• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• The Transactions of the Korea Information Processing Society
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• v.3 no.3
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• pp.512-522
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• 1996

To provide broadband ISDN service for the users in scattered locations, the application of satellite communications network is seriously considered. To trans mit ATM cells efficiently in satellite communications, it is effective to use TDM A method. However, it is necessary to have a method to compensate the cell delayvari-ation caused by the difference between TDMA and ATM. This paper optimized the cell control time(Tc) when traffic inputs have poisson or markov modulated poisson process by applying cell delay variation characteristics of time stamp method, which has the most advantages among compensation methods or cell delay variation. This paper also intorduces a method of reducing the cell clumping phenomena by adapting discrete time stamp method, including the analysis and evalutation of the range of required quality of CDV distribution by ATM transmission.The result of the experiment shows that CDV distribution-range can be controlled to 1.2$\times$Tc which reduces overall cell delay variation by discrrete time stamp method.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.10
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• pp.2403-2408
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• 2013

This paper has analyzed the change of forward and backward current for channel doping concentration to analyze off-current of double gate(DG) MOSFET. The Gaussian function as channel doping distribution has been used to compare with experimental ones, and the two dimensional analytical potential distribution model derived from Poisson's equation has been used to analyze the off-current. The off-current has been analyzed for the change of projected range and standard projected range of Gaussian function with device parameters such as channel length, channel thickness, gate oxide thickness and channel doping concentration. As a result, this research shows the off-current has greatly influenced on forward and backward current for device parameters, especially for the shape of Gaussian function for channel doping concentration.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.2
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• pp.325-330
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• 2012

In this paper, drain induced barrier lowering(DIBL) has been analyzed as one of short channel effects occurred in double gate(DG) MOSFET to be next-generation devices. Since Gaussian function been used as carrier distribution for solving Poisson's equation to obtain analytical solution of potential distribution, we expect our results using this model agree with experimental results. DIBL has been investigated according to projected range and standard projected deviation as variables of Gaussian function, and channel structure and channel doping intensity as device parameter. Since the validity of this analytical potential distribution model derived from Poisson's equation has already been proved in previous papers, DIBL has been analyzed using this model. Resultly, DIBL has been greatly changed for channel structure and doping concentration.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2013.05a
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• pp.762-765
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• 2013

This paper analyzed the change of subthreshold current for gate oxide thickness of double gate(DG) MOSFET. Poisson's equation had been used to analyze the potential distribution in channel, and Gaussian function had been used as carrier distribution. The potential distribution was obtained as the analytical function of channel dimension, using the boundary condition. The subthreshold current had been analyzed for gate oxide thickness, and projected range and standard projected deviation of Gaussian function. Since this analytical potential model was verified in the previous papers, we used this model to analyze the subthreshold current. Resultly, we know the subthreshold current was influenced on parameters of Gaussian function and gate oxide thickness for DGMOSFET.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2013.05a
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• pp.768-771
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• 2013

This paper analyzed the change of subthreshold current for channel doping concentration of double gate(DG) MOSFET. Poisson's equation had been used to analyze the potential distribution in channel, and Gaussian function had been used as carrier distribution. The potential distribution was obtained as the analytical function of channel dimension, using the boundary condition. The subthreshold current had been analyzed for channel doping concentration, and projected range and standard projected deviation of Gaussian function. Since this analytical potential model was verified in the previous papers, we used this model to analyze the subthreshold current. As a result, we know the subthreshold current was influenced on parameters of Gaussian function and channel doping concentration for DGMOSFET.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.26 no.3
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• pp.799-808
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• 2016

To find the pattern of personal data leak incidents and confirm which distribution is suitable for, this paper searched the personal data leak incidents reported by the media from 2011 to 2014. Based on result, this research estimated the statistical distribution using the 'K-S Statistics' and tested the 'Goodness-of-Fit'. As a result, the fact that in 95% significance level, the Poisson & Exponential distribution have high 'Goodness-of-Fit' has been proven quantitatively and, this could find it for major personal data leak incidents to occur 12 times in a year on average. This study can be useful for organizations to predict a loss of personal data leak incidents and information security investments and furthermore, this study can be a data for requirements of the cyber-insurance.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2011.10a
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• pp.878-881
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• 2011

In this paper, drain induced barrier lowering(DIBL) has been analyzed as one of short channel effects occurred in double gate(DG) MOSFET to be next-generation devices. Since Gaussian function been used as carrier distribution for solving Poisson's equation to obtain analytical solution of potential distribution, we expect our results using this model agree with experimental results. DIBL has been investigated according to projected range and standard projected deviation as variables of Gaussian function, and channel thickness and channel doping intensity as device parameter. Since the validity of this analytical potential distribution model derived from Poisson's equation has already been proved in previous papers, DIBL has been analyzed using this model.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.2
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• pp.425-430
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• 2014

This paper analyzed the change of subthreshold current for gate oxide thickness of double gate(DG) MOSFET. Poisson's equation had been used to analyze the potential distribution in channel, and Gaussian function had been used as carrier distribution. The potential distribution was obtained as the analytical function of channel dimension, using the boundary condition. The subthreshold current had been analyzed for gate oxide thickness, and projected range and standard projected deviation of Gaussian function. Since this analytical potential model was verified in the previous papers, we used this model to analyze the subthreshold current. Resultly, analytical model showed that subthreshold current was influenced by parameters of Gaussian function and gate oxide thickness of DGMOSFET.

• Convergence Security Journal
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• v.11 no.4
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• pp.85-91
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• 2011

Due to the large-scale application software syslmls, software reliability, software development has animportantrole. In this paper, software truncated software reliability growth model was proposed based on log-logistic distribution. According to fixed time, the intensity function, the mean value function, the reliability was estimated and the parameter estimation used to maximum likelihood. In the empirical analysis, Poisson execution time model of the existiog model in this area and the log-logistic model were compared Because log-logistic model is more efficient in tems of reliability, in this area, the log-logistic model as an alternative 1D the existiog model also were able to confim that you can use.