact upper bound on the separability probability of 1024/135π 2 ∼0.76854. Here, we piece together (reflection-symmetric) results obtained by requiring that each of the four 3 x 3 principal minors of the PT, in turn, be nonnegative, giving an improved/reduced upper bound of 22/35∼0.628571. Then, we conclude that a still further improved upper bound of 1129/2100∼0.537619 can be found by similarly piecing together the (reflection-symmetric) results of enforcing the simultaneous nonnegativity of certain pairs of the four 3 x 3 principal minors. Numerical simulations-as opposed to exact symbolic calculations-indicate, on the other hand, that the true probability is certainly less than 1/2 . Our analyses lead us to suggest a possible form for the true DESF, yielding a separability probability of 29/64∼0.453125, while the absolute separability probability of (6928-2205π)/(2 9/2 )∼0.0348338 provides the best exact lower bound established so far. In deriving our improved upper bounds, we rely repeatedly upon the use of certain integrals over cubes that arise. Finally, we apply an independence assumption to a pair of DESFs that comes close to reproducing our numerical estimate of the true separability function.
International Nuclear Information System (INIS)
Leroy, Jacques; Mueller-Kahle, Eberhard
1982-08-01
The uranium exploration done so far in Bolivia has been carried out by COBOEN, partly with IAEA support, and AGIP S.p.A. of Italy, which between 1974 and 1978 explored four areas in various parts of Bolivia under a production sharing contract with COBOEN. The basic objective of the International Uranium Resources Evaluation Project (IUREP) is to 'review the present body of knowledge pertinent to the existence of uranium resources, to review and evaluate the potential for discovery of additional uranium resources, and to suggest new exploitation efforts which might be carried out in promising areas in collaboration with the country concerned'. Following the initial bibliographic study which formed Phase I of IUREP, it was envisaged that a further assessment in cooperation with, and within, the country concerned would provide a better delineation of areas of high potential and a more reliable estimate as to the degree of favourability for the discovery of additional uranium resources. It was planned that such work would be accomplished through field missions to the country concerned and that these field missions and the resulting report would be known as the Orientation Phase of IUREP. The purpose of the Orientation Phase mission to Bolivia was a) to develop a better understanding of the uranium potential of the country, b) to make an estimate of the Speculative Resources of the country, c) to delineate areas favourable for the discovery of these uranium resources, d) to make recommendations as appropriate on the best methods for evaluating the favourable areas, operating procedures and estimated possible costs, e) to develop the logistical data required to carry out any possible further work, and f) to compile a report which would be immediately available to the Bolivian authorities. The mission reports contains information about a general introduction, non-uranium exploration and mining in Bolivia, manpower in exploration, geological review of Bolivia, past uranium
International Nuclear Information System (INIS)
Inazumi, Satoru; Meyer, John H.
1981-01-01
The I.U.R.E.P. Orientation Phase Mission assesses the Speculative Uranium Resources in Thailand to be within the range of 1,500 to 38,500 tonnes U. This range is higher than the previous assessment in Phase I because the Mission recognizes additional favourable geological environments. At the same time, the untested and therefore the unknown degree of mineralization in some of these environments is acknowledged. Past exploration, dating from 1977, has been mainly confined to ground surveys of a small mineralized area and to airborne gamma-ray surveys of two small test areas. Ground reconnaissance work and prospecting has recognized some mineralization in several different host rocks and environments. Geological environments considered by the Mission to be favourable for uranium occurrences include sandstone of Jurassic to Triassic age, tertiary sedimentary basins (northern Thailand), tertiary sedimentary basins (southern Thailand), associated with fluorite deposits, granitic rocks, black shales and graphitic slates of the Paleozoic, associated with sedimentary phosphate deposits and associated with monazite sands. It is recommended that exploration for uranium resources in Thailand should continue. Planners of future exploration programmes should take the following activities into consideration. Rapid extension of carborne surveys to cover, without excessive overburdening, all areas having sufficient road density. Airborne gamma-ray surveys should be carried out in certain selected areas. In the selection of such areas, the considerable higher cost factor attendant on this method of surveying dictates that airborne surveys should only be carried out where carborne surveys prove ineffective (lack of adequate road network.) and where the topography is sufficiently even to assure a low but safe clearance and meaningful results. In certain areas, including the Khorat Plateau and the Tertiary Basins in northern and southern Thailand, there is a need for widely spaced
Monaghan, Mark W.; Gillespie, Amanda M.
2013-01-01
During the shuttle era NASA utilized a failure reporting system called the Problem Reporting and Corrective Action (PRACA) it purpose was to identify and track system non-conformance. The PRACA system over the years evolved from a relatively nominal way to identify system problems to a very complex tracking and report generating data base. The PRACA system became the primary method to categorize any and all anomalies from corrosion to catastrophic failure. The systems documented in the PRACA system range from flight hardware to ground or facility support equipment. While the PRACA system is complex, it does possess all the failure modes, times of occurrence, length of system delay, parts repaired or replaced, and corrective action performed. The difficulty is mining the data then to utilize that data in order to estimate component, Line Replaceable Unit (LRU), and system reliability analysis metrics. In this paper, we identify a methodology to categorize qualitative data from the ground system PRACA data base for common ground or facility support equipment. Then utilizing a heuristic developed for review of the PRACA data determine what reports identify a credible failure. These data are the used to determine inter-arrival times to perform an estimation of a metric for repairable component-or LRU reliability. This analysis is used to determine failure modes of the equipment, determine the probability of the component failure mode, and support various quantitative differing techniques for performing repairable system analysis. The result is that an effective and concise estimate of components used in manned space flight operations. The advantage is the components or LRU's are evaluated in the same environment and condition that occurs during the launch process.
Outage probability of dual-hop FSO fixed gain relay transmission systems
Zedini, Emna
2016-12-24
In this paper, we analyze the end-to-end performance of dual-hop free-space optical (FSO) fixed gain relaying systems in the presence of atmospheric turbulence as well as pointing errors. More specifically, an exact closed-form expression for the outage probability is presented in terms of the bivariate Fox\\'s H function that accounts for both heterodyne detection as well as intensity modulation with direct detection. At high signal-to-noise ratio (SNR) regime, we provide very tight asymptotic result for this performance metric in terms of simple elementary functions. By using dual-hop FSO relaying, we demonstrate a better system performance as compared to the single FSO link. Numerical and Monte-Carlo simulation results are provided to verify the accuracy of the newly proposed results, and a perfect agreement is observed.
Gharouni-Nik, Morteza; Naeimi, Meysam; Ahadi, Sodayf; Alimoradi, Zahra
2014-06-01
In order to determine the overall safety of a tunnel support lining, a reliability-based approach is presented in this paper. Support elements in jointed rock tunnels are provided to control the ground movement caused by stress redistribution during the tunnel drive. Main support elements contribute to stability of the tunnel structure are recognized owing to identify various aspects of reliability and sustainability in the system. The selection of efficient support methods for rock tunneling is a key factor in order to reduce the number of problems during construction and maintain the project cost and time within the limited budget and planned schedule. This paper introduces a smart approach by which decision-makers will be able to find the overall reliability of tunnel support system before selecting the final scheme of the lining system. Due to this research focus, engineering reliability which is a branch of statistics and probability is being appropriately applied to the field and much effort has been made to use it in tunneling while investigating the reliability of the lining support system for the tunnel structure. Therefore, reliability analysis for evaluating the tunnel support performance is the main idea used in this research. Decomposition approaches are used for producing system block diagram and determining the failure probability of the whole system. Effectiveness of the proposed reliability model of tunnel lining together with the recommended approaches is examined using several case studies and the final value of reliability obtained for different designing scenarios. Considering the idea of linear correlation between safety factors and reliability parameters, the values of isolated reliabilities determined for different structural components of tunnel support system. In order to determine individual safety factors, finite element modeling is employed for different structural subsystems and the results of numerical analyses are obtained in
International Nuclear Information System (INIS)
Trey, Michel de; Levich, Robert A.
1983-02-01
At present, there are no reasonably assured resources of uranium in Uganda in any price category. Speculative resources are restricted to 2,400 metric tons of uranium in an apatite deposit, which in the past has been actively mined for phosphate. The possible recovery of this uranium is dependent upon a number of economic and technological conditions which have never been thoroughly studied. Although the geology of Uganda holds some interesting possibilities for hosting uranium deposits, the studies conducted between 1949 and 1979 were limited to known radioactive occurrences and anomalies in limited areas which had little economic significance. Vast areas, less known and less accessible were completely ignored. Uranium exploration must therefore be started again in a systematic manner using modern methods. The current economic situation in Uganda is so critical that International technical and financial assistance is vitally needed to help rehabilitate the Geological Survey and Mines Department. Uganda currently can offer only very restricted services. The transportation system is quite deficient: the railway does not presently cross the frontier with Kenya, and all equipment and goods must be transported from Mombasa by road. Housing is in very short supply, and many basic commodities are often unobtainable. Any organization or private company which begins an exploration program in Uganda must plan to import essentially all the equipment and supplies it shall require. It shall also have to construct offices and staff housing, and import and stockpile fuel and staple goods, so as not to be at the mercy of the (at times) inadequate local supplies. It shall most probably also have to provide basic local and imported food to its Ugandan staff and should plan to pay much higher local salaries than is customary. Lastly, it will have to provide its own fleet of trucks and organize its own transport system. (author)
International Nuclear Information System (INIS)
Jankowski, K.; Smentek-Mielczarek, L.
1981-01-01
Results of model studies of the impact of electron correlation on the forced electric dipole transition probabilities between states of the 4fsup(N) configuration are reported for the [ 3 P] 0 - [ 3 F] 4 , [ 3 H] 4 transitions in Pr 3+ : LaCl 3 and for [ 7 F] 0 - [ 5 D] 2 , [ 7 F] 1 - [ 5 D] 1 hypersensitive transitions in Eu 3+ : LaCl 3 . For the former system the correlation effects cause a modification of earlier results by 40-95 per cent, whereas for the latter the probability changes by as much as two orders of magnitude. The great changes found in the case of hypersensitive transitions suggest that electron correlation effects may belong to the most important factors determining the nature of these transitions. Several types of effective correlation operators are considered and their relative importance is discussed. The results indicate that intermediate configurations including g orbitals are very important for the description of correlation effects. (author)
Strategy evolution driven by switching probabilities in structured multi-agent systems
Zhang, Jianlei; Chen, Zengqiang; Li, Zhiqi
2017-10-01
Evolutionary mechanism driving the commonly seen cooperation among unrelated individuals is puzzling. Related models for evolutionary games on graphs traditionally assume that players imitate their successful neighbours with higher benefits. Notably, an implicit assumption here is that players are always able to acquire the required pay-off information. To relax this restrictive assumption, a contact-based model has been proposed, where switching probabilities between strategies drive the strategy evolution. However, the explicit and quantified relation between a player's switching probability for her strategies and the number of her neighbours remains unknown. This is especially a key point in heterogeneously structured system, where players may differ in the numbers of their neighbours. Focusing on this, here we present an augmented model by introducing an attenuation coefficient and evaluate its influence on the evolution dynamics. Results show that the individual influence on others is negatively correlated with the contact numbers specified by the network topologies. Results further provide the conditions under which the coexisting strategies can be calculated analytically.
Reliability Assessment of Wind Farm Electrical System Based on a Probability Transfer Technique
Directory of Open Access Journals (Sweden)
Hejun Yang
2018-03-01
Full Text Available The electrical system of a wind farm has a significant influence on the wind farm reliability and electrical energy yield. The disconnect switch installed in an electrical system cannot only improve the operating flexibility, but also enhance the reliability for a wind farm. Therefore, this paper develops a probabilistic transfer technique for integrating the electrical topology structure, the isolation operation of disconnect switch, and stochastic failure of electrical equipment into the reliability assessment of wind farm electrical system. Firstly, as the traditional two-state reliability model of electrical equipment cannot consider the isolation operation, so the paper develops a three-state reliability model to replace the two-state model for incorporating the isolation operation. In addition, a proportion apportion technique is presented to evaluate the state probability. Secondly, this paper develops a probabilistic transfer technique based on the thoughts that through transfer the unreliability of electrical system to the energy transmission interruption of wind turbine generators (WTGs. Finally, some novel indices for describing the reliability of wind farm electrical system are designed, and the variance coefficient of the designed indices is used as a convergence criterion to determine the termination of the assessment process. The proposed technique is applied to the reliability assessment of a wind farm with the different topologies. The simulation results show that the proposed techniques are effective in practical applications.
Dynamics of atom-field probability amplitudes in a coupled cavity system with Kerr non-linearity
Energy Technology Data Exchange (ETDEWEB)
Priyesh, K. V.; Thayyullathil, Ramesh Babu [Department of Physics, Cochin University of Science and Technology, Cochin (India)
2014-01-28
We have investigated the dynamics of two cavities coupled together via photon hopping, filled with Kerr non-linear medium and each containing a two level atom in it. The evolution of various atom (field) state probabilities of the coupled cavity system in two excitation sub space are obtained numerically. Detailed analysis has been done by taking different initial conditions of the system, with various coupling strengths and by varying the susceptibility of the medium. The role of susceptibility factor, on the dynamics atom field probability has been examined. In a coupled cavity system with strong photon hopping it is found that the susceptibility factor modifies the behaviour of probability amplitudes.
Demonstration Integrated Knowledge-Based System for Estimating Human Error Probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, Jack L.
1999-04-21
Human Reliability Analysis (HRA) is currently comprised of at least 40 different methods that are used to analyze, predict, and evaluate human performance in probabilistic terms. Systematic HRAs allow analysts to examine human-machine relationships, identify error-likely situations, and provide estimates of relative frequencies for human errors on critical tasks, highlighting the most beneficial areas for system improvements. Unfortunately, each of HRA's methods has a different philosophical approach, thereby producing estimates of human error probabilities (HEPs) that area better or worse match to the error likely situation of interest. Poor selection of methodology, or the improper application of techniques can produce invalid HEP estimates, where that erroneous estimation of potential human failure could have potentially severe consequences in terms of the estimated occurrence of injury, death, and/or property damage.
International Nuclear Information System (INIS)
Hetland, Donald L.; Michie, Uisdean McL.
1981-01-01
The IUREP Orientation Phase Mission to Peru believes that the Speculative Resources of that country fall between 6,000 and 11,000 tonnes uranium. There has been no uranium production in Peru and there are no official estimates of uranium resources. Past exploration in Peru (dating from about 1952) has indicated a paucity of valid uranium occurrences and radioactive anomalies. Only recently (1980) have anomalous areas been identified, (Macusani-Picotani). The identified Speculative Resources are mainly in Late Tertiary ignimbrites and associated sediments in the high Andes of southern Peru. Geologically, there are direct parallels between these resources and deposits of the Los Frailes areas of neighbouring Bolivia. Other minor Speculative Resources may be present in calcretes developed from Tertiary volcanogenic sources over the Precambrian in the Pacific Coastal desert of southern Peru but no positive indications have been recognised. Hercynian sub-volcanic granites in the eastern cordillera of southern Peru may have some associated Speculative Resources both intra and extra granitic. No Speculative Potential could be identified in Permo-Triassic or Tertiary post tectonic continental sediments anywhere in Peru. Such potential may exist but further reconnaissance of the continental late Tertiary basins, with positive indications would be required before inclusion of potential in this category. Recent discoveries in the volcanogenic environment of southern Peru have been by carborne, helicopter borne and on on-foot reconnaissance of isolated areas. It is recommended that there be a more systematic, integrated study of the entire volcanic district assisted by volcanic petrographic examination. Assessment of the known occurrences requires immediate subsurface study by drilling and exploration audits to assess their continuity, grade variation and thickness. This phase will be significantly more expensive than previous exploration. Non-core drilling should supplement
Probability of failure of the waste hoist brake system at the Waste Isolation Pilot Plant (WIPP)
International Nuclear Information System (INIS)
Greenfield, M.A.; Sargent, T.J.; Stanford Univ., CA
1998-01-01
In its most recent report on the annual probability of failure of the waste hoist brake system at the Waste Isolation Pilot Plant (WIPP), the annual failure rate is calculated to be 1.3E(-7)(1/yr), rounded off from 1.32E(-7). A calculation by the Environmental Evaluation Group (EEG) produces a result that is about 4% higher, namely 1.37E(-7)(1/yr). The difference is due to a minor error in the US Department of Energy (DOE) calculations in the Westinghouse 1996 report. WIPP's hoist safety relies on a braking system consisting of a number of components including two crucial valves. The failure rate of the system needs to be recalculated periodically to accommodate new information on component failure, changes in maintenance and inspection schedules, occasional incidents such as a hoist traveling out-of-control, either up or down, and changes in the design of the brake system. This report examines DOE's last two reports on the redesigned waste hoist system. In its calculations, the DOE has accepted one EEG recommendation and is using more current information about the component failures rates, the Nonelectronic Parts Reliability Data (NPRD). However, the DOE calculations fail to include the data uncertainties which are described in detail in the NPRD reports. The US Nuclear Regulatory Commission recommended that a system evaluation include mean estimates of component failure rates and take into account the potential uncertainties that exist so that an estimate can be made on the confidence level to be ascribed to the quantitative results. EEG has made this suggestion previously and the DOE has indicated why it does not accept the NRC recommendation. Hence, this EEG report illustrates the importance of including data uncertainty using a simple statistical example
International Nuclear Information System (INIS)
Cruz S, W.D.
1988-01-01
This paper refers to emergency safety systems of Angra INPP (Brazil 1626 Mw(e)) such as containment, heat removal, emergency removal system, radioactive elements removal from containment environment, berated water infection, etc. Associated with these systems, the failure probability calculation of IE Class bars is achieved, this is a safety classification for electrical equipment essential for the systems mentioned above
Energy Technology Data Exchange (ETDEWEB)
Jang, Seunghyun; Jae, Moosung [Hanyang University, Seoul (Korea, Republic of)
2016-10-15
The human failure events (HFEs) are considered in the development of system fault trees as well as accident sequence event trees in part of Probabilistic Safety Assessment (PSA). As a method for analyzing the human error, several methods, such as Technique for Human Error Rate Prediction (THERP), Human Cognitive Reliability (HCR), and Standardized Plant Analysis Risk-Human Reliability Analysis (SPAR-H) are used and new methods for human reliability analysis (HRA) are under developing at this time. This paper presents a dynamic HRA method for assessing the human failure events and estimation of human error probability for filtered containment venting system (FCVS) is performed. The action associated with implementation of the containment venting during a station blackout sequence is used as an example. In this report, dynamic HRA method was used to analyze FCVS-related operator action. The distributions of the required time and the available time were developed by MAAP code and LHS sampling. Though the numerical calculations given here are only for illustrative purpose, the dynamic HRA method can be useful tools to estimate the human error estimation and it can be applied to any kind of the operator actions, including the severe accident management strategy.
On the evolution of the density probability density function in strongly self-gravitating systems
International Nuclear Information System (INIS)
Girichidis, Philipp; Konstandin, Lukas; Klessen, Ralf S.; Whitworth, Anthony P.
2014-01-01
The time evolution of the probability density function (PDF) of the mass density is formulated and solved for systems in free-fall using a simple approximate function for the collapse of a sphere. We demonstrate that a pressure-free collapse results in a power-law tail on the high-density side of the PDF. The slope quickly asymptotes to the functional form P V (ρ)∝ρ –1.54 for the (volume-weighted) PDF and P M (ρ)∝ρ –0.54 for the corresponding mass-weighted distribution. From the simple approximation of the PDF we derive analytic descriptions for mass accretion, finding that dynamically quiet systems with narrow density PDFs lead to retarded star formation and low star formation rates (SFRs). Conversely, strong turbulent motions that broaden the PDF accelerate the collapse causing a bursting mode of star formation. Finally, we compare our theoretical work with observations. The measured SFRs are consistent with our model during the early phases of the collapse. Comparison of observed column density PDFs with those derived from our model suggests that observed star-forming cores are roughly in free-fall.
International Nuclear Information System (INIS)
Hetland, Donald L.; Obellianne, Jean-marie
1981-04-01
The IUREP Orientation Phase Mission to Venezuela believes that the Speculative Uranium Resources of that country fall between 2,000 and 42,000 tonnes. This assumes that a part of the Speculative Resources would be extracted as by-product uranium from wet-process phosphoric acid production. Past exploration in Venezuela has resulted in the discovery of very few uranium occurrences and radioactive anomalies except for the many airborne anomalies recorded on the Guayana Shield. To date no economic deposits or significant uranium occurrences have been found in Venezuela except for the uraniferous phosphorites in the Cretaceous Navey Formation which are very low grade. The uranium occurrences and radioactive anomalies can be divided according to host rock into: (1) Precambrian crystalline and sedimentary rocks, (2) Cretaceous phosphorite beds, (3) continental sandstone, and (4) granitic rocks. The greatest geological potential for further uranium resources is believed to exist in the crystalline and sedimentary Precambrian rocks of the Guayana Shield, but favorable geological potential also exist in younger continental sandstones. Since the Guayana Shield is the most promising for the discovery of economic uranium deposits most of the proposed exploration effort is directed toward that area. Considerable time, effort and capital will be required however, because of the severe logistical problems of exploration in this vast, rugged and inaccessable area, Meager exploration work done to date has been relatively negative suggesting the area is more of a thorium rather than a uranium province. However because of the possibility of several types of uranium deposits and because so little exploration work has been done, the Mission assigned a relatively small speculative potential to the area, i.e. 0 to 25,000 tonnes uranium. A small speculative potential (0 to 2,000 tonnes) was assigned to the El Baul area in Cojedes State, in the Llanos Province. This potential is postulated
What probabilities tell about quantum systems, with application to entropy and entanglement
Myers, John M
2010-01-01
The use of parameters to describe an experimenter's control over the devices used in an experiment is familiar in quantum physics, for example in connection with Bell inequalities. Parameters are also interesting in a different but related context, as we noticed when we proved a formal separation in quantum mechanics between linear operators and the probabilities that these operators generate. In comparing an experiment against its description by a density operator and detection operators, one compares tallies of experimental outcomes against the probabilities generated by the operators but not directly against the operators. Recognizing that the accessibility of operators to experimental tests is only indirect, via probabilities, motivates us to ask what probabilities tell us about operators, or, put more precisely, “what combinations of a parameterized density operator and parameterized detection operators generate any given set of parametrized probabilities?”
Method for Evaluation of Outage Probability on Random Access Channel in Mobile Communication Systems
Kollár, Martin
2012-05-01
In order to access the cell in all mobile communication technologies a so called random-access procedure is used. For example in GSM this is represented by sending the CHANNEL REQUEST message from Mobile Station (MS) to Base Transceiver Station (BTS) which is consequently forwarded as an CHANNEL REQUIRED message to the Base Station Controller (BSC). If the BTS decodes some noise on the Random Access Channel (RACH) as random access by mistake (so- called ‘phantom RACH') then it is a question of pure coincidence which èstablishment cause’ the BTS thinks to have recognized. A typical invalid channel access request or phantom RACH is characterized by an IMMEDIATE ASSIGNMENT procedure (assignment of an SDCCH or TCH) which is not followed by sending an ESTABLISH INDICATION from MS to BTS. In this paper a mathematical model for evaluation of the Power RACH Busy Threshold (RACHBT) in order to guaranty in advance determined outage probability on RACH is described and discussed as well. It focuses on Global System for Mobile Communications (GSM) however the obtained results can be generalized on remaining mobile technologies (ie WCDMA and LTE).
THREE-MOMENT BASED APPROXIMATION OF PROBABILITY DISTRIBUTIONS IN QUEUEING SYSTEMS
Directory of Open Access Journals (Sweden)
T. I. Aliev
2014-03-01
Full Text Available The paper deals with the problem of approximation of probability distributions of random variables defined in positive area of real numbers with coefficient of variation different from unity. While using queueing systems as models for computer networks, calculation of characteristics is usually performed at the level of expectation and variance. At the same time, one of the main characteristics of multimedia data transmission quality in computer networks is delay jitter. For jitter calculation the function of packets time delay distribution should be known. It is shown that changing the third moment of distribution of packets delay leads to jitter calculation difference in tens or hundreds of percent, with the same values of the first two moments – expectation value and delay variation coefficient. This means that delay distribution approximation for the calculation of jitter should be performed in accordance with the third moment of delay distribution. For random variables with coefficients of variation greater than unity, iterative approximation algorithm with hyper-exponential two-phase distribution based on three moments of approximated distribution is offered. It is shown that for random variables with coefficients of variation less than unity, the impact of the third moment of distribution becomes negligible, and for approximation of such distributions Erlang distribution with two first moments should be used. This approach gives the possibility to obtain upper bounds for relevant characteristics, particularly, the upper bound of delay jitter.
International Nuclear Information System (INIS)
Lin, T.L.; Wang, R.; Bi, W.P.; El Kaabouchi, A.; Pujos, C.; Calvayrac, F.; Wang, Q.A.
2013-01-01
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model of simulation is a one-dimensional particle subject to conservative force and Gaussian random displacement. The probability that a sample path between two fixed points is taken is computed from the number of particles moving along this path, an output of the simulation, divided by the total number of particles arriving at the final point. It is found that the path probability decays exponentially with increasing action of the sample paths. The decay rate increases with decreasing randomness. This result supports the existence of a classical analog of the Feynman factor in the path integral formulation of quantum mechanics for Hamiltonian systems
Directory of Open Access Journals (Sweden)
Dan Ye
2013-01-01
Full Text Available This paper is concerned with delay-dependent stochastic stability for time-delay Markovian jump systems (MJSs with sector-bounded nonlinearities and more general transition probabilities. Different from the previous results where the transition probability matrix is completely known, a more general transition probability matrix is considered which includes completely known elements, boundary known elements, and completely unknown ones. In order to get less conservative criterion, the state and transition probability information is used as much as possible to construct the Lyapunov-Krasovskii functional and deal with stability analysis. The delay-dependent sufficient conditions are derived in terms of linear matrix inequalities to guarantee the stability of systems. Finally, numerical examples are exploited to demonstrate the effectiveness of the proposed method.
On Bit Error Probability and Power Optimization in Multihop Millimeter Wave Relay Systems
Chelli, Ali
2018-01-15
5G networks are expected to provide gigabit data rate to users via millimeter-wave (mmWave) communication technology. One of the major problem faced by mmWaves is that they cannot penetrate buildings. In this paper, we utilize multihop relaying to overcome the signal blockage problem in mmWave band. The multihop relay network comprises a source device, several relay devices and a destination device and uses device-todevice communication. Relay devices redirect the source signal to avoid the obstacles existing in the propagation environment. Each device amplifies and forwards the signal to the next device, such that a multihop link ensures the connectivity between the source device and the destination device. We consider that the relay devices and the destination device are affected by external interference and investigate the bit error probability (BEP) of this multihop mmWave system. Note that the study of the BEP allows quantifying the quality of communication and identifying the impact of different parameters on the system reliability. In this way, the system parameters, such as the powers allocated to different devices, can be tuned to maximize the link reliability. We derive exact expressions for the BEP of M-ary quadrature amplitude modulation (M-QAM) and M-ary phase-shift keying (M-PSK) in terms of multivariate Meijer’s G-function. Due to the complicated expression of the exact BEP, a tight lower-bound expression for the BEP is derived using a novel Mellin-approach. Moreover, an asymptotic expression for the BEP at high SIR regime is derived and used to determine the diversity and the coding gain of the system. Additionally, we optimize the power allocation at different devices subject to a sum power constraint such that the BEP is minimized. Our analysis reveals that optimal power allocation allows achieving more than 3 dB gain compared to the equal power allocation.This research work can serve as a framework for designing and optimizing mmWave multihop
ON PROBABILITY FUNCTION OF TRIP ROUTE CHOICE IN PASSENGER TRANSPORT SYSTEM OF CITIES
Directory of Open Access Journals (Sweden)
N. Nefedof
2014-02-01
Full Text Available The results of statistical processing of experimental research data in Kharkiv, aimed at determining the relation between the passenger trip choice probability and the actual vehicles waiting time at bus terminals are presented.
Watershed erosion modeling using the probability of sediment connectivity in a gently rolling system
Mahoney, David Tyler; Fox, James Forrest; Al Aamery, Nabil
2018-06-01
Sediment connectivity has been shown in recent years to explain how the watershed configuration controls sediment transport. However, we find no studies develop a watershed erosion modeling framework based on sediment connectivity, and few, if any, studies have quantified sediment connectivity for gently rolling systems. We develop a new predictive sediment connectivity model that relies on the intersecting probabilities for sediment supply, detachment, transport, and buffers to sediment transport, which is integrated in a watershed erosion model framework. The model predicts sediment flux temporally and spatially across a watershed using field reconnaissance results, a high-resolution digital elevation models, a hydrologic model, and shear-based erosion formulae. Model results validate the capability of the model to predict erosion pathways causing sediment connectivity. More notably, disconnectivity dominates the gently rolling watershed across all morphologic levels of the uplands, including, microtopography from low energy undulating surfaces across the landscape, swales and gullies only active in the highest events, karst sinkholes that disconnect drainage areas, and floodplains that de-couple the hillslopes from the stream corridor. Results show that sediment connectivity is predicted for about 2% or more the watershed's area 37 days of the year, with the remaining days showing very little or no connectivity. Only 12.8 ± 0.7% of the gently rolling watershed shows sediment connectivity on the wettest day of the study year. Results also highlight the importance of urban/suburban sediment pathways in gently rolling watersheds, and dynamic and longitudinal distributions of sediment connectivity might be further investigated in future work. We suggest the method herein provides the modeler with an added tool to account for sediment transport criteria and has the potential to reduce computational costs in watershed erosion modeling.
Improved detection probability of low level light and infrared image fusion system
Luo, Yuxiang; Fu, Rongguo; Zhang, Junju; Wang, Wencong; Chang, Benkang
2018-02-01
Low level light(LLL) image contains rich information on environment details, but is easily affected by the weather. In the case of smoke, rain, cloud or fog, much target information will lose. Infrared image, which is from the radiation produced by the object itself, can be "active" to obtain the target information in the scene. However, the image contrast and resolution is bad, the ability of the acquisition of target details is very poor, and the imaging mode does not conform to the human visual habit. The fusion of LLL and infrared image can make up for the deficiency of each sensor and give play to the advantages of single sensor. At first, we show the hardware design of fusion circuit. Then, through the recognition probability calculation of the target(one person) and the background image(trees), we find that the trees detection probability of LLL image is higher than that of the infrared image, and the person detection probability of the infrared image is obviously higher than that of LLL image. The detection probability of fusion image for one person and trees is higher than that of single detector. Therefore, image fusion can significantly enlarge recognition probability and improve detection efficiency.
International Nuclear Information System (INIS)
Kurisaka, Kenichi
1999-11-01
The objective of this study is to develop fundamental data for examination on efficiency of preventive maintenance and surveillance test from the standpoint of failure probability. In this study, as a major standby component, a pneumatic valve in sodium cooling systems was selected. A statistical analysis was made about a trend of valve in sodium cooling systems was selected. A statistical analysis was made about a trend of valve failure-to-open/close (FTOC) probability depending on number of demands ('n'), time since installation ('t') and standby time since last open/close action ('T'). The analysis is based on the field data of operating- and failure-experiences stored in the Component Reliability Database and Statistical Analysis System for LMFBR's (CORDS). In the analysis, the FTOC probability ('P') was expressed as follows: P=1-exp{-C-En-F/n-λT-aT(t-T/2)-AT 2 /2}. The functional parameters, 'C', 'E', 'F', 'λ', 'a' and 'A', were estimated with the maximum likelihood estimation method. As a result, the FTOC probability is almost expressed with the failure probability being derived from the failure rate under assumption of the Poisson distribution only when valve cycle (i.e. open-close-open cycle) exceeds about 100 days. When the valve cycle is shorter than about 100 days, the FTOC probability can be adequately estimated with the parameter model proposed in this study. The results obtained from this study may make it possible to derive an adequate frequency of surveillance test for a given target of the FTOC probability. (author)
International Nuclear Information System (INIS)
Cheng, Tianjin; Pandey, Mahesh D.; Weide, J.A.M. van der
2012-01-01
The stochastic gamma process has been widely used to model uncertain degradation in engineering systems and structures. The optimization of the condition-based maintenance (CBM) policy is typically based on the minimization of the asymptotic cost rate. In the financial planning of a maintenance program, however, a more accurate prediction interval for the cost is needed for prudent decision making. The prediction interval cannot be estimated unless the probability distribution of cost is known. In this context, the asymptotic cost rate has a limited utility. This paper presents the derivation of the probability distribution of maintenance cost, when the system degradation is modelled as a stochastic gamma process. A renewal equation is formulated to derive the characteristic function, then the discrete Fourier transform of the characteristic function leads to the complete probability distribution of cost in a finite time setting. The proposed approach is useful for a precise estimation of prediction limits and optimization of the maintenance cost.
DEFF Research Database (Denmark)
Asmussen, Søren; Albrecher, Hansjörg
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities......, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially...... updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence....
Shih, Ann T.; Lo, Yunnhon; Ward, Natalie C.
2010-01-01
Quantifying the probability of significant launch vehicle failure scenarios for a given design, while still in the design process, is critical to mission success and to the safety of the astronauts. Probabilistic risk assessment (PRA) is chosen from many system safety and reliability tools to verify the loss of mission (LOM) and loss of crew (LOC) requirements set by the NASA Program Office. To support the integrated vehicle PRA, probabilistic design analysis (PDA) models are developed by using vehicle design and operation data to better quantify failure probabilities and to better understand the characteristics of a failure and its outcome. This PDA approach uses a physics-based model to describe the system behavior and response for a given failure scenario. Each driving parameter in the model is treated as a random variable with a distribution function. Monte Carlo simulation is used to perform probabilistic calculations to statistically obtain the failure probability. Sensitivity analyses are performed to show how input parameters affect the predicted failure probability, providing insight for potential design improvements to mitigate the risk. The paper discusses the application of the PDA approach in determining the probability of failure for two scenarios from the NASA Ares I project
Generalized Probability-Probability Plots
Mushkudiani, N.A.; Einmahl, J.H.J.
2004-01-01
We introduce generalized Probability-Probability (P-P) plots in order to study the one-sample goodness-of-fit problem and the two-sample problem, for real valued data.These plots, that are constructed by indexing with the class of closed intervals, globally preserve the properties of classical P-P
Energy Technology Data Exchange (ETDEWEB)
Barrera, Manuel, E-mail: manuel.barrera@uca.es [Escuela Superior de Ingeniería, University of Cadiz, Avda, Universidad de Cadiz 10, 11519 Puerto Real, Cadiz (Spain); Suarez-Llorens, Alfonso [Facultad de Ciencias, University of Cadiz, Avda, Rep. Saharaui s/n, 11510 Puerto Real, Cadiz (Spain); Casas-Ruiz, Melquiades; Alonso, José J.; Vidal, Juan [CEIMAR, University of Cadiz, Avda, Rep. Saharaui s/n, 11510 Puerto Real, Cádiz (Spain)
2017-05-11
A generic theoretical methodology for the calculation of the efficiency of gamma spectrometry systems is introduced in this work. The procedure is valid for any type of source and detector and can be applied to determine the full energy peak and the total efficiency of any source-detector system. The methodology is based on the idea of underlying probability of detection, which describes the physical model for the detection of the gamma radiation at the particular studied situation. This probability depends explicitly on the direction of the gamma radiation, allowing the use of this dependence the development of more realistic and complex models than the traditional models based on the point source integration. The probability function that has to be employed in practice must reproduce the relevant characteristics of the detection process occurring at the particular studied situation. Once the probability is defined, the efficiency calculations can be performed in general by using numerical methods. Monte Carlo integration procedure is especially useful to perform the calculations when complex probability functions are used. The methodology can be used for the direct determination of the efficiency and also for the calculation of corrections that require this determination of the efficiency, as it is the case of coincidence summing, geometric or self-attenuation corrections. In particular, we have applied the procedure to obtain some of the classical self-attenuation correction factors usually employed to correct for the sample attenuation of cylindrical geometry sources. The methodology clarifies the theoretical basis and approximations associated to each factor, by making explicit the probability which is generally hidden and implicit to each model. It has been shown that most of these self-attenuation correction factors can be derived by using a common underlying probability, having this probability a growing level of complexity as it reproduces more precisely
Earth Data Analysis Center, University of New Mexico — USFS, State Forestry, BLM, and DOI fire occurrence point locations from 1987 to 2008 were combined and converted into a fire occurrence probability or density grid...
