• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.751-759
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• 2018

Cho et al. (Communications for Statistical Applications and Methods, 23, 423-432, 2016) introduced a risk model with a continuous type investment and studied the stationary distribution of the surplus process. In this paper, we extend the earlier analysis by assuming that additional instant investment is made when the surplus process reaches a certain sufficient level. We obtain the explicit form of the stationary distribution of the surplus process. The case is shown as an example, when the amount of claim is exponentially distributed.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.8
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• pp.91-100
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• 2004

A Green's function approach is adopted for analyzing the thermoelastic deformations and stresses of a plate made of functionally graded materials(FGMs). The solution to the 3-dimensional unsteady temperature is obtained by using the laminate theory. The fundamental equations for thermoelastic problems are derived in terms of out-plane deformation and in-plane force, separately. The thermoelastic deformation and the stress distributions due to the bending and in-plane forces are analyzed by using a Green's function based on the Galerkin method. The eigenfunctions of the Galerkin Green's function for the thermoelastic deformation and the stress distributions are approximated in terms of a series of admissible functions that satisfy the homogeneous boundary conditions of the rectangular plate. Numerical analysis for a simply supported plate is carried out and effects of material properties on unsteady thermoclastic behaviors are discussed.

• The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.3 no.4
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• pp.49-56
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• 1989

약 이온화되어 있는 기체 방전에서 전자 에너지 분포함수는 계산상 어려움으로 인하여 맥스웰 분포를 가정하나 이러한 가정은 실제 방전내의 전자 에너지 분포함수와 차이를 보이게 된다. 본 논문에서는 저압 수은 방전에 대하여 전자온도, 관벽온도, 전자밀도, 포화증기압밀도를 변수로 사용하여 볼쯔만식을 해석하였다. 구성된 방정식으로부터 정상상태를 가정하여 구한 전자 에너지 분포함수는 보통 적용하는 맥스웰 분포와 꼬리부분에서는 많은 차이를 보였다. 특히 충돌 단면적을 에너지의 함수로 근사하여 식을 간략화함으로써 분포함수를 간편하게 구할 수 있으며 광범위하게 적용할 수 있는 방법을 제안하였다. 또한 명확한 이론에 근거한 해석적 모델을 제시하여 분포함수의 해석을 용이하게 하고 계산과정을 간편하게 하였다.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.987-994
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• 2011

From the point view of credit evaluation whose population is divided into the default and non-default state, two methods are considered to estimate conditional distribution functions: one is to estimate under the assumption that the data is followed the mixture normal distribution and the other is to use the kernel density estimation. The parameters of normal mixture are estimated using the EM algorithm. For the kernel density estimation, five kinds of well known kernel functions and four kinds of the bandwidths are explored. In addition, the corresponding ROC functions are obtained based on the estimated distribution functions. The goodness-of-fit of the estimated distribution functions are discussed and the performance of the ROC functions are compared. In this work, it is found that the kernel distribution functions shows better fit, and the ROC function obtained under the assumption of normal mixture shows better performance.

• The Journal of Engineering Geology
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• v.3 no.1
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• pp.39-49
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• 1993

Intrinsic random function of order k(IRF-k) was used to estimate groundwater levels of nonstationaav random functions. The accuracy of IRF-k was compared to that of ordraarv krigrng assuming that the data of groundwater levels compose a stafionarv random function. Cross validation and statistical errors show that IRF-k is superior to orcinarv '(riging for the estimation of water levels. IRF-k and ordinary kriging made different contour and 3-D surface maps. The maps of IRF-k are more accurate than those of ordinary kriging.

• ETRI Journal
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• v.7 no.4
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• pp.3-10
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• 1985

After the light from an incoherent LED was transmitted through the multimode fibers which were linked over 10 km, the nearfield power distribution reached the steady-state independent of launching conditions. It has been also found that the steady-state output power distribution showed the pattern of Gaussian function. In this steady-state Gaussian function pattern, the measured losses of fibers were very repeatable values. In case of using LD source, the speckle phenomena in near -field power distribution appeared until the distance of 10 km. And the output power distribution did not reach the steady-state shown in LED even over 20km on account of the coherence and the nonuniform lasing modes of LD. But the measured losses of fibers were nearly stable in this long distance.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.147-147
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• 2015

전 세계적으로 이상기후로 인한 극한가뭄 및 이상홍수 등의 피해 발생이 확인되고 있으며 그 발생빈도 또한 급격히 증가하고 있다. 그러나 기존의 빈도해석은 시간의 변화에 따라 자료의 통계적 특성이 변하지 않는다는 정상성(stationarity)을 기본 가정으로 수행되기 때문에 극한 사상에 경향성이 있는 경우에 적용하기엔 한계가 있다. 비정상성 빈도해석을 위해 개발된 비정상성 확률 분포 모형들은 대부분 매개변수에 시간항을 포함하는 형태로 정의된다. 이중에서도 우리나라에 널리 사용되고 있는 Gumbel 모형에 대해 살펴보면, 비정상성 Gumbel 모형의 위치 및 규모 매개변수는 시간에 대해 선형(linear) 및 지수(exponential) 함수의 관계를 보이는 형태로 가정한다. 규모 매개변수의 지수함수의 형태는 음(-)의 값이 추정되는 것을 방지하기 위해 제안되어 널리 사용되고 있으나 이로 인해 확률수문량이 과다산정되는 문제가 발생하기도 한다. 본 연구에서는 이러한 문제를 해결하기 위해 비정상성 Gumbel 모형을 대상으로 규모 매개변수의 다양한 형태를 비교하고자 한다. 이를 위해 비정상성 Gumbel 모형 규모 매개변수를 지수함수, 선형, 로그, 로지스틱 형태로 가정하여 비교하였다. 각 모형의 매개변수의 추정은 최우도법을 적용하였으며, 규모 매개변수의 형태별 정확도 비교를 위해 모의실험을 수행하였다.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.1065-1075
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• 2008

For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution functions which are partitioned from a distribution. In this paper under the assumption that the distribution is known, modified K-S statistic which is formulated by using known distributions is proposed and compared K-S statistic.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.31 no.1
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• pp.34-41
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• 2003

A Green's function approach is adopted for analyzing the thermoelastic deformation and stress analysis of a plate made of functionally graded materials (FGMs). The solution to the 3-dimensional steady temperature is obtained by using the laminate theory. The fundamental equations for thermoelastic problems are derived in terms of out-plane deformation and in-plane force, separately. The thermoelastic deformation and the stress distributions due to the bending and in-plane forces are analyzed by using a Green’Às function based on the Galerkin method. The eigenfunctions of the Galerkin Green's function for the thermoelastic deformation and the stress distributions are approximated in terms of a series of admissible functions that satisfy the homogeneous boundary conditions of the rectangular plate. Numerical examples are carried out and effects of material properties on thermoelastic behaviors are discussed.