• 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.

• 한국물환경학회지
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• 제21권6호
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• pp.617-623
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• 2005

Forestry and agricultural land uses constitute 85% of Korea and these land uses are typically mixed in many watersheds. Biological Oxygen Demand (BOD) concentration is a primary factor for managing water qualities of the water resources in Korea. BOD loadings from diffuse sources, however, not well monitored yet. This study aims to assess BOD loadings from diffuse sources and their affecting factors to conserve quality of water resources. Event Mean Concentration (EMC) of BOD was calculated based on the monitoring data of forty rainfall events at four agricultural-forestry watersheds. Exceedence cumulative probability of BOD EMCs were plotted to show agricultural activities in a watershed impacts on the magnitude of EMCs. Prediction equation for each rainfall event was proposed to estimate BOD EMCs: $EMC_{BOD}(mg/L)=EXP(0.413+0.0000001157{\times}$(discharged runoff volume in $m^3$)+0.018${\times}$(ratio of agricultural land use to total watershed area).

• Journal of the Korean Statistical Society
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• 제33권1호
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• pp.107-128
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• 2004

Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 2015년도 하계학술대회
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• pp.303-305
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• 2015

본 논문에서는 나카가미-m 페이딩 채널 환경을 가진 무선 중계 네트워크에서 reactive 누적분포함수(cumulative distribution function) 기반 중계기 선택 기법을 제안한다. 제안된 기법은 수신 신호대잡음비(signal-to-noise ratio)의 누적분포함수 값에 따라 중계기를 선택한다. 본 논문에서는 제안한 기법의 불능 확률(outage probability)과 다이버시티 차수(diversity order)를 분석한다. 제안된 기법이 얻을 수 있는 다이버시티 차수는 중계기의 개수와 페이딩 파라미터에 의해 결정되며 최대 다이버시티(full diversity)를 얻음을 볼 수 있다. 그리고 모의 실험에서는 분석된 불능 확률 및 다이버시티 차수가 정확하게 일치하는 것을 확인한다.

• Communications for Statistical Applications and Methods
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• 제21권2호
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• pp.183-191
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• 2014

We define a multivariate Cauchy distribution using a probability density function; subsequently, a Ferguson's definition of a multivariate Cauchy distribution can be viewed as a characterization theorem using the characteristic function approach. To clarify this characterization theorem, we construct two dependent Cauchy random variables, but their sum is not Cauchy distributed. In doing so the proofs depend on the characteristic function, but we use the cumulative distribution function to obtain the exact density of their sum. The derivation methods are relatively straightforward and appropriate for graduate level statistics theory courses.

• 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.

• 한국정밀공학회지
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• 제16권6호
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• pp.100-107
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• 1999

This paper describes a probabilistic remaining life assessment program for the creep crack growth. The probabilistic life assessment program is developed to increase the reliability of life assessment. The probabilistic life assessment involves some uncertainties, such as, initial crack size, material properties, and loading condition, and a triangle distribution function is used for random variable generation. The resulting information provides the engineer with an assessment of the probability of structural failure as a function of operating time given the uncertainties in the input data. This study forms basis of the probabilistic life assessment technique and will be extended to other damage mechanisms.

• 한국물환경학회지
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• 제21권2호
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• pp.184-189
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• 2005

Impacts of non-point source pollution on water quality are well known. In this paper, effects of land use, precipitation characteristics, discharge characteristics on non-point source pollutant loadings at urban, agricultural and forestry watersheds were discussed. Rainfall runoffs from fifteen rainfall events were sampled and analysed at two urban watersheds, one rural watershed, and one forestry watershed. EMCs (Event Mean Concentration) were calculated based on monitored flow rates and concentrations. Statistical analysis carried out with runoff loadings and affecting variables indicated that runoff loadings are weakly correlated with the rainfall intensity and the dry days before rainfall events while showed no correlations with rainfall depth nor runoff quantity. By comparing EMCs between study watersheds on log-normal cumulative probability scale, EMCs ranking were in the descending order of urban watershed>agricultural watershed>forestry watershed for SS, TCOD, TN, and TP.

• Nuclear Engineering and Technology
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• 제39권6호
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• pp.717-724
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• 2007

A measurement-based time-domain noise simulation of radiation detector-preamplifier (front-end) noise in nuclear spectroscopy is described. The time-domain noise simulation was performed by generating "noise random numbers" using Monte Carlo's inverse method. The probability of unpredictable noise was derived from the empirical cumulative distribution function via the sampled noise, which was measured from a preamplifier output. Results of the simulated noise were investigated as functions of time, frequency, and statistical domains. Noise behavior was evaluated using the signal wave-shaping function, and was compared with the actual noise. Similarities between the response characteristics of the simulated and the actual preamplifier output noises were found. The simulated noise and the computed nuclear pulse signal were also combined to generate a simulated preamplifier output signal. Such simulated output signals could be used in nuclear spectroscopy to determine energy resolution degradation from front-end noise effect.

• ETRI Journal
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• 제34권2호
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• pp.264-267
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• 2012

This letter analyzes the performance of a two-hop MIMO multiuser relay network with a fixed gain amplify-and-forward protocol and antenna selection at the transmitter and receiver. A new expression for the cumulative distribution function of the highest instantaneous end-to-end signal-to-noise ratio is derived. Based on the above result, closed-form expressions for outage probability and bit error rate are presented. Also, the diversity order of the system is determined. Finally, computer simulations are compared to the analytical results, and insights and observations are provided.