3 resultados para Ratio of normal random variables

em Digital Commons - Michigan Tech


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In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

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Ever since the invention of the internal combustion engine, generating more power and achieving better efficiency has been a major goal for the designers. Variable compression ratio technology is way to achieve those goals. This paper will discuss the method of varying the compression ratio of an inline 4-cylinder engine through the use of a 4-bar linkage and gear mechanism. This mechanism was proven to easily vary the compression ratio of the engine and shows promise of becoming a technology used for future engine designer.

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The South Florida Water Management District (SFWMD) manages and operates numerous water control structures that are subject to scour. In an effort to reduce scour downstream of these gated structures, laboratory experiments were performed to investigate the effect of active air-injection downstream of the terminal structure of a gated spillway on the depth of the scour hole. A literature review involving similar research revealed significant variables such as the ratio of headwater-to-tailwater depths, the diffuser angle, sediment uniformity, and the ratio of air-to-water volumetric discharge values. The experimental design was based on the analysis of several of these non-dimensional parameters. Bed scouring at stilling basins downstream of gated spillways has been identified as posing a serious risk to the spillway’s structural stability. Although this type of scour has been studied in the past, it continues to represent a real threat to water control structures and requires additional attention. A hydraulic scour channel comprised of a head tank, flow straightening section, gated spillway, stilling basin, scour section, sediment trap, and tail-tank was used to further this analysis. Experiments were performed in a laboratory channel consisting of a 1:30 scale model of the SFWMD S65E spillway structure. To ascertain the feasibility of air injection for scour reduction a proof-of-concept study was performed. Experiments were conducted without air entrainment and with high, medium, and low air entrainment rates for high and low headwater conditions. For the cases with no air entrainment it was found that there was excessive scour downstream of the structure due to a downward roller formed upon exiting the downstream sill of the stilling basin. When air was introduced vertically just downstream of, and at the same level as, the stilling basin sill, it was found that air entrainment does reduce scour depth by up to 58% depending on the air flow rate, but shifts the deepest scour location to the sides of the channel bed instead of the center. Various hydraulic flow conditions were tested without air injection to verify which scenario caused more scour. That scenario, uncontrolled free, in which water does not contact the gate and the water elevation in the stilling basin is lower than the spillway crest, would be used for the remainder of experiments testing air injection. Various air flow rates, diffuser elevations, air hole diameters, air hole spacings, diffuser angles and widths were tested in over 120 experiments. Optimal parameters include air injection at a rate that results in a water-to-air ratio of 0.28, air holes 1.016mm in diameter the entire width of the stilling basin, and a vertically orientated injection pattern. Detailed flow measurements were collected for one case using air injection and one without. An identical flow scenario was used for each experiment, namely that of a high flow rate and upstream headwater depth and a low tailwater depth. Equilibrium bed scour and velocity measurements were taken using an Acoustic Doppler Velocimeter at nearly 3000 points. Velocity data was used to construct a vector plot in order to identify which flow components contribute to the scour hole. Additionally, turbulence parameters were calculated in an effort to help understand why air-injection reduced bed scour. Turbulence intensities, normalized mean flow, normalized kinetic energy, and anisotropy of turbulence plots were constructed. A clear trend emerged that showed air-injection reduces turbulence near the bed and therefore reduces scour potential.