Shi, Chenguang; Wang, Fei; Salous, Sana; Zhou, Jianjiang
2017-11-25
In this paper, we investigate a low probability of intercept (LPI)-based optimal power allocation strategy for a joint bistatic radar and communication system, which is composed of a dedicated transmitter, a radar receiver, and a communication receiver. The joint system is capable of fulfilling the requirements of both radar and communications simultaneously. First, assuming that the signal-to-noise ratio (SNR) corresponding to the target surveillance path is much weaker than that corresponding to the line of sight path at radar receiver, the analytically closed-form expression for the probability of false alarm is calculated, whereas the closed-form expression for the probability of detection is not analytically tractable and is approximated due to the fact that the received signals are not zero-mean Gaussian under target presence hypothesis. Then, an LPI-based optimal power allocation strategy is presented to minimize the total transmission power for information signal and radar waveform, which is constrained by a specified information rate for the communication receiver and the desired probabilities of detection and false alarm for the radar receiver. The well-known bisection search method is employed to solve the resulting constrained optimization problem. Finally, numerical simulations are provided to reveal the effects of several system parameters on the power allocation results. It is also demonstrated that the LPI performance of the joint bistatic radar and communication system can be markedly improved by utilizing the proposed scheme.
Small, coded, pill-sized tracers embedded in grain are proposed as a method for grain traceability. A sampling process for a grain traceability system was designed and investigated by applying probability statistics using a science-based sampling approach to collect an adequate number of tracers fo...
LENUS (Irish Health Repository)
DiFranco, Matthew D
2011-01-01
We present a tile-based approach for producing clinically relevant probability maps of prostatic carcinoma in histological sections from radical prostatectomy. Our methodology incorporates ensemble learning for feature selection and classification on expert-annotated images. Random forest feature selection performed over varying training sets provides a subset of generalized CIEL*a*b* co-occurrence texture features, while sample selection strategies with minimal constraints reduce training data requirements to achieve reliable results. Ensembles of classifiers are built using expert-annotated tiles from training images, and scores for the probability of cancer presence are calculated from the responses of each classifier in the ensemble. Spatial filtering of tile-based texture features prior to classification results in increased heat-map coherence as well as AUC values of 95% using ensembles of either random forests or support vector machines. Our approach is designed for adaptation to different imaging modalities, image features, and histological decision domains.
Directory of Open Access Journals (Sweden)
Majid Moshtagh Khorasani
2009-04-01
Full Text Available
Radtke, T.; Fritzsche, S.
2008-11-01
, quantum information science has contributed to our understanding of quantum mechanics and has provided also new and efficient protocols, based on the use of entangled quantum states. To determine the behavior and entanglement of n-qubit quantum registers, symbolic and numerical simulations need to be applied in order to analyze how these quantum information protocols work and which role the entanglement plays hereby. Solution method: Using the computer algebra system Maple, we have developed a set of procedures that support the definition, manipulation and analysis of n-qubit quantum registers. These procedures also help to deal with (unitary) logic gates and (nonunitary) quantum operations that act upon the quantum registers. With the parameterization of various frequently-applied objects, that are implemented in the present version, the program now facilitates a wider range of symbolic and numerical studies. All commands can be used interactively in order to simulate and analyze the evolution of n-qubit quantum systems, both in ideal and noisy quantum circuits. Reasons for new version: In the first version of the FEYNMAN program [1], we implemented the data structures and tools that are necessary to create, manipulate and to analyze the state of quantum registers. Later [2,3], support was added to deal with quantum operations (noisy channels) as an ingredient which is essential for studying the effects of decoherence. With the present extension, we add a number of parametrizations of objects frequently utilized in decoherence and entanglement studies, such that as hermitian and unitary matrices, probability distributions, or various kinds of quantum states. This extension therefore provides the basis, for example, for the optimization of a given function over the set of pure states or the simple generation of random objects. Running time: Most commands that act upon quantum registers with five or less qubits take ⩽10 seconds of processor time on a Pentium 4 processor
DEFF Research Database (Denmark)
Hu, Y.; Li, H.; Liao, X
2016-01-01
method of early deterioration condition for critical components based only on temperature characteristic parameters. First, the dynamic threshold of deterioration degree function was proposed by analyzing the operational data between temperature and rotor speed. Second, a probability evaluation method...... of early deterioration condition was presented. Finally, two cases showed the validity of the proposed probability evaluation method in detecting early deterioration condition and in tracking their further deterioration for the critical components.......This study determines the early deterioration condition of critical components for a wind turbine generator system (WTGS). Due to the uncertainty nature of the fluctuation and intermittence of wind, early deterioration condition evaluation poses a challenge to the traditional vibration...
Application of a Reliability Model Generator to a Pressure Tank System
Institute of Scientific and Technical Information of China (English)
Kathryn Stockwell; Sarah Dunnett
2013-01-01
A number of mathematical modelling techniques exist which are used to measure the performance of a given system,by assessing each individual component within the system.This can be used to determine the failure frequency or probability of the system.Software is available to undertake the task of analysing these mathematical models after an individual or group of individuals manually create the models.The process of generating these models is time consuming and reduces the impact of the model on the system design.One way to improve this would be to generate the model automatically.In this work,the procedure to automatically construct a model,based on Petri nets,for systems undergoing a phased-mission is applied to a pressure tank system,undertaking a four phase mission.
International Nuclear Information System (INIS)
Trey, Michel de; Leney, George W.
1983-05-01
Geology Branch with mapping and exploration services. Most of CAMEROON is underlain by Precambrian granites , anatexites, migmatites, gneisses, and schists. The NTEM complex in the south is Archean age. Most other areas are probably Lower Proterozoic, with some Middle Proterozoic inliers of the LOM, POLI, and MBALMAYO-BENGBIS, and the DJA series in the southeast. The DJA tillite is probably Upper Proterozoic. There are small remnant basins of Paleozoic volcanics, and larger basins and grabens of Middle-Upper Cretaceous. Tertiary rocks are present in the Coastal basins and the southeast. The Lake Chad depression is covered with Quaternary sands. All of the older rocks except the NTEM complex and the DJA series are within the Panafrican Mobile Belt. The border faults of the Cretaceous BENOUE graben are throughgoing crustal features. Tertiary intrusives and plateau basalts are found along the 'LINE OF CAMEROON', and volcanism has continued to present. Uranium exploration from 1950 to present has produced mostly negative results. Only one important prospect has been found at GOBLE-KITONGO, and has been the subject of repeated exploration from 195 8 to present. An enriched zone in syenite at LOLODORF is also under investigation. Anomalies on an airborne survey of the DJA series are being checked for mineralization similar to the FRANCEVILLIAN of GABON. Total expenditures that may be assigned to uranium are on the order of $10 million (U.S.). There are no uranium ore reserves or reasonably assured resources in CAMEROON. Speculative resources of 10,000 tonnes have been assigned to the LOLODORT syenite, and 5000 tonnes to the GOBLE-KITONGO prospect and Paleozoic volcanics at $130/kg. (U.S.). Favorable areas are the DJA series, syenites of the Panafrican granite and 'granites ultimes', Mesozoic-Cenozoic basins (especially DOUALA), LOM and MBALMAYO-BENGBIS series, POLI-MAROUA, and Lower Proterozoic/Archean gneiss and granite. Recommendations have been made for topical studies of
Quantum Probabilities as Behavioral Probabilities
Directory of Open Access Journals (Sweden)
Vyacheslav I. Yukalov
2017-03-01
Full Text Available We demonstrate that behavioral probabilities of human decision makers share many common features with quantum probabilities. This does not imply that humans are some quantum objects, but just shows that the mathematics of quantum theory is applicable to the description of human decision making. The applicability of quantum rules for describing decision making is connected with the nontrivial process of making decisions in the case of composite prospects under uncertainty. Such a process involves deliberations of a decision maker when making a choice. In addition to the evaluation of the utilities of considered prospects, real decision makers also appreciate their respective attractiveness. Therefore, human choice is not based solely on the utility of prospects, but includes the necessity of resolving the utility-attraction duality. In order to justify that human consciousness really functions similarly to the rules of quantum theory, we develop an approach defining human behavioral probabilities as the probabilities determined by quantum rules. We show that quantum behavioral probabilities of humans do not merely explain qualitatively how human decisions are made, but they predict quantitative values of the behavioral probabilities. Analyzing a large set of empirical data, we find good quantitative agreement between theoretical predictions and observed experimental data.
DEFF Research Database (Denmark)
Rojas-Nandayapa, Leonardo
Tail probabilities of sums of heavy-tailed random variables are of a major importance in various branches of Applied Probability, such as Risk Theory, Queueing Theory, Financial Management, and are subject to intense research nowadays. To understand their relevance one just needs to think...... analytic expression for the distribution function of a sum of random variables. The presence of heavy-tailed random variables complicates the problem even more. The objective of this dissertation is to provide better approximations by means of sharp asymptotic expressions and Monte Carlo estimators...
Directory of Open Access Journals (Sweden)
Yanbo Li
2014-01-01
Full Text Available This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time-delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time-delay systems with generally incomplete transition probability.
Detection probability of least tern and piping plover chicks in a large river system
Roche, Erin A.; Shaffer, Terry L.; Anteau, Michael J.; Sherfy, Mark H.; Stucker, Jennifer H.; Wiltermuth, Mark T.; Dovichin, Colin M.
2014-01-01
Monitoring the abundance and stability of populations of conservation concern is often complicated by an inability to perfectly detect all members of the population. Mark-recapture offers a flexible framework in which one may identify factors contributing to imperfect detection, while at the same time estimating demographic parameters such as abundance or survival. We individually color-marked, recaptured, and re-sighted 1,635 federally listed interior least tern (Sternula antillarum; endangered) chicks and 1,318 piping plover (Charadrius melodus; threatened) chicks from 2006 to 2009 at 4 study areas along the Missouri River and investigated effects of observer-, subject-, and site-level covariates suspected of influencing detection. Increasing the time spent searching and crew size increased the probability of detecting both species regardless of study area and detection methods were not associated with decreased survival. However, associations between detection probability and the investigated covariates were highly variable by study area and species combinations, indicating that a universal mark-recapture design may not be appropriate.
Cluster geometry and survival probability in systems driven by reaction-diffusion dynamics
International Nuclear Information System (INIS)
Windus, Alastair; Jensen, Henrik J
2008-01-01
We consider a reaction-diffusion model incorporating the reactions A→φ, A→2A and 2A→3A. Depending on the relative rates for sexual and asexual reproduction of the quantity A, the model exhibits either a continuous or first-order absorbing phase transition to an extinct state. A tricritical point separates the two phase lines. While we comment on this critical behaviour, the main focus of the paper is on the geometry of the population clusters that form. We observe the different cluster structures that arise at criticality for the three different types of critical behaviour and show that there exists a linear relationship for the survival probability against initial cluster size at the tricritical point only.
Cluster geometry and survival probability in systems driven by reaction-diffusion dynamics
Energy Technology Data Exchange (ETDEWEB)
Windus, Alastair; Jensen, Henrik J [The Institute for Mathematical Sciences, 53 Prince' s Gate, South Kensington, London SW7 2PG (United Kingdom)], E-mail: h.jensen@imperial.ac.uk
2008-11-15
We consider a reaction-diffusion model incorporating the reactions A{yields}{phi}, A{yields}2A and 2A{yields}3A. Depending on the relative rates for sexual and asexual reproduction of the quantity A, the model exhibits either a continuous or first-order absorbing phase transition to an extinct state. A tricritical point separates the two phase lines. While we comment on this critical behaviour, the main focus of the paper is on the geometry of the population clusters that form. We observe the different cluster structures that arise at criticality for the three different types of critical behaviour and show that there exists a linear relationship for the survival probability against initial cluster size at the tricritical point only.
International Nuclear Information System (INIS)
Smallwood, Jeremy; Swenson, David E
2011-01-01
Evaluation of electrostatic performance of footwear and flooring in combination is necessary in applications such as electrostatic discharge (ESD) control in electronics manufacture, evaluation of equipment for avoidance of factory process electrostatic ignition risks and avoidance of electrostatic shocks to personnel in working environments. Typical standards use a walking test in which the voltage produced on a subject is evaluated by identification and measurement of the magnitude of the 5 highest 'peaks' and 'valleys' of the recorded voltage waveform. This method does not lend itself to effective analysis of the risk that the voltage will exceed a hazard threshold. This paper shows the advantages of voltage probability analysis and recommends that the method is adopted for use in future standards.
Smallwood, Jeremy; Swenson, David E.
2011-06-01
Evaluation of electrostatic performance of footwear and flooring in combination is necessary in applications such as electrostatic discharge (ESD) control in electronics manufacture, evaluation of equipment for avoidance of factory process electrostatic ignition risks and avoidance of electrostatic shocks to personnel in working environments. Typical standards use a walking test in which the voltage produced on a subject is evaluated by identification and measurement of the magnitude of the 5 highest "peaks" and "valleys" of the recorded voltage waveform. This method does not lend itself to effective analysis of the risk that the voltage will exceed a hazard threshold. This paper shows the advantages of voltage probability analysis and recommends that the method is adopted for use in future standards.
Energy Technology Data Exchange (ETDEWEB)
Smallwood, Jeremy [Electrostatic Solutions Ltd (United Kingdom); Swenson, David E, E-mail: jeremys@static-sol.com [Affinity Static Control Consulting LLC (United States)
2011-06-23
Evaluation of electrostatic performance of footwear and flooring in combination is necessary in applications such as electrostatic discharge (ESD) control in electronics manufacture, evaluation of equipment for avoidance of factory process electrostatic ignition risks and avoidance of electrostatic shocks to personnel in working environments. Typical standards use a walking test in which the voltage produced on a subject is evaluated by identification and measurement of the magnitude of the 5 highest 'peaks' and 'valleys' of the recorded voltage waveform. This method does not lend itself to effective analysis of the risk that the voltage will exceed a hazard threshold. This paper shows the advantages of voltage probability analysis and recommends that the method is adopted for use in future standards.
Directory of Open Access Journals (Sweden)
Pradipta Panchadhyayee
2016-12-01
Full Text Available We have simulated the similar features of the well-known classical phenomena in quantum domain under the formalism of probability amplitude method. The identical pattern of interference fringes of a Fabry–Perot interferometer (especially on reflection mode is obtained through the power-broadened spectral line shape of the population distribution in the excited state with careful delineation of a coherently driven two-level atomic model. In a unit wavelength domain, such pattern can be substantially modified by controlling typical spatial field arrangement in one and two dimensions, which is found complementary to the findings of recent research on atom localization in sub-wavelength domain. The spatial dependence of temporal dynamics has also been studied at a particular condition, which is equivalent to that could be obtained under Raman–Nath diffraction controlled by spatial phase.
International Nuclear Information System (INIS)
Meyer, John H.; Brinck, Johan W.
1981-01-01
This study, resulting from the IUREP Orientation Mission to Madagascar, includes the reported information on infrastructure, mining regulations and conditions made available to the Mission. Within the structure of the centrally planned economic system, uranium exploration and mining is considered the exclusive activity of OMNIS, an organization founded by the State for that purpose (Office Militaire National pour les Industries Strategiques). Madagascar has a long history of prospection and small-scale exploitation of uranium (thorium and radium). Some of this activity dates back to 1909, culminating in significant production of both uranium and thorium (in excess of 5900 tonnes of uranothorianite) by the CEA and private contractors in the Fort Dauphin area from 1955 to 1968. Past exploration and development work in a number of areas, notably by the CEA, OMNIS and the IAEA/UNDP, is reviewed and the uranium resources and mineral indications reported. The areas rated at present as the more important and which continue to be investigated (by OMNIS, in conjunction with IAEA/UNDP projects) in the order of priority are: the Fort Dauphin area, the Karroo formation and the Neogene lacustrine basin at Antsirabe. The Mission estimates that Madagascar has a moderate potential for undiscovered resources; it is estimated that such speculative resources could lie within the range of 4000 - 38000 tonnes U. In addition there are areas with as yet untested environments and with no known occurrences which may be favourable but which will require prospection. Modifications to existing programmes and new programmes are suggested. Policy alternatives are reviewed
International Nuclear Information System (INIS)
Turati, Pietro; Pedroni, Nicola; Zio, Enrico
2016-01-01
The efficient estimation of system reliability characteristics is of paramount importance for many engineering applications. Real world system reliability modeling calls for the capability of treating systems that are: i) dynamic, ii) complex, iii) hybrid and iv) highly reliable. Advanced Monte Carlo (MC) methods offer a way to solve these types of problems, which are feasible according to the potentially high computational costs. In this paper, the REpetitive Simulation Trials After Reaching Thresholds (RESTART) method is employed, extending it to hybrid systems for the first time (to the authors’ knowledge). The estimation accuracy and precision of RESTART highly depend on the choice of the Importance Function (IF) indicating how close the system is to failure: in this respect, proper IFs are here originally proposed to improve the performance of RESTART for the analysis of hybrid systems. The resulting overall simulation approach is applied to estimate the probability of failure of the control system of a liquid hold-up tank and of a pump-valve subsystem subject to degradation induced by fatigue. The results are compared to those obtained by standard MC simulation and by RESTART with classical IFs available in the literature. The comparison shows the improvement in the performance obtained by our approach. - Highlights: • We consider the issue of estimating small failure probabilities in dynamic systems. • We employ the RESTART method to estimate the failure probabilities. • New Importance Functions (IFs) are introduced to increase the method performance. • We adopt two dynamic, hybrid, highly reliable systems as case studies. • A comparison with literature IFs proves the effectiveness of the new IFs.
International Nuclear Information System (INIS)
Varde, P. V.; Lee, D. Y.; Han, J. B.
2003-03-01
A case of study on human reliability analysis has been performed as part of reliability analysis of digital protection system of the reactor automatically actuates the shutdown system of the reactor when demanded. However, the safety analysis takes credit for operator action as a diverse mean for tripping the reactor for, though a low probability, ATWS scenario. Based on the available information two cases, viz., human error in tripping the reactor and calibration error for instrumentations in protection system, have been analyzed. Wherever applicable a parametric study has also been performed
Statistical analysis on failure-to-open/close probability of motor-operated valve in sodium system
International Nuclear Information System (INIS)
Kurisaka, Kenichi
1998-08-01
The objective of this work is to develop basic data for examination on efficiency of preventive maintenance and actuation test from the standpoint of failure probability. This work consists of a statistical trend analysis of valve failure probability in a failure-to-open/close mode on time since installation and time since last open/close action, based on the field data of operating- and failure-experience. In this work, the terms both dependent and independent on time were considered in the failure probability. The linear aging model was modified and applied to the first term. In this model there are two terms with both failure rates in proportion to time since installation and to time since last open/close-demand. Because of sufficient statistical population, motor-operated valves (MOV's) in sodium system were selected to be analyzed from the CORDS database which contains operating data and failure data of components in the fast reactors and sodium test facilities. According to these data, the functional parameters were statistically estimated to quantify the valve failure probability in a failure-to-open/close mode, with consideration of uncertainty. (J.P.N.)
Grinstead, Charles M; Snell, J Laurie
2011-01-01
This book explores four real-world topics through the lens of probability theory. It can be used to supplement a standard text in probability or statistics. Most elementary textbooks present the basic theory and then illustrate the ideas with some neatly packaged examples. Here the authors assume that the reader has seen, or is learning, the basic theory from another book and concentrate in some depth on the following topics: streaks, the stock market, lotteries, and fingerprints. This extended format allows the authors to present multiple approaches to problems and to pursue promising side discussions in ways that would not be possible in a book constrained to cover a fixed set of topics. To keep the main narrative accessible, the authors have placed the more technical mathematical details in appendices. The appendices can be understood by someone who has taken one or two semesters of calculus.
Dorogovtsev, A Ya; Skorokhod, A V; Silvestrov, D S; Skorokhod, A V
1997-01-01
This book of problems is intended for students in pure and applied mathematics. There are problems in traditional areas of probability theory and problems in the theory of stochastic processes, which has wide applications in the theory of automatic control, queuing and reliability theories, and in many other modern science and engineering fields. Answers to most of the problems are given, and the book provides hints and solutions for more complicated problems.
Analysis and design of Markov jump systems with complex transition probabilities
Zhang, Lixian; Shi, Peng; Zhu, Yanzheng
2016-01-01
The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts. Part I studies the Markov jump systems with partially unknown TPs. Different methodologies with different conservatism for the basic stability and stabilization problems are developed and compared. Then the problems of state estimation, the control of systems with time-varying delays, the case involved with both partially unknown TPs and uncertain TPs in a composite way are also tackled. Part II deals with the Markov jump systems with piecewise homogeneous TPs. Methodologies that can effectively handle control problems in the scenario are developed, including the one coping with the asynchronous switching phenomenon between the currently activated system mode and the controller/filter to be designed. Part III focuses on the Markov jump systems with memory TPs. The concept of σ-mean square stability is propo...
A Comparison of Error Bounds for a Nonlinear Tracking System with Detection Probability Pd < 1
Tong, Huisi; Zhang, Hao; Meng, Huadong; Wang, Xiqin
2012-01-01
Error bounds for nonlinear filtering are very important for performance evaluation and sensor management. This paper presents a comparative study of three error bounds for tracking filtering, when the detection probability is less than unity. One of these bounds is the random finite set (RFS) bound, which is deduced within the framework of finite set statistics. The others, which are the information reduction factor (IRF) posterior Cramer-Rao lower bound (PCRLB) and enumeration method (ENUM) PCRLB are introduced within the framework of finite vector statistics. In this paper, we deduce two propositions and prove that the RFS bound is equal to the ENUM PCRLB, while it is tighter than the IRF PCRLB, when the target exists from the beginning to the end. Considering the disappearance of existing targets and the appearance of new targets, the RFS bound is tighter than both IRF PCRLB and ENUM PCRLB with time, by introducing the uncertainty of target existence. The theory is illustrated by two nonlinear tracking applications: ballistic object tracking and bearings-only tracking. The simulation studies confirm the theory and reveal the relationship among the three bounds. PMID:23242274
The quantum probability calculus
International Nuclear Information System (INIS)
Jauch, J.M.
1976-01-01
The Wigner anomaly (1932) for the joint distribution of noncompatible observables is an indication that the classical probability calculus is not applicable for quantum probabilities. It should, therefore, be replaced by another, more general calculus, which is specifically adapted to quantal systems. In this article this calculus is exhibited and its mathematical axioms and the definitions of the basic concepts such as probability field, random variable, and expectation values are given. (B.R.H)
Xia, Minghua
2012-11-01
For cooperative amplify-and-forward (AF) relaying in spectrum-sharing wireless systems, secondary users share spectrum resources originally licensed to primary users to communicate with each other and, thus, the transmit power of secondary transmitters is strictly limited by the tolerable interference powers at primary receivers. Furthermore, the received signals at a relay and at a secondary receiver are inevitably interfered by the signals from primary transmitters. These co-channel interferences (CCIs) from concurrent primary transmission can significantly degrade the performance of secondary transmission. This paper studies the effect of CCIs on outage probability of the secondary link in a spectrum-sharing environment. In particular, in order to compensate the performance loss due to CCIs, the transmit powers of a secondary transmitter and its relaying node are respectively optimized with respect to both the tolerable interference powers at the primary receivers and the CCIs from the primary transmitters. Moreover, when multiple relays are available, the technique of opportunistic relay selection is exploited to further improve system performance with low implementation complexity. By analyzing lower and upper bounds on the outage probability of the secondary system, this study reveals that it is the tolerable interference powers at primary receivers that dominate the system performance, rather than the CCIs from primary transmitters. System designers will benefit from this result in planning and designing next-generation broadband spectrum-sharing systems.
Jiang, Da-Quan; Qian, Min-Ping
2004-01-01
This volume provides a systematic mathematical exposition of the conceptual problems of nonequilibrium statistical physics, such as entropy production, irreversibility, and ordered phenomena. Markov chains, diffusion processes, and hyperbolic dynamical systems are used as mathematical models of physical systems. A measure-theoretic definition of entropy production rate and its formulae in various cases are given. It vanishes if and only if the stationary system is reversible and in equilibrium. Moreover, in the cases of Markov chains and diffusion processes on manifolds, it can be expressed in terms of circulations on directed cycles. Regarding entropy production fluctuations, the Gallavotti-Cohen fluctuation theorem is rigorously proved.
Blyton, Michaela D J; Banks, Sam C; Peakall, Rod; Lindenmayer, David B
2012-02-01
The formal testing of mating system theories with empirical data is important for evaluating the relative importance of different processes in shaping mating systems in wild populations. Here, we present a generally applicable probability modelling framework to test the role of local mate availability in determining a population's level of genetic monogamy. We provide a significance test for detecting departures in observed mating patterns from model expectations based on mate availability alone, allowing the presence and direction of behavioural effects to be inferred. The assessment of mate availability can be flexible and in this study it was based on population density, sex ratio and spatial arrangement. This approach provides a useful tool for (1) isolating the effect of mate availability in variable mating systems and (2) in combination with genetic parentage analyses, gaining insights into the nature of mating behaviours in elusive species. To illustrate this modelling approach, we have applied it to investigate the variable mating system of the mountain brushtail possum (Trichosurus cunninghami) and compared the model expectations with the outcomes of genetic parentage analysis over an 18-year study. The observed level of monogamy was higher than predicted under the model. Thus, behavioural traits, such as mate guarding or selective mate choice, may increase the population level of monogamy. We show that combining genetic parentage data with probability modelling can facilitate an improved understanding of the complex interactions between behavioural adaptations and demographic dynamics in driving mating system variation. © 2011 Blackwell Publishing Ltd.
Tolhoek, H.A.; Groot, S.R. de
1949-01-01
In the general case of a quantum mechanical system with a Hamiltonian that is invariant for rotations spatial degeneracy will exist. So the initial state must be characterized except by the energy also by e.g. the magnetic quantum number. Both for emission of light and electrons plus neutrinos
Directory of Open Access Journals (Sweden)
E. Chumak
2015-04-01
Full Text Available The author substantiates that only methodological training systems of mathematical disciplines with implementation of information and communication technologies (ICT can meet the requirements of modern educational paradigm and make possible to increase the educational efficiency. Due to this fact, the necessity of developing the methodology of theory of probability and stochastic processes computer-based learning for pre-service engineers is underlined in the paper. The results of the experimental study for analysis of the efficiency of methodological system of theory of probability and stochastic processes computer-based learning for pre-service engineers are shown. The analysis includes three main stages: ascertaining, searching and forming. The key criteria of the efficiency of designed methodological system are the level of probabilistic and stochastic skills of students and their learning motivation. The effect of implementing the methodological system of probability theory and stochastic processes computer-based learning on the level of students’ IT literacy is shown in the paper. The expanding of the range of objectives of ICT applying by students is described by author. The level of formation of students’ learning motivation on the ascertaining and forming stages of the experiment is analyzed. The level of intrinsic learning motivation for pre-service engineers is defined on these stages of the experiment. For this purpose, the methodology of testing the students’ learning motivation in the chosen specialty is presented in the paper. The increasing of intrinsic learning motivation of the experimental group students (E group against the control group students (C group is demonstrated.
International Nuclear Information System (INIS)
Nakajima, Kenichi; Hasegawa, Minoru; Inaki, Anri; Wakabayashi, Hiroshi; Takehara, Kazuhiko; Kinuya, Seigo; Hosoya, Tetsuo
2011-01-01
Esophageal complication is common in systemic sclerosis (SSc), but scintigraphic transit patterns based on each subtype have not been understood well. The aim of this study was to develop a new algorithm for integrating a dynamic esophageal transit study and to apply the method to patients with SSc. A total of 40 patients suspected of having SSc were examined by a dynamic esophageal transit study. The subtypes included 32 with definite SSc (15 limited cutaneous type and 17 diffuse cutaneous type) and 8 with probable SSc. The serial esophageal images were shifted and summed to a functional image (sliding sum image) and compared to a conventional condensed image analysis. Esophageal retention fraction at 90 s (R 90 ) and half-time (T 1/2 ) of transit were also measured. The four patterns of the sliding sum image and condensed image agreed in all patients. Abnormal retention patterns were observed in none of the 8 (0%) patients with the probable SSc and in 15 of 32 (47%) patients with definite SSc (p=0.014). The severity of scleroderma assessed by modified Rodnan skin thickness score correlated with that of esophageal retention R 90 (p=0.04). The sliding sum image is a simple and effective method for integrating esophageal transit. Patients with definite SSc and severe scleroderma had significantly higher retention patterns, while probable SSc patients showed no esophageal dysmotility. (author)
Directory of Open Access Journals (Sweden)
Shi Chen-guang
2014-08-01
Full Text Available A novel optimal power allocation algorithm for radar network systems is proposed for Low Probability of Intercept (LPI technology in modern electronic warfare. The algorithm is based on the LPI optimization. First, the Schleher intercept factor for a radar network is derived, and then the Schleher intercept factor is minimized by optimizing the transmission power allocation among netted radars in the network to guarantee target-tracking performance. Furthermore, the Nonlinear Programming Genetic Algorithm (NPGA is used to solve the resulting nonconvex, nonlinear, and constrained optimization problem. Numerical simulation results show the effectiveness of the proposed algorithm.
Yu, Zhi-wu; Mao, Jian-feng; Guo, Feng-qi; Guo, Wei
2016-03-01
Rail irregularity is one of the main sources causing train-bridge random vibration. A new random vibration theory for the coupled train-bridge systems is proposed in this paper. First, number theory method (NTM) with 2N-dimensional vectors for the stochastic harmonic function (SHF) of rail irregularity power spectrum density was adopted to determine the representative points of spatial frequencies and phases to generate the random rail irregularity samples, and the non-stationary rail irregularity samples were modulated with the slowly varying function. Second, the probability density evolution method (PDEM) was employed to calculate the random dynamic vibration of the three-dimensional (3D) train-bridge system by a program compiled on the MATLAB® software platform. Eventually, the Newmark-β integration method and double edge difference method of total variation diminishing (TVD) format were adopted to obtain the mean value curve, the standard deviation curve and the time-history probability density information of responses. A case study was presented in which the ICE-3 train travels on a three-span simply-supported high-speed railway bridge with excitation of random rail irregularity. The results showed that compared to the Monte Carlo simulation, the PDEM has higher computational efficiency for the same accuracy, i.e., an improvement by 1-2 orders of magnitude. Additionally, the influences of rail irregularity and train speed on the random vibration of the coupled train-bridge system were discussed.
International Nuclear Information System (INIS)
Na, Man Gyun; Oh, Seungrohk
2002-01-01
A neuro-fuzzy inference system combined with the wavelet denoising, principal component analysis (PCA), and sequential probability ratio test (SPRT) methods has been developed to monitor the relevant sensor using the information of other sensors. The parameters of the neuro-fuzzy inference system that estimates the relevant sensor signal are optimized by a genetic algorithm and a least-squares algorithm. The wavelet denoising technique was applied to remove noise components in input signals into the neuro-fuzzy system. By reducing the dimension of an input space into the neuro-fuzzy system without losing a significant amount of information, the PCA was used to reduce the time necessary to train the neuro-fuzzy system, simplify the structure of the neuro-fuzzy inference system, and also, make easy the selection of the input signals into the neuro-fuzzy system. By using the residual signals between the estimated signals and the measured signals, the SPRT is applied to detect whether the sensors are degraded or not. The proposed sensor-monitoring algorithm was verified through applications to the pressurizer water level, the pressurizer pressure, and the hot-leg temperature sensors in pressurized water reactors
Monaco, E.; Memmolo, V.; Ricci, F.; Boffa, N. D.; Maio, L.
2015-03-01
Maintenance approaches based on sensorised structures and Structural Health Monitoring systems could represent one of the most promising innovations in the fields of aerostructures since many years, mostly when composites materials (fibers reinforced resins) are considered. Layered materials still suffer today of drastic reductions of maximum allowable stress values during the design phase as well as of costly and recurrent inspections during the life cycle phase that don't permit of completely exploit their structural and economic potentialities in today aircrafts. Those penalizing measures are necessary mainly to consider the presence of undetected hidden flaws within the layered sequence (delaminations) or in bonded areas (partial disbonding); in order to relax design and maintenance constraints a system based on sensors permanently installed on the structure to detect and locate eventual flaws can be considered (SHM system) once its effectiveness and reliability will be statistically demonstrated via a rigorous Probability Of Detection function definition and evaluation. This paper presents an experimental approach with a statistical procedure for the evaluation of detection threshold of a guided waves based SHM system oriented to delaminations detection on a typical wing composite layered panel. The experimental tests are mostly oriented to characterize the statistical distribution of measurements and damage metrics as well as to characterize the system detection capability using this approach. Numerically it is not possible to substitute part of the experimental tests aimed at POD where the noise in the system response is crucial. Results of experiments are presented in the paper and analyzed.
Directory of Open Access Journals (Sweden)
Jinyoung Youn
2012-05-01
Full Text Available Background and Purpose: Multiple system atrophy with predominant cerebellar ataxia is a disabling neurologic disease. However, effective management has not yet been established. We conducted a short-term, open-label preliminary study to assess the benefits of intravenous amantadine treatment in patients with probable multiple system atrophy with predominant cerebellar ataxia. Methods: Twenty patients (10 male, 10 female with probable multiple system atrophy with predominant cerebellar ataxia received 400 mg of amantadine by intravenous per day for 5 days. Ataxia severity was evaluated by the International Cooperative Ataxia Rating Scale before and after intravenous amantadine therapy and all subjects reported subjective improvement after intravenous amantadine treatment using a patient global impression scale. We analyzed the total and subscale scores by the ataxia scale and patient global impression scale. Results: The mean age was 57.4 years (range: 47–72 and the mean disease duration was 30.8 months (range: 11–79. The ataxia severity significantly decreased after intravenous amantadine therapy from 42.5 to 37.3 (p < 0.001. The mean patient global impression scale for improvement was 2.9 and there were no side effects of intravenous amantadine treatment observed. When we assessed responders, the duration of intravenous amantadine effect was more than 1 month in 4 subjects of 7 responders. Conclusions: Our findings suggest that intravenous amantadine treatment can be a safe management option in cerebellar ataxia, although the mechanism is unclear. Thus, further double-blind, long-term studies with a larger sample size are needed.
Yilmaz, Ferkan
2012-07-01
Analysis of the average binary error probabilities (ABEP) and average capacity (AC) of wireless communications systems over generalized fading channels have been considered separately in past years. This paper introduces a novel moment generating function (MGF)-based unified expression for the ABEP and AC of single and multiple link communications with maximal ratio combining. In addition, this paper proposes the hyper-Fox\\'s H fading model as a unified fading distribution of a majority of the well-known generalized fading environments. As such, the authors offer a generic unified performance expression that can be easily calculated, and that is applicable to a wide variety of fading scenarios. The mathematical formulism is illustrated with some selected numerical examples that validate the correctness of the authors\\' newly derived results. © 1972-2012 IEEE.
International Nuclear Information System (INIS)
Jin, Jianghong; Pang, Lei; Zhao, Shoutang; Hu, Bin
2015-01-01
Highlights: • Models of PFS for SIS were established by using the reliability block diagram. • The more accurate calculation of PFS for SIS can be acquired by using SL. • Degraded operation of complex SIS does not affect the availability of SIS. • The safe undetected failure is the largest contribution to the PFS of SIS. - Abstract: The spurious trip of safety instrumented system (SIS) brings great economic losses to production. How to ensure the safety instrumented system is reliable and available has been put on the schedule. But the existing models on spurious trip rate (STR) or probability of failing safely (PFS) are too simplified and not accurate, in-depth studies of availability to obtain more accurate PFS for SIS are required. Based on the analysis of factors that influence the PFS for the SIS, using reliability block diagram method (RBD), the quantitative study of PFS for the SIS is carried out, and gives some application examples. The results show that, the common cause failure will increase the PFS; degraded operation does not affect the availability of the SIS; if the equipment was tested and repaired one by one, the unavailability of the SIS can be ignored; the corresponding occurrence time of independent safe undetected failure should be the system lifecycle (SL) rather than the proof test interval and the independent safe undetected failure is the largest contribution to the PFS for the SIS
International Nuclear Information System (INIS)
Hosoma, Takashi
2017-01-01
In the previous research (JAEA-Research 2015-009), essentials of neutron multiplicity counting mathematics were reconsidered where experiences obtained at the Plutonium Conversion Development Facility were taken into, and formulae of multiplicity distribution were algebraically derived up to septuplet using a probability generating function to make a strategic move in the future. Its principle was reported by K. Böhnel in 1985, but such a high-order expansion was the first case due to its increasing complexity. In this research, characteristics of the high-order correlation were investigated. It was found that higher-order correlation increases rapidly in response to the increase of leakage multiplication, crosses and leaves lower-order correlations behind, when leakage multiplication is > 1.3 that depends on detector efficiency and counter setting. In addition, fission rates and doubles count rates by fast neutron and by thermal neutron in their coexisting system were algebraically derived using a probability generating function again. Its principle was reported by I. Pázsit and L. Pál in 2012, but such a physical interpretation, i.e. associating their stochastic variables with fission rate, doubles count rate and leakage multiplication, is the first case. From Rossi-alpha combined distribution and measured ratio of each area obtained by Differential Die-Away Self-Interrogation (DDSI) and conventional assay data, it is possible to estimate: the number of induced fissions per unit time by fast neutron and by thermal neutron; the number of induced fissions (< 1) by one source neutron; and individual doubles count rates. During the research, a hypothesis introduced in their report was proved to be true. Provisional calculations were done for UO_2 of 1∼10 kgU containing ∼ 0.009 wt% "2"4"4Cm. (author)
International Nuclear Information System (INIS)
Piepho, M.G.; Nguyen, T.H.
