• Title/Summary/Keyword: Monte Carlo 방법

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A goodness - of - fit test for the exponential distribution with unknown parameters (모수가 미지인 상황에서의 지수분포성 적합도 검정방법)

  • 김부용
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.157-170
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    • 1991
  • This article is concerned with the goodness - of - fit test for exponentiality when both the scale and location parameters are unknown. A test procedure based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function is proposed, and the critical values of the test statistic are obtained by Monte Carlo simulations. Also the null distributions of the proposed test statistic are presented for small sample sizes. The power of tests under certain alternative distributions is investigated to compare the proposed test statistic with the well-known EDF test statistics. Our Monte Carlo power studies reveal that the proposed test statistic has good power properties, for moderate-to-large sample sizes, in comparison to other statistics although it is a conservative test.

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Evaluation of Failure Probability for Planar Failure Using Point Estimate Method (점추정법을 이용한 평면파괴의 파괴확률 신정)

  • Park, Hyuck-Jin
    • Tunnel and Underground Space
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    • v.12 no.3
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    • pp.189-197
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    • 2002
  • In recent years, the probabilistic analysis has been used in rock slope engineering. This is because uncertainty is pervasive in rock slope engineering and most geometric and geotechnical parameters of discontinuity and rock masses are involved with uncertainty. Whilst the traditional deterministic analysis method fails to properly deal with uncertainty, the probabilistic analysis has advantages quantifying the uncertainty in parameters. As a probabilistic analysis method, the Monte Carlo simulation has been used commonly. However, the Monte Carlo simulation requires many repeated calculations and therefore, needs much effort and time to calculate the probability of failure. In contrast, the point estimate method involves a simple calculation with moments for random variables. In this study the probability of failure in rock slope is evaluated by the point estimate method and the results are compared to the probability of failure obtained by Monte Carlo simulation method.

Monte-Carlo Based Interference Analysis of 900MHz Passive RFID systems (몬테카를로(Monte-Carlo) 방법을 적용한 수동형 900MHz 대역의 RFID 간섭 분석)

  • Kim Young-Hwan;Eo Pill-Seon;Yang Hoon-Gee;Park Seung-Keun;Kang Bongsoon;Kim Young-Soo;Yook Jong-Gwan
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.43 no.1 s.343
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    • pp.9-18
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    • 2006
  • This paper presents a Monte-Carlo based method to obtain a probability of interference in the 900MHz passive RFID systems. We show an efficient algorithm to calculate not only in-band interference due to unwanted emission of interfering sources for a given emission mask, but out-of-band interference, which depends on the blocking performances of a victim receiver filter. We next apply the proposed method to two types of RFID systems, one is to use simple FHSS and the other to adopt a hybrid use of FHSS and LBT, which senses the channel before transmission. Simulation is first performed with a SEAMCAT. We next make simulation with a MATLAB software which implements SEAMCAT algorithm and show both results from two softwares are similar.

Measurement of the Phase Errors of AWG by Using the Monte-Carlo Analysis (몬테카를로 분석 방법을 이용한 AWG의 위상 오차 측정)

  • Go, Chun-Soo;Oh, Yong-Ho;Lim, Sung-Woo
    • Korean Journal of Optics and Photonics
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    • v.22 no.5
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    • pp.207-213
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    • 2011
  • We propose a new method to measure the phase errors of an AWG(arrayed waveguide grating) through Monte-Carlo analysis. In the frequency domain method, we used the Monte-Carlo method to fit the theory to the experimental results. The phase and amplitude values are obtained from the fitted theory. To verify our method, we carried out a simulation. Some phase errors were included to make a virtual interferogram and we measured the actual AWG phase errors from it by our method. The results show that our method gives good results if the laser tuning range is larger than 1.7 times of the AWG FSR(free spectral range) and if the phase errors are within ${\pm}50^{\circ}$.

Monte Carlo Random Permutation Tests for Incompletely Ranked Data (불완전 순위 자료를 위한 몬테칼로 임의순열 검정)

  • Huh, Myung-Hoe;Choi, Won
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.191-199
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    • 2001
  • 본 소고는 n명의 심사자가 k개의 객체를 평가하여 얻어진 불완전 순위자료에서 객체간 선호도에 있어 차이가 없다는 영가설을 검정하는 방법에 관한 연구이다. 주어진 자료에서 결측값들을 다중대체하는 방식을 제안하고 이들을 평균 p-값으로 묶는 몬테칼로방식의 임의순열 검정을 제안한다.

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Safety assessment of offshore structure system using the response surface approach (응답면 접근법을 이용한 해양구조물 시스템의 안전성 평가)

  • 이주성;미하일B.크라프스키
    • Journal of Ocean Engineering and Technology
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    • v.11 no.3
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    • pp.1-7
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    • 1997
  • 본 논문에서는 해얀구조물의 신뢰성을 평가할 수 있는 새로운 방법을 제시하였다. 우선 구조의 저항능력에 대한 응답면을 구축하였고, Person 곡선중 하나를 이용해서 응답면을 근사 시킨후 Monte-Carlo Simulation을 수행하였고, 최종적으로 수치적분법을 적용해서 파괴확률을 구하였다. 해양구조물에의 적용을 통해 본 논문의 방법이 갖는 정당성을 보였다.

