• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.737-746
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• 2013

The Bayesian method can be applied successfully to the estimation of the censored regression model introduced by Tobin (1958). The Bayes estimates show improvements over the maximum likelihood estimate; however, the performance of the Bayesian interval estimation is questionable. In Bayesian paradigm, the prior distribution usually reflects personal beliefs about the parameters. Such subjective priors will typically yield interval estimators with poor frequentist properties; however, an objective noninformative often yields a Bayesian procedure with good frequentist properties. We examine the performance of frequentist properties of noninformative priors for the Tobit regression model.

• Journal of Korea Water Resources Association
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• v.33 no.5
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• pp.519-526
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• 2000

This study is to investigate the recurrence possibility of consecutive dry years such as the long dry period around 1900 in the annual rainfall data at Seoul station. The truncation levels, as the criterion for the dry years, are decided such as to make the occurrence of dry years follow the Poissonian distribution, which assures independent occurrence of dry years. For the truncation level of mean-0.5stdv, the occurrence of dry years is found to satisfy the Poissonian distribution weakly with 99% significance level, but for those of mean-0.75stdv and mean-stdv with 95% significance level. For these truncation levels, the long dry period around 1900 is divided into several short consecutive dry years. The Poisson process has then been applied to derive the occurrence probability of consecutive dry years. For the truncation level of mean-0.75stdv or below, the Poisson process was found to reproduce similar occurrence probabilities to the observed. Especially for the lowest truncation level used in the study (mean-stdv), we could see that the occurrence probability of consecutive dry years estimated for the data collected before the long dry period around 1900 was higher that those for the data collected after the long dry period, thus, it could be concluded that the possibility of long dry periods is decreasing recently.cently.

• Journal of the Korean Society for Precision Engineering
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• v.19 no.9
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• pp.90-97
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• 2002

Ceramics are being increasingly used in industry due to their outstanding physical and chemical properties. But these materials are difficult to machine by traditional machining processes, because they are hard and brittle. Recently, as one of various alternative processes, laser-beam machining is widely used in the cutting of ceramics. Although the use of lasers presents a number of advantages over other methods, one of the problems associated with this process is the uncertain formation of cracks that result from the thermal stresses. This paper presents a Bayesian probabilistic modeling of crack formation over thin alumina plates during laser cutting.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.21 no.6
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• pp.495-507
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• 2009

The expected sliding distance for the lifetime of a caisson breakwater has a limitation to be used as the stability criterion of the breakwater. Since the expected sliding distance is calculated as the mean of simulated sliding distances for the lifetime, there is possibility for the actual sliding distance to exceed the expected sliding distance. To overcome this problem, the exceedance probability of the allowable sliding distance is used to assess the stability of sliding. Latin Hypercube sampling and Crude Monte Carlo simulation were used to calculate the exceedance probability. The doubly-truncated normal distribution was considered to complement the physical disadvantage of the normal distribution as the random variable distribution. In the case of using the normal distribution, the cross-sections of Okgye, Hwasun, and Donghae NI before reinforcement were found to be unstable in all the limit states. On the other hand, when applying the doubly-truncated normal distribution, the cross-sections of Hwasun and Donghae NI before reinforcement were evaluated to be unstable in the repairable limit state and all the limit states, respectively. Finally, the shortcoming of the expected sliding distance as the stability criterion was investigated, and we reasonably assessed the stability of sliding of caissons by using the exceedance probability of allowable sliding distance for the caisson breakwaters in Korea.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.357-370
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• 2022

In this paper, Tobit and Heckit models are introduced. These models have been used for analyzing censored data. Censoring occurs at a specific point and a large number of observations are distributed with a positive probability at a certain point. Censoring can occur due to observing limitation or exogenous variables. Tobit and Heckit models are used to correct sample selection bias, which can occur when an ordinary linear regression model is fitted to censored data. However, the difference between the two models is not clearly accounted for; hence, they have often been used interchangeably. Therefore, the suitability of the models was validated through simulated data, and demonstrated through real data. As the result, it was confirmed that both Tobit and Heckit models are well-fitted to the data censored due to observing limitation, although Tobit model was fitted parsimoniously. In contrast, only Heckit model is well-fitted to the data censored due to exogenous variables.