1988-12-01
The PROBCON-HDW (PROBability and CONsequence analysis for Hanford defense waste) computer code system calculates the long-term cumulative releases of radionuclides from the Hanford defense wastes (HDW) to the accessible environment and compares the releases to environmental release limits as defined in 40 CFR 191. PROBCON-HDW takes into account the variability of input parameter values used in models to calculate HDW release and transport in the vadose zone to the accessible environment (taken here as groundwater). A human intrusion scenario, which consists of drilling boreholes into the waste beneath the waste sites and bringing waste to the surface, is also included in PROBCON-HDW. PROBCON-HDW also includes the capability to combine the cumulative releases according to various long-term (10,000 year) scenarios into a composite risk curve or complementary cumulative distribution function (CCDF). The system structure of the PROBCON-HDW codes, the mathematical models in PROBCON-HDW, the input files, the input formats, the command files, and the graphical output results of several HDW release scenarios are described in the report. 3 refs., 7 figs., 9 tabs
International Nuclear Information System (INIS)
Sato, Takashi; Fujiki, Yasunobu; Oikawa, Hirohide; Ofstun, Richard P.
2009-01-01
The paper presents probable variations of a passive safety containment for a PWR. The passive safety containment is named Mark P containment tentatively. It is a pressure suppression type containment for a large scale PWR with a BWR type passive containment cooling system (PCCS). More than 3-day grace period can be achieved even for a 1700 MWe class large scale PWR owing to the PCCS. The containment is a reinforced concrete containment vessel (RCCV). The design pressure of the RCCV can be low owing to the suppression pool (S/P) and no prestressed tendon is necessary. It is a single barrier CV that can withstand a large airplane crash by itself. This simple configuration results in good economy and short construction term. The BWR type passive safety systems also include the Passive Cooling and Depressurization System (PCDS). The PCDS has 3-day grace period for the SBO induced by a giant earthquake and can practically eliminate the residual risk of a giant earthquake beyond the design basis earthquake of Ss. It also has a safety function to automatically depressurize the primary system at accidents such as SGTR and eliminate the need for operator actions. It is a large 1700 MWe passive safety PWR that has more than 3-day grace period for extremely severe natural disasters including a giant earthquake, a mega hurricane, tsunami and so on; no containment failure at a SA establishing a no evacuation plant; protection for a large airplane crash with the RCCV single barrier; good economy and short construction term. (author)
Muhič, Neža; Mrhar, Ales; Brvar, Miran
2017-07-01
Drug-drug interaction (DDI) screening systems report potential DDIs. This study aimed to find the prevalence of probable DDI-related adverse drug reactions (ADRs) and compare the clinical usefulness of different DDI screening systems to prevent or warn against these ADRs. A prospective cohort study was conducted in patients urgently admitted to medical departments. Potential DDIs were checked using Complete Drug Interaction®, Lexicomp® Online™, and Drug Interaction Checker®. The study team identified the patients with probable clinically relevant DDI-related ADRs on admission, the causality of which was assessed using the Drug Interaction Probability Scale (DIPS). Sensitivity, specificity, and positive and negative predictive values of screening systems to prevent or warn against probable DDI-related ADRs were evaluated. Overall, 50 probable clinically relevant DDI-related ADRs were found in 37 out of 795 included patients taking at least two drugs, most common of them were bleeding, hyperkalemia, digitalis toxicity, and hypotension. Complete Drug Interaction showed the best sensitivity (0.76) for actual DDI-related ADRs, followed by Lexicomp Online (0.50), and Drug Interaction Checker (0.40). Complete Drug Interaction and Drug Interaction Checker had positive predictive values of 0.07; Lexicomp Online had 0.04. We found no difference in specificity and negative predictive values among these systems. DDI screening systems differ significantly in their ability to detect probable clinically relevant DDI-related ADRs in terms of sensitivity and positive predictive value.
Probability Aggregates in Probability Answer Set Programming
Saad, Emad
2013-01-01
Probability answer set programming is a declarative programming that has been shown effective for representing and reasoning about a variety of probability reasoning tasks. However, the lack of probability aggregates, e.g. {\\em expected values}, in the language of disjunctive hybrid probability logic programs (DHPP) disallows the natural and concise representation of many interesting problems. In this paper, we extend DHPP to allow arbitrary probability aggregates. We introduce two types of p...
Collision Probability Analysis
DEFF Research Database (Denmark)
Hansen, Peter Friis; Pedersen, Preben Terndrup
1998-01-01
It is the purpose of this report to apply a rational model for prediction of ship-ship collision probabilities as function of the ship and the crew characteristics and the navigational environment for MS Dextra sailing on a route between Cadiz and the Canary Islands.The most important ship and crew...... characteristics are: ship speed, ship manoeuvrability, the layout of the navigational bridge, the radar system, the number and the training of navigators, the presence of a look out etc. The main parameters affecting the navigational environment are ship traffic density, probability distributions of wind speeds...... probability, i.e. a study of the navigator's role in resolving critical situations, a causation factor is derived as a second step.The report documents the first step in a probabilistic collision damage analysis. Future work will inlcude calculation of energy released for crushing of structures giving...
International Nuclear Information System (INIS)
Greenfield, M.A.; Sargent, T.J.
1995-11-01
The Environmental Evaluation Group (EEG) previously analyzed the probability of a catastrophic accident in the waste hoist of the Waste Isolation Pilot Plant (WIPP) and published the results in Greenfield (1990; EEG-44) and Greenfield and Sargent (1993; EEG-53). The most significant safety element in the waste hoist is the hydraulic brake system, whose possible failure was identified in these studies as the most important contributor in accident scenarios. Westinghouse Electric Corporation, Waste Isolation Division has calculated the probability of an accident involving the brake system based on studies utilizing extensive fault tree analyses. This analysis conducted for the U.S. Department of Energy (DOE) used point estimates to describe the probability of failure and includes failure rates for the various components comprising the brake system. An additional controlling factor in the DOE calculations is the mode of operation of the brake system. This factor enters for the following reason. The basic failure rate per annum of any individual element is called the Event Probability (EP), and is expressed as the probability of failure per annum. The EP in turn is the product of two factors. One is the open-quotes reportedclose quotes failure rate, usually expressed as the probability of failure per hour and the other is the expected number of hours that the element is in use, called the open-quotes mission timeclose quotes. In many instances the open-quotes mission timeclose quotes will be the number of operating hours of the brake system per annum. However since the operation of the waste hoist system includes regular open-quotes reoperational checkclose quotes tests, the open-quotes mission timeclose quotes for standby components is reduced in accordance with the specifics of the operational time table
Energy Technology Data Exchange (ETDEWEB)
Greenfield, M.A. [Univ. of California, Los Angeles, CA (United States); Sargent, T.J.
1995-11-01
The Environmental Evaluation Group (EEG) previously analyzed the probability of a catastrophic accident in the waste hoist of the Waste Isolation Pilot Plant (WIPP) and published the results in Greenfield (1990; EEG-44) and Greenfield and Sargent (1993; EEG-53). The most significant safety element in the waste hoist is the hydraulic brake system, whose possible failure was identified in these studies as the most important contributor in accident scenarios. Westinghouse Electric Corporation, Waste Isolation Division has calculated the probability of an accident involving the brake system based on studies utilizing extensive fault tree analyses. This analysis conducted for the U.S. Department of Energy (DOE) used point estimates to describe the probability of failure and includes failure rates for the various components comprising the brake system. An additional controlling factor in the DOE calculations is the mode of operation of the brake system. This factor enters for the following reason. The basic failure rate per annum of any individual element is called the Event Probability (EP), and is expressed as the probability of failure per annum. The EP in turn is the product of two factors. One is the {open_quotes}reported{close_quotes} failure rate, usually expressed as the probability of failure per hour and the other is the expected number of hours that the element is in use, called the {open_quotes}mission time{close_quotes}. In many instances the {open_quotes}mission time{close_quotes} will be the number of operating hours of the brake system per annum. However since the operation of the waste hoist system includes regular {open_quotes}reoperational check{close_quotes} tests, the {open_quotes}mission time{close_quotes} for standby components is reduced in accordance with the specifics of the operational time table.
Model uncertainty and probability
International Nuclear Information System (INIS)
Parry, G.W.
1994-01-01
This paper discusses the issue of model uncertainty. The use of probability as a measure of an analyst's uncertainty as well as a means of describing random processes has caused some confusion, even though the two uses are representing different types of uncertainty with respect to modeling a system. The importance of maintaining the distinction between the two types is illustrated with a simple example
Fowler, S.; Spera, F.; Bohrson, W.; Belkin, H.; Devivo, B.
2005-12-01
The eruption and deposition of the ~39.3 ka Campanian Ignimbrite (CI), a large volume (~200 km3 DRE) trachytic to phonolitic ignimbrite, is the dominant event in the history of the Campi Flegrei volcanic field near Naples, Italy. In an effort to comprehend its petrological evolution, we have conducted ~~110 MELTS (Ghiorso, 1997) phase equilibria simulations of the major element evolution of parental CI magma. The goals of this work are to approximate oxygen fugacity (fO2), initial dissolved water content and pressure at which isobaric closed system fractional crystallization of parental melt most accurately captures the observed liquid line of descent and to study the implications of heat extraction from parental CI magma with respect to the origin of compositional zonation and the probability of explosive eruption. Although the CI magma body did not evolve as a perfectly closed system, this assumption allows quantitative insight into magma-host rock mass exchange using trace element and isotopic data (see companion contribution by Bohrson et al.). The parental melt composition was reconstructed using data for melt inclusions trapped within CI clinopyroxene phenocrysts reported by Webster et al. (2003), while allowing for reaction between parental melt and clinopyroxene host. The inferred parental melt is a basaltic trachyandesite. The search space for pressure, (fO2) and initial dissolved H2O was 0.1-0.5 in 0.05 GPa increments, QFM-1 to QFM+3 and 1, 2 and 3 wt. % H2O, respectively. The criteria used to judge the quality of a simulation include correspondence of the MELTS prediction with CI liquid and phenocryst compositions. Results indicate that a good first-order model involves evolution from a basaltic trachyandesite parent by isobaric (~0.15 GPa) crystal fractionation initially containing ~3 wt% dissolved H2O along the QFM+1 buffer. H2O first saturates at 1127°C at 0.15 GPa when the dissolved water content is ~4 wt %. A striking result is the
Briggs, William M.
2012-01-01
The probability leakage of model M with respect to evidence E is defined. Probability leakage is a kind of model error. It occurs when M implies that events $y$, which are impossible given E, have positive probability. Leakage does not imply model falsification. Models with probability leakage cannot be calibrated empirically. Regression models, which are ubiquitous in statistical practice, often evince probability leakage.
National Research Council Canada - National Science Library
Berens, Alan
2000-01-01
.... Volume 1 presents a description of changes made to the probability of detection (POD) analysis program of Mil-STD-1823 and the statistical evaluation of modifications that were made to version 3 of the Eddy Current Inspection System (ECIS v3...
International Nuclear Information System (INIS)
Carrilho, Paulo Eduardo Mestrinelli; Alves, Orival
2006-01-01
We report a case of a young immunocompetent patient with probable central nervous system histoplasmosis with evolutive peculiar findings seen on magnetic resonance imaging. Leptomeningeal thickening was initially observed which subsequently became a posterior fossa granuloma. The diagnosis of fungal infection was only reached by histopathological study and the treatment was based on long term therapy with fluconazole wth good initial response. (author)
Probability theory and applications
Hsu, Elton P
1999-01-01
This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.
Koo, Reginald; Jones, Martin L.
2011-01-01
Quite a number of interesting problems in probability feature an event with probability equal to 1/e. This article discusses three such problems and attempts to explain why this probability occurs with such frequency.
Goldberg, Samuel
1960-01-01
Excellent basic text covers set theory, probability theory for finite sample spaces, binomial theorem, probability distributions, means, standard deviations, probability function of binomial distribution, more. Includes 360 problems with answers for half.
Quantum probability measures and tomographic probability densities
Amosov, GG; Man'ko, [No Value
2004-01-01
Using a simple relation of the Dirac delta-function to generalized the theta-function, the relationship between the tomographic probability approach and the quantum probability measure approach with the description of quantum states is discussed. The quantum state tomogram expressed in terms of the
International Nuclear Information System (INIS)
Pensado, Osvaldo; Mancillas, James
2007-01-01
An approach is described to estimate mean consequences and confidence bounds on the mean of seismic events with low probability of breaching components of the engineered barrier system. The approach is aimed at complementing total system performance assessment models used to understand consequences of scenarios leading to radionuclide releases in geologic nuclear waste repository systems. The objective is to develop an efficient approach to estimate mean consequences associated with seismic events of low probability, employing data from a performance assessment model with a modest number of Monte Carlo realizations. The derived equations and formulas were tested with results from a specific performance assessment model. The derived equations appear to be one method to estimate mean consequences without having to use a large number of realizations. (authors)
Linear positivity and virtual probability
International Nuclear Information System (INIS)
Hartle, James B.
2004-01-01
We investigate the quantum theory of closed systems based on the linear positivity decoherence condition of Goldstein and Page. The objective of any quantum theory of a closed system, most generally the universe, is the prediction of probabilities for the individual members of sets of alternative coarse-grained histories of the system. Quantum interference between members of a set of alternative histories is an obstacle to assigning probabilities that are consistent with the rules of probability theory. A quantum theory of closed systems therefore requires two elements: (1) a condition specifying which sets of histories may be assigned probabilities and (2) a rule for those probabilities. The linear positivity condition of Goldstein and Page is the weakest of the general conditions proposed so far. Its general properties relating to exact probability sum rules, time neutrality, and conservation laws are explored. Its inconsistency with the usual notion of independent subsystems in quantum mechanics is reviewed. Its relation to the stronger condition of medium decoherence necessary for classicality is discussed. The linear positivity of histories in a number of simple model systems is investigated with the aim of exhibiting linearly positive sets of histories that are not decoherent. The utility of extending the notion of probability to include values outside the range of 0-1 is described. Alternatives with such virtual probabilities cannot be measured or recorded, but can be used in the intermediate steps of calculations of real probabilities. Extended probabilities give a simple and general way of formulating quantum theory. The various decoherence conditions are compared in terms of their utility for characterizing classicality and the role they might play in further generalizations of quantum mechanics
International Nuclear Information System (INIS)
Kamyab, Shahabeddin; Nematollahi, Mohammadreza; Shafiee, Golnoush
2013-01-01
Highlights: ► Importance and sensitivity analysis has been performed for a digitized reactor trip system. ► The results show acceptable trip unavailability, for software failure probabilities below 1E −4 . ► However, the value of Fussell–Vesley indicates that software common cause failure is still risk significant. ► Diversity and effective test is founded beneficial to reduce software contribution. - Abstract: The reactor trip system has been digitized in advanced nuclear power plants, since the programmable nature of computer based systems has a number of advantages over non-programmable systems. However, software is still vulnerable to common cause failure (CCF). Residual software faults represent a CCF concern, which threat the implemented achievements. This study attempts to assess the effectiveness of so-called defensive strategies against software CCF with respect to reliability. Sensitivity analysis has been performed by re-quantifying the models upon changing the software failure probability. Importance measures then have been estimated in order to reveal the specific contribution of software CCF in the trip failure probability. The results reveal the importance and effectiveness of signal and software diversity as applicable strategies to ameliorate inefficiencies due to software CCF in the reactor trip system (RTS). No significant change has been observed in the rate of RTS failure probability for the basic software CCF greater than 1 × 10 −4 . However, the related Fussell–Vesley has been greater than 0.005, for the lower values. The study concludes that consideration of risk associated with the software based systems is a multi-variant function which requires compromising among them in more precise and comprehensive studies
Contributions to quantum probability
International Nuclear Information System (INIS)
Fritz, Tobias
2010-01-01
Chapter 1: On the existence of quantum representations for two dichotomic measurements. Under which conditions do outcome probabilities of measurements possess a quantum-mechanical model? This kind of problem is solved here for the case of two dichotomic von Neumann measurements which can be applied repeatedly to a quantum system with trivial dynamics. The solution uses methods from the theory of operator algebras and the theory of moment problems. The ensuing conditions reveal surprisingly simple relations between certain quantum-mechanical probabilities. It also shown that generally, none of these relations holds in general probabilistic models. This result might facilitate further experimental discrimination between quantum mechanics and other general probabilistic theories. Chapter 2: Possibilistic Physics. I try to outline a framework for fundamental physics where the concept of probability gets replaced by the concept of possibility. Whereas a probabilistic theory assigns a state-dependent probability value to each outcome of each measurement, a possibilistic theory merely assigns one of the state-dependent labels ''possible to occur'' or ''impossible to occur'' to each outcome of each measurement. It is argued that Spekkens' combinatorial toy theory of quantum mechanics is inconsistent in a probabilistic framework, but can be regarded as possibilistic. Then, I introduce the concept of possibilistic local hidden variable models and derive a class of possibilistic Bell inequalities which are violated for the possibilistic Popescu-Rohrlich boxes. The chapter ends with a philosophical discussion on possibilistic vs. probabilistic. It can be argued that, due to better falsifiability properties, a possibilistic theory has higher predictive power than a probabilistic one. Chapter 3: The quantum region for von Neumann measurements with postselection. It is determined under which conditions a probability distribution on a finite set can occur as the outcome
Contributions to quantum probability
Energy Technology Data Exchange (ETDEWEB)
Fritz, Tobias
2010-06-25
Chapter 1: On the existence of quantum representations for two dichotomic measurements. Under which conditions do outcome probabilities of measurements possess a quantum-mechanical model? This kind of problem is solved here for the case of two dichotomic von Neumann measurements which can be applied repeatedly to a quantum system with trivial dynamics. The solution uses methods from the theory of operator algebras and the theory of moment problems. The ensuing conditions reveal surprisingly simple relations between certain quantum-mechanical probabilities. It also shown that generally, none of these relations holds in general probabilistic models. This result might facilitate further experimental discrimination between quantum mechanics and other general probabilistic theories. Chapter 2: Possibilistic Physics. I try to outline a framework for fundamental physics where the concept of probability gets replaced by the concept of possibility. Whereas a probabilistic theory assigns a state-dependent probability value to each outcome of each measurement, a possibilistic theory merely assigns one of the state-dependent labels ''possible to occur'' or ''impossible to occur'' to each outcome of each measurement. It is argued that Spekkens' combinatorial toy theory of quantum mechanics is inconsistent in a probabilistic framework, but can be regarded as possibilistic. Then, I introduce the concept of possibilistic local hidden variable models and derive a class of possibilistic Bell inequalities which are violated for the possibilistic Popescu-Rohrlich boxes. The chapter ends with a philosophical discussion on possibilistic vs. probabilistic. It can be argued that, due to better falsifiability properties, a possibilistic theory has higher predictive power than a probabilistic one. Chapter 3: The quantum region for von Neumann measurements with postselection. It is determined under which conditions a probability distribution on a
Toward a generalized probability theory: conditional probabilities
International Nuclear Information System (INIS)
Cassinelli, G.
1979-01-01
The main mathematical object of interest in the quantum logic approach to the foundations of quantum mechanics is the orthomodular lattice and a set of probability measures, or states, defined by the lattice. This mathematical structure is studied per se, independently from the intuitive or physical motivation of its definition, as a generalized probability theory. It is thought that the building-up of such a probability theory could eventually throw light on the mathematical structure of Hilbert-space quantum mechanics as a particular concrete model of the generalized theory. (Auth.)
International Nuclear Information System (INIS)
Hudson, E.E.; McCleery, J.E.
1979-05-01
One of the integral elements of the Nuclear Waste Management Program is the material handling task of retrieving Canisters containing spent unreprocessed fuel from their emplacement in a deep geologic salt bed Depository. A study of the retrieval concept data base predicated this report. In this report, alternative concepts for the tasks are illustrated and critiqued, a baseline concept in scenario form is derived and basic retrieval subsystem specifications are presented with cyclic failure probabilities predicted. The report is based on the following assumptions: (a) during retrieval, a temporary radiation seal is placed over each Canister emplacement; (b) a sleeve, surrounding the Canister, was initially installed during the original emplacement; (c) the emplacement room's physical and environmental conditions established in this report are maintained while the task is performed
Invariant probabilities of transition functions
Zaharopol, Radu
2014-01-01
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book. The results obtained are useful in ergodic theory and the theory of dynamical systems, which, in turn, can be applied in various other areas (like number theory). They are illustrated using transition functions defined by flows, semiflows, and one-parameter convolution semigroups of probability measures. In this book, all results on transition probabilities that have been published by the author between 2004 and 2008 are extended to transition functions. The proofs of the results obtained are new. For transition functions that satisfy very general conditions the book describes an ergodic decomposition that provides relevant information on the structure of the corresponding set of invariant probabilities. Ergodic decomposition means a splitting of t...
D. Bhaumik (Debarati); D.T. Crommelin (Daan); A.P. Zwart (Bert)
2016-01-01
textabstractThe challenges of integrating unpredictable wind energy into a power system can be alleviated using energy storage devices. We assessed a single domestic energy system with a wind turbine and a battery. We investigated the best operation mode of the battery such that the occurrence of
Xia, Minghua; Aissa, Sonia
2012-01-01
For cooperative amplify-and-forward (AF) relaying in spectrum-sharing wireless systems, secondary users share spectrum resources originally licensed to primary users to communicate with each other and, thus, the transmit power of secondary
Philosophical theories of probability
Gillies, Donald
2000-01-01
The Twentieth Century has seen a dramatic rise in the use of probability and statistics in almost all fields of research. This has stimulated many new philosophical ideas on probability. Philosophical Theories of Probability is the first book to present a clear, comprehensive and systematic account of these various theories and to explain how they relate to one another. Gillies also offers a distinctive version of the propensity theory of probability, and the intersubjective interpretation, which develops the subjective theory.
International Nuclear Information System (INIS)
Bhaskaran, G.; McCleery, J.E.
1979-10-01
This report provides support in developing an accident prediction event tree diagram, with an analysis of the baseline design concept for the retrieval of emplaced spent unreprocessed fuel (SURF) contained in a degraded Canister. The report contains an evaluation check list, accident logic diagrams, accident event tables, fault trees/event trees and discussions of failure probabilities for the following subsystems as potential contributors to a failure: (a) Canister extraction, including the core and ram units; (b) Canister transfer at the hoist area; and (c) Canister hoisting. This report is the second volume of a series. It continues and expands upon the report Retrieval System for Emplaced Spent Unreprocessed Fuel (SURF) in Salt Bed Depository: Baseline Concept Criteria Specifications and Mechanical Failure Probabilities. This report draws upon the baseline conceptual specifications contained in the first report
Benci, Vieri; Horsten, Leon; Wenmackers, Sylvia
We propose an alternative approach to probability theory closely related to the framework of numerosity theory: non-Archimedean probability (NAP). In our approach, unlike in classical probability theory, all subsets of an infinite sample space are measurable and only the empty set gets assigned
Interpretations of probability
Khrennikov, Andrei
2009-01-01
This is the first fundamental book devoted to non-Kolmogorov probability models. It provides a mathematical theory of negative probabilities, with numerous applications to quantum physics, information theory, complexity, biology and psychology. The book also presents an interesting model of cognitive information reality with flows of information probabilities, describing the process of thinking, social, and psychological phenomena.
Asada, Tatsunori; Yamada, Takayuki; Kanemaki, Yoshihide; Fujiwara, Keishi; Okamoto, Satoko; Nakajima, Yasuo
2018-03-01
To analyze the association of breast non-mass enhancement descriptors in the BI-RADS 5th edition with malignancy, and to establish a grading system and categorization of descriptors. This study was approved by our institutional review board. A total of 213 patients were enrolled. Breast MRI was performed with a 1.5-T MRI scanner using a 16-channel breast radiofrequency coil. Two radiologists determined internal enhancement and distribution of non-mass enhancement by consensus. Corresponding pathologic diagnoses were obtained by either biopsy or surgery. The probability of malignancy by descriptor was analyzed using Fisher's exact test and multivariate logistic regression analysis. The probability of malignancy by category was analyzed using Fisher's exact and multi-group comparison tests. One hundred seventy-eight lesions were malignant. Multivariate model analysis showed that internal enhancement (homogeneous vs others, p probability of malignancy (p < 0.0001). The three-grade criteria and categorization by sum-up grades of descriptors appear valid for non-mass enhancement.
International Nuclear Information System (INIS)
Jasso G, J.; Diaz S, A.; Mendoza G, G.; Sainz M, E.; Garcia de la C, F. M.
2014-10-01
The growth and the cracks propagation by fatigue are a typical degradation mechanism that is presented in the nuclear industry as in the conventional industry; the unstable propagation of a crack can cause the catastrophic failure of a metallic component even with high ductility; for this reason, activities of programmed maintenance have been established in the industry using inspection and visual techniques and/or ultrasound with an established periodicity allowing to follow up to these growths, controlling the undesirable effects; however, these activities increase the operation costs; and in the peculiar case of the nuclear industry, they increase the radiation exposure to the participant personnel. The use of mathematical processes that integrate concepts of uncertainty, material properties and the probability associated to the inspection results, has been constituted as a powerful tool of evaluation of the component reliability, reducing costs and exposure levels. In this work the evaluation of the failure probability by cracks growth preexisting by fatigue is presented, in pipes of a Reactor Core Isolation Cooling system (Rcic) in a nuclear power station. The software WinPRAISE 07 (Piping Reliability Analysis Including Seismic Events) was used supported in the probabilistic fracture mechanics principles. The obtained values of failure probability evidenced a good behavior of the analyzed pipes with a maximum order of 1.0 E-6, therefore is concluded that the performance of the lines of these pipes is reliable even extrapolating the calculations at 10, 20, 30 and 40 years of service. (Author)
International Nuclear Information System (INIS)
Cui, Wen-Xue; Hu, Shi; Wang, Hong-Fu; Zhu, Ai-Dong; Zhang, Shou
2015-01-01
The direct implementation of multiqubit controlled phase gate of photons is appealing and important for reducing the complexity of the physical realization of linear-optics-based practical quantum computer and quantum algorithms. In this letter we propose a nondestructive scheme for implementing an N-qubit controlled phase gate of photons with a high success probability. The gate can be directly implemented with the self-designed quantum encoder circuits, which are probabilistic optical quantum entangler devices and can be achieved using linear optical elements, single-photon superposition state, and quantum dot coupled to optical microcavity. The calculated results indicate that both the success probabilities of the quantum encoder circuit and the N-qubit controlled phase gate in our scheme are higher than those in the previous schemes. We also consider the effects of the side leakage and cavity loss on the success probability and the fidelity of the quantum encoder circuit for a realistic quantum-dot-microcavity coupled system. (letter)
Directory of Open Access Journals (Sweden)
Farnoosh Basaligheh
2015-12-01
Full Text Available One of the conventional methods for temporary support of tunnels is to use steel sets with shotcrete. The nature of a temporary support system demands a quick installation of its structures. As a result, the spacing between steel sets is not a fixed amount and it can be considered as a random variable. Hence, in the reliability analysis of these types of structures, the selection of an appropriate probability distribution function of spacing of steel sets is essential. In the present paper, the distances between steel sets are collected from an under-construction tunnel and the collected data is used to suggest a proper Probability Distribution Function (PDF for the spacing of steel sets. The tunnel has two different excavation sections. In this regard, different distribution functions were investigated and three common tests of goodness of fit were used for evaluation of each function for each excavation section. Results from all three methods indicate that the Wakeby distribution function can be suggested as the proper PDF for spacing between the steel sets. It is also noted that, although the probability distribution function for two different tunnel sections is the same, the parameters of PDF for the individual sections are different from each other.
International Nuclear Information System (INIS)
Fraassen, B.C. van
1979-01-01
The interpretation of probabilities in physical theories are considered, whether quantum or classical. The following points are discussed 1) the functions P(μ, Q) in terms of which states and propositions can be represented, are classical (Kolmogoroff) probabilities, formally speaking, 2) these probabilities are generally interpreted as themselves conditional, and the conditions are mutually incompatible where the observables are maximal and 3) testing of the theory typically takes the form of confronting the expectation values of observable Q calculated with probability measures P(μ, Q) for states μ; hence, of comparing the probabilities P(μ, Q)(E) with the frequencies of occurrence of the corresponding events. It seems that even the interpretation of quantum mechanics, in so far as it concerns what the theory says about the empirical (i.e. actual, observable) phenomena, deals with the confrontation of classical probability measures with observable frequencies. This confrontation is studied. (Auth./C.F.)
Failure probability under parameter uncertainty.
Gerrard, R; Tsanakas, A
2011-05-01
In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.
Choice Probability Generating Functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel L; Bierlaire, Michel
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice...... probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications....
Directory of Open Access Journals (Sweden)
Simon van Mourik
2014-06-01
Full Text Available Multi-parameter models in systems biology are typically ‘sloppy’: some parameters or combinations of parameters may be hard to estimate from data, whereas others are not. One might expect that parameter uncertainty automatically leads to uncertain predictions, but this is not the case. We illustrate this by showing that the prediction uncertainty of each of six sloppy models varies enormously among different predictions. Statistical approximations of parameter uncertainty may lead to dramatic errors in prediction uncertainty estimation. We argue that prediction uncertainty assessment must therefore be performed on a per-prediction basis using a full computational uncertainty analysis. In practice this is feasible by providing a model with a sample or ensemble representing the distribution of its parameters. Within a Bayesian framework, such a sample may be generated by a Markov Chain Monte Carlo (MCMC algorithm that infers the parameter distribution based on experimental data. Matlab code for generating the sample (with the Differential Evolution Markov Chain sampler and the subsequent uncertainty analysis using such a sample, is supplied as Supplemental Information.
Probability of satellite collision
Mccarter, J. W.
1972-01-01
A method is presented for computing the probability of a collision between a particular artificial earth satellite and any one of the total population of earth satellites. The collision hazard incurred by the proposed modular Space Station is assessed using the technique presented. The results of a parametric study to determine what type of satellite orbits produce the greatest contribution to the total collision probability are presented. Collision probability for the Space Station is given as a function of Space Station altitude and inclination. Collision probability was also parameterized over miss distance and mission duration.
Choice probability generating functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2013-01-01
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice...... probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended...
Florescu, Ionut
2013-01-01
THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introductio
Ash, Robert B; Lukacs, E
1972-01-01
Real Analysis and Probability provides the background in real analysis needed for the study of probability. Topics covered range from measure and integration theory to functional analysis and basic concepts of probability. The interplay between measure theory and topology is also discussed, along with conditional probability and expectation, the central limit theorem, and strong laws of large numbers with respect to martingale theory.Comprised of eight chapters, this volume begins with an overview of the basic concepts of the theory of measure and integration, followed by a presentation of var
International Nuclear Information System (INIS)
Yoshimitsu, K.; Charnsangavej, C.; Mi Park, J.; Ibukuro, K.
1996-01-01
Retrospective review of teaching files in our institution revealed 18 cases showing postoperative WSL in the liver. We also retrospectively reviewed CT images of the liver in 104 patients with a recent history of abdominopelvic surgery performed during a period of 12 months, as well as in 102 patients with no history of surgery during the same period to be used as control. Three additional patients with WSL were found in the postoperative group and none in the control group. Liver CT images from the 21 patients showing WSL, along with their clinical data and follow-up CT where available, were retrospectively analyzed. I.v. contrast-enhanced CT showed homogeneous higher attenuation of WSL than the surrounding liver in all cases; unenhanced CT showed low density in 5 patients, isodensity in 7 patients, and high density in 5 patients as compared with the surrounding liver. Density of unenhanced CT was significantly correlated with the presence or grade of fatty liver. In 5 cases CT demonstrated clots in the portal vein branch within the area of WSL and in 2 cases portal perfusion defects were observed on arterial portal CT, corresponding to the areas of WSL. Follow-up CT examinations were available on 15 patients: WSL became less prominent, or atrophic, or showed no change in 10, 2 and 3 patients respectively. Follow-up CT showed development of liver metastasis in only 3 cases. Only 2 of the 21 patients were clinically symptomatic; one had postoperative ileus and the other obstructive jaundice. Postoperative WSL may represent a thromboembolic phenomenon at the peripheral intrahepatic branch of the portal venous system during or after abdominopelvic surgery, resulting in a compensatory increase in the hepatic arterial flow that appears as wedge-shaped enhancement on CT. (orig./MG)
Knowledge typology for imprecise probabilities.
Energy Technology Data Exchange (ETDEWEB)
Wilson, G. D. (Gregory D.); Zucker, L. J. (Lauren J.)
2002-01-01
When characterizing the reliability of a complex system there are often gaps in the data available for specific subsystems or other factors influencing total system reliability. At Los Alamos National Laboratory we employ ethnographic methods to elicit expert knowledge when traditional data is scarce. Typically, we elicit expert knowledge in probabilistic terms. This paper will explore how we might approach elicitation if methods other than probability (i.e., Dempster-Shafer, or fuzzy sets) prove more useful for quantifying certain types of expert knowledge. Specifically, we will consider if experts have different types of knowledge that may be better characterized in ways other than standard probability theory.
Freund, John E
1993-01-01
Thorough, lucid coverage of permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, binomial distribution, geometric distribution, standard deviation, law of large numbers, and much more. Exercises with some solutions. Summary. Bibliography. Includes 42 black-and-white illustrations. 1973 edition.
Probability, Nondeterminism and Concurrency
DEFF Research Database (Denmark)
Varacca, Daniele
Nondeterminism is modelled in domain theory by the notion of a powerdomain, while probability is modelled by that of the probabilistic powerdomain. Some problems arise when we want to combine them in order to model computation in which both nondeterminism and probability are present. In particula...
Rocchi, Paolo
2014-01-01
The problem of probability interpretation was long overlooked before exploding in the 20th century, when the frequentist and subjectivist schools formalized two conflicting conceptions of probability. Beyond the radical followers of the two schools, a circle of pluralist thinkers tends to reconcile the opposing concepts. The author uses two theorems in order to prove that the various interpretations of probability do not come into opposition and can be used in different contexts. The goal here is to clarify the multifold nature of probability by means of a purely mathematical approach and to show how philosophical arguments can only serve to deepen actual intellectual contrasts. The book can be considered as one of the most important contributions in the analysis of probability interpretation in the last 10-15 years.
Gloger, Oliver; Tönnies, Klaus; Mensel, Birger; Völzke, Henry
2015-11-01
In epidemiological studies as well as in clinical practice the amount of produced medical image data strongly increased in the last decade. In this context organ segmentation in MR volume data gained increasing attention for medical applications. Especially in large-scale population-based studies organ volumetry is highly relevant requiring exact organ segmentation. Since manual segmentation is time-consuming and prone to reader variability, large-scale studies need automatized methods to perform organ segmentation. Fully automatic organ segmentation in native MR image data has proven to be a very challenging task. Imaging artifacts as well as inter- and intrasubject MR-intensity differences complicate the application of supervised learning strategies. Thus, we propose a modularized framework of a two-stepped probabilistic approach that generates subject-specific probability maps for renal parenchyma tissue, which are refined subsequently by using several, extended segmentation strategies. We present a three class-based support vector machine recognition system that incorporates Fourier descriptors as shape features to recognize and segment characteristic parenchyma parts. Probabilistic methods use the segmented characteristic parenchyma parts to generate high quality subject-specific parenchyma probability maps. Several refinement strategies including a final shape-based 3D level set segmentation technique are used in subsequent processing modules to segment renal parenchyma. Furthermore, our framework recognizes and excludes renal cysts from parenchymal volume, which is important to analyze renal functions. Volume errors and Dice coefficients show that our presented framework outperforms existing approaches.
