• Journal of the Korean Institute of Telematics and Electronics
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• v.27 no.3
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• pp.101-107
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• 1990

In this work, one-dimensional simulation is carried out for PT-GaAs Schottky barrier diodes with finite difference method. Shockley's semiconductor governing equations: Poisson equation and current continuity equation are discertized, and linearized by Newton-Raphson method. The linear system of equation is solved by Gaussian elimination method until convergence is achieved. The boundary condition for this equation is taken from thermionic emission-diffusion theory. Simulation is done for PT-GaAs epitaxial-layer Schottky barrier diodes. The claculated results of electron and potential distribution are shown. Simulation results show exellent agreement with experiments.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.753-771
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• 2016

Value at Risk (VaR) is widely used as an important tool for risk management of financial institutions. In this paper we discuss estimation and back testing for VaR of the portfolio composed of KOSPI, Dow Jones, Shanghai, Nikkei indexes. The copula functions are adopted to construct the multivariate distributions of portfolio components from marginal distributions that combine extreme value theory and GARCH models. Volatility models with t distribution of the error terms using Gaussian, t, Clayton and Frank copula functions are shown to be more appropriate than the other models, in particular the model using the Frank copula is shown to be the best.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 1998.04a
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• pp.263-270
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• 1998

상용화된 박막 코팅 자기 저장 디스크의 기계역학 및 윤활적 물성치를 도출하기 위하여 Nano-Indentation 과 Nano-Scratch 실험이 수행되었다. 자기 디스크는 원주방향으로 일정한의 분석을 위하여 AFM(Atomic Force Microscopy)이 사용되었다. 텍스처 방향에 따른 표면조도의 변화는 가우스 확률 분포(Gaussian probability distribution)와 Weibull누적 확률 이론(Weibull cumulative probability theory)에 의하여 분석되었다. 표면 조도와 마찰계수는 텍스처의 스캐닝(scanning) 방향에 의존한다는 것이 확인 되었다.

• IEIE Transactions on Smart Processing and Computing
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• v.6 no.1
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• pp.18-20
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• 2017

In this paper, we propose a new classification method to complement a $na{\ddot{i}}ve$ Bayesian classifier. This classifier assumes data distribution to be Gaussian, finds the discriminant function, and derives the decision curve. However, this method does not investigate finding the decision curve in much detail, and there are some minor problems that arise in finding an accurate discriminant function. Our findings also show that this method could produce errors when finding the decision curve. The aim of this study has therefore been to investigate existing problems and suggest a more reliable classification method. To do this, we utilize the gradient to find the decision curve. We then compare/analyze our algorithm with the $na{\ddot{i}}ve$ Bayesian method. Performance evaluation indicates that the average accuracy of our classification method is about 10% higher than $na{\ddot{i}}ve$ Bayes.

• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.563-582
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• 2021

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.723-732
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• 2020

A theoretical calculation model for ship stern bearings with large hull deformation is established and validated theoretically and experimentally. A hull simulation model is established to calculate hull deformations corresponding to the reaction force of stern bearings under multi-factor and multi-operating conditions. The results show that in the condition of wave load, hull deformation shows randomness; the aft stern tube bearing load obeys the Gaussian distribution and its value increases significantly compared with the load under static, and the probability of aft stern tube bearing load greater than 1 is 65.7%. The influence laws and levels between hull deformation and bearing reaction force are revealed, and suggestions for ship stern bearing specifications are proffered accordingly.

• Journal of the Korean Mathematical Society
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• v.58 no.1
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• pp.237-264
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• 2021

In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

• Journal of Mechanical Science and Technology
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• v.19 no.spc1
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• pp.265-271
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• 2005

Randomness exists in engineering. Tolerance, assemble-error, environment temperature and wear make the parameters of a mechanical system uncertain. So the behavior or response of the mechanical system is uncertain. In this paper, the uncertain parameters are treated as random variables. So if the probability distribution of a random parameter is known, the simulation of mechanical multibody dynamics can be made by Monte-Carlo method. Thus multibody dynamics simulation results can be obtained in statistics. A new concept called functional reliability is put forward in this paper, which can be defined as the probability of the dynamic parameters(such as position, orientation, velocity, acceleration etc.) of the key parts of a mechanical multibody system belong to their tolerance values. A flexible mechanical arm with random parameters is studied in this paper. The length, width, thickness and density of the flexible arm are treated as random variables and Gaussian distribution is used with given mean and variance. Computer code is developed based on the dynamic model and Monte-Carlo method to simulate the dynamic behavior of the flexible arm. At the same time the end effector's locating reliability is calculated with circular tolerance area. The theory and method presented in this paper are applicable on the dynamics modeling of general multibody systems.

• Journal of the Korean Institute of Telematics and Electronics D
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• v.36D no.8
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• pp.7-18
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• 1999

We have designed and tuilt the quasioptical system for the dual channel receiver which is used for the simultaneous observation of the cosmic radio with 100GHz band and 150GHz band. The quasioptical system has been widely used to guide the beam for the millimeter and submillimeter waves. A Gaussian distribution of field and power transverse to their axis of propagation allow the simple and elegant theory of Gaussian quasioptics. Using the theory of Gaussian beam, we introduced the analysis of image beam which is applied for a wide range of frequency. In order to guide two beams from the Cassegrain antenna simultaneously, the quasioptical system and its components for the dual channel receiver were designed by using the image beam method. We have checked the characteristics of the quasioptical components and the system by using the heam measurement system, which is made by us. The quasioptical system has been installed in the dual channel receiver on the Cassegrain antenna. The performance of this system has been finally confimed through the successful simultaneous observation with two bands of the cosmic radio.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.251-267
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• 2015

The Indian Buffet Process is a stochastic process on equivalence classes of binary matrices having finite rows and infinite columns. The Indian Buffet Process can be imposed as the prior distribution on the binary matrix in an infinite feature model. We describe the derivation of the Indian buffet process from a finite feature model, and briefly explain the relation between the Indian buffet process and the beta process. Using a Gaussian linear model, we describe three algorithms: Gibbs sampling algorithm, Stick-breaking algorithm and variational method, with application for finding features in image data. We also illustrate the use of the Indian Buffet Process in various type of analysis such as dyadic data analysis, network data analysis and independent component analysis.