• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• Proceedings of the KIEE Conference
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• 1995.07c
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• pp.1385-1387
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• 1995

The Monte Carlo method for studying the steady-state behavior of electrons under the influence of a electric field is described. In this simulation used a Free Flight Time technique based on determination of the increase in kinetic energy between two collisions. The electron behavior in the cathode region of a corona discharge has been analysed using this method; spatial variations of the energy and excitation, ionization, and the multiplication of electrons were discussed.

• Proceedings of the IEEK Conference
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• 1998.10a
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• pp.67-70
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• 1998

In this paper, an interference analyzer for communication and/or broadcasting services is developed and presented based on Monte Carlo technique, which is now under study in the International Telecommunication Union(ITU). Monte Carlo technology is a statistical approach which functions by considering many trials. For each simulation trial, a scenario is built up using a number of different random variables, such as signal and interference strengths, transmitting and receiving antenna heights, antenna gains, etc.. Furthermore, this paper shows and application example of the analyzer to examine interference influence of the PCS(IS-95) base stations affecting to the IMT-2000 FDD base station, depending on serveral service environments like rural, suburban, and urban areas. The wave propagation model used in this simulation is the modified Hata model, which is known to the suitable to Korean environments.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.665-682
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• 2005

The sample reuse bootstrap technique has been successful to attract both applied and theoretical statisticians since its origination. In recent years a good deal of attention has been focused on the applications of bootstrap methods in regression analysis. It is easier but more accurate computation methods heavily depend on high-speed computers and warrant tough mathematical justification for their validity. It is now evident that the presence of multiple unusual observations could make a great deal of damage to the inferential procedure. We suspect that bootstrap methods may not be free from this problem. We at first present few examples in favour of our suspicion and propose a new method diagnostic-before-bootstrap method for regression purpose. The usefulness of our newly proposed method is investigated through few well-known examples and a Monte Carlo simulation under a variety of error and leverage structures.

• Progress in Medical Physics
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• v.8 no.1
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• pp.47-52
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• 1997

Simulations were performed using a Monte Carlo technique in order to show physical phenomena occurring when a heavy charged particle such as proton or alpha particle traverses the medium. It was confirmed that the sharp Bragg peak occurred deeper in the water with the increasing proton energy. It is found that the use of such a sharp Bragg peak due to heavy charged particles would be far superior to the case of the photon or electron, since the absorbed dose in the target tissues would be better localized, thereby minimizing the damage to the surrounding tissues.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.5 no.2
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• pp.1-9
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• 1985

Two methods for the dynamic analysis of fixed offshore structures subjected to random waves are studied. They are the frequency domain method using the equivalent linearization of the nonlinear drag force, and the time domain method utilizing the Monte Carlo simulation technique for time series of random wave particle velocities and accelerations. Example analyses are carried out for two structures with different structural characteristics and for various wave conditions. A comparison has been made between the results obtained by two methods.

• Structural Engineering and Mechanics
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• v.38 no.4
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• pp.503-516
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• 2011

Uncertainty in concrete properties, including concrete modulus of elasticity and modulus of rupture, are predicted by developing a microstructural homogenization model. The homogenization model is developed by analyzing a concrete representative volume element (RVE) using the finite element (FE) method. The concrete RVE considers concrete as a three phase composite material including: cement paste, aggregate and interfacial transition zone (ITZ). The homogenization model allows for considering two sources of variability in concrete, randomly dispersed aggregates in the concrete matrix and uncertain mechanical properties of composite phases of concrete. Using the proposed homogenization technique, the uncertainty in concrete modulus of elasticity and modulus of rupture (described by numerical cumulative probability density function) are determined. Deflection uncertainty of reinforced concrete (RC) beams, propagated from uncertainties in concrete properties, is quantified using Monte Carlo (MC) simulation. Cracked plane frame analysis is used to account for tension stiffening in concrete. Concrete homogenization enables a unique opportunity to bridge the gap between concrete materials and structural modeling, which is necessary for realistic serviceability prediction.

• Structural Engineering and Mechanics
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• v.38 no.1
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• pp.125-140
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• 2011

This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

• Structural Engineering and Mechanics
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• v.31 no.6
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• pp.737-749
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• 2009

The problem of estimating the dynamic response of a distributed parameter system excited by a moving vehicle with random initial velocity and random vehicle body mass is investigated. By adopting the Galerkin's method and modal analysis, a set of approximate governing equations of motion possessing time-dependent uncertain coefficients and forcing function is obtained, and then the dynamic response of the coupled system can be calculated in deterministic sense. The statistical characteristics of the responses of the system are computed by using improved perturbation approach with respect to mean value. This method is simple and useful to gather the stochastic structural response due to the vehicle-passenger-bridge interaction. Furthermore, some of the statistical numerical results calculated from the perturbation technique are checked by Monte Carlo simulation.

• Smart Structures and Systems
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• v.12 no.6
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• pp.641-659
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• 2013

In this paper is studied the influence of the uncertain mass distribution over the floors on the choice of the optimal parameters of a hybrid control system for tall buildings subjected to wind load. In particular, an optimization procedure is developed for the robust design of a hybrid control system that is based on an enhanced Monte Carlo simulation technique and the genetic algorithm. The large computational effort inherent in the use of a MC-based procedure is reduced by the employment of the Latin Hypercube Sampling. With reference to a tall building modeled as a multi degrees of freedom system, several numerical analyses are carried out varying the parameters influencing the floors' masses, like the coefficient of variation of the distribution and the correlation between the floors' masses. The procedure allows to obtain optimal designs of the control system that are robust with respect to the uncertainties on the distribution of the dead and live loads.