International Nuclear Information System (INIS)
Gloger, Oliver; Völzke, Henry; Tönnies, Klaus; Mensel, Birger
2015-01-01
In epidemiological studies as well as in clinical practice the amount of produced medical image data strongly increased in the last decade. In this context organ segmentation in MR volume data gained increasing attention for medical applications. Especially in large-scale population-based studies organ volumetry is highly relevant requiring exact organ segmentation. Since manual segmentation is time-consuming and prone to reader variability, large-scale studies need automatized methods to perform organ segmentation. Fully automatic organ segmentation in native MR image data has proven to be a very challenging task. Imaging artifacts as well as inter- and intrasubject MR-intensity differences complicate the application of supervised learning strategies. Thus, we propose a modularized framework of a two-stepped probabilistic approach that generates subject-specific probability maps for renal parenchyma tissue, which are refined subsequently by using several, extended segmentation strategies. We present a three class-based support vector machine recognition system that incorporates Fourier descriptors as shape features to recognize and segment characteristic parenchyma parts. Probabilistic methods use the segmented characteristic parenchyma parts to generate high quality subject-specific parenchyma probability maps. Several refinement strategies including a final shape-based 3D level set segmentation technique are used in subsequent processing modules to segment renal parenchyma. Furthermore, our framework recognizes and excludes renal cysts from parenchymal volume, which is important to analyze renal functions. Volume errors and Dice coefficients show that our presented framework outperforms existing approaches. (paper)
Billingsley, Patrick
2012-01-01
Praise for the Third Edition "It is, as far as I'm concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it." (Amazon.com, January 2006) A complete and comprehensive classic in probability and measure theory Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable content that the third edition was revered for, this
International Nuclear Information System (INIS)
Bitsakis, E.I.; Nicolaides, C.A.
1989-01-01
The concept of probability is now, and always has been, central to the debate on the interpretation of quantum mechanics. Furthermore, probability permeates all of science, as well as our every day life. The papers included in this volume, written by leading proponents of the ideas expressed, embrace a broad spectrum of thought and results: mathematical, physical epistemological, and experimental, both specific and general. The contributions are arranged in parts under the following headings: Following Schroedinger's thoughts; Probability and quantum mechanics; Aspects of the arguments on nonlocality; Bell's theorem and EPR correlations; Real or Gedanken experiments and their interpretation; Questions about irreversibility and stochasticity; and Epistemology, interpretation and culture. (author). refs.; figs.; tabs
Shorack, Galen R
2017-01-01
This 2nd edition textbook offers a rigorous introduction to measure theoretic probability with particular attention to topics of interest to mathematical statisticians—a textbook for courses in probability for students in mathematical statistics. It is recommended to anyone interested in the probability underlying modern statistics, providing a solid grounding in the probabilistic tools and techniques necessary to do theoretical research in statistics. For the teaching of probability theory to post graduate statistics students, this is one of the most attractive books available. Of particular interest is a presentation of the major central limit theorems via Stein's method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function. The bootstrap and trimming are both presented. Martingale coverage includes coverage of censored data martingales. The text includes measure theoretic...
Concepts of probability theory
Pfeiffer, Paul E
1979-01-01
Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.
Probability and Bayesian statistics
1987-01-01
This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics an...
Probability and Statistical Inference
Prosper, Harrison B.
2006-01-01
These lectures introduce key concepts in probability and statistical inference at a level suitable for graduate students in particle physics. Our goal is to paint as vivid a picture as possible of the concepts covered.
Hartmann, Stephan
2011-01-01
Many results of modern physics--those of quantum mechanics, for instance--come in a probabilistic guise. But what do probabilistic statements in physics mean? Are probabilities matters of objective fact and part of the furniture of the world, as objectivists think? Or do they only express ignorance or belief, as Bayesians suggest? And how are probabilistic hypotheses justified and supported by empirical evidence? Finally, what does the probabilistic nature of physics imply for our understanding of the world? This volume is the first to provide a philosophical appraisal of probabilities in all of physics. Its main aim is to make sense of probabilistic statements as they occur in the various physical theories and models and to provide a plausible epistemology and metaphysics of probabilities. The essays collected here consider statistical physics, probabilistic modelling, and quantum mechanics, and critically assess the merits and disadvantages of objectivist and subjectivist views of probabilities in these fie...
Grimmett, Geoffrey
2014-01-01
Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathematics undergraduates and Masters' students in cognate fields. It is suitable for a first course in probability, plus a follow-up course in random processes including Markov chains. A special feature is the authors' attention to rigorous mathematics: not everything is rigorous, but the need for rigour is explained at difficult junctures. The text is enriched by simple exercises, together with problems (with very brief hints) many of which are taken from final examinations at Cambridge and Oxford. The first eight chapters form a course in basic probability, being an account of events, random variables, and distributions - discrete and continuous random variables are treated separately - together with simple versions of the law of large numbers and the central limit th...
Hemmo, Meir
2012-01-01
What is the role and meaning of probability in physical theory, in particular in two of the most successful theories of our age, quantum physics and statistical mechanics? Laws once conceived as universal and deterministic, such as Newton‘s laws of motion, or the second law of thermodynamics, are replaced in these theories by inherently probabilistic laws. This collection of essays by some of the world‘s foremost experts presents an in-depth analysis of the meaning of probability in contemporary physics. Among the questions addressed are: How are probabilities defined? Are they objective or subjective? What is their explanatory value? What are the differences between quantum and classical probabilities? The result is an informative and thought-provoking book for the scientifically inquisitive.
Probability in quantum mechanics
Directory of Open Access Journals (Sweden)
J. G. Gilson
1982-01-01
Full Text Available By using a fluid theory which is an alternative to quantum theory but from which the latter can be deduced exactly, the long-standing problem of how quantum mechanics is related to stochastic processes is studied. It can be seen how the Schrödinger probability density has a relationship to time spent on small sections of an orbit, just as the probability density has in some classical contexts.
Quantum computing and probability.
Ferry, David K
2009-11-25
Over the past two decades, quantum computing has become a popular and promising approach to trying to solve computationally difficult problems. Missing in many descriptions of quantum computing is just how probability enters into the process. Here, we discuss some simple examples of how uncertainty and probability enter, and how this and the ideas of quantum computing challenge our interpretations of quantum mechanics. It is found that this uncertainty can lead to intrinsic decoherence, and this raises challenges for error correction.
Quantum computing and probability
International Nuclear Information System (INIS)
Ferry, David K
2009-01-01
Over the past two decades, quantum computing has become a popular and promising approach to trying to solve computationally difficult problems. Missing in many descriptions of quantum computing is just how probability enters into the process. Here, we discuss some simple examples of how uncertainty and probability enter, and how this and the ideas of quantum computing challenge our interpretations of quantum mechanics. It is found that this uncertainty can lead to intrinsic decoherence, and this raises challenges for error correction. (viewpoint)
Christensen, Jette; Stryhn, Henrik; Vallières, André; El Allaki, Farouk
2011-05-01
In 2008, Canada designed and implemented the Canadian Notifiable Avian Influenza Surveillance System (CanNAISS) with six surveillance activities in a phased-in approach. CanNAISS was a surveillance system because it had more than one surveillance activity or component in 2008: passive surveillance; pre-slaughter surveillance; and voluntary enhanced notifiable avian influenza surveillance. Our objectives were to give a short overview of two active surveillance components in CanNAISS; describe the CanNAISS scenario tree model and its application to estimation of probability of populations being free of NAI virus infection and sample size determination. Our data from the pre-slaughter surveillance component included diagnostic test results from 6296 serum samples representing 601 commercial chicken and turkey farms collected from 25 August 2008 to 29 January 2009. In addition, we included data from a sub-population of farms with high biosecurity standards: 36,164 samples from 55 farms sampled repeatedly over the 24 months study period from January 2007 to December 2008. All submissions were negative for Notifiable Avian Influenza (NAI) virus infection. We developed the CanNAISS scenario tree model, so that it will estimate the surveillance component sensitivity and the probability of a population being free of NAI at the 0.01 farm-level and 0.3 within-farm-level prevalences. We propose that a general model, such as the CanNAISS scenario tree model, may have a broader application than more detailed models that require disease specific input parameters, such as relative risk estimates. Crown Copyright © 2011. Published by Elsevier B.V. All rights reserved.
The perception of probability.
Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E
2014-01-01
We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).
Irreversibility and conditional probability
International Nuclear Information System (INIS)
Stuart, C.I.J.M.
1989-01-01
The mathematical entropy - unlike physical entropy - is simply a measure of uniformity for probability distributions in general. So understood, conditional entropies have the same logical structure as conditional probabilities. If, as is sometimes supposed, conditional probabilities are time-reversible, then so are conditional entropies and, paradoxically, both then share this symmetry with physical equations of motion. The paradox is, of course that probabilities yield a direction to time both in statistical mechanics and quantum mechanics, while the equations of motion do not. The supposed time-reversibility of both conditionals seems also to involve a form of retrocausality that is related to, but possibly not the same as, that described by Costa de Beaurgard. The retrocausality is paradoxically at odds with the generally presumed irreversibility of the quantum mechanical measurement process. Further paradox emerges if the supposed time-reversibility of the conditionals is linked with the idea that the thermodynamic entropy is the same thing as 'missing information' since this confounds the thermodynamic and mathematical entropies. However, it is shown that irreversibility is a formal consequence of conditional entropies and, hence, of conditional probabilities also. 8 refs. (Author)
Isaac, Richard
1995-01-01
The ideas of probability are all around us. Lotteries, casino gambling, the al most non-stop polling which seems to mold public policy more and more these are a few of the areas where principles of probability impinge in a direct way on the lives and fortunes of the general public. At a more re moved level there is modern science which uses probability and its offshoots like statistics and the theory of random processes to build mathematical descriptions of the real world. In fact, twentieth-century physics, in embrac ing quantum mechanics, has a world view that is at its core probabilistic in nature, contrary to the deterministic one of classical physics. In addition to all this muscular evidence of the importance of probability ideas it should also be said that probability can be lots of fun. It is a subject where you can start thinking about amusing, interesting, and often difficult problems with very little mathematical background. In this book, I wanted to introduce a reader with at least a fairl...
Experimental Probability in Elementary School
Andrew, Lane
2009-01-01
Concepts in probability can be more readily understood if students are first exposed to probability via experiment. Performing probability experiments encourages students to develop understandings of probability grounded in real events, as opposed to merely computing answers based on formulae.
Lozada Aguilar, Miguel Ángel; Khrennikov, Andrei; Oleschko, Klaudia
2018-04-01
As was recently shown by the authors, quantum probability theory can be used for the modelling of the process of decision-making (e.g. probabilistic risk analysis) for macroscopic geophysical structures such as hydrocarbon reservoirs. This approach can be considered as a geophysical realization of Hilbert's programme on axiomatization of statistical models in physics (the famous sixth Hilbert problem). In this conceptual paper, we continue development of this approach to decision-making under uncertainty which is generated by complexity, variability, heterogeneity, anisotropy, as well as the restrictions to accessibility of subsurface structures. The belief state of a geological expert about the potential of exploring a hydrocarbon reservoir is continuously updated by outputs of measurements, and selection of mathematical models and scales of numerical simulation. These outputs can be treated as signals from the information environment E. The dynamics of the belief state can be modelled with the aid of the theory of open quantum systems: a quantum state (representing uncertainty in beliefs) is dynamically modified through coupling with E; stabilization to a steady state determines a decision strategy. In this paper, the process of decision-making about hydrocarbon reservoirs (e.g. `explore or not?'; `open new well or not?'; `contaminated by water or not?'; `double or triple porosity medium?') is modelled by using the Gorini-Kossakowski-Sudarshan-Lindblad equation. In our model, this equation describes the evolution of experts' predictions about a geophysical structure. We proceed with the information approach to quantum theory and the subjective interpretation of quantum probabilities (due to quantum Bayesianism). This article is part of the theme issue `Hilbert's sixth problem'.
Lozada Aguilar, Miguel Ángel; Khrennikov, Andrei; Oleschko, Klaudia
2018-04-28
As was recently shown by the authors, quantum probability theory can be used for the modelling of the process of decision-making (e.g. probabilistic risk analysis) for macroscopic geophysical structures such as hydrocarbon reservoirs. This approach can be considered as a geophysical realization of Hilbert's programme on axiomatization of statistical models in physics (the famous sixth Hilbert problem). In this conceptual paper , we continue development of this approach to decision-making under uncertainty which is generated by complexity, variability, heterogeneity, anisotropy, as well as the restrictions to accessibility of subsurface structures. The belief state of a geological expert about the potential of exploring a hydrocarbon reservoir is continuously updated by outputs of measurements, and selection of mathematical models and scales of numerical simulation. These outputs can be treated as signals from the information environment E The dynamics of the belief state can be modelled with the aid of the theory of open quantum systems: a quantum state (representing uncertainty in beliefs) is dynamically modified through coupling with E ; stabilization to a steady state determines a decision strategy. In this paper, the process of decision-making about hydrocarbon reservoirs (e.g. 'explore or not?'; 'open new well or not?'; 'contaminated by water or not?'; 'double or triple porosity medium?') is modelled by using the Gorini-Kossakowski-Sudarshan-Lindblad equation. In our model, this equation describes the evolution of experts' predictions about a geophysical structure. We proceed with the information approach to quantum theory and the subjective interpretation of quantum probabilities (due to quantum Bayesianism).This article is part of the theme issue 'Hilbert's sixth problem'. © 2018 The Author(s).
Improving Ranking Using Quantum Probability
Melucci, Massimo
2011-01-01
The paper shows that ranking information units by quantum probability differs from ranking them by classical probability provided the same data used for parameter estimation. As probability of detection (also known as recall or power) and probability of false alarm (also known as fallout or size) measure the quality of ranking, we point out and show that ranking by quantum probability yields higher probability of detection than ranking by classical probability provided a given probability of ...
Choice probability generating functions
DEFF Research Database (Denmark)
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2010-01-01
This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties is consistent with a RUM. The choice...... probabilities from the RUM are obtained from the gradient of the CPGF. Mixtures of RUM are characterized by logarithmic mixtures of their associated CPGF. The paper relates CPGF to multivariate extreme value distributions, and reviews and extends methods for constructing generating functions for applications....... The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models....
Probability and stochastic modeling
Rotar, Vladimir I
2012-01-01
Basic NotionsSample Space and EventsProbabilitiesCounting TechniquesIndependence and Conditional ProbabilityIndependenceConditioningThe Borel-Cantelli TheoremDiscrete Random VariablesRandom Variables and VectorsExpected ValueVariance and Other Moments. Inequalities for DeviationsSome Basic DistributionsConvergence of Random Variables. The Law of Large NumbersConditional ExpectationGenerating Functions. Branching Processes. Random Walk RevisitedBranching Processes Generating Functions Branching Processes Revisited More on Random WalkMarkov ChainsDefinitions and Examples. Probability Distributions of Markov ChainsThe First Step Analysis. Passage TimesVariables Defined on a Markov ChainErgodicity and Stationary DistributionsA Classification of States and ErgodicityContinuous Random VariablesContinuous DistributionsSome Basic Distributions Continuous Multivariate Distributions Sums of Independent Random Variables Conditional Distributions and ExpectationsDistributions in the General Case. SimulationDistribution F...
Estimating Subjective Probabilities
DEFF Research Database (Denmark)
Andersen, Steffen; Fountain, John; Harrison, Glenn W.
2014-01-01
either construct elicitation mechanisms that control for risk aversion, or construct elicitation mechanisms which undertake 'calibrating adjustments' to elicited reports. We illustrate how the joint estimation of risk attitudes and subjective probabilities can provide the calibration adjustments...... that theory calls for. We illustrate this approach using data from a controlled experiment with real monetary consequences to the subjects. This allows the observer to make inferences about the latent subjective probability, under virtually any well-specified model of choice under subjective risk, while still...
Introduction to imprecise probabilities
Augustin, Thomas; de Cooman, Gert; Troffaes, Matthias C M
2014-01-01
In recent years, the theory has become widely accepted and has been further developed, but a detailed introduction is needed in order to make the material available and accessible to a wide audience. This will be the first book providing such an introduction, covering core theory and recent developments which can be applied to many application areas. All authors of individual chapters are leading researchers on the specific topics, assuring high quality and up-to-date contents. An Introduction to Imprecise Probabilities provides a comprehensive introduction to imprecise probabilities, includin
Classic Problems of Probability
Gorroochurn, Prakash
2012-01-01
"A great book, one that I will certainly add to my personal library."—Paul J. Nahin, Professor Emeritus of Electrical Engineering, University of New Hampshire Classic Problems of Probability presents a lively account of the most intriguing aspects of statistics. The book features a large collection of more than thirty classic probability problems which have been carefully selected for their interesting history, the way they have shaped the field, and their counterintuitive nature. From Cardano's 1564 Games of Chance to Jacob Bernoulli's 1713 Golden Theorem to Parrondo's 1996 Perplexin
Counterexamples in probability
Stoyanov, Jordan M
2013-01-01
While most mathematical examples illustrate the truth of a statement, counterexamples demonstrate a statement's falsity. Enjoyable topics of study, counterexamples are valuable tools for teaching and learning. The definitive book on the subject in regards to probability, this third edition features the author's revisions and corrections plus a substantial new appendix.
Plotnitsky, Arkady
2010-01-01
Offers an exploration of the relationships between epistemology and probability in the work of Niels Bohr, Werner Heisenberg, and Erwin Schrodinger; in quantum mechanics; and in modern physics. This book considers the implications of these relationships and of quantum theory for our understanding of the nature of thinking and knowledge in general
Transition probabilities for atoms
International Nuclear Information System (INIS)
Kim, Y.K.
1980-01-01
Current status of advanced theoretical methods for transition probabilities for atoms and ions is discussed. An experiment on the f values of the resonance transitions of the Kr and Xe isoelectronic sequences is suggested as a test for the theoretical methods
Negative probability in the framework of combined probability
Burgin, Mark
2013-01-01
Negative probability has found diverse applications in theoretical physics. Thus, construction of sound and rigorous mathematical foundations for negative probability is important for physics. There are different axiomatizations of conventional probability. So, it is natural that negative probability also has different axiomatic frameworks. In the previous publications (Burgin, 2009; 2010), negative probability was mathematically formalized and rigorously interpreted in the context of extende...
Energy Technology Data Exchange (ETDEWEB)
Helton, Jon C. [Arizona State Univ., Tempe, AZ (United States); Brooks, Dusty Marie [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sallaberry, Cedric Jean-Marie. [Engineering Mechanics Corp. of Columbus, OH (United States)
2018-02-01
Probability of loss of assured safety (PLOAS) is modeled for weak link (WL)/strong link (SL) systems in which one or more WLs or SLs could potentially degrade into a precursor condition to link failure that will be followed by an actual failure after some amount of elapsed time. The following topics are considered: (i) Definition of precursor occurrence time cumulative distribution functions (CDFs) for individual WLs and SLs, (ii) Formal representation of PLOAS with constant delay times, (iii) Approximation and illustration of PLOAS with constant delay times, (iv) Formal representation of PLOAS with aleatory uncertainty in delay times, (v) Approximation and illustration of PLOAS with aleatory uncertainty in delay times, (vi) Formal representation of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, (vii) Approximation and illustration of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, and (viii) Procedures for the verification of PLOAS calculations for the three indicated definitions of delayed link failure.
von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo
2014-06-01
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
Waste Package Misload Probability
International Nuclear Information System (INIS)
Knudsen, J.K.
2001-01-01
The objective of this calculation is to calculate the probability of occurrence for fuel assembly (FA) misloads (i.e., Fa placed in the wrong location) and FA damage during FA movements. The scope of this calculation is provided by the information obtained from the Framatome ANP 2001a report. The first step in this calculation is to categorize each fuel-handling events that occurred at nuclear power plants. The different categories are based on FAs being damaged or misloaded. The next step is to determine the total number of FAs involved in the event. Using the information, a probability of occurrence will be calculated for FA misload and FA damage events. This calculation is an expansion of preliminary work performed by Framatome ANP 2001a
Paradoxes in probability theory
Eckhardt, William
2013-01-01
Paradoxes provide a vehicle for exposing misinterpretations and misapplications of accepted principles. This book discusses seven paradoxes surrounding probability theory. Some remain the focus of controversy; others have allegedly been solved, however the accepted solutions are demonstrably incorrect. Each paradox is shown to rest on one or more fallacies. Instead of the esoteric, idiosyncratic, and untested methods that have been brought to bear on these problems, the book invokes uncontroversial probability principles, acceptable both to frequentists and subjectivists. The philosophical disputation inspired by these paradoxes is shown to be misguided and unnecessary; for instance, startling claims concerning human destiny and the nature of reality are directly related to fallacious reasoning in a betting paradox, and a problem analyzed in philosophy journals is resolved by means of a computer program.
Measurement uncertainty and probability
Willink, Robin
2013-01-01
A measurement result is incomplete without a statement of its 'uncertainty' or 'margin of error'. But what does this statement actually tell us? By examining the practical meaning of probability, this book discusses what is meant by a '95 percent interval of measurement uncertainty', and how such an interval can be calculated. The book argues that the concept of an unknown 'target value' is essential if probability is to be used as a tool for evaluating measurement uncertainty. It uses statistical concepts, such as a conditional confidence interval, to present 'extended' classical methods for evaluating measurement uncertainty. The use of the Monte Carlo principle for the simulation of experiments is described. Useful for researchers and graduate students, the book also discusses other philosophies relating to the evaluation of measurement uncertainty. It employs clear notation and language to avoid the confusion that exists in this controversial field of science.
Retrocausality and conditional probability
International Nuclear Information System (INIS)
Stuart, C.I.J.M.
1989-01-01
Costa de Beauregard has proposed that physical causality be identified with conditional probability. The proposal is shown to be vulnerable on two accounts. The first, though mathematically trivial, seems to be decisive so far as the current formulation of the proposal is concerned. The second lies in a physical inconsistency which seems to have its source in a Copenhagenlike disavowal of realism in quantum mechanics. 6 refs. (Author)
Whittle, Peter
1992-01-01
This book is a complete revision of the earlier work Probability which ap peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text...
Probability as a Physical Motive
Directory of Open Access Journals (Sweden)
Peter Martin
2007-04-01
Full Text Available Recent theoretical progress in nonequilibrium thermodynamics, linking thephysical principle of Maximum Entropy Production (Ã¢Â€ÂœMEPÃ¢Â€Â to the information-theoreticalÃ¢Â€ÂœMaxEntÃ¢Â€Â principle of scientific inference, together with conjectures from theoreticalphysics that there may be no fundamental causal laws but only probabilities for physicalprocesses, and from evolutionary theory that biological systems expand Ã¢Â€Âœthe adjacentpossibleÃ¢Â€Â as rapidly as possible, all lend credence to the proposition that probability shouldbe recognized as a fundamental physical motive. It is further proposed that spatial order andtemporal order are two aspects of the same thing, and that this is the essence of the secondlaw of thermodynamics.
Probability mapping of contaminants
Energy Technology Data Exchange (ETDEWEB)
Rautman, C.A.; Kaplan, P.G. [Sandia National Labs., Albuquerque, NM (United States); McGraw, M.A. [Univ. of California, Berkeley, CA (United States); Istok, J.D. [Oregon State Univ., Corvallis, OR (United States); Sigda, J.M. [New Mexico Inst. of Mining and Technology, Socorro, NM (United States)
1994-04-01
Exhaustive characterization of a contaminated site is a physical and practical impossibility. Descriptions of the nature, extent, and level of contamination, as well as decisions regarding proposed remediation activities, must be made in a state of uncertainty based upon limited physical sampling. The probability mapping approach illustrated in this paper appears to offer site operators a reasonable, quantitative methodology for many environmental remediation decisions and allows evaluation of the risk associated with those decisions. For example, output from this approach can be used in quantitative, cost-based decision models for evaluating possible site characterization and/or remediation plans, resulting in selection of the risk-adjusted, least-cost alternative. The methodology is completely general, and the techniques are applicable to a wide variety of environmental restoration projects. The probability-mapping approach is illustrated by application to a contaminated site at the former DOE Feed Materials Production Center near Fernald, Ohio. Soil geochemical data, collected as part of the Uranium-in-Soils Integrated Demonstration Project, have been used to construct a number of geostatistical simulations of potential contamination for parcels approximately the size of a selective remediation unit (the 3-m width of a bulldozer blade). Each such simulation accurately reflects the actual measured sample values, and reproduces the univariate statistics and spatial character of the extant data. Post-processing of a large number of these equally likely statistically similar images produces maps directly showing the probability of exceeding specified levels of contamination (potential clean-up or personnel-hazard thresholds).
Probability mapping of contaminants
International Nuclear Information System (INIS)
Rautman, C.A.; Kaplan, P.G.; McGraw, M.A.; Istok, J.D.; Sigda, J.M.
1994-01-01
Exhaustive characterization of a contaminated site is a physical and practical impossibility. Descriptions of the nature, extent, and level of contamination, as well as decisions regarding proposed remediation activities, must be made in a state of uncertainty based upon limited physical sampling. The probability mapping approach illustrated in this paper appears to offer site operators a reasonable, quantitative methodology for many environmental remediation decisions and allows evaluation of the risk associated with those decisions. For example, output from this approach can be used in quantitative, cost-based decision models for evaluating possible site characterization and/or remediation plans, resulting in selection of the risk-adjusted, least-cost alternative. The methodology is completely general, and the techniques are applicable to a wide variety of environmental restoration projects. The probability-mapping approach is illustrated by application to a contaminated site at the former DOE Feed Materials Production Center near Fernald, Ohio. Soil geochemical data, collected as part of the Uranium-in-Soils Integrated Demonstration Project, have been used to construct a number of geostatistical simulations of potential contamination for parcels approximately the size of a selective remediation unit (the 3-m width of a bulldozer blade). Each such simulation accurately reflects the actual measured sample values, and reproduces the univariate statistics and spatial character of the extant data. Post-processing of a large number of these equally likely statistically similar images produces maps directly showing the probability of exceeding specified levels of contamination (potential clean-up or personnel-hazard thresholds)
Probability of causation approach
International Nuclear Information System (INIS)
Jose, D.E.
1988-01-01
Probability of causation (PC) is sometimes viewed as a great improvement by those persons who are not happy with the present rulings of courts in radiation cases. The author does not share that hope and expects that PC will not play a significant role in these issues for at least the next decade. If it is ever adopted in a legislative compensation scheme, it will be used in a way that is unlikely to please most scientists. Consequently, PC is a false hope for radiation scientists, and its best contribution may well lie in some of the spin-off effects, such as an influence on medical practice
Generalized Probability Functions
Directory of Open Access Journals (Sweden)
Alexandre Souto Martinez
2009-01-01
Full Text Available From the integration of nonsymmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. Motivated by the mathematical curiosity, we show that these generalized functions are suitable to generalize some probability density functions (pdfs. A very reliable rank distribution can be conveniently described by the generalized exponential function. Finally, we turn the attention to the generalization of one- and two-tail stretched exponential functions. We obtain, as particular cases, the generalized error function, the Zipf-Mandelbrot pdf, the generalized Gaussian and Laplace pdf. Their cumulative functions and moments were also obtained analytically.
2014-06-30
precisely the content of the following result. The price we pay is that the assumption that A is a packing in (F, k ·k1) is too weak to make this happen...Regularité des trajectoires des fonctions aléatoires gaussiennes. In: École d’Été de Probabilités de Saint- Flour , IV-1974, pp. 1–96. Lecture Notes in...Lectures on probability theory and statistics (Saint- Flour , 1994), Lecture Notes in Math., vol. 1648, pp. 165–294. Springer, Berlin (1996) 50. Ledoux
Warner, Kelly L.; Arnold, Terri L.
2010-01-01
Nitrate in private wells in the glacial aquifer system is a concern for an estimated 17 million people using private wells because of the proximity of many private wells to nitrogen sources. Yet, less than 5 percent of private wells sampled in this study contained nitrate in concentrations that exceeded the U.S. Environmental Protection Agency (USEPA) Maximum Contaminant Level (MCL) of 10 mg/L (milligrams per liter) as N (nitrogen). However, this small group with nitrate concentrations above the USEPA MCL includes some of the highest nitrate concentrations detected in groundwater from private wells (77 mg/L). Median nitrate concentration measured in groundwater from private wells in the glacial aquifer system (0.11 mg/L as N) is lower than that in water from other unconsolidated aquifers and is not strongly related to surface sources of nitrate. Background concentration of nitrate is less than 1 mg/L as N. Although overall nitrate concentration in private wells was low relative to the MCL, concentrations were highly variable over short distances and at various depths below land surface. Groundwater from wells in the glacial aquifer system at all depths was a mixture of old and young water. Oxidation and reduction potential changes with depth and groundwater age were important influences on nitrate concentrations in private wells. A series of 10 logistic regression models was developed to estimate the probability of nitrate concentration above various thresholds. The threshold concentration (1 to 10 mg/L) affected the number of variables in the model. Fewer explanatory variables are needed to predict nitrate at higher threshold concentrations. The variables that were identified as significant predictors for nitrate concentration above 4 mg/L as N included well characteristics such as open-interval diameter, open-interval length, and depth to top of open interval. Environmental variables in the models were mean percent silt in soil, soil type, and mean depth to
Simulations of Probabilities for Quantum Computing
Zak, M.
1996-01-01
It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-LIpschitz dynamics, without utilization of any man-made devices (such as random number generators). Self-organizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed.
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Towards a Categorical Account of Conditional Probability
Directory of Open Access Journals (Sweden)
Robert Furber
2015-11-01
Full Text Available This paper presents a categorical account of conditional probability, covering both the classical and the quantum case. Classical conditional probabilities are expressed as a certain "triangle-fill-in" condition, connecting marginal and joint probabilities, in the Kleisli category of the distribution monad. The conditional probabilities are induced by a map together with a predicate (the condition. The latter is a predicate in the logic of effect modules on this Kleisli category. This same approach can be transferred to the category of C*-algebras (with positive unital maps, whose predicate logic is also expressed in terms of effect modules. Conditional probabilities can again be expressed via a triangle-fill-in property. In the literature, there are several proposals for what quantum conditional probability should be, and also there are extra difficulties not present in the classical case. At this stage, we only describe quantum systems with classical parametrization.
Directory of Open Access Journals (Sweden)
Bouland Olivier
2017-01-01
Full Text Available This paper deals with simultaneous neutron-induced average partial cross sections and surrogate-like probability simulations over several excitation and de-excitation channels of the compound nucleus. Present calculations, based on one-dimensional fission barrier extended -matrix theory using Monte Carlo samplings of both first and second well resonance parameters, avoid the surrogate-reaction method historically taken for surrogate data analyses that proved to be very poor in terms of extrapolated neutron-induced capture cross sections. Present theoretical approach is portrayed and subsequent results can be compared for the first time with experimental γ-decay probabilities; thanks to brand new simultaneous 238U(3He,4Heγ and 238U(3He,4He f surrogate measurements. Future integration of our strategy in standard neutron cross section data evaluation remains tied to the developments made in terms of direct reaction population probability calculations.
Probable maximum flood control
International Nuclear Information System (INIS)
DeGabriele, C.E.; Wu, C.L.
1991-11-01
This study proposes preliminary design concepts to protect the waste-handling facilities and all shaft and ramp entries to the underground from the probable maximum flood (PMF) in the current design configuration for the proposed Nevada Nuclear Waste Storage Investigation (NNWSI) repository protection provisions were furnished by the United States Bureau of Reclamation (USSR) or developed from USSR data. Proposed flood protection provisions include site grading, drainage channels, and diversion dikes. Figures are provided to show these proposed flood protection provisions at each area investigated. These areas are the central surface facilities (including the waste-handling building and waste treatment building), tuff ramp portal, waste ramp portal, men-and-materials shaft, emplacement exhaust shaft, and exploratory shafts facility
Struminskaya, Bella; de Leeuw, E.D.; Kaczmirek, Lars
2015-01-01
One of the methods for evaluating online panels in terms of data quality is comparing the estimates that the panels provide with benchmark sources. For probability-based online panels, high-quality surveys or government statistics can be used as references. If differences among the benchmark and the
Probability and rational choice
Directory of Open Access Journals (Sweden)
David Botting
2014-05-01
Full Text Available http://dx.doi.org/10.5007/1808-1711.2014v18n1p1 In this paper I will discuss the rationality of reasoning about the future. There are two things that we might like to know about the future: which hypotheses are true and what will happen next. To put it in philosophical language, I aim to show that there are methods by which inferring to a generalization (selecting a hypothesis and inferring to the next instance (singular predictive inference can be shown to be normative and the method itself shown to be rational, where this is due in part to being based on evidence (although not in the same way and in part on a prior rational choice. I will also argue that these two inferences have been confused, being distinct not only conceptually (as nobody disputes but also in their results (the value given to the probability of the hypothesis being not in general that given to the next instance and that methods that are adequate for one are not by themselves adequate for the other. A number of debates over method founder on this confusion and do not show what the debaters think they show.
COVAL, Compound Probability Distribution for Function of Probability Distribution
International Nuclear Information System (INIS)
Astolfi, M.; Elbaz, J.
1979-01-01
1 - Nature of the physical problem solved: Computation of the probability distribution of a function of variables, given the probability distribution of the variables themselves. 'COVAL' has been applied to reliability analysis of a structure subject to random loads. 2 - Method of solution: Numerical transformation of probability distributions
Probability for Weather and Climate
Smith, L. A.
2013-12-01
Over the last 60 years, the availability of large-scale electronic computers has stimulated rapid and significant advances both in meteorology and in our understanding of the Earth System as a whole. The speed of these advances was due, in large part, to the sudden ability to explore nonlinear systems of equations. The computer allows the meteorologist to carry a physical argument to its conclusion; the time scales of weather phenomena then allow the refinement of physical theory, numerical approximation or both in light of new observations. Prior to this extension, as Charney noted, the practicing meteorologist could ignore the results of theory with good conscience. Today, neither the practicing meteorologist nor the practicing climatologist can do so, but to what extent, and in what contexts, should they place the insights of theory above quantitative simulation? And in what circumstances can one confidently estimate the probability of events in the world from model-based simulations? Despite solid advances of theory and insight made possible by the computer, the fidelity of our models of climate differs in kind from the fidelity of models of weather. While all prediction is extrapolation in time, weather resembles interpolation in state space, while climate change is fundamentally an extrapolation. The trichotomy of simulation, observation and theory which has proven essential in meteorology will remain incomplete in climate science. Operationally, the roles of probability, indeed the kinds of probability one has access too, are different in operational weather forecasting and climate services. Significant barriers to forming probability forecasts (which can be used rationally as probabilities) are identified. Monte Carlo ensembles can explore sensitivity, diversity, and (sometimes) the likely impact of measurement uncertainty and structural model error. The aims of different ensemble strategies, and fundamental differences in ensemble design to support of
International Nuclear Information System (INIS)
Bishop, Peter; Bloomfield, Robin; Littlewood, Bev; Popov, Peter; Povyakalo, Andrey; Strigini, Lorenzo
2014-01-01
Redundancy and diversity have long been used as means to obtain high reliability in critical systems. While it is easy to show that, say, a 1-out-of-2 diverse system will be more reliable than each of its two individual “trains”, assessing the actual reliability of such systems can be difficult because the trains cannot be assumed to fail independently. If we cannot claim independence of train failures, the computation of system reliability is difficult, because we would need to know the probability of failure on demand (pfd) for every possible demand. These are unlikely to be known in the case of software. Claims for software often concern its marginalpfd, i.e. average across all possible demands. In this paper we consider the case of a 1-out-of-2 safety protection system in which one train contains software (and hardware), and the other train contains only hardware equipment. We show that a useful upper (i.e. conservative) bound can be obtained for the system pfd using only the unconditional pfd for software together with information about the variation of hardware failure probability across demands, which is likely to be known or estimatable. The worst-case result is obtained by “allocating” software failure probability among demand “classes” so as to maximize system pfd
Falk, Ruma; Kendig, Keith
2013-01-01
Two contestants debate the notorious probability problem of the sex of the second child. The conclusions boil down to explication of the underlying scenarios and assumptions. Basic principles of probability theory are highlighted.
Introduction to probability with R
Baclawski, Kenneth
2008-01-01
FOREWORD PREFACE Sets, Events, and Probability The Algebra of Sets The Bernoulli Sample Space The Algebra of Multisets The Concept of Probability Properties of Probability Measures Independent Events The Bernoulli Process The R Language Finite Processes The Basic Models Counting Rules Computing Factorials The Second Rule of Counting Computing Probabilities Discrete Random Variables The Bernoulli Process: Tossing a Coin The Bernoulli Process: Random Walk Independence and Joint Distributions Expectations The Inclusion-Exclusion Principle General Random Variable
Ross, Sheldon
2014-01-01
A First Course in Probability, Ninth Edition, features clear and intuitive explanations of the mathematics of probability theory, outstanding problem sets, and a variety of diverse examples and applications. This book is ideal for an upper-level undergraduate or graduate level introduction to probability for math, science, engineering and business students. It assumes a background in elementary calculus.
