• Journal of the Korean Society of Radiology
• /
• v.14 no.5
• /
• pp.661-668
• /
• 2020

One of the causes of death for pregnant female is embolism, when a chest PA examination is performed. In addition, due to small doses, the examinations are performed for the purpose of preparing for pre-delivery emergency surgery or basic examination for pregnant female. Evaluating fetal doses through actual measurements is subject to ethical problems, Monte Carlo simulations assesses the organ and fetal doses of pregnant females according to week of pregnancy. The results of the simulations showed that the fetal dose decreased according to weeks of pregnancy and it showed a dose of about 0.1 mGy. The higher the density and thickness of the shielding material, the better the shielding effect. In addition, the dose reduction effect for each shielding material is between 40 and 98%. Afterwards, it is deemed necessary to study the reduction of fetal doses through various shielding characteristics and methods.

• The Korean Journal of Financial Management
• /
• v.26 no.1
• /
• pp.189-220
• /
• 2009

This study tests the significance of momentum and contrarian strategy which challenge the weak efficient market hypothesis (EMH). If momentum and contrarian strategy can make extra return above the market, this can be a significant critics to the weak EMH. By using Monte Carlo simulation we have found that many existing returature, which test the significance of momentum and contrarian strategy, have a significance distortion problem. We test the significance of momentum and contrarian strategy by using reality check test of White(2000) which solve the problem of data snooping bias. The results are following. When we use the KOSPI index as the benchmark portfolio, we can get the best strategy of momentum strategy in the case of mean return. But in the case of Sharp ratio which is the performance measure adjusting risk, we find that the best strategy in the momentum and contrarian strategy can not dominate the performance of benchmark portfolio. Therefore we argue that weak EMH can not be rejected because of superior performance of momentum and contrarian strategy when we consider risk.

• Communications for Statistical Applications and Methods
• /
• v.16 no.1
• /
• pp.115-125
• /
• 2009

Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.40 no.9
• /
• pp.737-744
• /
• 2012

The finite volume method for radiation is applied for the analysis of radiative base heating by SE and PE of the aircraft exhaust plume. The exhaust plume is considered as an absorbing, emitting, and scattering medium, while the base plane is assumed to be cold and black. The radiative properties of non-gray gases are obtained through the WSGGM, and the particle is modelled as spheres. The present method is validated by comparing the results with those of the backward Monte-Carlo method and then the radiative base heating characteristics are analyzed by changing such various parameters as particle concentration, temperature, and scattering phase function. The results show that the radiative heat flux coming into the base plane decreases with altitude and distance, but it increases as the particle temperature increases. The forward scattering of particles increases PE while it decreases SE.

• Korean Journal of Fisheries and Aquatic Sciences
• /
• v.41 no.2
• /
• pp.107-112
• /
• 2008

To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.13 no.1
• /
• pp.147-158
• /
• 2000

For the large scale reinforced concrete cooling tower shells, the shape imperfection can be introduced due not only to mistakes in the process of construction but also to the long term behavior of concrete. The shape imperfection evokes the additional responses such as displacements and stresses in addition to the design values. In this study, the statistical behavior of the RC cooling tower shell due to the shape imperfection is investigated using the Monte Carlo simulation. The radius of cooling tower and the shell thickness are adopted as the parameters which cause the shape imperfection. The shape imperfection is modeled as a stochastic field rather than the local one of axisymmetric or bulge type of imperfection. The randomness in the radius is shown to be more affecting the structural responses than the randomness in the shell thickness. In addition to the geometrical randomness, the effect of randomness in the modulus of elasticity on the structural response is also investigated and compared with that of the geometrical ones.

• Journal of the Korea Society for Simulation
• /
• v.24 no.2
• /
• pp.1-9
• /
• 2015

The tactical employment is a critical factor to win the war in the modern battlefield. To apply optimized tactics, it needs analyses related to a battle system. Normally, M&S (Modeling & Simulation) has been studied to analyze data in general problems. However, this method is not suitable for military simulations because there are many variables which make complex interaction in the system. For this reason, we suggested the optimized simulation framework based on the M&S by using DPSO (Discrete binary version of PSO) algorithm. This optimized simulation framework makes the best tactical employment to reduce the searching time compared with the normal M&S used by Monte Carlo search method. This paper shows an example to find the best combination of anti-torpedo scenario in a short searching time. From the simulation example, the optimized simulation framework presents the effectiveness.

• Journal of the Korea Society for Simulation
• /
• v.26 no.1
• /
• pp.13-19
• /
• 2017

6-DOF flight simulation program is most generally used M&S tool in domestic missile development procedure. The 6-DOF M&S method, however, cannot validate the performance of a imaging seeker-adopted missile in various conditions. A M&S tool for the analysis of the integrated-flight simulation is required since the tracking performance of the imaging seeker is highly dependent on the missile maneuvering, which introduces the displacement and rotation of the target in the seeker imagery. Through the development of the $3^{rd}$ generation anti-tank missile, Raybolt, the integrated-flight M&S tool was developed and applied to the missile configuration design. It integrates synthetic image generation S/W, imaging tracker, and flight simulation program and computes the main system performance criteria, hit probability by Monte-Carlo Simulation. In this paper, the issues in the $3^{rd}$ generation anti-tank missile configuration and the integrated-flight M&S method and results are described.

• Journal of Radiation Protection and Research
• /
• v.19 no.1
• /
• pp.13-22
• /
• 1994

The MCNP 4.2 code was used to calculate the thermal neutron flux distributions for $(n,\;{\gamma})$reaction in mainshell, annular plate, and subshell of the calandria of a CANDU 6 plant during operation. The thermal neutron flux distributions in calandria mainshell, annular plate, and subshell were in the range of $10^{11}{\sim}10^{13}\;neutrons/cm^2-sec$ which is somewhat higher than the previous estimates calculated by DOT 4.2 code. As an application to shielding analysis, photon dose rates outside the side and bottom shields were calculated. The resulting dose rates at the reactor accessible areas were below design target, $6 {\mu}Sv/h$. The methodology used in this study to evaluate the thermal neutron flux distribution for $(n,\;{\gamma})reaction$ can be applied to radiation shielding analysis of CANDU 6 type plants.

• The Journal of the Acoustical Society of Korea
• /
• v.36 no.3
• /
• pp.218-227
• /
• 2017

In this paper, an algorithm to calculate both bearing and distance error for target detection and localization is proposed using the Cramer Rao lower bound to estimate the minium variance of their error in DOA (Direction Of Arrival) estimation. The performance of arrays in detection and localization depends on the accuracy of DOA, which is affected by a variation of SNR (Signal to Noise Ratio). The SNR is determined by sonar parameters such as a SL (Source Level), TL (Transmission Loss), NL (Noise Level), array shape and beam steering angle. For verification of the suggested method, a Monte Carlo simulation was performed to probabilistically calculate the bearing and distance error according to the SNR which varies with the relative position of the target in space and noise level.