• The Korean Journal of Applied Statistics
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• v.32 no.4
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• pp.593-605
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• 2019

Significant literature exists on the area under the ROC curve (AUC) and the volume under the ROC surface (VUS) which are statistical measures of the discriminant power of classification models. Whereas the partial AUC is restricted on the false positive rate, the two-way partial AUC is restricted on both the false positive rate and true positive rate, which could be more efficient and accurate than partial AUC. The two-way partial AUC was suggested as more efficient and accurate than the partial AUC. Partial VUS as well as the three-way partial VUS were also developed for the ROC surface. A proposed AUC is expressed in this paper with probability and integration using two truncated distribution functions restricted on both the false positive rate and true positive rate. It is also found that this AUC has a relation with the two-way partial AUC. The three-way partial VUS for the ROC surface is also related to the VUS using truncated distribution functions. These AUC and VUS are represented and estimated in terms of Mann-Whitney statistics. Their parametric and non-parametric estimation methods are explored based on normal distributions and random samples.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.304-304
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• 2018

이변량 빈도해석은 일반적으로 고정지속기간 강우량에 대해 빈도해석하는 단변량 빈도해석에 비해 지속기간을 확률변수로 이용하여 강우량과 동시에 확률변수로 사용할 수 있다는 장점이 있다. 하지만 확률분포형의 차원이 증가하기 때문에 기존 단변량 빈도해석에서 요구되던 표본크기보다 더 많은 표본이 필요하다. 우리나라 강우관측소의 경우 오래된 관측소의 경우에도 기록년수가 60년을 넘지 않아 연최대계열로 확률표본을 작성할 경우 이변량 빈도해석을 수행하기에 부족할 수 있다. 따라서 본 연구에서는 Peaks Over Threshold (POT) 방법을 이용하여 적정 확률표본을 선택하는 연구를 진행하였다. 서울 기상청 지점의 강우자료로부터 최소무강우시간을 이용하여 모든 강우사상을 추출하였으며 각 강우사상의 강우량과 지속기간이 확률변수로 사용되었다. 기존에 알려진 POT 방법들과 Anderson-Darling 적합도 검정을 이용한 절단값 산정방법등을 적용하여 확률표본 개수의 변화에 따른 주변분포형의 적합도 검정과 이변량 확률모형의 적합성을 살펴보았다.

• Communications for Statistical Applications and Methods
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• v.17 no.6
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• pp.811-827
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• 2010

This paper deals with a density estimation method in binary choice models that can be regarded as a statistical inverse problem. We use an orthogonal basis to estimate density function and consider the choice of an appropriate truncation parameter to reflect the model complexity and the prediction accuracy. We propose a data-dependent rule to choose the truncation parameter in the context of binary choice models. A numerical simulation is provided to illustrate the performance of the proposed method.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.17 no.4
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• pp.221-231
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• 2005

The present study is deeply concerned with the reliability design method(Level III) for caisson breakwaters using expected sliding distance, and the objectives of this study are to propose the employment of a doubly-truncated normal distribution and to present the validity for it. In this study, therefore, the explanations are made for consideration of effects of uncertain factors, and a clear basis that the doubly-truncated normal distribution should be employed in the computation process of expected sliding distance by Monte-Carlo simulation is presented with introduction of the employment method. Even though only caisson breakwaters are treated in this paper, the employment of doubly-truncated normal distribution can be applied to various coastal structures as well as other engineering fields, and therefore it is expected that the present study will be extended in various fields.

• Journal of Korea Water Resources Association
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• v.40 no.11
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• pp.851-859
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• 2007

In this study, the chukwookee data were evaluated by applying that for the historical rainfall frequency analysis. To derive a two parameter log-normal distribution by using historical data and modem data, censored data MLE and binomial censored data MLE were applied. As a result, we found that both average and standard deviation were all estimated smaller with chukwookee data then those with only modern data. This indicates that rather big events rarely happens during the period of chukwookee data then during the modern period. The frequency analysis results using the parameters estimated were also similar to those expected. The point to be noticed is that the rainfall quantiles estimated by both methods were similar. This result indicates that the historical document records like the annals of Chosun dynasty could be valuable and effective for the frequency analysis. This also means the extension of data available for frequency analysis.