Failure probability analysis of optical grid
Zhong, Yaoquan; Guo, Wei; Sun, Weiqiang; Jin, Yaohui; Hu, Weisheng
2008-11-01
Optical grid, the integrated computing environment based on optical network, is expected to be an efficient infrastructure to support advanced data-intensive grid applications. In optical grid, the faults of both computational and network resources are inevitable due to the large scale and high complexity of the system. With the optical network based distributed computing systems extensive applied in the processing of data, the requirement of the application failure probability have been an important indicator of the quality of application and an important aspect the operators consider. This paper will present a task-based analysis method of the application failure probability in optical grid. Then the failure probability of the entire application can be quantified, and the performance of reducing application failure probability in different backup strategies can be compared, so that the different requirements of different clients can be satisfied according to the application failure probability respectively. In optical grid, when the application based DAG (directed acyclic graph) is executed in different backup strategies, the application failure probability and the application complete time is different. This paper will propose new multi-objective differentiated services algorithm (MDSA). New application scheduling algorithm can guarantee the requirement of the failure probability and improve the network resource utilization, realize a compromise between the network operator and the application submission. Then differentiated services can be achieved in optical grid.
Dependency models and probability of joint events
International Nuclear Information System (INIS)
Oerjasaeter, O.
1982-08-01
Probabilistic dependencies between components/systems are discussed with reference to a broad classification of potential failure mechanisms. Further, a generalized time-dependency model, based on conditional probabilities for estimation of the probability of joint events and event sequences is described. The applicability of this model is clarified/demonstrated by various examples. It is concluded that the described model of dependency is a useful tool for solving a variety of practical problems concerning the probability of joint events and event sequences where common cause and time-dependent failure mechanisms are involved. (Auth.)
A brief introduction to probability.
Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio
2018-02-01
The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.
Quantum probabilities as Dempster-Shafer probabilities in the lattice of subspaces
International Nuclear Information System (INIS)
Vourdas, A.
2014-01-01
The orthocomplemented modular lattice of subspaces L[H(d)], of a quantum system with d-dimensional Hilbert space H(d), is considered. A generalized additivity relation which holds for Kolmogorov probabilities is violated by quantum probabilities in the full lattice L[H(d)] (it is only valid within the Boolean subalgebras of L[H(d)]). This suggests the use of more general (than Kolmogorov) probability theories, and here the Dempster-Shafer probability theory is adopted. An operator D(H 1 ,H 2 ), which quantifies deviations from Kolmogorov probability theory is introduced, and it is shown to be intimately related to the commutator of the projectors P(H 1 ),P(H 2 ), to the subspaces H 1 , H 2 . As an application, it is shown that the proof of the inequalities of Clauser, Horne, Shimony, and Holt for a system of two spin 1/2 particles is valid for Kolmogorov probabilities, but it is not valid for Dempster-Shafer probabilities. The violation of these inequalities in experiments supports the interpretation of quantum probabilities as Dempster-Shafer probabilities
Propensity, Probability, and Quantum Theory
Ballentine, Leslie E.
2016-08-01
Quantum mechanics and probability theory share one peculiarity. Both have well established mathematical formalisms, yet both are subject to controversy about the meaning and interpretation of their basic concepts. Since probability plays a fundamental role in QM, the conceptual problems of one theory can affect the other. We first classify the interpretations of probability into three major classes: (a) inferential probability, (b) ensemble probability, and (c) propensity. Class (a) is the basis of inductive logic; (b) deals with the frequencies of events in repeatable experiments; (c) describes a form of causality that is weaker than determinism. An important, but neglected, paper by P. Humphreys demonstrated that propensity must differ mathematically, as well as conceptually, from probability, but he did not develop a theory of propensity. Such a theory is developed in this paper. Propensity theory shares many, but not all, of the axioms of probability theory. As a consequence, propensity supports the Law of Large Numbers from probability theory, but does not support Bayes theorem. Although there are particular problems within QM to which any of the classes of probability may be applied, it is argued that the intrinsic quantum probabilities (calculated from a state vector or density matrix) are most naturally interpreted as quantum propensities. This does not alter the familiar statistical interpretation of QM. But the interpretation of quantum states as representing knowledge is untenable. Examples show that a density matrix fails to represent knowledge.
Prediction and probability in sciences
International Nuclear Information System (INIS)
Klein, E.; Sacquin, Y.
1998-01-01
This book reports the 7 presentations made at the third meeting 'physics and fundamental questions' whose theme was probability and prediction. The concept of probability that was invented to apprehend random phenomena has become an important branch of mathematics and its application range spreads from radioactivity to species evolution via cosmology or the management of very weak risks. The notion of probability is the basis of quantum mechanics and then is bound to the very nature of matter. The 7 topics are: - radioactivity and probability, - statistical and quantum fluctuations, - quantum mechanics as a generalized probability theory, - probability and the irrational efficiency of mathematics, - can we foresee the future of the universe?, - chance, eventuality and necessity in biology, - how to manage weak risks? (A.C.)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Poisson Processes in Free Probability
An, Guimei; Gao, Mingchu
2015-01-01
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of (compound) Poisson processes in classical probability. We proved that the sum of finitely many freely independent compound free Poisson processes is a compound free Poisson processes. We give a step by step procedure for constructing a (compound) free Poisso...
PROBABILITY SURVEYS , CONDITIONAL PROBABILITIES AND ECOLOGICAL RISK ASSESSMENT
We show that probability-based environmental resource monitoring programs, such as the U.S. Environmental Protection Agency's (U.S. EPA) Environmental Monitoring and Assessment Program, and conditional probability analysis can serve as a basis for estimating ecological risk over ...
Probability inequalities for decomposition integrals
Czech Academy of Sciences Publication Activity Database
Agahi, H.; Mesiar, Radko
2017-01-01
Roč. 315, č. 1 (2017), s. 240-248 ISSN 0377-0427 Institutional support: RVO:67985556 Keywords : Decomposition integral * Superdecomposition integral * Probability inequalities Subject RIV: BA - General Mathematics OBOR OECD: Statistics and probability Impact factor: 1.357, year: 2016 http://library.utia.cas.cz/separaty/2017/E/mesiar-0470959.pdf
Expected utility with lower probabilities
DEFF Research Database (Denmark)
Hendon, Ebbe; Jacobsen, Hans Jørgen; Sloth, Birgitte
1994-01-01
An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory...
Introduction to probability with Mathematica
Hastings, Kevin J
2009-01-01
Discrete ProbabilityThe Cast of Characters Properties of Probability Simulation Random SamplingConditional ProbabilityIndependenceDiscrete DistributionsDiscrete Random Variables, Distributions, and ExpectationsBernoulli and Binomial Random VariablesGeometric and Negative Binomial Random Variables Poisson DistributionJoint, Marginal, and Conditional Distributions More on ExpectationContinuous ProbabilityFrom the Finite to the (Very) Infinite Continuous Random Variables and DistributionsContinuous ExpectationContinuous DistributionsThe Normal Distribution Bivariate Normal DistributionNew Random Variables from OldOrder Statistics Gamma DistributionsChi-Square, Student's t, and F-DistributionsTransformations of Normal Random VariablesAsymptotic TheoryStrong and Weak Laws of Large Numbers Central Limit TheoremStochastic Processes and ApplicationsMarkov ChainsPoisson Processes QueuesBrownian MotionFinancial MathematicsAppendixIntroduction to Mathematica Glossary of Mathematica Commands for Probability Short Answers...
D'silva, Oneil; Kerrison, Roger
2013-09-01
A key feature for the increased utilization of space robotics is to automate Extra-Vehicular manned space activities and thus significantly reduce the potential for catastrophic hazards while simultaneously minimizing the overall costs associated with manned space. The principal scope of the paper is to evaluate the use of industry standard accepted Probability risk/safety assessment (PRA/PSA) methodologies and Hazard Risk frequency Criteria as a hazard control. This paper illustrates the applicability of combining the selected Probability risk assessment methodology and hazard risk frequency criteria, in order to apply the necessary safety controls that allow for the increased use of the Mobile Servicing system (MSS) robotic system on the International Space Station. This document will consider factors such as component failure rate reliability, software reliability, and periods of operation and dormancy, fault tree analyses and their effects on the probability risk assessments. The paper concludes with suggestions for the incorporation of existing industry Risk/Safety plans to create an applicable safety process for future activities/programs
Qin, Z.; Zhao, J. M.; Liu, L. H.
2017-11-01
Accurate radiative transition probabilities of diatomic electronic systems are required to calculate the discrete radiation of plasmas. However, most of the published transition probabilities are obtained using older spectroscopic constants and electronic transition moment functions (ETMFs), some of which deviates greatly from experimental data. Fortunately, a lot of new spectroscopic constants that include more anharmonic correction terms than the earlier ones have been published over the past few years. In this work, the Einstein coefficients, Franck-Condon factors and absorption band oscillator strengths are calculated for important diatomic radiative transition processes of N2-O2, CO2-N2 and H2 plasmas produced in entering into the atmosphere of Earth, Mars and Jupiter. The most up-to-date spectroscopic constants are selected to reconstruct the potential energy curves by the Rydberg-Klein-Rees (RKR) method. Then the vibrational wave functions are calculated through the resolution of the radial Schrödinger equation for such potential energy curves. These results, together with the latest "ab-initio" ETMFs derived from the literature are used to compute the square of electronic-vibrational transition moments, Einstein coefficients and absorption band oscillator strengths. Moreover, the Franck-Condon factors are determined with the obtained vibrational wave functions. In the supplementary material we present tables of the radiative transition probabilities for 40 band systems of N2, N2+, NO, O2, CO, CO+, CN, C2 and H2 molecules. In addition, the calculated radiative lifetimes are systematically validated by available experimental results.
Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines
Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.
2011-01-01
Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433
Probable Inference and Quantum Mechanics
International Nuclear Information System (INIS)
Grandy, W. T. Jr.
2009-01-01
In its current very successful interpretation the quantum theory is fundamentally statistical in nature. Although commonly viewed as a probability amplitude whose (complex) square is a probability, the wavefunction or state vector continues to defy consensus as to its exact meaning, primarily because it is not a physical observable. Rather than approach this problem directly, it is suggested that it is first necessary to clarify the precise role of probability theory in quantum mechanics, either as applied to, or as an intrinsic part of the quantum theory. When all is said and done the unsurprising conclusion is that quantum mechanics does not constitute a logic and probability unto itself, but adheres to the long-established rules of classical probability theory while providing a means within itself for calculating the relevant probabilities. In addition, the wavefunction is seen to be a description of the quantum state assigned by an observer based on definite information, such that the same state must be assigned by any other observer based on the same information, in much the same way that probabilities are assigned.
Mazumder, S.; Tep, Blecy; Pangtey, K. K. S.; Das, K. K.; Mitra, D. S.
2017-08-01
The Gondwanaland assembly rifted dominantly during Late Carboniferous-Early Permian forming several intracratonic rift basins. These rifts were subsequently filled with a thick sequence of continental clastic sediments with minor marine intercalations in early phase. In western part of India, these sediments are recorded in enclaves of Bikaner-Nagaur and Jaisalmer basins in Rajasthan. Facies correlatives of these sediments are observed in a number of basins that were earlier thought to be associated with the western part of India. The present work is a GIS based approach to reconnect those basins to their position during rifting and reconstruct the tectono-sedimentary environment at that time range. The study indicates a rift system spanning from Arabian plate in the north and extending to southern part of Africa that passes through Indus basin, western part of India and Madagascar, and existed from Late Carboniferous to Early Jurassic. Extensions related to the opening of Neo-Tethys led to the formation of a number of cross trends in the rift systems that acted as barriers to marine transgressions from the north as well as disrupted the earlier continuous longitudinal drainage systems. The axis of this rift system is envisaged to pass through present day offshore Kutch and Saurashtra and implies a thick deposit of Late Carboniferous to Early Jurassic sediments in these areas. Based on analogy with other basins associated with this rift system, these sediments may be targeted for hydrocarbon exploration.
Yang, Tsung-Ming; Fan, Shu-Kai; Fan, Chihhao; Hsu, Nien-Sheng
2014-08-01
The purpose of this study is to establish a turbidity forecasting model as well as an early-warning system for turbidity management using rainfall records as the input variables. The Taipei Water Source Domain was employed as the study area, and ANOVA analysis showed that the accumulative rainfall records of 1-day Ping-lin, 2-day Ping-lin, 2-day Fei-tsui, 2-day Shi-san-gu, 2-day Tai-pin and 2-day Tong-hou were the six most significant parameters for downstream turbidity development. The artificial neural network model was developed and proven capable of predicting the turbidity concentration in the investigated catchment downstream area. The observed and model-calculated turbidity data were applied to developing the turbidity early-warning system. Using a previously determined turbidity as the threshold, the rainfall criterion, above which the downstream turbidity would possibly exceed this respective threshold turbidity, for the investigated rain gauge stations was determined. An exemplary illustration demonstrated the effectiveness of the proposed turbidity early-warning system as a precautionary alarm of possible significant increase of downstream turbidity. This study is the first report of the establishment of the turbidity early-warning system. Hopefully, this system can be applied to source water turbidity forecasting during storm events and provide a useful reference for subsequent adjustment of drinking water treatment operation.
Probability with applications and R
Dobrow, Robert P
2013-01-01
An introduction to probability at the undergraduate level Chance and randomness are encountered on a daily basis. Authored by a highly qualified professor in the field, Probability: With Applications and R delves into the theories and applications essential to obtaining a thorough understanding of probability. With real-life examples and thoughtful exercises from fields as diverse as biology, computer science, cryptology, ecology, public health, and sports, the book is accessible for a variety of readers. The book's emphasis on simulation through the use of the popular R software language c
A philosophical essay on probabilities
Laplace, Marquis de
1996-01-01
A classic of science, this famous essay by ""the Newton of France"" introduces lay readers to the concepts and uses of probability theory. It is of especial interest today as an application of mathematical techniques to problems in social and biological sciences.Generally recognized as the founder of the modern phase of probability theory, Laplace here applies the principles and general results of his theory ""to the most important questions of life, which are, in effect, for the most part, problems in probability."" Thus, without the use of higher mathematics, he demonstrates the application
Investigating Probability with the NBA Draft Lottery.
Quinn, Robert J.
1997-01-01
Investigates an interesting application of probability in the world of sports. Considers the role of permutations in the lottery system used by the National Basketball Association (NBA) in the United States to determine the order in which nonplayoff teams select players from the college ranks. Presents a lesson on this topic in which students work…
Neutrosophic Probability, Set, And Logic (first version)
Smarandache, Florentin
2000-01-01
This project is a part of a National Science Foundation interdisciplinary project proposal. Starting from a new viewpoint in philosophy, the neutrosophy, one extends the classical "probability theory", "fuzzy set" and "fuzzy logic" to , and respectively. They are useful in artificial intelligence, neural networks, evolutionary programming, neutrosophic dynamic systems, and quantum mechanics.
On a paradox of probability theory
International Nuclear Information System (INIS)
Stuart, C.I.J.M.
1989-01-01
Costa de Beauregard's proposal concerning physical retrocausality has been shown to fail on two crucial points. However, it is argued that his proposal still merits serious attention. The argument arises from showing that his proposal reveals a paradox involving relations between conditional probabilities, statistical correlations and reciprocal causalities of the type exhibited by cooperative dynamics in physical systems. 4 refs. (Author)
Logic, probability, and human reasoning.
Johnson-Laird, P N; Khemlani, Sangeet S; Goodwin, Geoffrey P
2015-04-01
This review addresses the long-standing puzzle of how logic and probability fit together in human reasoning. Many cognitive scientists argue that conventional logic cannot underlie deductions, because it never requires valid conclusions to be withdrawn - not even if they are false; it treats conditional assertions implausibly; and it yields many vapid, although valid, conclusions. A new paradigm of probability logic allows conclusions to be withdrawn and treats conditionals more plausibly, although it does not address the problem of vapidity. The theory of mental models solves all of these problems. It explains how people reason about probabilities and postulates that the machinery for reasoning is itself probabilistic. Recent investigations accordingly suggest a way to integrate probability and deduction. Copyright © 2015 Elsevier Ltd. All rights reserved.
Free probability and random matrices
Mingo, James A
2017-01-01
This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.
Introduction to probability and measure
Parthasarathy, K R
2005-01-01
According to a remark attributed to Mark Kac 'Probability Theory is a measure theory with a soul'. This book with its choice of proofs, remarks, examples and exercises has been prepared taking both these aesthetic and practical aspects into account.
Joint probabilities and quantum cognition
International Nuclear Information System (INIS)
Acacio de Barros, J.
2012-01-01
In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.
Joint probabilities and quantum cognition
Energy Technology Data Exchange (ETDEWEB)
Acacio de Barros, J. [Liberal Studies, 1600 Holloway Ave., San Francisco State University, San Francisco, CA 94132 (United States)
2012-12-18
In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.
Default probabilities and default correlations
Erlenmaier, Ulrich; Gersbach, Hans
2001-01-01
Starting from the Merton framework for firm defaults, we provide the analytics and robustness of the relationship between default correlations. We show that loans with higher default probabilities will not only have higher variances but also higher correlations between loans. As a consequence, portfolio standard deviation can increase substantially when loan default probabilities rise. This result has two important implications. First, relative prices of loans with different default probabili...
The Probabilities of Unique Events
2012-08-30
Washington, DC USA Max Lotstein and Phil Johnson-Laird Department of Psychology Princeton University Princeton, NJ USA August 30th 2012...social justice and also participated in antinuclear demonstrations. The participants ranked the probability that Linda is a feminist bank teller as...retorted that such a flagrant violation of the probability calculus was a result of a psychological experiment that obscured the rationality of the
Probability Matching, Fast and Slow
Koehler, Derek J.; James, Greta
2014-01-01
A prominent point of contention among researchers regarding the interpretation of probability-matching behavior is whether it represents a cognitively sophisticated, adaptive response to the inherent uncertainty of the tasks or settings in which it is observed, or whether instead it represents a fundamental shortcoming in the heuristics that support and guide human decision making. Put crudely, researchers disagree on whether probability matching is "smart" or "dumb." Here, we consider eviden...
Probability analysis of nuclear power plant hazards
International Nuclear Information System (INIS)
Kovacs, Z.
1985-01-01
The probability analysis of risk is described used for quantifying the risk of complex technological systems, especially of nuclear power plants. Risk is defined as the product of the probability of the occurrence of a dangerous event and the significance of its consequences. The process of the analysis may be divided into the stage of power plant analysis to the point of release of harmful material into the environment (reliability analysis) and the stage of the analysis of the consequences of this release and the assessment of the risk. The sequence of operations is characterized in the individual stages. The tasks are listed which Czechoslovakia faces in the development of the probability analysis of risk, and the composition is recommended of the work team for coping with the task. (J.C.)
Selected papers on analysis, probability, and statistics
Nomizu, Katsumi
1994-01-01
This book presents papers that originally appeared in the Japanese journal Sugaku. The papers fall into the general area of mathematical analysis as it pertains to probability and statistics, dynamical systems, differential equations and analytic function theory. Among the topics discussed are: stochastic differential equations, spectra of the Laplacian and Schrödinger operators, nonlinear partial differential equations which generate dissipative dynamical systems, fractal analysis on self-similar sets and the global structure of analytic functions.
Probably not future prediction using probability and statistical inference
Dworsky, Lawrence N
2008-01-01
An engaging, entertaining, and informative introduction to probability and prediction in our everyday lives Although Probably Not deals with probability and statistics, it is not heavily mathematical and is not filled with complex derivations, proofs, and theoretical problem sets. This book unveils the world of statistics through questions such as what is known based upon the information at hand and what can be expected to happen. While learning essential concepts including "the confidence factor" and "random walks," readers will be entertained and intrigued as they move from chapter to chapter. Moreover, the author provides a foundation of basic principles to guide decision making in almost all facets of life including playing games, developing winning business strategies, and managing personal finances. Much of the book is organized around easy-to-follow examples that address common, everyday issues such as: How travel time is affected by congestion, driving speed, and traffic lights Why different gambling ...
基于概率模型的ATC系统冲突目标生成算法%Probability-Based Method of Generating the Conflict Trajectories for ATC System
Institute of Scientific and Technical Information of China (English)
苏志刚; 眭聪聪; 吴仁彪
2011-01-01
For testing the capability of short term conflict alerting of air traffic control system, two methods are usually used. The former is to set a higher threshold, use the real data testing whether the system can alert when distance between two flights gets lower than the threshold. However, this method is not reliable. The second method is simulating flights which will conflict and obtain their trajectory from calculating, and then send these data to ATC system to see its reaction. This method is usually too simple to test whether the system can pre-detect a conflict effectively. To solve these problems, a probabilistic approach is used in this paper to simulate air-crafts with given probability of conflicting. Firstly, we derived the conflict probability of turing flights from Prandaini' s method of conflict probability estimation for linear flight. Then using reverse derivation we got the motion parameters of two targets whose conflict probability was pre-setted. At last, we simulated this pair of targets' track and anlysised their conflict probability. The simulation results show that the targets' probability of conflict was in line with the previous assumption. The trajectories generated by this algorithm are more realistic then a more effective conclusion of ATC system' s capability of short term conflict alerting and pre-detecting will be provided.%通常用于测试空中交通管制(Air Traffic Control,ATC)自动化系统的飞行冲突告警功能的方法主要有放宽系统告警值和向系统输入模拟的飞行冲突目标的雷达数据.前一种方法存在不可靠性,第二种方法由于只产生简单的确定目标轨迹数据,因此只能简单地测试系统能否告警,无法对系统的飞行冲突预测能力作出评价.为了使用于测试系统的模拟雷达数据更符合实际飞行情况,并检测系统预测飞行冲突的技术水平,本文提出了一种基于飞行冲突概率模型的航迹模拟方法,通过对不同目标
Exploring non-signalling polytopes with negative probability
International Nuclear Information System (INIS)
Oas, G; Barros, J Acacio de; Carvalhaes, C
2014-01-01
Bipartite and tripartite EPR–Bell type systems are examined via joint quasi-probability distributions where probabilities are permitted to be negative. It is shown that such distributions exist only when the no-signalling condition is satisfied. A characteristic measure, the probability mass, is introduced and, via its minimization, limits the number of quasi-distributions describing a given marginal probability distribution. The minimized probability mass is shown to be an alternative way to characterize non-local systems. Non-signalling polytopes for two to eight settings in the bipartite scenario are examined and compared to prior work. Examining perfect cloning of non-local systems within the tripartite scenario suggests defining two categories of signalling. It is seen that many properties of non-local systems can be efficiently described by quasi-probability theory. (paper)
Normal probability plots with confidence.
Chantarangsi, Wanpen; Liu, Wei; Bretz, Frank; Kiatsupaibul, Seksan; Hayter, Anthony J; Wan, Fang
2015-01-01
Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability 1-α. These simultaneous 1-α probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Probability theory a foundational course
Pakshirajan, R P
2013-01-01
This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.
Approximation methods in probability theory
Čekanavičius, Vydas
2016-01-01
This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems. While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.
Model uncertainty: Probabilities for models?
International Nuclear Information System (INIS)
Winkler, R.L.
1994-01-01
Like any other type of uncertainty, model uncertainty should be treated in terms of probabilities. The question is how to do this. The most commonly-used approach has a drawback related to the interpretation of the probabilities assigned to the models. If we step back and look at the big picture, asking what the appropriate focus of the model uncertainty question should be in the context of risk and decision analysis, we see that a different probabilistic approach makes more sense, although it raise some implementation questions. Current work that is underway to address these questions looks very promising
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
Statistical probability tables CALENDF program
International Nuclear Information System (INIS)
Ribon, P.
1989-01-01
The purpose of the probability tables is: - to obtain dense data representation - to calculate integrals by quadratures. They are mainly used in the USA for calculations by Monte Carlo and in the USSR and Europe for self-shielding calculations by the sub-group method. The moment probability tables, in addition to providing a more substantial mathematical basis and calculation methods, are adapted for condensation and mixture calculations, which are the crucial operations for reactor physics specialists. However, their extension is limited by the statistical hypothesis they imply. Efforts are being made to remove this obstacle, at the cost, it must be said, of greater complexity
Probability, statistics, and queueing theory
Allen, Arnold O
1990-01-01
This is a textbook on applied probability and statistics with computer science applications for students at the upper undergraduate level. It may also be used as a self study book for the practicing computer science professional. The successful first edition of this book proved extremely useful to students who need to use probability, statistics and queueing theory to solve problems in other fields, such as engineering, physics, operations research, and management science. The book has also been successfully used for courses in queueing theory for operations research students. This second edit
Probability and Statistics: 5 Questions
DEFF Research Database (Denmark)
Probability and Statistics: 5 Questions is a collection of short interviews based on 5 questions presented to some of the most influential and prominent scholars in probability and statistics. We hear their views on the fields, aims, scopes, the future direction of research and how their work fits...... in these respects. Interviews with Nick Bingham, Luc Bovens, Terrence L. Fine, Haim Gaifman, Donald Gillies, James Hawthorne, Carl Hoefer, James M. Joyce, Joseph B. Kadane Isaac Levi, D.H. Mellor, Patrick Suppes, Jan von Plato, Carl Wagner, Sandy Zabell...
Quantum processes: probability fluxes, transition probabilities in unit time and vacuum vibrations
International Nuclear Information System (INIS)
Oleinik, V.P.; Arepjev, Ju D.
1989-01-01
Transition probabilities in unit time and probability fluxes are compared in studying the elementary quantum processes -the decay of a bound state under the action of time-varying and constant electric fields. It is shown that the difference between these quantities may be considerable, and so the use of transition probabilities W instead of probability fluxes Π, in calculating the particle fluxes, may lead to serious errors. The quantity W represents the rate of change with time of the population of the energy levels relating partly to the real states and partly to the virtual ones, and it cannot be directly measured in experiment. The vacuum background is shown to be continuously distorted when a perturbation acts on a system. Because of this the viewpoint of an observer on the physical properties of real particles continuously varies with time. This fact is not taken into consideration in the conventional theory of quantum transitions based on using the notion of probability amplitude. As a result, the probability amplitudes lose their physical meaning. All the physical information on quantum dynamics of a system is contained in the mean values of physical quantities. The existence of considerable differences between the quantities W and Π permits one in principle to make a choice of the correct theory of quantum transitions on the basis of experimental data. (author)
International Nuclear Information System (INIS)
Helton, J.C.
1996-03-01
A formal description of the structure of several recent performance assessments (PAs) for the Waste Isolation Pilot Plant (WIPP) is given in terms of the following three components: a probability space (S st , S st , p st ) for stochastic uncertainty, a probability space (S su , S su , p su ) for subjective uncertainty and a function (i.e., a random variable) defined on the product space associated with (S st , S st , p st ) and (S su , S su , p su ). The explicit recognition of the existence of these three components allows a careful description of the use of probability, conditional probability and complementary cumulative distribution functions within the WIPP PA. This usage is illustrated in the context of the U.S. Environmental Protection Agency's standard for the geologic disposal of radioactive waste (40 CFR 191, Subpart B). The paradigm described in this presentation can also be used to impose a logically consistent structure on PAs for other complex systems
International Nuclear Information System (INIS)
Helton, J.C.
1996-01-01
A formal description of the structure of several recent performance assessments (PAs) for the Waste Isolation Pilot Plant (WIPP) is given in terms of the following three components: a probability space (S st , L st , P st ) for stochastic uncertainty, a probability space (S su , L su , P su ) for subjective uncertainty and a function (i.e., a random variable) defined on the product space associated with (S st , L st , P st ) and (S su , L su , P su ). The explicit recognition of the existence of these three components allows a careful description of the use of probability, conditional probability and complementary cumulative distribution functions within the WIPP PA. This usage is illustrated in the context of the US Environmental Protection Agency's standard for the geologic disposal of radioactive waste (40 CFR 191, Subpart B). The paradigm described in this presentation can also be used to impose a logically consistent structure on PAs for other complex systems
Piascik, Robert S.; Prosser, William H.
2011-01-01
The Director of the NASA Engineering and Safety Center (NESC), requested an independent assessment of the anomalous gaseous hydrogen (GH2) flow incident on the Space Shuttle Program (SSP) Orbiter Vehicle (OV)-105 during the Space Transportation System (STS)-126 mission. The main propulsion system (MPS) engine #2 GH2 flow control valve (FCV) LV-57 transition from low towards high flow position without being commanded. Post-flight examination revealed that the FCV LV-57 poppet had experienced a fatigue failure that liberated a section of the poppet flange. The NESC assessment provided a peer review of the computational fluid dynamics (CFD), stress analysis, and impact testing. A probability of detection (POD) study was requested by the SSP Orbiter Project for the eddy current (EC) nondestructive evaluation (NDE) techniques that were developed to inspect the flight FCV poppets. This report contains the findings and recommendations from the NESC assessment.
Piascik, Robert S.; Prosser, William H.
2011-01-01
The Director of the NASA Engineering and Safety Center (NESC), requested an independent assessment of the anomalous gaseous hydrogen (GH2) flow incident on the Space Shuttle Program (SSP) Orbiter Vehicle (OV)-105 during the Space Transportation System (STS)-126 mission. The main propulsion system (MPS) engine #2 GH2 flow control valve (FCV) LV-57 transition from low towards high flow position without being commanded. Post-flight examination revealed that the FCV LV-57 poppet had experienced a fatigue failure that liberated a section of the poppet flange. The NESC assessment provided a peer review of the computational fluid dynamics (CFD), stress analysis, and impact testing. A probability of detection (POD) study was requested by the SSP Orbiter Project for the eddy current (EC) nondestructive evaluation (NDE) techniques that were developed to inspect the flight FCV poppets. This report contains the Appendices to the main report.
Dynamic SEP event probability forecasts
Kahler, S. W.; Ling, A.
2015-10-01
The forecasting of solar energetic particle (SEP) event probabilities at Earth has been based primarily on the estimates of magnetic free energy in active regions and on the observations of peak fluxes and fluences of large (≥ M2) solar X-ray flares. These forecasts are typically issued for the next 24 h or with no definite expiration time, which can be deficient for time-critical operations when no SEP event appears following a large X-ray flare. It is therefore important to decrease the event probability forecast with time as a SEP event fails to appear. We use the NOAA listing of major (≥10 pfu) SEP events from 1976 to 2014 to plot the delay times from X-ray peaks to SEP threshold onsets as a function of solar source longitude. An algorithm is derived to decrease the SEP event probabilities with time when no event is observed to reach the 10 pfu threshold. In addition, we use known SEP event size distributions to modify probability forecasts when SEP intensity increases occur below the 10 pfu event threshold. An algorithm to provide a dynamic SEP event forecast, Pd, for both situations of SEP intensities following a large flare is derived.
Conditional Independence in Applied Probability.
Pfeiffer, Paul E.
This material assumes the user has the background provided by a good undergraduate course in applied probability. It is felt that introductory courses in calculus, linear algebra, and perhaps some differential equations should provide the requisite experience and proficiency with mathematical concepts, notation, and argument. The document is…
Stretching Probability Explorations with Geoboards
Wheeler, Ann; Champion, Joe
2016-01-01
Students are faced with many transitions in their middle school mathematics classes. To build knowledge, skills, and confidence in the key areas of algebra and geometry, students often need to practice using numbers and polygons in a variety of contexts. Teachers also want students to explore ideas from probability and statistics. Teachers know…
GPS: Geometry, Probability, and Statistics
Field, Mike
2012-01-01
It might be said that for most occupations there is now less of a need for mathematics than there was say fifty years ago. But, the author argues, geometry, probability, and statistics constitute essential knowledge for everyone. Maybe not the geometry of Euclid, but certainly geometrical ways of thinking that might enable us to describe the world…
Swedish earthquakes and acceleration probabilities
International Nuclear Information System (INIS)
Slunga, R.
1979-03-01
A method to assign probabilities to ground accelerations for Swedish sites is described. As hardly any nearfield instrumental data is available we are left with the problem of interpreting macroseismic data in terms of acceleration. By theoretical wave propagation computations the relation between seismic strength of the earthquake, focal depth, distance and ground accelerations are calculated. We found that most Swedish earthquake of the area, the 1904 earthquake 100 km south of Oslo, is an exception and probably had a focal depth exceeding 25 km. For the nuclear power plant sites an annual probability of 10 -5 has been proposed as interesting. This probability gives ground accelerations in the range 5-20 % for the sites. This acceleration is for a free bedrock site. For consistency all acceleration results in this study are given for bedrock sites. When applicating our model to the 1904 earthquake and assuming the focal zone to be in the lower crust we get the epicentral acceleration of this earthquake to be 5-15 % g. The results above are based on an analyses of macrosismic data as relevant instrumental data is lacking. However, the macroseismic acceleration model deduced in this study gives epicentral ground acceleration of small Swedish earthquakes in agreement with existent distant instrumental data. (author)
DECOFF Probabilities of Failed Operations
DEFF Research Database (Denmark)
Gintautas, Tomas
2015-01-01
A statistical procedure of estimation of Probabilities of Failed Operations is described and exemplified using ECMWF weather forecasts and SIMO output from Rotor Lift test case models. Also safety factor influence is investigated. DECOFF statistical method is benchmarked against standard Alpha-factor...
Risk estimation using probability machines
2014-01-01
Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306
Probability and statistics: A reminder
International Nuclear Information System (INIS)
Clement, B.
2013-01-01
The main purpose of these lectures is to provide the reader with the tools needed to data analysis in the framework of physics experiments. Basic concepts are introduced together with examples of application in experimental physics. The lecture is divided into two parts: probability and statistics. It is build on the introduction from 'data analysis in experimental sciences' given in [1]. (authors)
Nash equilibrium with lower probabilities
DEFF Research Database (Denmark)
Groes, Ebbe; Jacobsen, Hans Jørgen; Sloth, Birgitte
1998-01-01
We generalize the concept of Nash equilibrium in mixed strategies for strategic form games to allow for ambiguity in the players' expectations. In contrast to other contributions, we model ambiguity by means of so-called lower probability measures or belief functions, which makes it possible...
On probability-possibility transformations
Klir, George J.; Parviz, Behzad
1992-01-01
Several probability-possibility transformations are compared in terms of the closeness of preserving second-order properties. The comparison is based on experimental results obtained by computer simulation. Two second-order properties are involved in this study: noninteraction of two distributions and projections of a joint distribution.
Calculating Cumulative Binomial-Distribution Probabilities
Scheuer, Ernest M.; Bowerman, Paul N.
1989-01-01
Cumulative-binomial computer program, CUMBIN, one of set of three programs, calculates cumulative binomial probability distributions for arbitrary inputs. CUMBIN, NEWTONP (NPO-17556), and CROSSER (NPO-17557), used independently of one another. Reliabilities and availabilities of k-out-of-n systems analyzed. Used by statisticians and users of statistical procedures, test planners, designers, and numerical analysts. Used for calculations of reliability and availability. Program written in C.
Energy Technology Data Exchange (ETDEWEB)
Justino, Pitagoras Baskara; Carvalho, Heloisa de Andrade; Ferauche, Debora; Ros, Renato [Sao Paulo Uni., SP (Brazil). Hospital das Clinicas. Instituto de Radioterapia (InRad)]. E-mail: pitagorasb@hotmail.com
2003-06-01
Radiotherapy techniques for esophageal cancer were compared using a three-dimensional planning system. We studied the following treatment techniques used for a patient with squamous cell carcinoma of the middle third of the esophagus: two antero-posterior and two latero-lateral parallel opposed fields, three fields ('Y' and 'T'), and four fields ('X'). Dose-volume histograms were obtained considering spinal cord and lungs as organs at risk. Analysis was performed comparing doses in these organs as recommended by the Normal Tissue Complication Probability (NTCP) and Tumor Control Probability (TCP). When only the lungs were considered the best technique was two antero-posterior parallel opposed fields. The spinal cord was best protected using latero-lateral fields. We suggest the combination of at least two treatment techniques: antero-posterior fields with 'Y' or 'T' techniques, or latero-lateral fields in order to balance the doses in the lungs and the spinal cord. Another option may be the use of any of the three-field techniques during the whole treatment. (author)
Pipe failure probability - the Thomas paper revisited
International Nuclear Information System (INIS)
Lydell, B.O.Y.
