• Communications of the Korean Mathematical Society
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• v.16 no.2
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• pp.163-204
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• 2001

먼저 Erdos-Renyi의 새로운 강대수 법칙을 소개하고, 여러 가지 형태로 발전된 Erdos-Renyi 형의 법칙과 그 응용을 보여준다. 보다 더 일반적인 Erdos-Renyi형의 법칙과 그 응용을 보여준다. 보다 더 일반적인 Erdos-Renyi 형 법칙을 찾기 위해 Csorgo-Revesz 증분형태의 극한정리들을 소개하여 종속 mixing 조건이 주어진 정상 Gauss 확률변수들의 부분합에 대해 Csorgo-Revesz 증분형태의 새로운 극한정리들을 얻는다. 끝으로, 유한차원 벡터공간, ι(sup)p-공간, ι(sup)$\infty$-공간에서 각각 값을 갖는, 연속 Gauss 과정에 대해서 필자에 의해 최근에 발표된 몇 편의 논문을 소개한다.

• Computational Structural Engineering
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• v.2 no.2
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• pp.93-99
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• 1989

Since 1960's, structural engineers have recognized that the inherent random nature of loadings and materials as well as the imperfect structural analysis may be important factors in the structural safety evaluation. Based on the successful developments of the reliability-based structural analysis and design, the design criteria of the standards are recently developed(or modified) in the light of the probabilistic concepts. To develop the probability - based criteria for the domestic buildings, the probabilistic characteristic of loadings acting on structures should be defined first. In this study, therefore, live load data on apartment buildings have been collected and analyzed in systematic manner, and their probabilistic characteristics have been studied. Based on the results, the lifetime extreme values are computed and compared with current design loads. More rational design loads are suggested, which are more consistent in the probabilistic concepts.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.377-389
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• 2011

A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

• Communications for Statistical Applications and Methods
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• v.18 no.2
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• pp.245-255
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• 2011

There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

• Transactions of the Korean Society of Mechanical Engineers
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• v.15 no.6
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• pp.2037-2047
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• 1991

Strength is not simply a single given value but rather is a statistical one with certain distribution functions. This is because it is affected by many unknown factors such as size, shape, stress distribution, and combined stresses. In this study, a model of loss probability is proposed in view of the fact that one of the fundamental configuration of nature is hexagonal, for example, the shapes of lattice unit, grain, and so on. The model sues the concept of loss of certain element in place of Jayatilaka-Trustrum's length and angle of cracks. Using this model, the loss probability due to each loss of certain elements is obtained. Then, the maximum principal stress is calculated by the finite element method at the centroid of the elements under the tensile load for the 4,095 models of analysis. Finally, the failure probability of the brittle materials is obtained by multiplying the loss probability by the ratio of the maximum principal stress to theoretical tensile strength. Comparison of the result of the Jayatilaka-Trustrum's model and the proposed model shows that the failure probabilities by the two methods are in good agreement. Further, it is shown that the parametric relationship of semi-crack lengths for various degrees of birittleness can be determined. Therefore, the analysis of the failure probability suing the proposed model is shown to be promising as a new method for the study of the failure probability of birttle materials.

• The Journal of Engineering Geology
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• v.5 no.1
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• pp.45-58
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• 1995

A probabilistic seismic risk in the Korean Peninsula is calculated from the instrumental eaathquake data. For the purpose, an instrumental earthquake catalogue since 1905 m which parameters are readjusted to have uniformity and homogeneity in description is cornpiled through the review of all available data. The maximum potential earthquake expected in the Korean Peninsula for 100, 1000, and 4000 years are estimated to be 6.3, 7.2 and 7.8 in magnitude, respectively, from Gumbel's extreme value theory. In addition, contour rnaps representing the maximum ground acceleration expected for 100 and 1000 years are prepared using the return period method. Seismic hazart] curves in which maximum ground acceleration expressed in terms of probability of occurrence are also presented for the major populated areas.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.191-191
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• 2021

