• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.513-532
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• 2022

In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

• 국제학술발표논문집
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• The 2th International Conference on Construction Engineering and Project Management
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• pp.130-139
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• 2007

This paper presents a study on risk analysis in terms of contractor's costs in construction phase in which Crystal ball (software of Decisioneering, UK) has been utilized as a main tool. To realize it, a questionnaire survey has been carried out to identify the dominant factors that strongly influence contractor costs in Vietnam. Based on results of questionnaire investigation, the survey identified three factors which were duration of each construction task, costs of reinforcing steel, and cement. Then a spreadsheet model was created in order to analyze risks. The study also indicates that the cost of reinforcing steel and cement are the cause of risks for contractors. According to the suggested model, contractors may foresee the probability of completion within the approved budget, and the possibility of earning in accordance with owner's payment conditions.

• Bulletin of the Korean Chemical Society
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• 제27권8호
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• pp.1186-1188
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• 2006

In this paper a new theory is presented to treat the problem of stimulated absorption and emission of photons between energy levels from the standpoint of discrete quantum jumps. In order to implement the theory a scheme to avoid the quantum Zeno effect is proposed. Numerical simulations are performed to demonstrate that this approach does not contradict the principles of the standard wave mechanics. It is shown that with this approach one can obtain photon observation statistics as well.

• International Journal of Reliability and Applications
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• 제9권1호
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• pp.71-78
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• 2008

Based on the goodness of fit approach, a new test is presented for testing exponentiality versus exponential better (worse) than used (EBU (EWU)) class of life distributions. The new test is much simpler to compute, asymptotically normal, enjoys good power and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.463-482
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• 1994

In Bayesian analysis of randomized response models, the likelihood function does not combine tractably with typical priors for the parameters of interest, causing computational difficulties in posterior analysis of the parameters of interest. In this article, the difficulties are solved by introducing appropriate latent variables to the model and using the Gibbs sampling algorithm.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.43-51
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• 1995

For the stress-strengh function, hierarchical Bayes estimations considered under squared error loss and entropy loss. In particular, the desired marginal postrior densities ate obtained via Gibbs sampler, an iterative Monte Carlo method, and Normal approximation (by Delta method). A simulation is presented.

• 한국섬유공학회:학술대회논문집
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• 한국섬유공학회 1995년도 추계 학술발표회
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• pp.164-165
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• 1995

• Earthquakes and Structures
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• 제7권2호
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• pp.119-139
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• 2014

A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2008년도 정기 학술대회
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• pp.65-70
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• 2008

The capacity spectrum method (CSM) is a deterministic seismic analysis approach wherein the expected seismic response of a structure is established as the intersection of the demand and capacity curves. Recently, there are a few studies about a probabilistic CSM where uncertainties in design factors such as material properties, loads, and ground motion are being considered. However, researches show that soil-structure interaction also affects the seismic responses of structures. Thus, their uncertainties should also be taken into account. Therefore, this paper presents a probabilistic approach of using the CSM for seismic analysis considering uncertainties in soil properties. For application, a reinforced concrete bridge column structure is employed as a test model. Considering the randomness of the various design parameters, the structure's probability of failure is obtained. Monte Carlo importance sampling is used as the tool to assess the structure's reliability when subjected to earthquakes. In this study, probabilistic CSM with and without consideration of soil uncertainties are compared and analyzed. Results show that the analysis considering soil structure interaction yields to a greater probability of failure, and thus can lead to a more conservative structural design.

• 물과 미래
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• 제26권2호
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• pp.79-87
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• 1993

크리깅을 이용하여 평균면적우량을 추정함에 있어 새로운 방법을 개발하였다. 이 방법은 크리깅 방정식에 나타나는 2중 및 4중 수치적분에 필요한 점들을 대상지역의 경계만 주면 임의로 추출하여 사용한다는 것이 기존의 방법과는 상이하다. 이로 인해 대상지역을 소구역으로 나누고, 각각의 중심점을 계산해야 했던 기존 방식의 난점을 극복하였으며, 따라서 본 연구에서 개발된 방법은 복잡한 경계를 갖는 지역의 경우 더욱 유용하다. 경계가 주어지면 그 안에서 점들을 임의로 추출하는 과정을 복소함수론에 기초한 알고리듬을 통하여 설명하였다. Monte Carlo 시뮬레이션의 결과, 개발된 방법에 의한 평균면적유량의 추정에 따른 오차는 추출점 수의 제곱근에 반비례하였다.