2000-01-01
Almost twenty years ago, in Volume 2 of Reliability Engineering (the predecessor of Reliability Engineering and System Safety), a paper by H. M. Thomas of Rolls Royce and Associates Ltd. presented a generalized approach to the estimation of piping and vessel failure probability. The 'Thomas-approach' used insights from actual failure statistics to calculate the probability of leakage and conditional probability of rupture given leakage. It was intended for practitioners without access to data on the service experience with piping and piping system components. This article revisits the Thomas paper by drawing on insights from development of a new database on piping failures in commercial nuclear power plants worldwide (SKI-PIPE). Partially sponsored by the Swedish Nuclear Power Inspectorate (SKI), the R and D leading up to this note was performed during 1994-1999. Motivated by data requirements of reliability analysis and probabilistic safety assessment (PSA), the new database supports statistical analysis of piping failure data. Against the background of this database development program, the article reviews the applicability of the 'Thomas approach' in applied risk and reliability analysis. It addresses the question whether a new and expanded database on the service experience with piping systems would alter the original piping reliability correlation as suggested by H. M. Thomas
Large deviations and idempotent probability
Puhalskii, Anatolii
2001-01-01
In the view of many probabilists, author Anatolii Puhalskii''s research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak convergence results.Large Deviations and Idempotent Probability expounds upon the recent methodology of building large deviation theory along the lines of weak convergence theory. The author develops an idempotent (or maxitive) probability theory, introduces idempotent analogues of martingales (maxingales), Wiener and Poisson processes, and Ito differential equations, and studies their properties. The large deviation principle for stochastic processes is formulated as a certain type of convergence of stochastic processes to idempotent processes. The author calls this large deviation convergence.The approach to establishing large deviation convergence uses novel com...
Probability biases as Bayesian inference
Directory of Open Access Journals (Sweden)
Andre; C. R. Martins
2006-11-01
Full Text Available In this article, I will show how several observed biases in human probabilistic reasoning can be partially explained as good heuristics for making inferences in an environment where probabilities have uncertainties associated to them. Previous results show that the weight functions and the observed violations of coalescing and stochastic dominance can be understood from a Bayesian point of view. We will review those results and see that Bayesian methods should also be used as part of the explanation behind other known biases. That means that, although the observed errors are still errors under the be understood as adaptations to the solution of real life problems. Heuristics that allow fast evaluations and mimic a Bayesian inference would be an evolutionary advantage, since they would give us an efficient way of making decisions. %XX In that sense, it should be no surprise that humans reason with % probability as it has been observed.
Probability matching and strategy availability.
Koehler, Derek J; James, Greta
2010-09-01
Findings from two experiments indicate that probability matching in sequential choice arises from an asymmetry in strategy availability: The matching strategy comes readily to mind, whereas a superior alternative strategy, maximizing, does not. First, compared with the minority who spontaneously engage in maximizing, the majority of participants endorse maximizing as superior to matching in a direct comparison when both strategies are described. Second, when the maximizing strategy is brought to their attention, more participants subsequently engage in maximizing. Third, matchers are more likely than maximizers to base decisions in other tasks on their initial intuitions, suggesting that they are more inclined to use a choice strategy that comes to mind quickly. These results indicate that a substantial subset of probability matchers are victims of "underthinking" rather than "overthinking": They fail to engage in sufficient deliberation to generate a superior alternative to the matching strategy that comes so readily to mind.
Logic, Probability, and Human Reasoning
2015-01-01
accordingly suggest a way to integrate probability and deduction. The nature of deductive reasoning To be rational is to be able to make deductions...3–6] and they underlie mathematics, science, and tech- nology [7–10]. Plato claimed that emotions upset reason- ing. However, individuals in the grip...fundamental to human rationality . So, if counterexamples to its principal predictions occur, the theory will at least explain its own refutation
Probability Measures on Groups IX
1989-01-01
The latest in this series of Oberwolfach conferences focussed on the interplay between structural probability theory and various other areas of pure and applied mathematics such as Tauberian theory, infinite-dimensional rotation groups, central limit theorems, harmonizable processes, and spherical data. Thus it was attended by mathematicians whose research interests range from number theory to quantum physics in conjunction with structural properties of probabilistic phenomena. This volume contains 5 survey articles submitted on special invitation and 25 original research papers.
Probability matching and strategy availability
J. Koehler, Derek; Koehler, Derek J.; James, Greta
2010-01-01
Findings from two experiments indicate that probability matching in sequential choice arises from an asymmetry in strategy availability: The matching strategy comes readily to mind, whereas a superior alternative strategy, maximizing, does not. First, compared with the minority who spontaneously engage in maximizing, the majority of participants endorse maximizing as superior to matching in a direct comparison when both strategies are described. Second, when the maximizing strategy is brought...
Bounding probabilistic safety assessment probabilities by reality
International Nuclear Information System (INIS)
Fragola, J.R.; Shooman, M.L.
1991-01-01
The investigation of the failure in systems where failure is a rare event makes the continual comparisons between the developed probabilities and empirical evidence difficult. The comparison of the predictions of rare event risk assessments with historical reality is essential to prevent probabilistic safety assessment (PSA) predictions from drifting into fantasy. One approach to performing such comparisons is to search out and assign probabilities to natural events which, while extremely rare, have a basis in the history of natural phenomena or human activities. For example the Segovian aqueduct and some of the Roman fortresses in Spain have existed for several millennia and in many cases show no physical signs of earthquake damage. This evidence could be used to bound the probability of earthquakes above a certain magnitude to less than 10 -3 per year. On the other hand, there is evidence that some repetitive actions can be performed with extremely low historical probabilities when operators are properly trained and motivated, and sufficient warning indicators are provided. The point is not that low probability estimates are impossible, but continual reassessment of the analysis assumptions, and a bounding of the analysis predictions by historical reality. This paper reviews the probabilistic predictions of PSA in this light, attempts to develop, in a general way, the limits which can be historically established and the consequent bounds that these limits place upon the predictions, and illustrates the methodology used in computing such limits. Further, the paper discusses the use of empirical evidence and the requirement for disciplined systematic approaches within the bounds of reality and the associated impact on PSA probabilistic estimates
Establishment probability in newly founded populations
Directory of Open Access Journals (Sweden)
Gusset Markus
2012-06-01
Full Text Available Abstract Background Establishment success in newly founded populations relies on reaching the established phase, which is defined by characteristic fluctuations of the population’s state variables. Stochastic population models can be used to quantify the establishment probability of newly founded populations; however, so far no simple but robust method for doing so existed. To determine a critical initial number of individuals that need to be released to reach the established phase, we used a novel application of the “Wissel plot”, where –ln(1 – P0(t is plotted against time t. This plot is based on the equation P0t=1–c1e–ω1t, which relates the probability of extinction by time t, P0(t, to two constants: c1 describes the probability of a newly founded population to reach the established phase, whereas ω1 describes the population’s probability of extinction per short time interval once established. Results For illustration, we applied the method to a previously developed stochastic population model of the endangered African wild dog (Lycaon pictus. A newly founded population reaches the established phase if the intercept of the (extrapolated linear parts of the “Wissel plot” with the y-axis, which is –ln(c1, is negative. For wild dogs in our model, this is the case if a critical initial number of four packs, consisting of eight individuals each, are released. Conclusions The method we present to quantify the establishment probability of newly founded populations is generic and inferences thus are transferable to other systems across the field of conservation biology. In contrast to other methods, our approach disaggregates the components of a population’s viability by distinguishing establishment from persistence.
Monte Carlo methods to calculate impact probabilities
Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.
2014-09-01
Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward
Statistical physics of pairwise probability models
DEFF Research Database (Denmark)
Roudi, Yasser; Aurell, Erik; Hertz, John
2009-01-01
(dansk abstrakt findes ikke) Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data......: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying...
Probability and containment of turbine missiles
International Nuclear Information System (INIS)
Yeh, G.C.K.
1976-01-01
With the trend toward ever larger power generating plants with large high-speed turbines, an important plant design consideration is the potential for and consequences of mechanical failure of turbine rotors. Such rotor failure could result in high-velocity disc fragments (turbine missiles) perforating the turbine casing and jeopardizing vital plant systems. The designer must first estimate the probability of any turbine missile damaging any safety-related plant component for his turbine and his plant arrangement. If the probability is not low enough to be acceptable to the regulatory agency, he must design a shield to contain the postulated turbine missiles. Alternatively, the shield could be designed to retard (to reduce the velocity of) the missiles such that they would not damage any vital plant system. In this paper, some of the presently available references that can be used to evaluate the probability, containment and retardation of turbine missiles are reviewed; various alternative methods are compared; and subjects for future research are recommended. (Auth.)
School and conference on probability theory
International Nuclear Information System (INIS)
Lawler, G.F.
2004-01-01
This volume includes expanded lecture notes from the School and Conference in Probability Theory held at ICTP in May, 2001. Probability theory is a very large area, too large for a single school and conference. The organizers, G. Lawler, C. Newman, and S. Varadhan chose to focus on a number of active research areas that have their roots in statistical physics. The pervasive theme in these lectures is trying to find the large time or large space behaviour of models defined on discrete lattices. Usually the definition of the model is relatively simple: either assigning a particular weight to each possible configuration (equilibrium statistical mechanics) or specifying the rules under which the system evolves (nonequilibrium statistical mechanics). Interacting particle systems is the area of probability that studies the evolution of particles (either finite or infinite in number) under random motions. The evolution of particles depends on the positions of the other particles; often one assumes that it depends only on the particles that are close to the particular particle. Thomas Liggett's lectures give an introduction to this very large area. Claudio Landim's follows up by discussing hydrodynamic limits of particle systems. The goal of this area is to describe the long time, large system size dynamics in terms of partial differential equations. The area of random media is concerned with the properties of materials or environments that are not homogeneous. Percolation theory studies one of the simplest stated models for impurities - taking a lattice and removing some of the vertices or bonds. Luiz Renato G. Fontes and Vladas Sidoravicius give a detailed introduction to this area. Random walk in random environment combines two sources of randomness - a particle performing stochastic motion in which the transition probabilities depend on position and have been chosen from some probability distribution. Alain-Sol Sznitman gives a survey of recent developments in this
[Biometric bases: basic concepts of probability calculation].
Dinya, E
1998-04-26
The author gives or outline of the basic concepts of probability theory. The bases of the event algebra, definition of the probability, the classical probability model and the random variable are presented.
SureTrak Probability of Impact Display
Elliott, John
2012-01-01
The SureTrak Probability of Impact Display software was developed for use during rocket launch operations. The software displays probability of impact information for each ship near the hazardous area during the time immediately preceding the launch of an unguided vehicle. Wallops range safety officers need to be sure that the risk to humans is below a certain threshold during each use of the Wallops Flight Facility Launch Range. Under the variable conditions that can exist at launch time, the decision to launch must be made in a timely manner to ensure a successful mission while not exceeding those risk criteria. Range safety officers need a tool that can give them the needed probability of impact information quickly, and in a format that is clearly understandable. This application is meant to fill that need. The software is a reuse of part of software developed for an earlier project: Ship Surveillance Software System (S4). The S4 project was written in C++ using Microsoft Visual Studio 6. The data structures and dialog templates from it were copied into a new application that calls the implementation of the algorithms from S4 and displays the results as needed. In the S4 software, the list of ships in the area was received from one local radar interface and from operators who entered the ship information manually. The SureTrak Probability of Impact Display application receives ship data from two local radars as well as the SureTrak system, eliminating the need for manual data entry.
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
Probability, statistics, and computational science.
Beerenwinkel, Niko; Siebourg, Juliane
2012-01-01
In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.
Sensitivity analysis using probability bounding
International Nuclear Information System (INIS)
Ferson, Scott; Troy Tucker, W.
2006-01-01
Probability bounds analysis (PBA) provides analysts a convenient means to characterize the neighborhood of possible results that would be obtained from plausible alternative inputs in probabilistic calculations. We show the relationship between PBA and the methods of interval analysis and probabilistic uncertainty analysis from which it is jointly derived, and indicate how the method can be used to assess the quality of probabilistic models such as those developed in Monte Carlo simulations for risk analyses. We also illustrate how a sensitivity analysis can be conducted within a PBA by pinching inputs to precise distributions or real values
First hitting probabilities for semi markov chains and estimation
DEFF Research Database (Denmark)
Georgiadis, Stylianos
2017-01-01
We first consider a stochastic system described by an absorbing semi-Markov chain with finite state space and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible semi-Markov chain...
Lectures on probability and statistics
International Nuclear Information System (INIS)
Yost, G.P.
1984-09-01
These notes are based on a set of statistics lectures delivered at Imperial College to the first-year postgraduate students in High Energy Physics. They are designed for the professional experimental scientist. We begin with the fundamentals of probability theory, in which one makes statements about the set of possible outcomes of an experiment, based upon a complete a priori understanding of the experiment. For example, in a roll of a set of (fair) dice, one understands a priori that any given side of each die is equally likely to turn up. From that, we can calculate the probability of any specified outcome. We finish with the inverse problem, statistics. Here, one begins with a set of actual data (e.g., the outcomes of a number of rolls of the dice), and attempts to make inferences about the state of nature which gave those data (e.g., the likelihood of seeing any given side of any given die turn up). This is a much more difficult problem, of course, and one's solutions often turn out to be unsatisfactory in one respect or another
VOLCANIC RISK ASSESSMENT - PROBABILITY AND CONSEQUENCES
International Nuclear Information System (INIS)
G.A. Valentine; F.V. Perry; S. Dartevelle
2005-01-01
framework is an important way to focus research in the most critical areas as well as providing an integrated approach to a range of complex processes. Uncertainty in both event probability and consequences can formally be accounted for within a decision framework and therefore is explicitly communicated to decision makers. Such an approach also tends to open new questions about volcanic systems and their interactions with humans and infrastructure, thereby driving new basic research
Probability theory a comprehensive course
Klenke, Achim
2014-01-01
This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms. To address these concepts, the title covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as: • limit theorems for sums of random variables • martingales • percolation • Markov chains and electrical networks • construction of stochastic processes • Poisson point process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the c...
Probability intervals for the top event unavailability of fault trees
International Nuclear Information System (INIS)
Lee, Y.T.; Apostolakis, G.E.
1976-06-01
The evaluation of probabilities of rare events is of major importance in the quantitative assessment of the risk from large technological systems. In particular, for nuclear power plants the complexity of the systems, their high reliability and the lack of significant statistical records have led to the extensive use of logic diagrams in the estimation of low probabilities. The estimation of probability intervals for the probability of existence of the top event of a fault tree is examined. Given the uncertainties of the primary input data, a method is described for the evaluation of the first four moments of the top event occurrence probability. These moments are then used to estimate confidence bounds by several approaches which are based on standard inequalities (e.g., Tchebycheff, Cantelli, etc.) or on empirical distributions (the Johnson family). Several examples indicate that the Johnson family of distributions yields results which are in good agreement with those produced by Monte Carlo simulation
Making systems with mutually exclusive events analysable by standard fault tree analysis tools
International Nuclear Information System (INIS)
Vaurio, J.K.
2001-01-01
Methods are developed for analysing systems that comprise mutually exclusive events by fault tree techniques that accept only statistically independent basic events. Techniques based on equivalent models and numerical transformations are presented for phased missions and for systems with component-caused system-level common cause failures. Numerical examples illustrate the methods
Excluding joint probabilities from quantum theory
Allahverdyan, Armen E.; Danageozian, Arshag
2018-03-01
Quantum theory does not provide a unique definition for the joint probability of two noncommuting observables, which is the next important question after the Born's probability for a single observable. Instead, various definitions were suggested, e.g., via quasiprobabilities or via hidden-variable theories. After reviewing open issues of the joint probability, we relate it to quantum imprecise probabilities, which are noncontextual and are consistent with all constraints expected from a quantum probability. We study two noncommuting observables in a two-dimensional Hilbert space and show that there is no precise joint probability that applies for any quantum state and is consistent with imprecise probabilities. This contrasts with theorems by Bell and Kochen-Specker that exclude joint probabilities for more than two noncommuting observables, in Hilbert space with dimension larger than two. If measurement contexts are included into the definition, joint probabilities are not excluded anymore, but they are still constrained by imprecise probabilities.
Probability theory and mathematical statistics for engineers
Pugachev, V S
1984-01-01
Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables.The publication first underscores the probabilities of events, random variables, and numerical characteristics of random variables. Discussions focus on canonical expansions of random vectors, second-order moments of random vectors, generalization of the density concept, entropy of a distribution, direct evaluation of probabilities, and conditional probabilities. The text then examines projections of random vector
Introduction to probability theory with contemporary applications
Helms, Lester L
2010-01-01
This introduction to probability theory transforms a highly abstract subject into a series of coherent concepts. Its extensive discussions and clear examples, written in plain language, expose students to the rules and methods of probability. Suitable for an introductory probability course, this volume requires abstract and conceptual thinking skills and a background in calculus.Topics include classical probability, set theory, axioms, probability functions, random and independent random variables, expected values, and covariance and correlations. Additional subjects include stochastic process
Continuation of probability density functions using a generalized Lyapunov approach
Baars, S.; Viebahn, J. P.; Mulder, T. E.; Kuehn, C.; Wubs, F. W.; Dijkstra, H. A.
2017-01-01
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial
Probability density fittings of corrosion test-data: Implications on ...
Indian Academy of Sciences (India)
Steel-reinforced concrete; probability distribution functions; corrosion ... to be present in the corrosive system at a suitable concentration (Holoway et al 2004; Söylev & ..... voltage, equivalent to voltage drop, across a resistor divided by the ...
Multiple-event probability in general-relativistic quantum mechanics
International Nuclear Information System (INIS)
Hellmann, Frank; Mondragon, Mauricio; Perez, Alejandro; Rovelli, Carlo
2007-01-01
We discuss the definition of quantum probability in the context of 'timeless' general-relativistic quantum mechanics. In particular, we study the probability of sequences of events, or multievent probability. In conventional quantum mechanics this can be obtained by means of the 'wave function collapse' algorithm. We first point out certain difficulties of some natural definitions of multievent probability, including the conditional probability widely considered in the literature. We then observe that multievent probability can be reduced to single-event probability, by taking into account the quantum nature of the measuring apparatus. In fact, by exploiting the von-Neumann freedom of moving the quantum/classical boundary, one can always trade a sequence of noncommuting quantum measurements at different times, with an ensemble of simultaneous commuting measurements on the joint system+apparatus system. This observation permits a formulation of quantum theory based only on single-event probability, where the results of the wave function collapse algorithm can nevertheless be recovered. The discussion also bears on the nature of the quantum collapse
Prediction of accident sequence probabilities in a nuclear power plant due to earthquake events
International Nuclear Information System (INIS)
Hudson, J.M.; Collins, J.D.
1980-01-01
This paper presents a methodology to predict accident probabilities in nuclear power plants subject to earthquakes. The resulting computer program accesses response data to compute component failure probabilities using fragility functions. Using logical failure definitions for systems, and the calculated component failure probabilities, initiating event and safety system failure probabilities are synthesized. The incorporation of accident sequence expressions allows the calculation of terminal event probabilities. Accident sequences, with their occurrence probabilities, are finally coupled to a specific release category. A unique aspect of the methodology is an analytical procedure for calculating top event probabilities based on the correlated failure of primary events
K-forbidden transition probabilities
International Nuclear Information System (INIS)
Saitoh, T.R.; Sletten, G.; Bark, R.A.; Hagemann, G.B.; Herskind, B.; Saitoh-Hashimoto, N.; Tsukuba Univ., Ibaraki
2000-01-01
Reduced hindrance factors of K-forbidden transitions are compiled for nuclei with A∝180 where γ-vibrational states are observed. Correlations between these reduced hindrance factors and Coriolis forces, statistical level mixing and γ-softness have been studied. It is demonstrated that the K-forbidden transition probabilities are related to γ-softness. The decay of the high-K bandheads has been studied by means of the two-state mixing, which would be induced by the γ-softness, with the use of a number of K-forbidden transitions compiled in the present work, where high-K bandheads are depopulated by both E2 and ΔI=1 transitions. The validity of the two-state mixing scheme has been examined by using the proposed identity of the B(M1)/B(E2) ratios of transitions depopulating high-K bandheads and levels of low-K bands. A break down of the identity might indicate that other levels would mediate transitions between high- and low-K states. (orig.)
Direct probability mapping of contaminants
International Nuclear Information System (INIS)
Rautman, C.A.
1993-01-01
Exhaustive characterization of a contaminated site is a physical and practical impossibility. Descriptions of the nature, extent, and level of contamination, as well as decisions regarding proposed remediation activities, must be made in a state of uncertainty based upon limited physical sampling. Geostatistical simulation provides powerful tools for investigating contaminant levels, and in particular, for identifying and using the spatial interrelationships among a set of isolated sample values. This additional information can be used to assess the likelihood of encountering contamination at unsampled locations and to evaluate the risk associated with decisions to remediate or not to remediate specific regions within a site. Past operation of the DOE Feed Materials Production Center has contaminated a site near Fernald, Ohio, with natural uranium. Soil geochemical data have been collected as part of the Uranium-in-Soils Integrated Demonstration Project. These data have been used to construct a number of stochastic images of potential contamination for parcels approximately the size of a selective remediation unit. Each such image accurately reflects the actual measured sample values, and reproduces the univariate statistics and spatial character of the extant data. Post-processing of a large number of these equally likely, statistically similar images produces maps directly showing the probability of exceeding specified levels of contamination. Evaluation of the geostatistical simulations can yield maps representing the expected magnitude of the contamination for various regions and other information that may be important in determining a suitable remediation process or in sizing equipment to accomplish the restoration
Psychophysics of the probability weighting function
Takahashi, Taiki
2011-03-01
A probability weighting function w(p) for an objective probability p in decision under risk plays a pivotal role in Kahneman-Tversky prospect theory. Although recent studies in econophysics and neuroeconomics widely utilized probability weighting functions, psychophysical foundations of the probability weighting functions have been unknown. Notably, a behavioral economist Prelec (1998) [4] axiomatically derived the probability weighting function w(p)=exp(-() (01e)=1e,w(1)=1), which has extensively been studied in behavioral neuroeconomics. The present study utilizes psychophysical theory to derive Prelec's probability weighting function from psychophysical laws of perceived waiting time in probabilistic choices. Also, the relations between the parameters in the probability weighting function and the probability discounting function in behavioral psychology are derived. Future directions in the application of the psychophysical theory of the probability weighting function in econophysics and neuroeconomics are discussed.
Energy Technology Data Exchange (ETDEWEB)
Helton, J.C. [Arizona State Univ., Tempe, AZ (United States)
1996-03-01
A formal description of the structure of several recent performance assessments (PAs) for the Waste Isolation Pilot Plant (WIPP) is given in terms of the following three components: a probability space (S{sub st}, S{sub st}, p{sub st}) for stochastic uncertainty, a probability space (S{sub su}, S{sub su}, p{sub su}) for subjective uncertainty and a function (i.e., a random variable) defined on the product space associated with (S{sub st}, S{sub st}, p{sub st}) and (S{sub su}, S{sub su}, p{sub su}). The explicit recognition of the existence of these three components allows a careful description of the use of probability, conditional probability and complementary cumulative distribution functions within the WIPP PA. This usage is illustrated in the context of the U.S. Environmental Protection Agency`s standard for the geologic disposal of radioactive waste (40 CFR 191, Subpart B). The paradigm described in this presentation can also be used to impose a logically consistent structure on PAs for other complex systems.
Computer simulation of probability of detection
International Nuclear Information System (INIS)
Fertig, K.W.; Richardson, J.M.
1983-01-01
This paper describes an integrated model for assessing the performance of a given ultrasonic inspection system for detecting internal flaws, where the performance of such a system is measured by probability of detection. The effects of real part geometries on sound propagations are accounted for and the noise spectra due to various noise mechanisms are measured. An ultrasonic inspection simulation computer code has been developed to be able to detect flaws with attributes ranging over an extensive class. The detection decision is considered to be a binary decision based on one received waveform obtained in a pulse-echo or pitch-catch setup. This study focuses on the detectability of flaws using an amplitude thresholding type. Some preliminary results on the detectability of radially oriented cracks in IN-100 for bore-like geometries are given
Collection of offshore human error probability data
International Nuclear Information System (INIS)
Basra, Gurpreet; Kirwan, Barry
1998-01-01
Accidents such as Piper Alpha have increased concern about the effects of human errors in complex systems. Such accidents can in theory be predicted and prevented by risk assessment, and in particular human reliability assessment (HRA), but HRA ideally requires qualitative and quantitative human error data. A research initiative at the University of Birmingham led to the development of CORE-DATA, a Computerised Human Error Data Base. This system currently contains a reasonably large number of human error data points, collected from a variety of mainly nuclear-power related sources. This article outlines a recent offshore data collection study, concerned with collecting lifeboat evacuation data. Data collection methods are outlined and a selection of human error probabilities generated as a result of the study are provided. These data give insights into the type of errors and human failure rates that could be utilised to support offshore risk analyses
THE BLACK HOLE FORMATION PROBABILITY
Energy Technology Data Exchange (ETDEWEB)
Clausen, Drew; Piro, Anthony L.; Ott, Christian D., E-mail: dclausen@tapir.caltech.edu [TAPIR, Walter Burke Institute for Theoretical Physics, California Institute of Technology, Mailcode 350-17, Pasadena, CA 91125 (United States)
2015-02-01
A longstanding question in stellar evolution is which massive stars produce black holes (BHs) rather than neutron stars (NSs) upon death. It has been common practice to assume that a given zero-age main sequence (ZAMS) mass star (and perhaps a given metallicity) simply produces either an NS or a BH, but this fails to account for a myriad of other variables that may effect this outcome, such as spin, binarity, or even stochastic differences in the stellar structure near core collapse. We argue that instead a probabilistic description of NS versus BH formation may be better suited to account for the current uncertainties in understanding how massive stars die. We present an initial exploration of the probability that a star will make a BH as a function of its ZAMS mass, P {sub BH}(M {sub ZAMS}). Although we find that it is difficult to derive a unique P {sub BH}(M {sub ZAMS}) using current measurements of both the BH mass distribution and the degree of chemical enrichment by massive stars, we demonstrate how P {sub BH}(M {sub ZAMS}) changes with these various observational and theoretical uncertainties. We anticipate that future studies of Galactic BHs and theoretical studies of core collapse will refine P {sub BH}(M {sub ZAMS}) and argue that this framework is an important new step toward better understanding BH formation. A probabilistic description of BH formation will be useful as input for future population synthesis studies that are interested in the formation of X-ray binaries, the nature and event rate of gravitational wave sources, and answering questions about chemical enrichment.
THE BLACK HOLE FORMATION PROBABILITY
International Nuclear Information System (INIS)
Clausen, Drew; Piro, Anthony L.; Ott, Christian D.
2015-01-01
A longstanding question in stellar evolution is which massive stars produce black holes (BHs) rather than neutron stars (NSs) upon death. It has been common practice to assume that a given zero-age main sequence (ZAMS) mass star (and perhaps a given metallicity) simply produces either an NS or a BH, but this fails to account for a myriad of other variables that may effect this outcome, such as spin, binarity, or even stochastic differences in the stellar structure near core collapse. We argue that instead a probabilistic description of NS versus BH formation may be better suited to account for the current uncertainties in understanding how massive stars die. We present an initial exploration of the probability that a star will make a BH as a function of its ZAMS mass, P BH (M ZAMS ). Although we find that it is difficult to derive a unique P BH (M ZAMS ) using current measurements of both the BH mass distribution and the degree of chemical enrichment by massive stars, we demonstrate how P BH (M ZAMS ) changes with these various observational and theoretical uncertainties. We anticipate that future studies of Galactic BHs and theoretical studies of core collapse will refine P BH (M ZAMS ) and argue that this framework is an important new step toward better understanding BH formation. A probabilistic description of BH formation will be useful as input for future population synthesis studies that are interested in the formation of X-ray binaries, the nature and event rate of gravitational wave sources, and answering questions about chemical enrichment
The Black Hole Formation Probability
Clausen, Drew; Piro, Anthony L.; Ott, Christian D.
2015-02-01
A longstanding question in stellar evolution is which massive stars produce black holes (BHs) rather than neutron stars (NSs) upon death. It has been common practice to assume that a given zero-age main sequence (ZAMS) mass star (and perhaps a given metallicity) simply produces either an NS or a BH, but this fails to account for a myriad of other variables that may effect this outcome, such as spin, binarity, or even stochastic differences in the stellar structure near core collapse. We argue that instead a probabilistic description of NS versus BH formation may be better suited to account for the current uncertainties in understanding how massive stars die. We present an initial exploration of the probability that a star will make a BH as a function of its ZAMS mass, P BH(M ZAMS). Although we find that it is difficult to derive a unique P BH(M ZAMS) using current measurements of both the BH mass distribution and the degree of chemical enrichment by massive stars, we demonstrate how P BH(M ZAMS) changes with these various observational and theoretical uncertainties. We anticipate that future studies of Galactic BHs and theoretical studies of core collapse will refine P BH(M ZAMS) and argue that this framework is an important new step toward better understanding BH formation. A probabilistic description of BH formation will be useful as input for future population synthesis studies that are interested in the formation of X-ray binaries, the nature and event rate of gravitational wave sources, and answering questions about chemical enrichment.
Mittag, Maria; Takegata, Rika; Winkler, István
2016-09-14
Representations encoding the probabilities of auditory events do not directly support predictive processing. In contrast, information about the probability with which a given sound follows another (transitional probability) allows predictions of upcoming sounds. We tested whether behavioral and cortical auditory deviance detection (the latter indexed by the mismatch negativity event-related potential) relies on probabilities of sound patterns or on transitional probabilities. We presented healthy adult volunteers with three types of rare tone-triplets among frequent standard triplets of high-low-high (H-L-H) or L-H-L pitch structure: proximity deviant (H-H-H/L-L-L), reversal deviant (L-H-L/H-L-H), and first-tone deviant (L-L-H/H-H-L). If deviance detection was based on pattern probability, reversal and first-tone deviants should be detected with similar latency because both differ from the standard at the first pattern position. If deviance detection was based on transitional probabilities, then reversal deviants should be the most difficult to detect because, unlike the other two deviants, they contain no low-probability pitch transitions. The data clearly showed that both behavioral and cortical auditory deviance detection uses transitional probabilities. Thus, the memory traces underlying cortical deviance detection may provide a link between stimulus probability-based change/novelty detectors operating at lower levels of the auditory system and higher auditory cognitive functions that involve predictive processing. Our research presents the first definite evidence for the auditory system prioritizing transitional probabilities over probabilities of individual sensory events. Forming representations for transitional probabilities paves the way for predictions of upcoming sounds. Several recent theories suggest that predictive processing provides the general basis of human perception, including important auditory functions, such as auditory scene analysis. Our
Foundations of the theory of probability
Kolmogorov, AN
2018-01-01
This famous little book remains a foundational text for the understanding of probability theory, important both to students beginning a serious study of probability and to historians of modern mathematics. 1956 second edition.
The Probability Distribution for a Biased Spinner
Foster, Colin
2012-01-01
This article advocates biased spinners as an engaging context for statistics students. Calculating the probability of a biased spinner landing on a particular side makes valuable connections between probability and other areas of mathematics. (Contains 2 figures and 1 table.)
Conditional Probability Modulates Visual Search Efficiency
Directory of Open Access Journals (Sweden)
Bryan eCort
2013-10-01
Full Text Available We investigated the effects of probability on visual search. Previous work has shown that people can utilize spatial and sequential probability information to improve target detection. We hypothesized that performance improvements from probability information would extend to the efficiency of visual search. Our task was a simple visual search in which the target was always present among a field of distractors, and could take one of two colors. The absolute probability of the target being either color was 0.5; however, the conditional probability – the likelihood of a particular color given a particular combination of two cues – varied from 0.1 to 0.9. We found that participants searched more efficiently for high conditional probability targets and less efficiently for low conditional probability targets, but only when they were explicitly informed of the probability relationship between cues and target color.
Analytic Neutrino Oscillation Probabilities in Matter: Revisited
Energy Technology Data Exchange (ETDEWEB)
Parke, Stephen J. [Fermilab; Denton, Peter B. [Copenhagen U.; Minakata, Hisakazu [Madrid, IFT
2018-01-02
We summarize our recent paper on neutrino oscillation probabilities in matter, explaining the importance, relevance and need for simple, highly accurate approximations to the neutrino oscillation probabilities in matter.
Void probability scaling in hadron nucleus interactions
International Nuclear Information System (INIS)
Ghosh, Dipak; Deb, Argha; Bhattacharyya, Swarnapratim; Ghosh, Jayita; Bandyopadhyay, Prabhat; Das, Rupa; Mukherjee, Sima
2002-01-01
Heygi while investigating with the rapidity gap probability (that measures the chance of finding no particle in the pseudo-rapidity interval Δη) found that a scaling behavior in the rapidity gap probability has a close correspondence with the scaling of a void probability in galaxy correlation study. The main aim in this paper is to study the scaling behavior of the rapidity gap probability
Traffic simulation based ship collision probability modeling
Energy Technology Data Exchange (ETDEWEB)
Goerlandt, Floris, E-mail: floris.goerlandt@tkk.f [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland); Kujala, Pentti [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland)
2011-01-15
Maritime traffic poses various risks in terms of human, environmental and economic loss. In a risk analysis of ship collisions, it is important to get a reasonable estimate for the probability of such accidents and the consequences they lead to. In this paper, a method is proposed to assess the probability of vessels colliding with each other. The method is capable of determining the expected number of accidents, the locations where and the time when they are most likely to occur, while providing input for models concerned with the expected consequences. At the basis of the collision detection algorithm lays an extensive time domain micro-simulation of vessel traffic in the given area. The Monte Carlo simulation technique is applied to obtain a meaningful prediction of the relevant factors of the collision events. Data obtained through the Automatic Identification System is analyzed in detail to obtain realistic input data for the traffic simulation: traffic routes, the number of vessels on each route, the ship departure times, main dimensions and sailing speed. The results obtained by the proposed method for the studied case of the Gulf of Finland are presented, showing reasonable agreement with registered accident and near-miss data.
Joint probability distributions and fluctuation theorems
International Nuclear Information System (INIS)
García-García, Reinaldo; Kolton, Alejandro B; Domínguez, Daniel; Lecomte, Vivien
2012-01-01
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady state by using joint probability distribution symmetries of different entropy production decompositions. The analytical approach is applied to diverse problems such as the description of the fluctuations induced by experimental errors, for unveiling symmetries of correlation functions appearing in fluctuation–dissipation relations recently generalized to non-equilibrium steady states, and also for mapping averages between different trajectory-based dynamical ensembles. Many known fluctuation theorems arise as special instances of our approach for particular twofold decompositions of the total entropy production. As a complement, we also briefly review and synthesize the variety of fluctuation theorems applying to stochastic dynamics of both continuous systems described by a Langevin dynamics and discrete systems obeying a Markov dynamics, emphasizing how these results emerge from distinct symmetries of the dynamical entropy of the trajectory followed by the system. For Langevin dynamics, we embed the 'dual dynamics' with a physical meaning, and for Markov systems we show how the fluctuation theorems translate into symmetries of modified evolution operators
Pre-Service Teachers' Conceptions of Probability
Odafe, Victor U.
2011-01-01
Probability knowledge and skills are needed in science and in making daily decisions that are sometimes made under uncertain conditions. Hence, there is the need to ensure that the pre-service teachers of our children are well prepared to teach probability. Pre-service teachers' conceptions of probability are identified, and ways of helping them…
Using Playing Cards to Differentiate Probability Interpretations
López Puga, Jorge
2014-01-01
The aprioristic (classical, naïve and symmetric) and frequentist interpretations of probability are commonly known. Bayesian or subjective interpretation of probability is receiving increasing attention. This paper describes an activity to help students differentiate between the three types of probability interpretations.
