• International Journal of Reliability and Applications
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• 제14권2호
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• pp.107-114
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• 2013

Modelling of failures is an important element of reliability modelling. Empirical modelling approach suitable for complex item is explored in this paper. First step of the empirical modelling approach is to plot hazard function, density function, Weibull probability plot as well as cumulative intensity function to see which model fits best for the given data. Next step of the empirical modelling approach is select appropriate model for the data and fit the parametric model accordingly and estimate the parameters.

• Communications for Statistical Applications and Methods
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• 제21권2호
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• pp.125-134
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• 2014

Kullback-Leibler (KL) information is a measure of discrepancy between two probability density functions. However, several nonparametric density function estimators have been considered in estimating KL information because KL information is not well-defined on the empirical distribution function. In this paper, we consider the KL information of the equilibrium distribution function, which is well defined on the empirical distribution function (EDF), and propose an EDF-based goodness of fit test statistic. We evaluate the performance of the proposed test statistic for an exponential distribution with Monte Carlo simulation. We also extend the discussion to the censored case.

• 한국해안·해양공학회논문집
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• 제32권3호
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• pp.147-160
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• 2020

추계학적 WP을 이용하여 불확실성을 고려하면서 항만 구조물의 실시간에 따른 피해와 파괴확률 그리고 잔류수명을 해석할 수 있는 모형을 수립하였다. 과거부터 현재까지의 피해상태와 미래에 발생될 피해 진행 과정에 포함되는 불확실성을 고려할 수 있는 추계학적 확률모형이다. 피해경로를 추적할 수 있으며 누적피해의 밀도함수도 산정하여 파괴확률을 추정할 수 있다. 또한 구조물의 잔류수명에 대한 밀도함수도 구할 수 있다. 최소자승법과 최우도법을 이용하여 모형의 파라미터를 추정할 수 있는 방법도 제시하였다. 검증을 위해 시간의 진행에 따른 누적피해와 잔류수명에 대한 밀도함수를 산정하고 해석하였는데 이론적인 결과가 MCS 기법의 수치적인 결과와 매우 잘 일치하였다. 또한 내구수명이나 잔류수명에 대한 밀도함수의 거동과 MTTF와 MRL이 정량적으로 잘 일치하였다. 한편 본 연구에 수립된 모형을 경사제에 적용하기 위하여 피복재 피해에 대한 수리모형 실험자료를 활용하여 모형의 파라미터들을 추정하였다. 시간의 진행에 따른 피복재 누적피해의 밀도함수와 파괴확률을 산정하였는데 MCS의 결과와 이론적인 결과가 매우 잘 일치하였다. 경과시간이 클수록 밀도함수가 우측으로 이동하면서 불확실성이 커지면서 파괴확률이 급격하게 증가하였다. 또한 재령에 따른 잔류수명의 거동특성을 해석하였는데, 잔류수명의 분포함수에서 좌측보다는 우측 꼬리 부분이 길게 형성되어 MRL이 급격하게 감소하는 경향을 보였다. 이는 경사제 피복재의 피해가 완만하게 증가하는 현상을 반영한 것으로 판단된다. 특히 재령과 내구수명 그리고 잔류수명의 관계를 해석하였는데, 재령이 오래될수록 재령과 MRL의 합이 MTTF와 큰 차이를 보이고 있다. 이는 재령이 증가하면 잔류수명의 평균인 MRL이 불확실성에 의하여 급격히 감소하기 때문이다.

• 대한전자공학회논문지TC
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• 제48권8호
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• pp.1-6
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• 2011

본 논문에서는 이중 홉 증폭 후 전달(AF: Amplify-and-Forward) 릴레이 시스템에 대한 새로운 성능 분석 기법을 레일리 페이딩 채널에 대하여 제안한다. 기존의 분석 기법들에서는 S-R-D(Source-Relay-Destination) 링크의 수신 신호 대 잡음비(SNR: Signal-to-Noise Ratio)에 대한 누적 분포 함수(CDF: Cumulative Distribution Function) 혹은 확률 밀도 함수 (PDF: Probability Density Function)로부터 모멘트 발생 함수(MGF: Moment Generating Function)를 유도한 후 평균 심벌 오류율을 유도된 MGF를 이용하여 표현하였다. 본 논문에서는 기존의 분석과 다른 새로운 접근법을 제안한다. 즉, S-R(Source-Relay) 링크 및 R-D(Relay-Destination) 링크의 PDF들로부터 S-R-D 링크에 대한 MGF를 직접 유도한다. 그리고 새롭게 유도된 MGF을 기존의 연구들에서 제시한 형태와 비교 분석한다. 또한 제안된 성능분석 기법의 정확성은 모의실험을 통하여 검증한다. 이를 통하여 제안된 분석 기법이 이중 홉 증폭 후 전달 릴레이 시스템에 대한 새로운 해를 제시함을 확인한다.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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• pp.340-343
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• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

• 충청수학회지
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• 제27권2호
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• pp.243-247
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• 2014

Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

• International Journal of Aeronautical and Space Sciences
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• 제7권2호
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• pp.33-41
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• 2006

Theoretical-numerical approach of combustion instability in a specific rocket engine is conducted with parametric response functions. Fluctuating instantaneous burning rate is assumed to be functionally coupled with acoustic pressures and have a finite or time-varying amplitudes and phase lags. Only when the amplitudes and phases of combustion response function are sufficiently large and small respectively, the triggered unstable waves are amplified.

• 충청수학회지
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• 제22권2호
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• pp.149-153
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• 2009

Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

• Journal of Electrical Engineering and Technology
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• 제8권6호
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• pp.1276-1282
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• 2013

This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

• 대한조선학회논문집
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• 제56권5호
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• pp.383-388
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• 2019

It is essential to reduce the Infra-red signature for increasing ship's survivability in ship design stage. However the ship's IR signature is quite sensitive to the maritime and atmosphere. Therefore, it is very important to select the marine meteorological data to be applied to the signature analysis. In this study, we selected the three meteorological sample sets from the population of the Korea Meteorological Administration's marine environment data in 2017. These samples were selected through the two-dimensional stratified sampling method, taking into account the geopolitical threats of the Korean peninsula and the effective area of the buoy. These sample sets were applied to three naval ships classified by their tonnage, and then the IR signature analysis was performed to derive the Contrast Radiant Intensity (CRI) values. Based on the CRI values, the validity of each sample set was determined by comparing Cumulative Distribution Function (CDF), and Probability Density Function (PDF). Also, we checked the degree of scattering in each sample set and determined the efficiency of analysis time and cost according to marine meteorological sample sets to confirm the possibility of a probabilistic method. Through this process, we selected the standard for optimization of marine meteorological sample for ship IR signature analysis. Based on this optimization sample, by applying probabilistic method to the management of IR signature for naval ships, the robust design is possible.