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Monte Carlo Simulation for the Measurement of Entrance Skin Dose on Newborn and Infants (영·유아의 입사피부선량 측정을 위한 몬테카를로 시뮬레이션)

  • Kim, Sang-Tae
    • The Journal of the Korea Contents Association
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    • v.12 no.6
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    • pp.346-352
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    • 2012
  • Radiation dose estimation on the newborn and infants during radiation examinations, unlike for the adults, is not actively being progressed. Therefore, as an index to present exposure dose during radiation examinations on newborn and infants, entrance skin dose was measured, and the result was compared with results of monte carlo simulation to raise reproducibility of entrance skin dose measurement, and it was proved that various geometry implementation was possible. The resulting values through monte carlo simulation was estimated using normalization factors for entrance skin dose to calibrate radiation dose and then normalized to a unit X ray radiation field size. Average entrance skin dose per one time exposure was $78.41{\mu}Gy$ and the percentage error between measurement by dosimeter and by monte carlo simulation was found to be -4.77%. Entrance skin dose assessment by monte carlo simulation provides possible alternative method in difficult entrance skin dose estimation for the newborn and infants who visit hospital for actual diagnosis.

A Ship-Valuation Model Based on Monte Carlo Simulation (몬테카를로 시뮬레이션방법을 이용한 선박가치 평가)

  • Choi, Jung-Suk;Lee, Ki-Hwan;Nam, Jong-Sik
    • Journal of Korea Port Economic Association
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    • v.31 no.3
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    • pp.1-14
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    • 2015
  • This study utilizes Monte Carlo simulation to forecast the time charter rate of vessels, the three-month Libor interest rate, and the ship demolition price, to mitigate future uncertainties involving these factors. The simulation was performed 10,000 times to obtain an exact result. For the empirical analysis - based on considerations in ordering ships in 2010-a comparison between the Monte Carlo simulation-based stochastic discounted cash flow (DCF) method and traditional DCF methods was made. The analysis revealed that the net present value obtained through Monte Carlo simulation was lower than that obtained via regular DCF methods, alerting the owners to risks and preventing them from placing injudicious orders for ships. This research has implications in reducing the uncertainties that future shipping markets face, through the use of a stochastic DCF approach with relevant variables and probability methods.

Numerical Computation of Radar Scattering Coefficient for Randomly Rough Dielectric Surfaces (불규칙적으로 거친 유전체 표면에서의 레이더 산란계수 수치해석적 계산)

  • 차형준;오이석
    • Korean Journal of Remote Sensing
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    • v.16 no.1
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    • pp.65-72
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    • 2000
  • Scattering coefficients of randomly rough lossy dielectric surfaces were computed by using the FDTD(Finite-Difference Time-Domain) method and the Monte Carlo method in this paper. The FDTD method was applied to compute electromagnetic wave scattering characteristics at any incident angles, any linear polarizations by dividing the computation region into the total-field region and the scattered-field region. The radar cross sections(RCS) of conducting cylinders have been computed and compared with theoretical results, measurement data and the results from the method of moment(MoM) to verify the FDTD algorithm. Then, to apply the algorithm to compute scattering coefficients of distributed targets, a two-dimensionally rough surface was generated numerically for given roughness characteristics. The far-zone scattered fields of 50 statistically independent dielectric rough surfaces were computed and the scattering coefficient of the surface was calculated from the scattered fields by using the Monte Carlo method. It was found that these scattering coefficients agree well with the SPM(Small Pertubation Method) model in its validity region.

Study of Optimal Gamma Irradiation using Monte Carlo Simulations for the Control of Fungi on Wooden Cultural Property (목재 유물 돈궤의 미생물 제어를 위한 몬테카를로 방법을 이용한 감마선 조사 연구)

  • Yoon, Min-Chul;Chung, Yong-Jae;Kang, Dai-Ill;Kim, Ik-Joo;Kim, Gwang-Hoon;Lee, Yun-Jong;Lee, Ju-Woon;Choi, Jong-Il
    • Journal of Conservation Science
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    • v.27 no.2
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    • pp.127-134
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    • 2011
  • In this study, there has been investigated the simulation of irradiation dose using Monte Carlo methodology and experimental substantiation for the biological control of wooden cultural property. In the evaluation of fungal contamination on wooden cultural property, Dongyae, from exhibition storage, Aureobasidium pullulans was mainly identified. But these microorganisms were completely inactivated by 20 kGy gamma irradiation. For dosimetry simulation of Dongyae, Monte Carlo methodology with MCNP was used. The real dosimetry was measured using alanin dosimeters (at 7 different points on the front plan and 7 points on the back plan). Simulated and experimental results are compared and good agreement is observed. These result shows that irradiation can offer biologic control of wooden cultural property by optimal irradiation dose through high penetration power and Monte Carlo simulation.