Finding upper bounds for software failure probabilities - experiments and results
International Nuclear Information System (INIS)
Kristiansen, Monica; Winther, Rune
2005-09-01
This report looks into some aspects of using Bayesian hypothesis testing to find upper bounds for software failure probabilities. In the first part, the report evaluates the Bayesian hypothesis testing approach for finding upper bounds for failure probabilities of single software components. The report shows how different choices of prior probability distributions for a software component's failure probability influence the number of tests required to obtain adequate confidence in a software component. In the evaluation, both the effect of the shape of the prior distribution as well as one's prior confidence in the software component were investigated. In addition, different choices of prior probability distributions are discussed based on their relevance in a software context. In the second part, ideas on how the Bayesian hypothesis testing approach can be extended to assess systems consisting of multiple software components are given. One of the main challenges when assessing systems consisting of multiple software components is to include dependency aspects in the software reliability models. However, different types of failure dependencies between software components must be modelled differently. Identifying different types of failure dependencies are therefore an important condition for choosing a prior probability distribution, which correctly reflects one's prior belief in the probability for software components failing dependently. In this report, software components include both general in-house software components, as well as pre-developed software components (e.g. COTS, SOUP, etc). (Author)
Institute of Scientific and Technical Information of China (English)
时晨光; 汪飞; 周建江; 陈军
2014-01-01
针对现代电子战中对低截获概率(LPI)技术的需求，该文提出了一种基于LPI性能优化的最优功率分配算法。该文首先推导了雷达组网系统的Schleher截获因子。然后，以最小化系统的Schleher截获因子为目标，在满足系统跟踪性能要求的前提下，通过优化组网雷达的功率配置，提升雷达组网系统的 LPI 性能。并用基于非线性规划的遗传算法(NPGA)对此非凸、非线性约束优化问题进行了求解。仿真结果验证了所提算法的有效性。%A novel optimal power allocation algorithm for radar network systems is proposed for Low Probability of Intercept (LPI) technology in modern electronic warfare. The algorithm is based on the LPI optimization. First, the Schleher intercept factor for a radar network is derived, and then the Schleher intercept factor is minimized by optimizing the transmission power allocation among netted radars in the network to guarantee target-tracking performance. Furthermore, the Nonlinear Programming Genetic Algorithm (NPGA) is used to solve the resulting nonconvex, nonlinear, and constrained optimization problem. Numerical simulation results show the effectiveness of the proposed algorithm.
Dependent Human Error Probability Assessment
International Nuclear Information System (INIS)
Simic, Z.; Mikulicic, V.; Vukovic, I.
2006-01-01
This paper presents an assessment of the dependence between dynamic operator actions modeled in a Nuclear Power Plant (NPP) PRA and estimate the associated impact on Core damage frequency (CDF). This assessment was done improve HEP dependencies implementation inside existing PRA. All of the dynamic operator actions modeled in the NPP PRA are included in this assessment. Determining the level of HEP dependence and the associated influence on CDF are the major steps of this assessment. A decision on how to apply the results, i.e., should permanent HEP model changes be made, is based on the resulting relative CDF increase. Some CDF increase was selected as a threshold based on the NPP base CDF value and acceptance guidelines from the Regulatory Guide 1.174. HEP dependence resulting in a CDF increase of > 5E-07 would be considered potential candidates for specific incorporation into the baseline model. The approach used to judge the level of dependence between operator actions is based on dependency level categories and conditional probabilities developed in the Handbook of Human Reliability Analysis with Emphasis on Nuclear Power Plant Applications NUREG/CR-1278. To simplify the process, NUREG/CR-1278 identifies five levels of dependence: ZD (zero dependence), LD (low dependence), MD (moderate dependence), HD (high dependence), and CD (complete dependence). NUREG/CR-1278 also identifies several qualitative factors that could be involved in determining the level of dependence. Based on the NUREG/CR-1278 information, Time, Function, and Spatial attributes were judged to be the most important considerations when determining the level of dependence between operator actions within an accident sequence. These attributes were used to develop qualitative criteria (rules) that were used to judge the level of dependence (CD, HD, MD, LD, ZD) between the operator actions. After the level of dependence between the various HEPs is judged, quantitative values associated with the
Fundamentals of applied probability and random processes
Ibe, Oliver
2014-01-01
The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability t
Probability of Failure in Random Vibration
DEFF Research Database (Denmark)
Nielsen, Søren R.K.; Sørensen, John Dalsgaard
1988-01-01
Close approximations to the first-passage probability of failure in random vibration can be obtained by integral equation methods. A simple relation exists between the first-passage probability density function and the distribution function for the time interval spent below a barrier before out......-crossing. An integral equation for the probability density function of the time interval is formulated, and adequate approximations for the kernel are suggested. The kernel approximation results in approximate solutions for the probability density function of the time interval and thus for the first-passage probability...
An Objective Theory of Probability (Routledge Revivals)
Gillies, Donald
2012-01-01
This reissue of D. A. Gillies highly influential work, first published in 1973, is a philosophical theory of probability which seeks to develop von Mises' views on the subject. In agreement with von Mises, the author regards probability theory as a mathematical science like mechanics or electrodynamics, and probability as an objective, measurable concept like force, mass or charge. On the other hand, Dr Gillies rejects von Mises' definition of probability in terms of limiting frequency and claims that probability should be taken as a primitive or undefined term in accordance with modern axioma
Paraconsistent Probabilities: Consistency, Contradictions and Bayes’ Theorem
Directory of Open Access Journals (Sweden)
Juliana Bueno-Soler
2016-09-01
Full Text Available This paper represents the first steps towards constructing a paraconsistent theory of probability based on the Logics of Formal Inconsistency (LFIs. We show that LFIs encode very naturally an extension of the notion of probability able to express sophisticated probabilistic reasoning under contradictions employing appropriate notions of conditional probability and paraconsistent updating, via a version of Bayes’ theorem for conditionalization. We argue that the dissimilarity between the notions of inconsistency and contradiction, one of the pillars of LFIs, plays a central role in our extended notion of probability. Some critical historical and conceptual points about probability theory are also reviewed.
Jump probabilities in the non-Markovian quantum jump method
International Nuclear Information System (INIS)
Haerkoenen, Kari
2010-01-01
The dynamics of a non-Markovian open quantum system described by a general time-local master equation is studied. The propagation of the density operator is constructed in terms of two processes: (i) deterministic evolution and (ii) evolution of a probability density functional in the projective Hilbert space. The analysis provides a derivation for the jump probabilities used in the recently developed non-Markovian quantum jump (NMQJ) method (Piilo et al 2008 Phys. Rev. Lett. 100 180402).
Probability of seeing increases saccadic readiness.
Directory of Open Access Journals (Sweden)
Thérèse Collins
Full Text Available Associating movement directions or endpoints with monetary rewards or costs influences movement parameters in humans, and associating movement directions or endpoints with food reward influences movement parameters in non-human primates. Rewarded movements are facilitated relative to non-rewarded movements. The present study examined to what extent successful foveation facilitated saccadic eye movement behavior, with the hypothesis that foveation may constitute an informational reward. Human adults performed saccades to peripheral targets that either remained visible after saccade completion or were extinguished, preventing visual feedback. Saccades to targets that were systematically extinguished were slower and easier to inhibit than saccades to targets that afforded successful foveation, and this effect was modulated by the probability of successful foveation. These results suggest that successful foveation facilitates behavior, and that obtaining the expected sensory consequences of a saccadic eye movement may serve as a reward for the oculomotor system.
Simulator data on human error probabilities
International Nuclear Information System (INIS)
Kozinsky, E.J.; Guttmann, H.E.
1982-01-01
Analysis of operator errors on NPP simulators is being used to determine Human Error Probabilities (HEP) for task elements defined in NUREG/CR 1278. Simulator data tapes from research conducted by EPRI and ORNL are being analyzed for operator error rates. The tapes collected, using Performance Measurement System software developed for EPRI, contain a history of all operator manipulations during simulated casualties. Analysis yields a time history or Operational Sequence Diagram and a manipulation summary, both stored in computer data files. Data searches yield information on operator errors of omission and commission. This work experimentally determines HEPs for Probabilistic Risk Assessment calculations. It is the only practical experimental source of this data to date
Uncertainty, probability and information-gaps
International Nuclear Information System (INIS)
Ben-Haim, Yakov
2004-01-01
This paper discusses two main ideas. First, we focus on info-gap uncertainty, as distinct from probability. Info-gap theory is especially suited for modelling and managing uncertainty in system models: we invest all our knowledge in formulating the best possible model; this leaves the modeller with very faulty and fragmentary information about the variation of reality around that optimal model. Second, we examine the interdependence between uncertainty modelling and decision-making. Good uncertainty modelling requires contact with the end-use, namely, with the decision-making application of the uncertainty model. The most important avenue of uncertainty-propagation is from initial data- and model-uncertainties into uncertainty in the decision-domain. Two questions arise. Is the decision robust to the initial uncertainties? Is the decision prone to opportune windfall success? We apply info-gap robustness and opportunity functions to the analysis of representation and propagation of uncertainty in several of the Sandia Challenge Problems
Simulator data on human error probabilities
International Nuclear Information System (INIS)
Kozinsky, E.J.; Guttmann, H.E.
1981-01-01
Analysis of operator errors on NPP simulators is being used to determine Human Error Probabilities (HEP) for task elements defined in NUREG/CR-1278. Simulator data tapes from research conducted by EPRI and ORNL are being analyzed for operator error rates. The tapes collected, using Performance Measurement System software developed for EPRI, contain a history of all operator manipulations during simulated casualties. Analysis yields a time history or Operational Sequence Diagram and a manipulation summary, both stored in computer data files. Data searches yield information on operator errors of omission and commission. This work experimentally determined HEP's for Probabilistic Risk Assessment calculations. It is the only practical experimental source of this data to date
Audio feature extraction using probability distribution function
Suhaib, A.; Wan, Khairunizam; Aziz, Azri A.; Hazry, D.; Razlan, Zuradzman M.; Shahriman A., B.
2015-05-01
Voice recognition has been one of the popular applications in robotic field. It is also known to be recently used for biometric and multimedia information retrieval system. This technology is attained from successive research on audio feature extraction analysis. Probability Distribution Function (PDF) is a statistical method which is usually used as one of the processes in complex feature extraction methods such as GMM and PCA. In this paper, a new method for audio feature extraction is proposed which is by using only PDF as a feature extraction method itself for speech analysis purpose. Certain pre-processing techniques are performed in prior to the proposed feature extraction method. Subsequently, the PDF result values for each frame of sampled voice signals obtained from certain numbers of individuals are plotted. From the experimental results obtained, it can be seen visually from the plotted data that each individuals' voice has comparable PDF values and shapes.
Selection of risk reduction portfolios under interval-valued probabilities
International Nuclear Information System (INIS)
Toppila, Antti; Salo, Ahti
2017-01-01
A central problem in risk management is that of identifying the optimal combination (or portfolio) of improvements that enhance the reliability of the system most through reducing failure event probabilities, subject to the availability of resources. This optimal portfolio can be sensitive with regard to epistemic uncertainties about the failure events' probabilities. In this paper, we develop an optimization model to support the allocation of resources to improvements that mitigate risks in coherent systems in which interval-valued probabilities defined by lower and upper bounds are employed to capture epistemic uncertainties. Decision recommendations are based on portfolio dominance: a resource allocation portfolio is dominated if there exists another portfolio that improves system reliability (i) at least as much for all feasible failure probabilities and (ii) strictly more for some feasible probabilities. Based on non-dominated portfolios, recommendations about improvements to implement are derived by inspecting in how many non-dominated portfolios a given improvement is contained. We present an exact method for computing the non-dominated portfolios. We also present an approximate method that simplifies the reliability function using total order interactions so that larger problem instances can be solved with reasonable computational effort. - Highlights: • Reliability allocation under epistemic uncertainty about probabilities. • Comparison of alternatives using dominance. • Computational methods for generating the non-dominated alternatives. • Deriving decision recommendations that are robust with respect to epistemic uncertainty.
Crash probability estimation via quantifying driver hazard perception.
Li, Yang; Zheng, Yang; Wang, Jianqiang; Kodaka, Kenji; Li, Keqiang
2018-07-01
Crash probability estimation is an important method to predict the potential reduction of crash probability contributed by forward collision avoidance technologies (FCATs). In this study, we propose a practical approach to estimate crash probability, which combines a field operational test and numerical simulations of a typical rear-end crash model. To consider driver hazard perception characteristics, we define a novel hazard perception measure, called as driver risk response time, by considering both time-to-collision (TTC) and driver braking response to impending collision risk in a near-crash scenario. Also, we establish a driving database under mixed Chinese traffic conditions based on a CMBS (Collision Mitigation Braking Systems)-equipped vehicle. Applying the crash probability estimation in this database, we estimate the potential decrease in crash probability owing to use of CMBS. A comparison of the results with CMBS on and off shows a 13.7% reduction of crash probability in a typical rear-end near-crash scenario with a one-second delay of driver's braking response. These results indicate that CMBS is positive in collision prevention, especially in the case of inattentive drivers or ole drivers. The proposed crash probability estimation offers a practical way for evaluating the safety benefits in the design and testing of FCATs. Copyright © 2017 Elsevier Ltd. All rights reserved.
Probability concepts in quality risk management.
Claycamp, H Gregg
2012-01-01
Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although risk is generally a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management tools are relatively silent on the meaning and uses of "probability." The probability concept is typically applied by risk managers as a combination of frequency-based calculation and a "degree of belief" meaning of probability. Probability as a concept that is crucial for understanding and managing risk is discussed through examples from the most general, scenario-defining and ranking tools that use probability implicitly to more specific probabilistic tools in risk management. A rich history of probability in risk management applied to other fields suggests that high-quality risk management decisions benefit from the implementation of more thoughtful probability concepts in both risk modeling and risk management. Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although "risk" generally describes a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management methodologies and respective tools focus on managing severity but are relatively silent on the in-depth meaning and uses of "probability." Pharmaceutical manufacturers are expanding their use of quality risk management to identify and manage risks to the patient that might occur in phases of the pharmaceutical life cycle from drug development to manufacture, marketing to product discontinuation. A probability concept is typically applied by risk managers as a combination of data-based measures of probability and a subjective "degree of belief" meaning of probability. Probability as
Transition probability spaces in loop quantum gravity
Guo, Xiao-Kan
2018-03-01
We study the (generalized) transition probability spaces, in the sense of Mielnik and Cantoni, for spacetime quantum states in loop quantum gravity. First, we show that loop quantum gravity admits the structures of transition probability spaces. This is exemplified by first checking such structures in covariant quantum mechanics and then identifying the transition probability spaces in spin foam models via a simplified version of general boundary formulation. The transition probability space thus defined gives a simple way to reconstruct the discrete analog of the Hilbert space of the canonical theory and the relevant quantum logical structures. Second, we show that the transition probability space and in particular the spin foam model are 2-categories. Then we discuss how to realize in spin foam models two proposals by Crane about the mathematical structures of quantum gravity, namely, the quantum topos and causal sites. We conclude that transition probability spaces provide us with an alternative framework to understand various foundational questions of loop quantum gravity.
UT Biomedical Informatics Lab (BMIL) probability wheel
Huang, Sheng-Cheng; Lee, Sara; Wang, Allen; Cantor, Scott B.; Sun, Clement; Fan, Kaili; Reece, Gregory P.; Kim, Min Soon; Markey, Mia K.
A probability wheel app is intended to facilitate communication between two people, an "investigator" and a "participant", about uncertainties inherent in decision-making. Traditionally, a probability wheel is a mechanical prop with two colored slices. A user adjusts the sizes of the slices to indicate the relative value of the probabilities assigned to them. A probability wheel can improve the adjustment process and attenuate the effect of anchoring bias when it is used to estimate or communicate probabilities of outcomes. The goal of this work was to develop a mobile application of the probability wheel that is portable, easily available, and more versatile. We provide a motivating example from medical decision-making, but the tool is widely applicable for researchers in the decision sciences.
A probability space for quantum models
Lemmens, L. F.
2017-06-01
A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.
Fundamentals of applied probability and random processes
Ibe, Oliver
2005-01-01
This book is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book''s clear writing style and homework problems make it ideal for the classroom or for self-study.* Good and solid introduction to probability theory and stochastic processes * Logically organized; writing is presented in a clear manner * Choice of topics is comprehensive within the area of probability * Ample homework problems are organized into chapter sections
Striatal activity is modulated by target probability.
Hon, Nicholas
2017-06-14
Target probability has well-known neural effects. In the brain, target probability is known to affect frontal activity, with lower probability targets producing more prefrontal activation than those that occur with higher probability. Although the effect of target probability on cortical activity is well specified, its effect on subcortical structures such as the striatum is less well understood. Here, I examined this issue and found that the striatum was highly responsive to target probability. This is consistent with its hypothesized role in the gating of salient information into higher-order task representations. The current data are interpreted in light of that fact that different components of the striatum are sensitive to different types of task-relevant information.
Defining Probability in Sex Offender Risk Assessment.
Elwood, Richard W
2016-12-01
There is ongoing debate and confusion over using actuarial scales to predict individuals' risk of sexual recidivism. Much of the debate comes from not distinguishing Frequentist from Bayesian definitions of probability. Much of the confusion comes from applying Frequentist probability to individuals' risk. By definition, only Bayesian probability can be applied to the single case. The Bayesian concept of probability resolves most of the confusion and much of the debate in sex offender risk assessment. Although Bayesian probability is well accepted in risk assessment generally, it has not been widely used to assess the risk of sex offenders. I review the two concepts of probability and show how the Bayesian view alone provides a coherent scheme to conceptualize individuals' risk of sexual recidivism.
Spatial probability aids visual stimulus discrimination
Directory of Open Access Journals (Sweden)
Michael Druker
2010-08-01
Full Text Available We investigated whether the statistical predictability of a target's location would influence how quickly and accurately it was classified. Recent results have suggested that spatial probability can be a cue for the allocation of attention in visual search. One explanation for probability cuing is spatial repetition priming. In our two experiments we used probability distributions that were continuous across the display rather than relying on a few arbitrary screen locations. This produced fewer spatial repeats and allowed us to dissociate the effect of a high probability location from that of short-term spatial repetition. The task required participants to quickly judge the color of a single dot presented on a computer screen. In Experiment 1, targets were more probable in an off-center hotspot of high probability that gradually declined to a background rate. Targets garnered faster responses if they were near earlier target locations (priming and if they were near the high probability hotspot (probability cuing. In Experiment 2, target locations were chosen on three concentric circles around fixation. One circle contained 80% of targets. The value of this ring distribution is that it allowed for a spatially restricted high probability zone in which sequentially repeated trials were not likely to be physically close. Participant performance was sensitive to the high-probability circle in addition to the expected effects of eccentricity and the distance to recent targets. These two experiments suggest that inhomogeneities in spatial probability can be learned and used by participants on-line and without prompting as an aid for visual stimulus discrimination and that spatial repetition priming is not a sufficient explanation for this effect. Future models of attention should consider explicitly incorporating the probabilities of targets locations and features.
Is probability of frequency too narrow?
International Nuclear Information System (INIS)
Martz, H.F.
1993-01-01
Modern methods of statistical data analysis, such as empirical and hierarchical Bayesian methods, should find increasing use in future Probabilistic Risk Assessment (PRA) applications. In addition, there will be a more formalized use of expert judgment in future PRAs. These methods require an extension of the probabilistic framework of PRA, in particular, the popular notion of probability of frequency, to consideration of frequency of frequency, frequency of probability, and probability of probability. The genesis, interpretation, and examples of these three extended notions are discussed
Estimating the concordance probability in a survival analysis with a discrete number of risk groups.
Heller, Glenn; Mo, Qianxing
2016-04-01
A clinical risk classification system is an important component of a treatment decision algorithm. A measure used to assess the strength of a risk classification system is discrimination, and when the outcome is survival time, the most commonly applied global measure of discrimination is the concordance probability. The concordance probability represents the pairwise probability of lower patient risk given longer survival time. The c-index and the concordance probability estimate have been used to estimate the concordance probability when patient-specific risk scores are continuous. In the current paper, the concordance probability estimate and an inverse probability censoring weighted c-index are modified to account for discrete risk scores. Simulations are generated to assess the finite sample properties of the concordance probability estimate and the weighted c-index. An application of these measures of discriminatory power to a metastatic prostate cancer risk classification system is examined.
Statistical physics of pairwise probability models
Directory of Open Access Journals (Sweden)
Yasser Roudi
2009-11-01
Full Text Available Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying and using pairwise models. We build on our previous work on the subject and study the relation between different methods for fitting these models and evaluating their quality. In particular, using data from simulated cortical networks we study how the quality of various approximate methods for inferring the parameters in a pairwise model depends on the time bin chosen for binning the data. We also study the effect of the size of the time bin on the model quality itself, again using simulated data. We show that using finer time bins increases the quality of the pairwise model. We offer new ways of deriving the expressions reported in our previous work for assessing the quality of pairwise models.
Energy Technology Data Exchange (ETDEWEB)
Carrilho, Paulo Eduardo Mestrinelli; Alves, Orival [Universidade Estadual do Oeste do Parana - UNIOESTE, Cascavel, PR (Brazil). Curso de Medicina. Disciplina de Neurologia e Neurocirurgia]. E-mail: carrilho@certto.com.br; Budant, Manfredo [UNITOM - Unidade de Diagnostico por Imagem, Cascavel, PR (Brazil). Centro de Tomografia; Bozo, Marlon K.; Meirelles, Noel [Universidade Estadual do Oeste do Parana - UNIOESTE, Cascavel, PR (Brazil). Curso de Medicina; Bueno, Alexandre Galvao [ANATOM - Instituto de Anatomia Patologica de Cascavel, PR (Brazil)
2006-01-15
We report a case of a young immunocompetent patient with probable central nervous system histoplasmosis with evolutive peculiar findings seen on magnetic resonance imaging. Leptomeningeal thickening was initially observed which subsequently became a posterior fossa granuloma. The diagnosis of fungal infection was only reached by histopathological study and the treatment was based on long term therapy with fluconazole wth good initial response. (author)
Domestic wells have high probability of pumping septic tank leachate
Bremer, J. E.; Harter, T.
2012-08-01
Onsite wastewater treatment systems are common in rural and semi-rural areas around the world; in the US, about 25-30% of households are served by a septic (onsite) wastewater treatment system, and many property owners also operate their own domestic well nearby. Site-specific conditions and local groundwater flow are often ignored when installing septic systems and wells. In areas with small lots (thus high spatial septic system densities), shallow domestic wells are prone to contamination by septic system leachate. Mass balance approaches have been used to determine a maximum septic system density that would prevent contamination of groundwater resources. In this study, a source area model based on detailed groundwater flow and transport modeling is applied for a stochastic analysis of domestic well contamination by septic leachate. Specifically, we determine the probability that a source area overlaps with a septic system drainfield as a function of aquifer properties, septic system density and drainfield size. We show that high spatial septic system density poses a high probability of pumping septic system leachate. The hydraulic conductivity of the aquifer has a strong influence on the intersection probability. We find that mass balance calculations applied on a regional scale underestimate the contamination risk of individual drinking water wells by septic systems. This is particularly relevant for contaminants released at high concentrations, for substances that experience limited attenuation, and those that are harmful even at low concentrations (e.g., pathogens).
Domestic wells have high probability of pumping septic tank leachate
Directory of Open Access Journals (Sweden)
J. E. Bremer
2012-08-01
Full Text Available Onsite wastewater treatment systems are common in rural and semi-rural areas around the world; in the US, about 25–30% of households are served by a septic (onsite wastewater treatment system, and many property owners also operate their own domestic well nearby. Site-specific conditions and local groundwater flow are often ignored when installing septic systems and wells. In areas with small lots (thus high spatial septic system densities, shallow domestic wells are prone to contamination by septic system leachate. Mass balance approaches have been used to determine a maximum septic system density that would prevent contamination of groundwater resources. In this study, a source area model based on detailed groundwater flow and transport modeling is applied for a stochastic analysis of domestic well contamination by septic leachate. Specifically, we determine the probability that a source area overlaps with a septic system drainfield as a function of aquifer properties, septic system density and drainfield size. We show that high spatial septic system density poses a high probability of pumping septic system leachate. The hydraulic conductivity of the aquifer has a strong influence on the intersection probability. We find that mass balance calculations applied on a regional scale underestimate the contamination risk of individual drinking water wells by septic systems. This is particularly relevant for contaminants released at high concentrations, for substances that experience limited attenuation, and those that are harmful even at low concentrations (e.g., pathogens.
The probability and the management of human error
International Nuclear Information System (INIS)
Dufey, R.B.; Saull, J.W.
2004-01-01
Embedded within modern technological systems, human error is the largest, and indeed dominant contributor to accident cause. The consequences dominate the risk profiles for nuclear power and for many other technologies. We need to quantify the probability of human error for the system as an integral contribution within the overall system failure, as it is generally not separable or predictable for actual events. We also need to provide a means to manage and effectively reduce the failure (error) rate. The fact that humans learn from their mistakes allows a new determination of the dynamic probability and human failure (error) rate in technological systems. The result is consistent with and derived from the available world data for modern technological systems. Comparisons are made to actual data from large technological systems and recent catastrophes. Best estimate values and relationships can be derived for both the human error rate, and for the probability. We describe the potential for new approaches to the management of human error and safety indicators, based on the principles of error state exclusion and of the systematic effect of learning. A new equation is given for the probability of human error (λ) that combines the influences of early inexperience, learning from experience (ε) and stochastic occurrences with having a finite minimum rate, this equation is λ 5.10 -5 + ((1/ε) - 5.10 -5 ) exp(-3*ε). The future failure rate is entirely determined by the experience: thus the past defines the future
Probability of Grounding and Collision Events
DEFF Research Database (Denmark)
Pedersen, Preben Terndrup
1996-01-01
To quantify the risks involved in ship traffic, rational criteria for collision and grounding accidents are developed. This implies that probabilities as well as inherent consequences can be analysed and assessed. The presnt paper outlines a method for evaluation of the probability of ship...
Probability of Grounding and Collision Events
DEFF Research Database (Denmark)
Pedersen, Preben Terndrup
1996-01-01
To quantify the risks involved in ship traffic, rational criteria for collision and grounding accidents have to be developed. This implies that probabilities as well as inherent consequences have to be analyzed and assessed.The present notes outline a method for evaluation of the probability...
Introducing Disjoint and Independent Events in Probability.
Kelly, I. W.; Zwiers, F. W.
Two central concepts in probability theory are those of independence and mutually exclusive events. This document is intended to provide suggestions to teachers that can be used to equip students with an intuitive, comprehensive understanding of these basic concepts in probability. The first section of the paper delineates mutually exclusive and…
Selected papers on probability and statistics
2009-01-01
This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. The papers range over a variety of topics in probability theory, statistics, and applications. This volume is suitable for graduate students and research mathematicians interested in probability and statistics.
Collective probabilities algorithm for surface hopping calculations
International Nuclear Information System (INIS)
Bastida, Adolfo; Cruz, Carlos; Zuniga, Jose; Requena, Alberto
2003-01-01
General equations that transition probabilities of the hopping algorithms in surface hopping calculations must obey to assure the equality between the average quantum and classical populations are derived. These equations are solved for two particular cases. In the first it is assumed that probabilities are the same for all trajectories and that the number of hops is kept to a minimum. These assumptions specify the collective probabilities (CP) algorithm, for which the transition probabilities depend on the average populations for all trajectories. In the second case, the probabilities for each trajectory are supposed to be completely independent of the results from the other trajectories. There is, then, a unique solution of the general equations assuring that the transition probabilities are equal to the quantum population of the target state, which is referred to as the independent probabilities (IP) algorithm. The fewest switches (FS) algorithm developed by Tully is accordingly understood as an approximate hopping algorithm which takes elements from the accurate CP and IP solutions. A numerical test of all these hopping algorithms is carried out for a one-dimensional two-state problem with two avoiding crossings which shows the accuracy and computational efficiency of the collective probabilities algorithm proposed, the limitations of the FS algorithm and the similarity between the results offered by the IP algorithm and those obtained with the Ehrenfest method
Examples of Neutrosophic Probability in Physics
Directory of Open Access Journals (Sweden)
Fu Yuhua
2015-01-01
Full Text Available This paper re-discusses the problems of the so-called “law of nonconservation of parity” and “accelerating expansion of the universe”, and presents the examples of determining Neutrosophic Probability of the experiment of Chien-Shiung Wu et al in 1957, and determining Neutrosophic Probability of accelerating expansion of the partial universe.
Eliciting Subjective Probabilities with Binary Lotteries
DEFF Research Database (Denmark)
Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, J. Todd
objective probabilities. Drawing a sample from the same subject population, we find evidence that the binary lottery procedure induces linear utility in a subjective probability elicitation task using the Quadratic Scoring Rule. We also show that the binary lottery procedure can induce direct revelation...
Probability Issues in without Replacement Sampling
Joarder, A. H.; Al-Sabah, W. S.
2007-01-01
Sampling without replacement is an important aspect in teaching conditional probabilities in elementary statistics courses. Different methods proposed in different texts for calculating probabilities of events in this context are reviewed and their relative merits and limitations in applications are pinpointed. An alternative representation of…
Some open problems in noncommutative probability
International Nuclear Information System (INIS)
Kruszynski, P.
1981-01-01
A generalization of probability measures to non-Boolean structures is discussed. The starting point of the theory is the Gleason theorem about the form of measures on closed subspaces of a Hilbert space. The problems are formulated in terms of probability on lattices of projections in arbitrary von Neumann algebras. (Auth.)
Probability: A Matter of Life and Death
Hassani, Mehdi; Kippen, Rebecca; Mills, Terence
2016-01-01
Life tables are mathematical tables that document probabilities of dying and life expectancies at different ages in a society. Thus, the life table contains some essential features of the health of a population. Probability is often regarded as a difficult branch of mathematics. Life tables provide an interesting approach to introducing concepts…
Teaching Probability: A Socio-Constructivist Perspective
Sharma, Sashi
2015-01-01
There is a considerable and rich literature on students' misconceptions in probability. However, less attention has been paid to the development of students' probabilistic thinking in the classroom. This paper offers a sequence, grounded in socio-constructivist perspective for teaching probability.
Stimulus Probability Effects in Absolute Identification
Kent, Christopher; Lamberts, Koen
2016-01-01
This study investigated the effect of stimulus presentation probability on accuracy and response times in an absolute identification task. Three schedules of presentation were used to investigate the interaction between presentation probability and stimulus position within the set. Data from individual participants indicated strong effects of…
47 CFR 1.1623 - Probability calculation.
2010-10-01
... 47 Telecommunication 1 2010-10-01 2010-10-01 false Probability calculation. 1.1623 Section 1.1623 Telecommunication FEDERAL COMMUNICATIONS COMMISSION GENERAL PRACTICE AND PROCEDURE Random Selection Procedures for Mass Media Services General Procedures § 1.1623 Probability calculation. (a) All calculations shall be...
Against All Odds: When Logic Meets Probability
van Benthem, J.; Katoen, J.-P.; Langerak, R.; Rensink, A.
2017-01-01
This paper is a light walk along interfaces between logic and probability, triggered by a chance encounter with Ed Brinksma. It is not a research paper, or a literature survey, but a pointer to issues. I discuss both direct combinations of logic and probability and structured ways in which logic can
The probability of the false vacuum decay
International Nuclear Information System (INIS)
Kiselev, V.; Selivanov, K.
1983-01-01
The closed expession for the probability of the false vacuum decay in (1+1) dimensions is given. The probability of false vacuum decay is expessed as the product of exponential quasiclassical factor and a functional determinant of the given form. The method for calcutation of this determinant is developed and a complete answer for (1+1) dimensions is given
Probability elements of the mathematical theory
Heathcote, C R
2000-01-01
Designed for students studying mathematical statistics and probability after completing a course in calculus and real variables, this text deals with basic notions of probability spaces, random variables, distribution functions and generating functions, as well as joint distributions and the convergence properties of sequences of random variables. Includes worked examples and over 250 exercises with solutions.
The transition probabilities of the reciprocity model
Snijders, T.A.B.
1999-01-01
The reciprocity model is a continuous-time Markov chain model used for modeling longitudinal network data. A new explicit expression is derived for its transition probability matrix. This expression can be checked relatively easily. Some properties of the transition probabilities are given, as well
Probability numeracy and health insurance purchase
Dillingh, Rik; Kooreman, Peter; Potters, Jan
2016-01-01
This paper provides new field evidence on the role of probability numeracy in health insurance purchase. Our regression results, based on rich survey panel data, indicate that the expenditure on two out of three measures of health insurance first rises with probability numeracy and then falls again.
The enigma of probability and physics
International Nuclear Information System (INIS)
Mayants, L.
1984-01-01
This volume contains a coherent exposition of the elements of two unique sciences: probabilistics (science of probability) and probabilistic physics (application of probabilistics to physics). Proceeding from a key methodological principle, it starts with the disclosure of the true content of probability and the interrelation between probability theory and experimental statistics. This makes is possible to introduce a proper order in all the sciences dealing with probability and, by conceiving the real content of statistical mechanics and quantum mechanics in particular, to construct both as two interconnected domains of probabilistic physics. Consistent theories of kinetics of physical transformations, decay processes, and intramolecular rearrangements are also outlined. The interrelation between the electromagnetic field, photons, and the theoretically discovered subatomic particle 'emon' is considered. Numerous internal imperfections of conventional probability theory, statistical physics, and quantum physics are exposed and removed - quantum physics no longer needs special interpretation. EPR, Bohm, and Bell paradoxes are easily resolved, among others. (Auth.)
Optimizing Probability of Detection Point Estimate Demonstration
Koshti, Ajay M.
2017-01-01
Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.
Alternative probability theories for cognitive psychology.
Narens, Louis
2014-01-01
Various proposals for generalizing event spaces for probability functions have been put forth in the mathematical, scientific, and philosophic literatures. In cognitive psychology such generalizations are used for explaining puzzling results in decision theory and for modeling the influence of context effects. This commentary discusses proposals for generalizing probability theory to event spaces that are not necessarily boolean algebras. Two prominent examples are quantum probability theory, which is based on the set of closed subspaces of a Hilbert space, and topological probability theory, which is based on the set of open sets of a topology. Both have been applied to a variety of cognitive situations. This commentary focuses on how event space properties can influence probability concepts and impact cognitive modeling. Copyright © 2013 Cognitive Science Society, Inc.
Hamiltonian theories quantization based on a probability operator
International Nuclear Information System (INIS)
Entral'go, E.E.
1986-01-01
The quantization method with a linear reflection of classical coordinate-momentum-time functions Λ(q,p,t) at quantum operators in a space of quantum states ψ, is considered. The probability operator satisfies a system of equations representing the principles of dynamical and canonical correspondences between the classical and quantum theories. The quantization based on a probability operator leads to a quantum theory with a nonnegative joint coordinate-momentum distribution function for any state ψ. The main consequences of quantum mechanics with a probability operator are discussed in comparison with the generally accepted quantum and classical theories. It is shown that a probability operator leads to an appearance of some new notions called ''subquantum'' ones. Hence the quantum theory with a probability operator does not pretend to any complete description of physical reality in terms of classical variables and by this reason contains no problems like Einstein-Podolsky-Rosen paradox. The results of some concrete problems are given: a free particle, a harmonic oscillator, an electron in the Coulomb field. These results give hope on the possibility of an experimental verification of the quantization based on a probability operator
International Nuclear Information System (INIS)
Shimada, Yoshio
2000-01-01
It is anticipated that the change of frequency of surveillance tests, preventive maintenance or parts replacement of safety related components may cause the change of component failure probability and result in the change of core damage probability. It is also anticipated that the change is different depending on the initiating event frequency or the component types. This study assessed the change of core damage probability using simplified PSA model capable of calculating core damage probability in a short time period, which is developed by the US NRC to process accident sequence precursors, when various component's failure probability is changed between 0 and 1, or Japanese or American initiating event frequency data are used. As a result of the analysis, (1) It was clarified that frequency of surveillance test, preventive maintenance or parts replacement of motor driven pumps (high pressure injection pumps, residual heat removal pumps, auxiliary feedwater pumps) should be carefully changed, since the core damage probability's change is large, when the base failure probability changes toward increasing direction. (2) Core damage probability change is insensitive to surveillance test frequency change, since the core damage probability change is small, when motor operated valves and turbine driven auxiliary feed water pump failure probability changes around one figure. (3) Core damage probability change is small, when Japanese failure probability data are applied to emergency diesel generator, even if failure probability changes one figure from the base value. On the other hand, when American failure probability data is applied, core damage probability increase is large, even if failure probability changes toward increasing direction. Therefore, when Japanese failure probability data is applied, core damage probability change is insensitive to surveillance tests frequency change etc. (author)
Failure probability of PWR reactor coolant loop piping
International Nuclear Information System (INIS)
Lo, T.; Woo, H.H.; Holman, G.S.; Chou, C.K.
1984-02-01
This paper describes the results of assessments performed on the PWR coolant loop piping of Westinghouse and Combustion Engineering plants. For direct double-ended guillotine break (DEGB), consideration was given to crack existence probability, initial crack size distribution, hydrostatic proof test, preservice inspection, leak detection probability, crack growth characteristics, and failure criteria based on the net section stress failure and tearing modulus stability concept. For indirect DEGB, fragilities of major component supports were estimated. The system level fragility was then calculated based on the Boolean expression involving these fragilities. Indirect DEGB due to seismic effects was calculated by convolving the system level fragility and the seismic hazard curve. The results indicate that the probability of occurrence of both direct and indirect DEGB is extremely small, thus, postulation of DEGB in design should be eliminated and replaced by more realistic criteria
Assessing the clinical probability of pulmonary embolism
International Nuclear Information System (INIS)
Miniati, M.; Pistolesi, M.
