• Journal of the Korean Statistical Society
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• 제30권2호
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• pp.265-280
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• 2001

Estimation of the edge of a distribution has many important applications. It is related to classification, cluster analysis, neural network, and statistical image recovering. The problem also arises in measuring production efficiency in economic systems. Three most promising nonparametric estimators in the existing literature are introduced. Their statistical properties are provided, some of which are new. Themes of future study are also discussed.

• Journal of applied mathematics & informatics
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• 제9권2호
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• pp.761-769
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• 2002

Due to the large scale application of software systems, software reliability plays an important role in software developments. In this paper, a software reliability growth model (SRGM) is proposed. The testing time on the right is truncated in this model. The instantaneous failure rate, mean-value function, error detection rate, reliability of the software, estimation of parameters and the simple applications of this model are discussed .

• Journal of applied mathematics & informatics
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• 제26권3_4호
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• pp.721-732
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• 2008

A single server infinite capacity queueing system with Poisson arrival and a general service time distribution along with repeated attempt and server vacation is considered. We made a comprehensive analysis of the system including ergodicity and limiting behaviour. Some operating characteristics are derived and numerical results are presented to test the feasibility of the queueing model.

• 한국경영과학회지
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• 제18권1호
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• pp.71-78
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• 1993

A Baysian approach is proposed is estimating the mission failure rates by criticalities. A mission failure which occurs according to a Poisson process with unknown rate is assumed to be classified as one of the criticality levels with an unknown probability. We employ the Gamma prior for the mission failure rate and the Dirichlet prior for the criticality probabilities. Posterior distributions of the mission rates by criticalities and predictive distributions of the time to failure are derived.

• 한국통신학회논문지
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• 제24권9A호
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• pp.1354-1358
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• 1999

In this paper, we suggest a simple computational algorithm to obtain the queue length distribution in the finite queue, where the input process consists of several homogeneous two-state Markov modulated Poisson processes. With comparison to the conventional algorithm, is more practical, in particular, when a large number of input sources are loaded to the system.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.433-442
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• 1999

A model for a system whose deteriorating rate depends on the state is introduced. A repairman arrives according to Poisson process and increases the state of the system by the random amount if the state is below a threshold. If the system fails at arrival of the repairman it is assumed that the system is replaced by new one. The stationary distribution function of the state of the system and the expected life length of the system are deduced.

• Journal of applied mathematics & informatics
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• 제5권3호
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• pp.643-658
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• 1998

In this paper we analyze the performance of a statistical ATM multiplexer with bursty input traffic and two thresholds in the buffer by using queueing model. Two priority levels are considered for source traffic which is modeled by Markov Modulated Poisson Process to represent the bursty characteristics. Service time distributions of two priority sources are assumed to be same and deterministic for ATM environment. The partial buffer sharing scheme with one threshold may experience a sensitive state change around the threshold. But the proposed multiplexer with two thresholds avoids this hysterical phenominon to improve the system operation.

• 한국신뢰성학회지:신뢰성응용연구
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• 제2권2호
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• pp.85-97
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• 2002

In this paper, partially repairable concurrent spare parts requirement determination problem of newly procured equipment systems is considered. “partially repairable” means that a portion of damaged parts can be recover their function and reused after repairs. A mathematical model is derived for making an CSP requirement determination subject to the constraint of satisfying any given operational availability limitation. We assume that the failure of a part follows a Poisson process and the repair time has an exponential distribution. Using the generalized Lagrange multipliers method, the solution procedure is derived.

• International Journal of Reliability and Applications
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• 제3권2호
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• pp.81-90
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• 2002

The importance of the reliability of software is growing more and more as more complicated digital computer systems are used for real-time control applications. To provide more reliable software, the testing period should be long enough, but not unnecessarily too long. In this study, we suggest a simple but effective stopping rule which can provide just proper amount of testing time. We take unique features of software into consideration and adopt non-homogeneous Poisson process model and Bayesian approach. A numerical example is given to demonstrate the validity of our stopping rule.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권1호
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• pp.43-50
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• 2014

In this paper we discussed Euler-Maruyama method for stochastic differential equations with jump diffusion. We give a convergence result for Euler-Maruyama where the coefficients of the stochastic differential equation are locally Lipschitz and the pth moments of the exact and numerical solution are bounded for some p > 2.