• Title/Summary/Keyword: Monte-Carlo 모의법

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Reliability Analysis of Stability of Berm Breakwaters (소단형 방파제의 안정성에 대한 신뢰성 해석)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.19 no.5
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    • pp.399-407
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    • 2007
  • Two reliability models, AFDA(Approximate Full Distribution Approach) and Monte-Carlo simulation method, are directly developed to study on both hydraulic failure mode of berm recession and structural failure mode of armour breakage of berm breakwaters. By comparing the present results with the results of other researcher, it may be confirmed that two reliability models can be straightforwardly applicable to berm breakwaters. Relative influence of each random variable on hydraulic and structural failure probabilities could be properly analyzed. The upper bound and the lower bound of failure probability can be evaluated by using bi-modal bounds of the multiple failure mode analysis, from which it may be possible to investigate some kinds of dependence into between two failure modes. Finally, it may also be found that the structural failure mode of armour breakage could become a main failure mode of berm breakwaters in the condition of more than any allowable berm recession.

Nonparametric Method Using an Alignment Method in a Randomized Block Design with Replications (반복이 있는 랜덤화 블록 계획법에서 정렬 방법을 이용한 비모수 검정법)

  • Lee, Min-Hee;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.77-84
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    • 2012
  • Mack and Skillings (1980) proposed a typical nonparametric method in a randomized block design with replications. However, this method may lose information because of the use of average observations instead of individual observations. In this paper, we proposed a nonparametric method that employed an aligned method suggested by Hodges and Lehmann (1962) under a randomized block design with replications. In addition, the comparative results of a Monte Carlo power study are presented.

Parallelism Test of Slope in Simple Linear Regression Models (회귀모형의 기울기에 대한 품행성 검정)

  • Park, Hyun-Wook;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.75-83
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    • 2009
  • Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

A Comparative Study of Small Area Estimation Methods (소지역 추정법에 관한 비교연구)

  • Park, Jong-Tae;Lee, Sang-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.47-55
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    • 2001
  • Usually estimating the means is used for statistical inference. However depending the purpose of survey, sometimes totals will give the better and more meaningful in statistical inference than the means. Here in this study, we dealt with the unemployment population of small areas with using 4 different small area estimation methods: Direct, Synthetic, Composite, Bayes estimation. For all the estimates considered in this study, the average of absolute bias and men square error were obtained in the Monte Carlo Study which was simulated using data from 1998 Economic Active Population Survey in Korea.

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Regionalized Sensitivity Analysis of Extended TOPMODEL (확장 TOPMODEL의 영역화 민감도 분석)

  • Kim, Sang-Hyeon
    • Journal of Korea Water Resources Association
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    • v.31 no.6
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    • pp.741-755
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    • 1998
  • An extension of TOPMODEL was developed for rainfall-runoff simulation in agricultural watersheds equipped with tile drains. Tile drain functions are incorporated into the framework of TOPMODEL. Nine possible flow generation scenarios are suggested for tile drained watershed and applied in the modeling procedure. In the model development process, the traditional physically based storage approach and a new approach using a transfer function for the simulation of the flow in the unsaturated zone were compared. In order to provide better insight into the simulation process, a regionalized sensitivity analysis was performed to test the performance of the model and to compare the behavior of the transfer function to that of the simple storage related formulation. The results of analysis show good performance of the transfer function approach. Since the rainfall-runoff response pattern tends to vary seasonally, seven events distributed throughout a year were used in the sensitivity analysis to investigate the seasonal variation of the hydrologic characteristics. It is found that the sensitivity of each parameter described by the model are varied seasonally.

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Trend Comparison of Repeated Measures Data between Two Groups (반복측정 자료에서 개체기울기를 이용한 집단간의 차이 검정법)

  • Hwang, Kum-Na;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.565-578
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    • 2006
  • Repeated measurement data between two group is often used in the field of medicine study. In this paper, we suggest a method for comparison of the trend between two groups based on repeated measurement data. First, we estimate regression coefficient of linear regression model from each subject and generate samples using the regression coefficient estimated previous. And then, we test the difference between two groups by unpaired t-test, Wilcoxon rank sum test and placement test using generated samples. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of several methods in various combinations.

Nonparametric Method for a Non-inferiority Test using Confidence Interval (신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법)

  • Park, Sujung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.833-842
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    • 2014
  • Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

Analysis of Error Tolerance in Sonar Array by the Genetic Algorithm (유전자 알고리즘에 의한 소나 배열 소자의 허용오차 분석)

  • 양수화;김형동
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.6
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    • pp.496-504
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    • 2003
  • In this paper, the error tolerance of each array element to ensure a given specified error level for the array pattern is analyzed using the Genetic Algorithm. In the conventional deterministic method for synthesis of sonar way problems the computational resource required in the simulation grows rapidly as the number of way elements increases. To alleviate this numerical inefficiency, the Monte-Carlo method may be considered as an alternative technique for array syntheses. However, it is difficult to apply the method to the synthesis of array patterns because of its relatively lower accuracy in spite of moderate computational complexity. A new analysis method for estimating error tolerances in sonar arrays is Proposed since the Genetic Algorithm has significant promise to efficiently solve way synthesis problems. Through several numerical tests in linear and planar arrays, it is demonstrated that the proposed method can provide accurate results for error tolerances of sonar arrays.

Linear Trend Comparison of Repeated Measures Data among Treatments with a Control (반복측정 자료에서 개제기올기를 이용한 대존군과 처리군들의 선형추세 검정법)

  • Kwon, Jae-Hoon;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.945-957
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    • 2009
  • Repeated measurement data among several treatments with a control is often used in the field of medicine study. In this paper, we suggest a method for comparison of the linear trend of responds followed time among several treatments with a control based on repeated measurement data. First, we estimate slope from each subject and generate samples using the slope estimated previous. And then, we test the difference among treatment with a control by ANOVA F test, Jonckheere-Terpstra test, updated control group procedure using generated samples. Monte Carlo Simulation is adapted to compare the power and experimental significance levels in various configuration.

Nonparametric tests of parallelism aginst umbrella alternatives of slopes in k-regression lines (k개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성의 비모수 검정법에 관한 연구)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.19-34
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    • 1994
  • In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

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