2001-01-01
Clinical assessment is a cornerstone of the recently validated diagnostic strategies for pulmonary embolism (PE). Although the diagnostic yield of individual symptoms, signs, and common laboratory tests is limited, the combination of these variables, either by empirical assessment or by a prediction rule, can be used to express a clinical probability of PE. The latter may serve as pretest probability to predict the probability of PE after further objective testing (posterior or post-test probability). Over the last few years, attempts have been made to develop structured prediction models for PE. In a Canadian multicenter prospective study, the clinical probability of PE was rated as low, intermediate, or high according to a model which included assessment of presenting symptoms and signs, risk factors, and presence or absence of an alternative diagnosis at least as likely as PE. Recently, a simple clinical score was developed to stratify outpatients with suspected PE into groups with low, intermediate, or high clinical probability. Logistic regression was used to predict parameters associated with PE. A score ≤ 4 identified patients with low probability of whom 10% had PE. The prevalence of PE in patients with intermediate (score 5-8) and high probability (score ≥ 9) was 38 and 81%, respectively. As opposed to the Canadian model, this clinical score is standardized. The predictor variables identified in the model, however, were derived from a database of emergency ward patients. This model may, therefore, not be valid in assessing the clinical probability of PE in inpatients. In the PISA-PED study, a clinical diagnostic algorithm was developed which rests on the identification of three relevant clinical symptoms and on their association with electrocardiographic and/or radiographic abnormalities specific for PE. Among patients who, according to the model, had been rated as having a high clinical probability, the prevalence of proven PE was 97%, while it was 3
Probability evolution method for exit location distribution
Zhu, Jinjie; Chen, Zhen; Liu, Xianbin
2018-03-01
The exit problem in the framework of the large deviation theory has been a hot topic in the past few decades. The most probable escape path in the weak-noise limit has been clarified by the Freidlin-Wentzell action functional. However, noise in real physical systems cannot be arbitrarily small while noise with finite strength may induce nontrivial phenomena, such as noise-induced shift and noise-induced saddle-point avoidance. Traditional Monte Carlo simulation of noise-induced escape will take exponentially large time as noise approaches zero. The majority of the time is wasted on the uninteresting wandering around the attractors. In this paper, a new method is proposed to decrease the escape simulation time by an exponentially large factor by introducing a series of interfaces and by applying the reinjection on them. This method can be used to calculate the exit location distribution. It is verified by examining two classical examples and is compared with theoretical predictions. The results show that the method performs well for weak noise while may induce certain deviations for large noise. Finally, some possible ways to improve our method are discussed.
Upgrading Probability via Fractions of Events
Directory of Open Access Journals (Sweden)
Frič Roman
2016-08-01
Full Text Available The influence of “Grundbegriffe” by A. N. Kolmogorov (published in 1933 on education in the area of probability and its impact on research in stochastics cannot be overestimated. We would like to point out three aspects of the classical probability theory “calling for” an upgrade: (i classical random events are black-and-white (Boolean; (ii classical random variables do not model quantum phenomena; (iii basic maps (probability measures and observables { dual maps to random variables have very different “mathematical nature”. Accordingly, we propose an upgraded probability theory based on Łukasiewicz operations (multivalued logic on events, elementary category theory, and covering the classical probability theory as a special case. The upgrade can be compared to replacing calculations with integers by calculations with rational (and real numbers. Namely, to avoid the three objections, we embed the classical (Boolean random events (represented by the f0; 1g-valued indicator functions of sets into upgraded random events (represented by measurable {0; 1}-valued functions, the minimal domain of probability containing “fractions” of classical random events, and we upgrade the notions of probability measure and random variable.
Uncertainty about probability: a decision analysis perspective
International Nuclear Information System (INIS)
Howard, R.A.
1988-01-01
The issue of how to think about uncertainty about probability is framed and analyzed from the viewpoint of a decision analyst. The failure of nuclear power plants is used as an example. The key idea is to think of probability as describing a state of information on an uncertain event, and to pose the issue of uncertainty in this quantity as uncertainty about a number that would be definitive: it has the property that you would assign it as the probability if you knew it. Logical consistency requires that the probability to assign to a single occurrence in the absence of further information be the mean of the distribution of this definitive number, not the medium as is sometimes suggested. Any decision that must be made without the benefit of further information must also be made using the mean of the definitive number's distribution. With this formulation, they find further that the probability of r occurrences in n exchangeable trials will depend on the first n moments of the definitive number's distribution. In making decisions, the expected value of clairvoyance on the occurrence of the event must be at least as great as that on the definitive number. If one of the events in question occurs, then the increase in probability of another such event is readily computed. This means, in terms of coin tossing, that unless one is absolutely sure of the fairness of a coin, seeing a head must increase the probability of heads, in distinction to usual thought. A numerical example for nuclear power shows that the failure of one plant of a group with a low probability of failure can significantly increase the probability that must be assigned to failure of a second plant in the group
Probability an introduction with statistical applications
Kinney, John J
2014-01-01
Praise for the First Edition""This is a well-written and impressively presented introduction to probability and statistics. The text throughout is highly readable, and the author makes liberal use of graphs and diagrams to clarify the theory."" - The StatisticianThoroughly updated, Probability: An Introduction with Statistical Applications, Second Edition features a comprehensive exploration of statistical data analysis as an application of probability. The new edition provides an introduction to statistics with accessible coverage of reliability, acceptance sampling, confidence intervals, h
Handbook of probability theory and applications
Rudas, Tamas
2008-01-01
""This is a valuable reference guide for readers interested in gaining a basic understanding of probability theory or its applications in problem solving in the other disciplines.""-CHOICEProviding cutting-edge perspectives and real-world insights into the greater utility of probability and its applications, the Handbook of Probability offers an equal balance of theory and direct applications in a non-technical, yet comprehensive, format. Editor Tamás Rudas and the internationally-known contributors present the material in a manner so that researchers of vari
Probabilities on Streams and Reflexive Games
Directory of Open Access Journals (Sweden)
Andrew Schumann
2014-01-01
Full Text Available Probability measures on streams (e.g. on hypernumbers and p-adic numbers have been defined. It was shown that these probabilities can be used for simulations of reflexive games. In particular, it can be proved that Aumann's agreement theorem does not hold for these probabilities. Instead of this theorem, there is a statement that is called the reflexion disagreement theorem. Based on this theorem, probabilistic and knowledge conditions can be defined for reflexive games at various reflexion levels up to the infinite level. (original abstract
Concept of probability in statistical physics
Guttmann, Y M
1999-01-01
Foundational issues in statistical mechanics and the more general question of how probability is to be understood in the context of physical theories are both areas that have been neglected by philosophers of physics. This book fills an important gap in the literature by providing a most systematic study of how to interpret probabilistic assertions in the context of statistical mechanics. The book explores both subjectivist and objectivist accounts of probability, and takes full measure of work in the foundations of probability theory, in statistical mechanics, and in mathematical theory. It will be of particular interest to philosophers of science, physicists and mathematicians interested in foundational issues, and also to historians of science.
Computation of the Complex Probability Function
Energy Technology Data Exchange (ETDEWEB)
Trainer, Amelia Jo [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Ledwith, Patrick John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-08-22
The complex probability function is important in many areas of physics and many techniques have been developed in an attempt to compute it for some z quickly and e ciently. Most prominent are the methods that use Gauss-Hermite quadrature, which uses the roots of the n^{th} degree Hermite polynomial and corresponding weights to approximate the complex probability function. This document serves as an overview and discussion of the use, shortcomings, and potential improvements on the Gauss-Hermite quadrature for the complex probability function.
Pre-aggregation for Probability Distributions
DEFF Research Database (Denmark)
Timko, Igor; Dyreson, Curtis E.; Pedersen, Torben Bach
Motivated by the increasing need to analyze complex uncertain multidimensional data (e.g., in order to optimize and personalize location-based services), this paper proposes novel types of {\\em probabilistic} OLAP queries that operate on aggregate values that are probability distributions...... and the techniques to process these queries. The paper also presents the methods for computing the probability distributions, which enables pre-aggregation, and for using the pre-aggregated distributions for further aggregation. In order to achieve good time and space efficiency, the methods perform approximate...... multidimensional data analysis that is considered in this paper (i.e., approximate processing of probabilistic OLAP queries over probability distributions)....
Comparing linear probability model coefficients across groups
DEFF Research Database (Denmark)
Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt
2015-01-01
of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....
Modeling experiments using quantum and Kolmogorov probability
International Nuclear Information System (INIS)
Hess, Karl
2008-01-01
Criteria are presented that permit a straightforward partition of experiments into sets that can be modeled using both quantum probability and the classical probability framework of Kolmogorov. These new criteria concentrate on the operational aspects of the experiments and lead beyond the commonly appreciated partition by relating experiments to commuting and non-commuting quantum operators as well as non-entangled and entangled wavefunctions. In other words the space of experiments that can be understood using classical probability is larger than usually assumed. This knowledge provides advantages for areas such as nanoscience and engineering or quantum computation.
Keren, G.; Teigen, K.H.
2001-01-01
This article presents a framework for lay people's internal representations of probabilities, which supposedly reflect the strength of underlying dispositions, or propensities, associated with the predicted event. From this framework, we derive the probability-outcome correspondence principle, which
average probability of failure on demand estimation for burner
African Journals Online (AJOL)
HOD
Pij – Probability from state i to j. 1. INTRODUCTION. In the process .... the numerical value of the PFD as result of components, sub-system ... ignored in probabilistic risk assessment it may lead to ...... Markov chains for a holistic modeling of SIS.
Talking probabilities: communicating probalistic information with words and numbers
Renooij, S.; Witteman, C.L.M.
1999-01-01
The number of knowledge-based systems that build on Bayesian belief networks is increasing. The construction of such a network however requires a large number of probabilities in numerical form. This is often considered a major obstacle, one of the reasons being that experts are reluctant to provide
Talking probabilities: communicating probabilistic information with words and numbers
Renooij, S.; Witteman, C.L.M.
1999-01-01
The number of knowledge-based systems that build on Bayesian belief networks is increasing. The construction of such a network however requires a large number of probabilities in numerical form. This is often considered a major obstacle, one of the reasons being that experts are reluctant to
Factors Affecting Detection Probability of Acoustic Tags in Coral Reefs
Bermudez, Edgar F.
2012-01-01
of the transmitter detection range and the detection probability. A one-month range test of a coded telemetric system was conducted prior to a large-scale tagging project investigating the movement of approximately 400 fishes from 30 species on offshore coral reefs
Statistical complexity without explicit reference to underlying probabilities
Pennini, F.; Plastino, A.
2018-06-01
We show that extremely simple systems of a not too large number of particles can be simultaneously thermally stable and complex. To such an end, we extend the statistical complexity's notion to simple configurations of non-interacting particles, without appeal to probabilities, and discuss configurational properties.
Modelling the probability of building fires
Directory of Open Access Journals (Sweden)
Vojtěch Barták
2014-12-01
Full Text Available Systematic spatial risk analysis plays a crucial role in preventing emergencies.In the Czech Republic, risk mapping is currently based on the risk accumulationprinciple, area vulnerability, and preparedness levels of Integrated Rescue Systemcomponents. Expert estimates are used to determine risk levels for individualhazard types, while statistical modelling based on data from actual incidents andtheir possible causes is not used. Our model study, conducted in cooperation withthe Fire Rescue Service of the Czech Republic as a model within the Liberec andHradec Králové regions, presents an analytical procedure leading to the creation ofbuilding fire probability maps based on recent incidents in the studied areas andon building parameters. In order to estimate the probability of building fires, aprediction model based on logistic regression was used. Probability of fire calculatedby means of model parameters and attributes of specific buildings can subsequentlybe visualized in probability maps.
Encounter Probability of Individual Wave Height
DEFF Research Database (Denmark)
Liu, Z.; Burcharth, H. F.
1998-01-01
wave height corresponding to a certain exceedence probability within a structure lifetime (encounter probability), based on the statistical analysis of long-term extreme significant wave height. Then the design individual wave height is calculated as the expected maximum individual wave height...... associated with the design significant wave height, with the assumption that the individual wave heights follow the Rayleigh distribution. However, the exceedence probability of such a design individual wave height within the structure lifetime is unknown. The paper presents a method for the determination...... of the design individual wave height corresponding to an exceedence probability within the structure lifetime, given the long-term extreme significant wave height. The method can also be applied for estimation of the number of relatively large waves for fatigue analysis of constructions....
Predicting binary choices from probability phrase meanings.
Wallsten, Thomas S; Jang, Yoonhee
2008-08-01
The issues of how individuals decide which of two events is more likely and of how they understand probability phrases both involve judging relative likelihoods. In this study, we investigated whether derived scales representing probability phrase meanings could be used within a choice model to predict independently observed binary choices. If they can, this simultaneously provides support for our model and suggests that the phrase meanings are measured meaningfully. The model assumes that, when deciding which of two events is more likely, judges take a single sample from memory regarding each event and respond accordingly. The model predicts choice probabilities by using the scaled meanings of individually selected probability phrases as proxies for confidence distributions associated with sampling from memory. Predictions are sustained for 34 of 41 participants but, nevertheless, are biased slightly low. Sequential sampling models improve the fit. The results have both theoretical and applied implications.
Certainties and probabilities of the IPCC
International Nuclear Information System (INIS)
2004-01-01
Based on an analysis of information about the climate evolution, simulations of a global warming and the snow coverage monitoring of Meteo-France, the IPCC presented its certainties and probabilities concerning the greenhouse effect. (A.L.B.)
The probability factor in establishing causation
International Nuclear Information System (INIS)
Hebert, J.
1988-01-01
This paper discusses the possibilities and limitations of methods using the probability factor in establishing the causal link between bodily injury, whether immediate or delayed, and the nuclear incident presumed to have caused it (NEA) [fr
Bayesian optimization for computationally extensive probability distributions.
Tamura, Ryo; Hukushima, Koji
2018-01-01
An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of acquisition functions by Gaussian processes for the next training phase, which should be located near a local maximum or a global maximum of the probability distribution. Our Bayesian optimization technique is applied to the posterior distribution in the effective physical model estimation, which is a computationally extensive probability distribution. Even when the number of sampling points on the posterior distributions is fixed to be small, the Bayesian optimization provides a better maximizer of the posterior distributions in comparison to those by the random search method, the steepest descent method, or the Monte Carlo method. Furthermore, the Bayesian optimization improves the results efficiently by combining the steepest descent method and thus it is a powerful tool to search for a better maximizer of computationally extensive probability distributions.
Characteristic length of the knotting probability revisited
International Nuclear Information System (INIS)
Uehara, Erica; Deguchi, Tetsuo
2015-01-01
We present a self-avoiding polygon (SAP) model for circular DNA in which the radius of impermeable cylindrical segments corresponds to the screening length of double-stranded DNA surrounded by counter ions. For the model we evaluate the probability for a generated SAP with N segments having a given knot K through simulation. We call it the knotting probability of a knot K with N segments for the SAP model. We show that when N is large the most significant factor in the knotting probability is given by the exponentially decaying part exp(−N/N K ), where the estimates of parameter N K are consistent with the same value for all the different knots we investigated. We thus call it the characteristic length of the knotting probability. We give formulae expressing the characteristic length as a function of the cylindrical radius r ex , i.e. the screening length of double-stranded DNA. (paper)
Probability of Survival Decision Aid (PSDA)
National Research Council Canada - National Science Library
Xu, Xiaojiang; Amin, Mitesh; Santee, William R
2008-01-01
A Probability of Survival Decision Aid (PSDA) is developed to predict survival time for hypothermia and dehydration during prolonged exposure at sea in both air and water for a wide range of environmental conditions...
Probability and statistics with integrated software routines
Deep, Ronald
2005-01-01
Probability & Statistics with Integrated Software Routines is a calculus-based treatment of probability concurrent with and integrated with statistics through interactive, tailored software applications designed to enhance the phenomena of probability and statistics. The software programs make the book unique.The book comes with a CD containing the interactive software leading to the Statistical Genie. The student can issue commands repeatedly while making parameter changes to observe the effects. Computer programming is an excellent skill for problem solvers, involving design, prototyping, data gathering, testing, redesign, validating, etc, all wrapped up in the scientific method.See also: CD to accompany Probability and Stats with Integrated Software Routines (0123694698)* Incorporates more than 1,000 engaging problems with answers* Includes more than 300 solved examples* Uses varied problem solving methods
Determining probabilities of geologic events and processes
International Nuclear Information System (INIS)
Hunter, R.L.; Mann, C.J.; Cranwell, R.M.
1985-01-01
The Environmental Protection Agency has recently published a probabilistic standard for releases of high-level radioactive waste from a mined geologic repository. The standard sets limits for contaminant releases with more than one chance in 100 of occurring within 10,000 years, and less strict limits for releases of lower probability. The standard offers no methods for determining probabilities of geologic events and processes, and no consensus exists in the waste-management community on how to do this. Sandia National Laboratories is developing a general method for determining probabilities of a given set of geologic events and processes. In addition, we will develop a repeatable method for dealing with events and processes whose probability cannot be determined. 22 refs., 4 figs
Pre-Aggregation with Probability Distributions
DEFF Research Database (Denmark)
Timko, Igor; Dyreson, Curtis E.; Pedersen, Torben Bach
2006-01-01
Motivated by the increasing need to analyze complex, uncertain multidimensional data this paper proposes probabilistic OLAP queries that are computed using probability distributions rather than atomic values. The paper describes how to create probability distributions from base data, and how...... the distributions can be subsequently used in pre-aggregation. Since the probability distributions can become large, we show how to achieve good time and space efficiency by approximating the distributions. We present the results of several experiments that demonstrate the effectiveness of our methods. The work...... is motivated with a real-world case study, based on our collaboration with a leading Danish vendor of location-based services. This paper is the first to consider the approximate processing of probabilistic OLAP queries over probability distributions....
Probability of spent fuel transportation accidents
International Nuclear Information System (INIS)
McClure, J.D.
1981-07-01
The transported volume of spent fuel, incident/accident experience and accident environment probabilities were reviewed in order to provide an estimate of spent fuel accident probabilities. In particular, the accident review assessed the accident experience for large casks of the type that could transport spent (irradiated) nuclear fuel. This review determined that since 1971, the beginning of official US Department of Transportation record keeping for accidents/incidents, there has been one spent fuel transportation accident. This information, coupled with estimated annual shipping volumes for spent fuel, indicated an estimated annual probability of a spent fuel transport accident of 5 x 10 -7 spent fuel accidents per mile. This is consistent with ordinary truck accident rates. A comparison of accident environments and regulatory test environments suggests that the probability of truck accidents exceeding regulatory test for impact is approximately 10 -9 /mile
Sampling, Probability Models and Statistical Reasoning Statistical
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 1; Issue 5. Sampling, Probability Models and Statistical Reasoning Statistical Inference. Mohan Delampady V R Padmawar. General Article Volume 1 Issue 5 May 1996 pp 49-58 ...
Imprecise Probability Methods for Weapons UQ
Energy Technology Data Exchange (ETDEWEB)
Picard, Richard Roy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Vander Wiel, Scott Alan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-05-13
Building on recent work in uncertainty quanti cation, we examine the use of imprecise probability methods to better characterize expert knowledge and to improve on misleading aspects of Bayesian analysis with informative prior distributions. Quantitative approaches to incorporate uncertainties in weapons certi cation are subject to rigorous external peer review, and in this regard, certain imprecise probability methods are well established in the literature and attractive. These methods are illustrated using experimental data from LANL detonator impact testing.
Escape and transmission probabilities in cylindrical geometry
International Nuclear Information System (INIS)
Bjerke, M.A.
1980-01-01
An improved technique for the generation of escape and transmission probabilities in cylindrical geometry was applied to the existing resonance cross section processing code ROLAIDS. The algorithm of Hwang and Toppel, [ANL-FRA-TM-118] (with modifications) was employed. The probabilities generated were found to be as accurate as those given by the method previously applied in ROLAIDS, while requiring much less computer core storage and CPU time
Probability and statistics for computer science
Johnson, James L
2011-01-01
Comprehensive and thorough development of both probability and statistics for serious computer scientists; goal-oriented: ""to present the mathematical analysis underlying probability results"" Special emphases on simulation and discrete decision theory Mathematically-rich, but self-contained text, at a gentle pace Review of calculus and linear algebra in an appendix Mathematical interludes (in each chapter) which examine mathematical techniques in the context of probabilistic or statistical importance Numerous section exercises, summaries, historical notes, and Further Readings for reinforcem
Collision Probabilities for Finite Cylinders and Cuboids
Energy Technology Data Exchange (ETDEWEB)
Carlvik, I
1967-05-15
Analytical formulae have been derived for the collision probabilities of homogeneous finite cylinders and cuboids. The formula for the finite cylinder contains double integrals, and the formula for the cuboid only single integrals. Collision probabilities have been calculated by means of the formulae and compared with values obtained by other authors. It was found that the calculations using the analytical formulae are much quicker and give higher accuracy than Monte Carlo calculations.
The mathematics of games an introduction to probability
Taylor, David G
2014-01-01
Dice, Coins, and Candy Introduction ProbabilityCandy (Yum)! Wheels and More Dice RouletteCrapsCounting the Pokers Cards and CountingSeven Card Pokers Texas Hold'Em BluffingWindmills and Black Jacks? Blackjack Blackjack VariantsMore Fun Dice!Liar's Dice Yahtzee Zombie Dice Board Games, Not ""Bored"" Games Board Game Movement Pay Day (The Board Game) MonopolySpread, RevisitedCan You Bet and Win? Betting SystemsGambler's RuinThere Are More Games! The LotteryBingo Baccarat Farkle BackgammonMemoryAppendices A Probabilities with Infinity B St. Petersburg Paradox C Prisoner's Dilemma and More Game Th
Evaluation of DNA match probability in criminal case.
Lee, J W; Lee, H S; Park, M; Hwang, J J
2001-02-15
The new emphasis on quantification of evidence has led to perplexing courtroom decisions and it has been difficult for forensic scientists to pursue logical arguments. Especially, for evaluating DNA evidence, though both the genetic relationship for two compared persons and the examined locus system should be considered, the understanding for this has not yet drawn much attention. In this paper, we suggest to calculate the match probability by using coancestry coefficient when the family relationship is considered, and thus the performances of the identification values depending on the calculation of match probability are compared under various situations.
Theoretical analysis on the probability of initiating persistent fission chain
International Nuclear Information System (INIS)
Liu Jianjun; Wang Zhe; Zhang Ben'ai
2005-01-01
For the finite multiplying system of fissile material in the presence of a weak neutron source, the authors analyses problems on the probability of initiating a persistent fission chain through reckoning the stochastic theory of neutron multiplication. In the theoretical treatment, the conventional point reactor conception model is developed to an improved form with position x and velocity v dependence. The estimated results including approximate value of the probability mentioned above and its distribution are given by means of diffusion approximation and compared with those with previous point reactor conception model. They are basically consistent, however the present model can provide details on the distribution. (authors)
High throughput nonparametric probability density estimation.
Farmer, Jenny; Jacobs, Donald
2018-01-01
In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.
Pattern formation, logistics, and maximum path probability
Kirkaldy, J. S.
1985-05-01
The concept of pattern formation, which to current researchers is a synonym for self-organization, carries the connotation of deductive logic together with the process of spontaneous inference. Defining a pattern as an equivalence relation on a set of thermodynamic objects, we establish that a large class of irreversible pattern-forming systems, evolving along idealized quasisteady paths, approaches the stable steady state as a mapping upon the formal deductive imperatives of a propositional function calculus. In the preamble the classical reversible thermodynamics of composite systems is analyzed as an externally manipulated system of space partitioning and classification based on ideal enclosures and diaphragms. The diaphragms have discrete classification capabilities which are designated in relation to conserved quantities by descriptors such as impervious, diathermal, and adiabatic. Differentiability in the continuum thermodynamic calculus is invoked as equivalent to analyticity and consistency in the underlying class or sentential calculus. The seat of inference, however, rests with the thermodynamicist. In the transition to an irreversible pattern-forming system the defined nature of the composite reservoirs remains, but a given diaphragm is replaced by a pattern-forming system which by its nature is a spontaneously evolving volume partitioner and classifier of invariants. The seat of volition or inference for the classification system is thus transferred from the experimenter or theoretician to the diaphragm, and with it the full deductive facility. The equivalence relations or partitions associated with the emerging patterns may thus be associated with theorems of the natural pattern-forming calculus. The entropy function, together with its derivatives, is the vehicle which relates the logistics of reservoirs and diaphragms to the analog logistics of the continuum. Maximum path probability or second-order differentiability of the entropy in isolation are
Flux continuity and probability conservation in complexified Bohmian mechanics
International Nuclear Information System (INIS)
Poirier, Bill
2008-01-01
Recent years have seen increased interest in complexified Bohmian mechanical trajectory calculations for quantum systems as both a pedagogical and computational tool. In the latter context, it is essential that trajectories satisfy probability conservation to ensure they are always guided to where they are most needed. We consider probability conservation for complexified Bohmian trajectories. The analysis relies on time-reversal symmetry considerations, leading to a generalized expression for the conjugation of wave functions of complexified variables. This in turn enables meaningful discussion of complexified flux continuity, which turns out not to be satisfied in general, though a related property is found to be true. The main conclusion, though, is that even under a weak interpretation, probability is not conserved along complex Bohmian trajectories
Probability theory versus simulation of petroleum potential in play analysis
Crovelli, R.A.
1987-01-01
An analytic probabilistic methodology for resource appraisal of undiscovered oil and gas resources in play analysis is presented. This play-analysis methodology is a geostochastic system for petroleum resource appraisal in explored as well as frontier areas. An objective was to replace an existing Monte Carlo simulation method in order to increase the efficiency of the appraisal process. Underlying the two methods is a single geologic model which considers both the uncertainty of the presence of the assessed hydrocarbon and its amount if present. The results of the model are resource estimates of crude oil, nonassociated gas, dissolved gas, and gas for a geologic play in terms of probability distributions. The analytic method is based upon conditional probability theory and a closed form solution of all means and standard deviations, along with the probabilities of occurrence. ?? 1987 J.C. Baltzer A.G., Scientific Publishing Company.
Recommendations for the tuning of rare event probability estimators
International Nuclear Information System (INIS)
Balesdent, Mathieu; Morio, Jérôme; Marzat, Julien
2015-01-01
Being able to accurately estimate rare event probabilities is a challenging issue in order to improve the reliability of complex systems. Several powerful methods such as importance sampling, importance splitting or extreme value theory have been proposed in order to reduce the computational cost and to improve the accuracy of extreme probability estimation. However, the performance of these methods is highly correlated with the choice of tuning parameters, which are very difficult to determine. In order to highlight recommended tunings for such methods, an empirical campaign of automatic tuning on a set of representative test cases is conducted for splitting methods. It allows to provide a reduced set of tuning parameters that may lead to the reliable estimation of rare event probability for various problems. The relevance of the obtained result is assessed on a series of real-world aerospace problems
Multiclass Posterior Probability Twin SVM for Motor Imagery EEG Classification.
She, Qingshan; Ma, Yuliang; Meng, Ming; Luo, Zhizeng
2015-01-01
Motor imagery electroencephalography is widely used in the brain-computer interface systems. Due to inherent characteristics of electroencephalography signals, accurate and real-time multiclass classification is always challenging. In order to solve this problem, a multiclass posterior probability solution for twin SVM is proposed by the ranking continuous output and pairwise coupling in this paper. First, two-class posterior probability model is constructed to approximate the posterior probability by the ranking continuous output techniques and Platt's estimating method. Secondly, a solution of multiclass probabilistic outputs for twin SVM is provided by combining every pair of class probabilities according to the method of pairwise coupling. Finally, the proposed method is compared with multiclass SVM and twin SVM via voting, and multiclass posterior probability SVM using different coupling approaches. The efficacy on the classification accuracy and time complexity of the proposed method has been demonstrated by both the UCI benchmark datasets and real world EEG data from BCI Competition IV Dataset 2a, respectively.
Hydra-Ring: a computational framework to combine failure probabilities
Diermanse, Ferdinand; Roscoe, Kathryn; IJmker, Janneke; Mens, Marjolein; Bouwer, Laurens
2013-04-01
This presentation discusses the development of a new computational framework for the safety assessment of flood defence systems: Hydra-Ring. Hydra-Ring computes the failure probability of a flood defence system, which is composed of a number of elements (e.g., dike segments, dune segments or hydraulic structures), taking all relevant uncertainties explicitly into account. This is a major step forward in comparison with the current Dutch practice in which the safety assessment is done separately per individual flood defence section. The main advantage of the new approach is that it will result in a more balanced prioratization of required mitigating measures ('more value for money'). Failure of the flood defence system occurs if any element within the system fails. Hydra-Ring thus computes and combines failure probabilities of the following elements: - Failure mechanisms: A flood defence system can fail due to different failure mechanisms. - Time periods: failure probabilities are first computed for relatively small time scales (assessment of flood defense systems, Hydra-Ring can also be used to derive fragility curves, to asses the efficiency of flood mitigating measures, and to quantify the impact of climate change and land subsidence on flood risk. Hydra-Ring is being developed in the context of the Dutch situation. However, the computational concept is generic and the model is set up in such a way that it can be applied to other areas as well. The presentation will focus on the model concept and probabilistic computation techniques.
Causal inference, probability theory, and graphical insights.
Baker, Stuart G
2013-11-10
Causal inference from observational studies is a fundamental topic in biostatistics. The causal graph literature typically views probability theory as insufficient to express causal concepts in observational studies. In contrast, the view here is that probability theory is a desirable and sufficient basis for many topics in causal inference for the following two reasons. First, probability theory is generally more flexible than causal graphs: Besides explaining such causal graph topics as M-bias (adjusting for a collider) and bias amplification and attenuation (when adjusting for instrumental variable), probability theory is also the foundation of the paired availability design for historical controls, which does not fit into a causal graph framework. Second, probability theory is the basis for insightful graphical displays including the BK-Plot for understanding Simpson's paradox with a binary confounder, the BK2-Plot for understanding bias amplification and attenuation in the presence of an unobserved binary confounder, and the PAD-Plot for understanding the principal stratification component of the paired availability design. Published 2013. This article is a US Government work and is in the public domain in the USA.
Method and system for dynamic probabilistic risk assessment
Dugan, Joanne Bechta (Inventor); Xu, Hong (Inventor)
2013-01-01
The DEFT methodology, system and computer readable medium extends the applicability of the PRA (Probabilistic Risk Assessment) methodology to computer-based systems, by allowing DFT (Dynamic Fault Tree) nodes as pivot nodes in the Event Tree (ET) model. DEFT includes a mathematical model and solution algorithm, supports all common PRA analysis functions and cutsets. Additional capabilities enabled by the DFT include modularization, phased mission analysis, sequence dependencies, and imperfect coverage.
On the Possibility of Assigning Probabilities to Singular Cases, or: Probability Is Subjective Too!
Directory of Open Access Journals (Sweden)
Mark R. Crovelli
2009-06-01
Full Text Available Both Ludwig von Mises and Richard von Mises claimed that numerical probability could not be legitimately applied to singular cases. This paper challenges this aspect of the von Mises brothers’ theory of probability. It is argued that their denial that numerical probability could be applied to singular cases was based solely upon Richard von Mises’ exceptionally restrictive definition of probability. This paper challenges Richard von Mises’ definition of probability by arguing that the definition of probability necessarily depends upon whether the world is governed by time-invariant causal laws. It is argued that if the world is governed by time-invariant causal laws, a subjective definition of probability must be adopted. It is further argued that both the nature of human action and the relative frequency method for calculating numerical probabilities both presuppose that the world is indeed governed by time-invariant causal laws. It is finally argued that the subjective definition of probability undercuts the von Mises claim that numerical probability cannot legitimately be applied to singular, non-replicable cases.
Electricity price forecasting using Enhanced Probability Neural Network
International Nuclear Information System (INIS)
Lin, Whei-Min; Gow, Hong-Jey; Tsai, Ming-Tang
2010-01-01
This paper proposes a price forecasting system for electric market participants to reduce the risk of price volatility. Combining the Probability Neural Network (PNN) and Orthogonal Experimental Design (OED), an Enhanced Probability Neural Network (EPNN) is proposed in the solving process. In this paper, the Locational Marginal Price (LMP), system load and temperature of PJM system were collected and the data clusters were embedded in the Excel Database according to the year, season, workday, and weekend. With the OED to smooth parameters in the EPNN, the forecasting error can be improved during the training process to promote the accuracy and reliability where even the ''spikes'' can be tracked closely. Simulation results show the effectiveness of the proposed EPNN to provide quality information in a price volatile environment. (author)
Uncertainty relation and probability. Numerical illustration
International Nuclear Information System (INIS)
Fujikawa, Kazuo; Umetsu, Koichiro
2011-01-01
The uncertainty relation and the probability interpretation of quantum mechanics are intrinsically connected, as is evidenced by the evaluation of standard deviations. It is thus natural to ask if one can associate a very small uncertainty product of suitably sampled events with a very small probability. We have shown elsewhere that some examples of the evasion of the uncertainty relation noted in the past are in fact understood in this way. We here numerically illustrate that a very small uncertainty product is realized if one performs a suitable sampling of measured data that occur with a very small probability. We introduce a notion of cyclic measurements. It is also shown that our analysis is consistent with the Landau-Pollak-type uncertainty relation. It is suggested that the present analysis may help reconcile the contradicting views about the 'standard quantum limit' in the detection of gravitational waves. (author)
Scoring Rules for Subjective Probability Distributions
DEFF Research Database (Denmark)
Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, J. Todd
The theoretical literature has a rich characterization of scoring rules for eliciting the subjective beliefs that an individual has for continuous events, but under the restrictive assumption of risk neutrality. It is well known that risk aversion can dramatically affect the incentives to correctly...... report the true subjective probability of a binary event, even under Subjective Expected Utility. To address this one can “calibrate” inferences about true subjective probabilities from elicited subjective probabilities over binary events, recognizing the incentives that risk averse agents have...... to distort reports. We characterize the comparable implications of the general case of a risk averse agent when facing a popular scoring rule over continuous events, and find that these concerns do not apply with anything like the same force. For empirically plausible levels of risk aversion, one can...
Comparing coefficients of nested nonlinear probability models
DEFF Research Database (Denmark)
Kohler, Ulrich; Karlson, Kristian Bernt; Holm, Anders
2011-01-01
In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general decomposi......In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general...... decomposition method that is unaffected by the rescaling or attenuation bias that arise in cross-model comparisons in nonlinear models. It recovers the degree to which a control variable, Z, mediates or explains the relationship between X and a latent outcome variable, Y*, underlying the nonlinear probability...
A basic course in probability theory
Bhattacharya, Rabi
2016-01-01
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of thei...
Ignition probabilities for Compact Ignition Tokamak designs
International Nuclear Information System (INIS)
Stotler, D.P.; Goldston, R.J.
1989-09-01
A global power balance code employing Monte Carlo techniques had been developed to study the ''probability of ignition'' and has been applied to several different configurations of the Compact Ignition Tokamak (CIT). Probability distributions for the critical physics parameters in the code were estimated using existing experimental data. This included a statistical evaluation of the uncertainty in extrapolating the energy confinement time. A substantial probability of ignition is predicted for CIT if peaked density profiles can be achieved or if one of the two higher plasma current configurations is employed. In other cases, values of the energy multiplication factor Q of order 10 are generally obtained. The Ignitor-U and ARIES designs are also examined briefly. Comparisons of our empirically based confinement assumptions with two theory-based transport models yield conflicting results. 41 refs., 11 figs
Independent events in elementary probability theory
Csenki, Attila
2011-07-01
In Probability and Statistics taught to mathematicians as a first introduction or to a non-mathematical audience, joint independence of events is introduced by requiring that the multiplication rule is satisfied. The following statement is usually tacitly assumed to hold (and, at best, intuitively motivated): quote specific-use="indent"> If the n events E 1, E 2, … , E n are jointly independent then any two events A and B built in finitely many steps from two disjoint subsets of E 1, E 2, … , E n are also independent. The operations 'union', 'intersection' and 'complementation' are permitted only when forming the events A and B. quote>Here we examine this statement from the point of view of elementary probability theory. The approach described here is accessible also to users of probability theory and is believed to be novel.