• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.833-842
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• 2014

Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

• Journal of the Korean Geotechnical Society
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• v.29 no.3
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• pp.41-50
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• 2013

There always exists uncertainty which is mainly due to uncertainty of the evaluation of a geotechnical structure at a site. The uncertainty in the geotechnical analysis can be considered in the probabilistic analysis using the Monte Carlo Simulation. It needs various soil profiles which could be possible at the target site. In this study, a new method is proposed to generate soil profiles which are probable at the site. The proposed method analyzes a structure of a site and generates one dimensional soil profiles for a probabilistic analysis. Through the field application, the applicability of the prosed method was shown.

• Tunnel and Underground Space
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• v.15 no.2 s.55
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• pp.137-144
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• 2005

An estimation technique of the joint diameter distribution using the least square method is suggested. When utilizing the technique by Song and Lee, the diameter distribution would be obtained only from the trace length distribution defined in an infinite window after the trace length distribution is estimated from the contained trace length distribution. With the new technique, however, the diameter distribution can be directly obtained from the sample histogram of the contained trace lengths. Compared with the previous technique, it shows a more accurate result for small sizes of joint samples and provides the joint geometry parameter of volumetric frequency. Verification of this new technique was completed by using Monte Carlo simulations.

• Journal of the Earthquake Engineering Society of Korea
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• v.9 no.3 s.43
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• pp.1-8
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• 2005

This paper describes a new objective methodology of seismic building damage assessment which is called Advanced Component Method(ACM). ACM is a major attempt to replace the conventional loss estimation procedure, which is based on subjective measures and the opinions of experts, with one that objectively measures both earthquake intensity and the response ol buildings. First, response of typical buildings is obtained analytically by nonlinear seismic static analysis, push-over analyses. The spectral displacement Is used as a measure of earthquake intensity in order to use Capacity Spectrum Method and the damage functions for each building component, both structural and non-structural, are developed as a function of component deformation. Examples of components Include columns, beams, floors, partitions, glazing, etc. A repair/replacement cost model is developed that maps the physical damage to monetary damage for each component. Finally, building response, component damage functions, and cost model were combined probabilistically, using Wonte Carlo simulation techniques, to develop the final damage functions for each building type. Uncertainties in building response resulting from variability in material properties and load assumptions were incorporated in the Latin Hypercube sampling technique. The paper also presents and compares ACM and conventional building loss estimation based on historical damage data and reported loss data.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.4B
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• pp.345-352
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• 2002

In this paper, in order to evaluate the performance of IS-95 system reverse link in white gaussian noise and rayleigh fading environment, we suggest epochal proposal to improve computer run-time and its efficiency is verified in terms of the number of samples. MC(Monte Carlo) simulation is the most popular simulation technique lately, but MC simulation requires a number of samples at low bit error rate. Therefore, MC cannot avoid the limit of computer run-time. To alleviate these problems, we apply the suggested method called central moment technique to the reverse link of the IS-95 system and can obtain discrete probability mass functions from Nth order central moments of the less number of received signal samples than those required in MC. Continuous cumulative probability distribution function can be accurately estimated by using interpolation and the improvement effect for the number of samples is proven.

• Fire Science and Engineering
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• v.26 no.2
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• pp.40-52
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• 2012

This paper presents the uncertainty analysis results of fire modeling input parameters for motor control center in switchgear room of nuclear power plants. FDS (Fire Dynamics simulator) 5.5 was used to simulate the fire scenario and Latin Hyper Cube Monte Carlo simulations were employed to generate random samples for FDS input parameters. The uncertainty analysis results of input parameters are compared with those of the model uncertainty analysis and sensitivity analysis approaches of NUREG-1934. The study results show that the input parameter uncertainty analysis approach may lead to more conservative results than the uncertainty analysis and sensitivity analysis methods of NUREG-1934.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.3
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• pp.329-334
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• 2011

This paper presents the method for location estimation with obstacle tracking method. A laser scanner is used to implement the system, and we assume that the map information is known. We matches the measurement of the laser scanner to estimate the location of the robot by using sequential monte carlo (SMC) method. After estimating the robot's location, the pose of obstacles are detected and tracked, hence, we can predict the collision risk of them. Finally, we present the experiment results to verify the proposed method.

• Journal of the Korea Concrete Institute
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• v.22 no.4
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• pp.595-603
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• 2010

Monte-Carlo simulation technique is often used in order to predict service life of concrete structure subjected to chloride penetration in marine environment based on probability theory. Monte-Carlo simulation method, however, the method gives different results every time that the simulation is run. On the other hand, moment method, which is frequently used in reliability analysis, needs negligible computational cost compared with simulation technique and gives a constant result for the same problem. Thus, in this study, moment method was applied to the calculation of corrosion-initiation probability. For this purpose, computer programs to calculate failure probabilities are developed using first-order second moment (FOSM) and second-order second moment (SOSM) methods, respectively. From the analysis examples with the developed programs, SOSM was found to give a more accurate result than FOSM does. The sensitivity analysis has shown that the factor affecting the corrosion-initiation probability the most was the cover depth, and the corrosion-initiation probability was influenced more by its coefficient of variation than its mean value.

• Journal of Korea Water Resources Association
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• v.39 no.8 s.169
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• pp.659-668
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• 2006

The uncertainty of the risk of failure of hydraulic structures can be determined by estimating the variance of the risk of failure based on the methods of moments, probability weighted moments, and maximum likelihood assuming that the underlying model is the Gumbel distribution. In this paper, the variance of the risk of failure was derived. Monte Carlo simulation was peformed to verify the characteristics of the derived formulas for various sample size, design life, nonexceedance probability, and variation coefficient. As the results, PWM showed the smallest relative bias and root mean square error than the others while ML showed the smallest ones for relatively large sample siBes regardless of design life and nonexceedance probability. Also, it was found that variation coefficient does not effect on the relative bias and relative root mean square error.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.18 no.7
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• pp.819-827
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• 2007

A numerical algorithm for estimating precise backscattering coefficients of rice fields is proposed and its accuracy is verified in this paper. After a bunch of rice plants above water surface is modeled with a bunch of randomly oriented lossy dielectric bodies above an impedance surface and the equivalent volume currents of the lossy dielectrics are computed using the moment method. Then, the scattered fields of a rice field with many bunches are computed with a Monte Carlo method, and consequently the backscattering coefficient of the rice field is computed for various incidence angles and polarizations. Finally, the backscattering coefficient of a rice field is measured at 1.85 GHz using an R-band scatterometer system, and these experimental data are used to verify the numerical algorithm proposed in this paper. It is found that the numerical computation results agree well with the measurement data.