최근 이상기후 및 기후변화에 의한 영향으로, 집중호우 및 대형호우 사상이 빈번하게 발생하고 이로 인한 홍수피해가 급증하고 있다. 지난 2020년 한반도 전역에서 발생한 호우사상은 56일간 지속된 최장기간 강우로 기록되었고, 일부 유역에 대해서 500년 빈도의 강우로 기록되기도 하였다. 이는 2020년 기준 치수시설물 설계기준 중 최상위 기준인 200년 빈도를 상회하는 대규모 호우사상으로, 기후위기에 따른 기존 치수대책의 검토가 필요한 실정이다. 이에 본 연구에서는 기존 설계기준 산정을 위한 강우강도-지속기간-빈도 곡선(Intensity-Duration-Frequency curve, IDF curve) 작성 시 사용된 강우 빈도해석의 대안으로서 연초과확률을 이용한 IDF 곡선 산정을 제안하고자 한다. 기존 치수시설물 설계기준에서 활용되고 있는 강우 빈도해석의 경우 분포형의 종류에 따라서 극한사상에 대한 불확실성이 큰 문제를 가지고 있으며, 최상위 기준인 200년 빈도를 넘는 빈도에 대해서 산정된 값을 사용하기에는 어려움이 있다. 또한 통계학적 이론에 근거하여 산정되는 '빈도(Frequency)' 라는 개념의 의미는 발생가능성을 내포한 재현기간으로 명확한 반면, 관련 의사결정자 혹은 민간에서 받아들이는 의미는 발생주기 혹은 재발에 대한 보장기간 등으로 오해하는 경향이 있어, 혼란을 야기하고 있다. 따라서 설계기준 산정을 위한 IDF 곡선 작성시 빈도(Frequency)를 연강우량에 대한 초과확률인 연초과확률(Annual Exceedance Probability)에 근거하여 산정하여 보다 직관적인 설계기준을 제시하고자 한다. 또한 홍수피해 발생이력을 기준으로 대상지역을 선정하고, 기존 빈도(Frequency)에 근거한 IDF 곡선 및 설계기준과 연초과확률에 근거한 IDF 곡선 및 설계기준을 산정 및 비교하여 적용성을 평가하고, 효율적인 치수시설물의 설계기준을 제안하고자 한다.

• Journal of the Korean Society for Marine Environment & Energy
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• v.13 no.2
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• pp.75-82
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• 2010

The economical efficiency and easy ship building have enabled to spread FRP ships in the shipbuilding field. As waste FRP ships have been thrown away at a river or within a harbour, this matter has become issues. For the improvement of this matter, the melting technique and system of waste FRP ships was developed. But, Decision making was required for a location plan of the melting system of waste FRP ships. It's recognized that the location decision of this system is difficult due to the dependence on technical, economical, environmental factors. In this paper, we survey the primary factors of location-economic, life-environment, infrastructure and make up a question for the experts. We also calculate the important weight and related weight using Fuzzy AHP, Limiting probability method and discuss on the calculation results on the proposed sites.

• Journal of the Society of Naval Architects of Korea
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• v.30 no.2
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• pp.161-176
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• 1993

For the purpose of assessing structural integrity at a level of complexity and accuracy appropriate for the situation, integrity assessment methods are formulated with the following methods. One is three-tier assessment method of the revised BSI PD 6493 which considers stable crack growth effect, the others are limit load analysis which estimates the plastic collapse load and stability assessment method which considers stable crack growth of ductile material exactly using J-integral and tearing modulus. Besides, integrity assessments for center cracked panel(CCP) specimen and the circumferential through-cracked pipe are carried out and reliability analysis is accomplished by the first order reliability method which is one of the conventional reliability methods. Also the accuracy of the present method is verified by Monte Carlo method.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.405-414
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• 2012

In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.