• Journal of Korean Society of Industrial and Systems Engineering
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• v.38 no.2
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• pp.40-46
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• 2015

The modular assembly system can make it possible for the variety of products to be assembled in a short lead time. In this system, necessary components are assembled to optional components tailor to customers' orders. Budget for inventory investments composed of inventory and purchasing costs are practically limited and the purchasing cost is often paid when an order is arrived. Service cost is assumed to be proportional to service level and it is included in budget constraint. We develop a heuristic procedure to find a good solution for a continuous review inventory system of the modular assembly system with a budget constraint. A regression analysis using a quadratic function based on the exponential function is applied to the cumulative density function of a normal distribution. With the regression result, an efficient heuristics is proposed by using an approximation for some complex functions that are composed of exponential functions only. A simple problem is introduced to illustrate the proposed heuristics.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.397-406
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• 2014

The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.347-357
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• 2011

In this paper, we propose an approximation to the overshoot in M/$E_n$/1 queues. Overshoot means the size of excess over the threshold when the workload process of an M/$E_n$/1 queue exceeds a prespecified threshold. The distribution, $1^{st}$ and $2^{nd}$ moments of overshoot have an important role in solving some kind of optimization problems. For the approximation to the overshoot, we propose a formula that is a convex sum of the service time distribution and an exponential distribution. We also do a numerical study to check how exactly the proposed formula approximates the overshoot.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.10a
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• pp.583-590
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• 2002

Point collocation method based on the fast derivatives approximation of meshfree shape function is applied to solid mechanics in this study. Enhanced meshfree approximation with approximated derivative of shape function is reviewed, and formulation of linear elastic solid mechanics by point collocation method is presented. It implies that governing equation of solid mechanics with strong form is directly formulated without no numerical integration cells or grid. The regularity of weight function is not required due to a use of approximated derivative, so we propose the exponential type weight function that is discontinuous in first derivative. The convergence and stability of the proposed method is verified by passing the generalized patch test. Also, the efficiency and applicability of the proposed method in solid mechanics is verified by solving types of solid problems. Numerical results show that not only a use of proposed weight function leads lower error and higher convergence rate than that of the conventional weight functions, but also the improved collocation method with derivative approximation enables to compute the derivatives of shape function very fast and accurately enough to replace the classical direct derivative calculation.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.31 no.4
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• pp.490-495
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• 2007

This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

• Structural Engineering and Mechanics
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• v.28 no.6
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• pp.749-765
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• 2008

Free axisymmetric vibrations of layered cylindrical shells of variable thickness are studied using spline function approximation techniques. Three different types of thickness variations are considered namely linear, exponential and sinusoidal. The equations of axisymmetric motion of layered cylindrical shells, on the longitudinal and transverse displacement components are obtained using Love's first approximation theory. A system of coupled differential equations on displacement functions are obtained by assuming the displacements in a separable form. Then the displacements are approximated using Bickley-spline approximation. The vibrations of two-layered cylindrical shells, made up of several types of layered materials and different boundary conditions are considered. Parametric studies have been made on the variation of frequency parameter with respect to the relative layer thickness, length ratio and type of thickness variation parameter.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.12
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• pp.4567-4583
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• 2021

This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.1-10
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• 2014

In this paper, we study approximations of the ruin probability in a continuous time surplus process. First, we introduce the well-known approximation formulas of the ruin probability such as Cram$\acute{e}$r, Tijms' and De Vylder's methods. We, then, suggest new approximation formulas of two types, which improve the existing approximation formulas. One is Cram$\acute{e}$r and Tijms' type which makes use of the moment generating function of distribution of a claim size and the other is De Vylder's type which makes use of the surplus process with exponential claims. Finally, we compare, by illustrating numerical examples, the newly suggested approximation formulas with the existing approximation formulas of the ruin probability.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.147-159
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• 2008

We consider using ranked set sampling methods to draw inference about the three well-known measures of overlap, namely Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. Two exponential populations with different means are considered. Due to the difficulties of calculating the precision or the bias of the resulting estimators of overlap measures, because there are no closed-form exact formulas for their variances and their exact sampling distributions, Monte Carlo evaluations are used. Confidence intervals for those measures are also constructed via the bootstrap method and Taylor series approximation.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.1-9
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• 2014

This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.