• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.141-147
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• 1995

A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.

• Journal of the Korean Operations Research and Management Science Society
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• v.24 no.3
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• pp.109-123
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• 1999

Fleet sizing and empty equipment redistribution are two of the most critical problems in managing a fleet of equipment over a transportation network. Where the demand pattern followed the compound Poisson process(CPP) which can be generated one or more at a time under homogeneous Poisson process(HPP), this paper presented a mathematical model to determine control parameters of a decentralized distribution policy and fleet size in case of the pure hub-and-spoke system, a popular form of a logistics system. and validated this model by simulation. That is, where the number of demanded equipments followed geometric and binomial distributions, respectively, cost models on the pure hub-and-spoke logistics system with deterministic trans-portation times, which could be solved analytically, were established and analyzed. We also compared the deterministic case with stochastic one that the transportation time follows some probability distributions.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.773-782
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• 2004

In this paper, a random shock model for a system is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arriving according to another Poisson process of rate $\lambda$ repairs the system only if the state of the system is below a threshold $\alpha$. After assigning various costs to the system, we calculate the long-run average cost and show that there exist a unique value of arrival rate $\lambda$ and a unique value of threshold $\alpha$ which minimize the long-run average cost per unit time.

• 한국데이터정보과학회:학술대회논문집
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• 2004.10a
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• pp.33-42
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• 2004

In this paper, a random shock model for a system is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arriving according to another Poisson process of rate $\lambda$ repairs the system only if the state of the system is below a threshold $\alpha$. After assigning various costs to the system, we calculate the long-run average cost and show that there exist a unique value of arrival rate $\lambda$ and a unique value of threshold $\alpha$ which minimize the long-run average cost per unit time.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.31 no.2
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• pp.57-62
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• 2003

Nano-bending method is presented to measure the Poisson's ratio of thinfilms for MEMS (Micro-Electro-Mechanical Systems) applicaiton. The douvle-ring specimen is designed and fabricated based on the surface micromachining process to facilitate the measurement of the Poisson's ratio. The Poisson's ratio can be obtained through analyzing the linear load-displacement relationship of the double ring specimen subjected to nano-indenter loading. The Present nano-bending mehod is an in-situ measurement approach due to the compatibility to the surface micromachining process. The Poisson's ratio is locally obtained at the location of the double ring specimen with micro dimension. To validate the nano-bending method, the Poisson's ratio of LPCVD (Low Pressure Chemical Vapor Deposition) poly-silicon with thickness of 2.3㎛ is investigated. Experimental results reveal that the Poisson's ratio of the poly-silicon film is 0.2569. The standard deviation of the nano-bending measurement for the stiffness of double ring specimens is 2.66%.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.47-56
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• 1998

Zero-Inflated Poisson models are mixed models of the Poisson and Bernoulli models. Recently Zero-Inflated Poisson distributions have been used frequently rather than previous Poisson distributions because the developement of industrial technology make few defects in manufacturing process. It is important that univariate Zero-Inflated Poisson distributions are extended to bivariate distributions to generalize the multivariate distributions. In this paper we proposed three types of the bivariate Zero-Inflated Poisson distributions and obtained these moments. We compared the three types of distributions by using the moments.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.427-434
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• 2001

In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

• Journal of the Korean Statistical Society
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• v.27 no.3
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• pp.279-288
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• 1998

We propose a multiprocess dynamic Poisson model for the analysis of Poisson process with the covariates. The algorithm for the recursive estimation of the parameter vector modeling time-varying effects of covariates is suggested. Also the algorithm for forecasting of numbers of events at the next time point based on the information gathered until the current time is suggested.

• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.377-385
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• 2013

We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

• Journal of Korea Water Resources Association
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• v.35 no.1
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• pp.109-124
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• 2002

This study is an effort to develop a stochastic model of precipitation series that preserves the pattern of occurrence of precipitation events throughout the year as well as several characteristics of the duration, amount, and intensity of precipitation events. In this study an event cluster model is used to describe the occurrence of precipitation events. A logarithmic negative mixture distribution is used to describe event duration and separation. The number of events within each cluster is also described by the Poisson cluster process. The duration of each event within a cluster and the separation of events within a single cluster are described by a logarithmic negative mixture distribution. The stochastic model for hourly precipitation occurrence process is fitted to historical precipitation data by estimating the model parameters. To allow for seasonal variations in the precipitation process, the model parameters are estimated separately for each month. an analysis of thirty-four years of historical and simulated hourly precipitation data for Seoul indicates that the stochastic model preserves many features of historical precipitation. The seasonal variations in number of precipitation events in each month for the historical and simulated data are also approximately identical. The marginal distributions for event characteristics for the historical and simulated data were similar. The conditional distributions for event characteristics for the historical and simulated data showed in general good agreement with each other.