• Earthquakes and Structures
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• 제3권3_4호
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• pp.581-609
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• 2012

In this paper a novel non-iterative approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.

• 산업경영시스템학회지
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• 제32권3호
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• pp.99-109
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• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

• 응용통계연구
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• 제22권3호
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• pp.627-634
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• 2009

Recently, the general contour Monte Carlo has been proposed by Liang (2004) as a space annealing version(ACMC) for optimization problems. The algorithm can be applied successfully to determine the ground configurations for the prediction of protein folding. In this approach, we use the distances between the consecutive $C_{\alpha}$ atoms along the peptide chain and the mapping sequences between the 20-letter amino acids and a coarse-grained three-letter code. The algorithm was tested on the real proteins. The comparison showed that the algorithm made a significant improvement over the simulated annealing(SA) and the Metropolis Monte Carlo method in determining the ground configurations.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 하계학술대회 논문집 A
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• pp.636-638
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• 2003

This paper presents a new approach which is able to determine the reasonable incentive levels of direct load control using sequential Monte Carlo simulation techniques. The economic analysis needs to determine the reasonable incentive level. However, the conventional methods have been based on the scenario methods because they had not considered all cases of the direct load control situations. To overcome there problems, this paper proposes a new technique using sequential Monte Carlo simulation. The Monte Carlo method is a simple and flexible tool to consider large scale systems and complex models for the components of the system. To show its effectiveness, numerical studies were performed to indicate the possible applications of the proposed technique.

• 한국신뢰성학회지:신뢰성응용연구
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• 제17권3호
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• pp.188-196
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• 2017

Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

• 한국IT서비스학회지
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• 제9권4호
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• pp.123-133
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• 2010

There are many occasions on which the critical decisions should be made in software projects. Those decisions are basically related to estimating and predicting project parameters such as costs, efforts, and duration. The project managers are looking for methods to make better decisions. The decisions about project parameters are recommended to be performed based on historical data of Similar projects. The measures of the tasks in past projects may have different shapes of distributions. we need to add those measures to get a predicted project measures. To add measures with different shapes of distribution, we need to use Monte Carlo Simulation. In this paper, we suggest applying Monte Carlo Simulation for supporting decision makings in software project. We implemented best-fit case and scheduling estimations with Cristal Ball, a commercial product of Monte Carlo simulation and showed how the suggested approach supports those critical decision makings.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.71-78
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• 2018

In this study, we consider the likelihood ratio test for the covariance matrix of the multivariate normal data. For this, we propose a method for obtaining null distributions of the likelihood ratio statistics by the Monte-Carlo approach when it is difficult to derive the exact null distributions theoretically. Then we compare the performance and precision of distributions obtained by the asymptotic normality and the Monte-Carlo method for the likelihood ratio test through a simulation study. Finally we discuss some interesting features related to the likelihood ratio test for the covariance matrix and the Monte-Carlo method for obtaining null distributions for the likelihood ratio statistics.

• Nuclear Engineering and Technology
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• 제39권3호
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• pp.207-214
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• 2007

A new Monte Carlo method for solving heat conduction problems is developed in this study. Differing from other Monte Carlo methods, it is a transport approximation to the heat diffusion process. The method is meshless and thus can treat problems with complicated geometry easily. To minimize the boundary effect, a scaling factor is introduced and its effect is analyzed. A set of problems, particularly the heat transfer in the fuel sphere of PBMR, is calculated by this method and the solutions are compared with those of an analytical approach.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.545-557
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• 2018

The inclusion of covariates in the model often affects not only the estimates of meaningful variables of interest but also its statistical significance. Such gap between statistical and subject-matter significance is a critical issue in huge sample studies. A popular huge sample study, the sample cohort data from Korean National Health Insurance Service, showed such gap of significance in the inference for the effect of obesity on cause of mortality, requiring careful consideration. In this regard, this paper proposes a sample size calibration method based on a Monte Carlo t (or z)-test approach without Monte Carlo simulation, and also proposes a test procedure for subject-matter significance using this calibration method in order to complement the deflated p-value in the huge sample size. Our calibration method shows no subject-matter significance of the obesity paradox regardless of race, sex, and age groups, unlike traditional statistical suggestions based on p-values.

• Nuclear Engineering and Technology
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• 제53권5호
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• pp.1664-1675
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• 2021

In order to verify the statistical performance of the nonparametric tests used in the MARSSIM approach, all plausible contamination distribution types that can be encountered in a survey area should be investigated. As the first of such investigations, this study aims to perform the verification for normal distribution of the contamination in a survey area by simulating the collection of random samples from it through the Monte Carlo simulation. The results of the simulations conducted for a total of 81 simulation cases showed that Sign test and WRS test both exhibited an excellent statistical performance: 100% for the former and 98.8% for the latter. Therefore, in final status surveys of the MARSSIM approach, a high statistical performance can be expected in applying the nonparametric hypothesis tests to survey areas whose net contamination can be assumed to be normally distributed.