• Kyungpook Mathematical Journal
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• v.45 no.3
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• pp.423-431
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• 2005

Some recent inequalities for expectation and cumulative distribution function are improved.

• Journal of Advanced Marine Engineering and Technology
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• v.23 no.4
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• pp.453-461
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• 1999

The estimation of fatigue life at the design stage is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the structure and machinery compo-nents. In this study the practical procedure of prediction of fatigue life by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function is shown with a $135,000m^3$ LNG tank being used as an example. In particular the parameters of Weibull distribution taht determine the stress spectrum are dis-cussed. At the end some of uncertainties associated with fatigue life prediction are discussed. The main results obtained from this study are as follows: 1. The practical procedure of prediction of fatigue life by use of cumulative damage factors expressed in combination of probability density function and S-N data is proposed. 2. The calculated fatigue life is influenced by the shape parameter and stress block. The conser-vative fatigue design can be achieved when using higher value of shape parameter and the stress blocks divded into more stress blocks.

• Journal of Korean Society for Quality Management
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• v.39 no.2
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• pp.320-328
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• 2011

This research proposes comprehensive models for analyzing common cause failures (CCF) due to cumulative shocks and to assess system reliability under the CCF. The proposed cumulative shock models are based on the binomial failure rate (BFR) model. Six kinds of models are proposed so as to explain diverse cumulative shock phenomena. The models are composed of the initial failure probability, shape parameter, and the total shock number. Some parameters of the proposed models can not be explicitly estimated, so we adopt the Expectation-maximization (EM) algorithm in order to obtain the maximum likelihood estimator (MLE) for the parameters. By estimating the parameters for the cumulative shock models, the system reliability with CCF can be assessed sequentially according to the number of cumulative shocks. The result can be utilizes in dynamic probabilistic safety assessment (PSA), aging studies, or risk management for nuclear power plants. Replacement or maintenance policies can also be developed based on the proposed model.

• Journal of Advanced Marine Engineering and Technology
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• v.28 no.6
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• pp.993-999
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• 2004

The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

• Journal of Ocean Engineering and Technology
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• v.13 no.3 s.33
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• pp.29-35
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• 1999

At the design of Mark III membrane type LNG tank, an analytical and experimental approach on the fatigue strengths of membrane and its welds are very important in order to assist designers and surveyors. In this study, fatigue tests of lap weld of Mark III membrane type LNG tank were carried out and cumulative damage factor was calculated in order to estimate the fatigue life by probability density function and rule methods. It contained the following tests and reviews : 1) The fatigue tests of lap weld of stainless steel according to statistical testing method recommended by JSME, 2)Preparation of S-N curve for lap welds considering the statistical properties of the results of fatigue tests. 3) Procedure for estimating the initiation life of fatigue crack of lap welds under variable loads by the rule lf classification society and probability density function, 4) Guideline for inspection of lap welds fo membrane type LNG tank.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• Journal of the Korea Institute of Military Science and Technology
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• v.27 no.2
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• pp.140-146
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• 2024

Active electronically scanning antennas are faster and more flexible in beam-scheduling than mechanical antennas. Thus, they require an advanced resource management or detection methods to operate efficiently. In a surveillance radar performing periodic detection, alert-confirm detection is an excellent method to improve the cumulative detection probability by reducing the period while maintaining the detection probability. This paper proposes a design method for alert-confirm detection based on the parameters of the conventional design. We developed a simulator based on simulink@matworks and verified the result through Monte Carlo simulation.

• Journal of Korean Society for Quality Management
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• v.26 no.3
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• pp.31-45
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• 1998

This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.

• Computers and Concrete
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• v.8 no.2
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• pp.163-176
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• 2011

By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

• Korean Journal of Metals and Materials
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• v.46 no.9
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• pp.554-562
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• 2008

The distribution and prediction interval for the misorientation angle of grain boundary at which $Cr_2N$ was precipitated during heating at $900^{\circ}C$ for $10^4$ sec were newly estimated, and followed by the estimation of mathematical and median rank methods. The probability density function of the misorientation angle can be estimated by a statistical analysis. And then the ($1-{\alpha}$)100% prediction interval of misorientation angle obtained by the estimated probability density function. If the estimated probability density function was symmetric then a prediction interval for the misorientation angle could be derived by the estimated probability density function. In the case of non-symmetric probability density function, the prediction interval could be obtained from the cumulative distribution function of the estimated probability density function. In this paper, 95, 99 and 99.73% prediction interval obtained by probability density function method and cumulative distribution function method and compared with the former results by median rank regression or mathematical method.