• 대한기계학회논문집
• /
• 제16권9호
• /
• pp.1788-1795
• /
• 1992

본 연구에서는 상술한 특성을 갖는 유동자에 대하여 신뢰성이 보장된 스펙트 럼 추정법의 모색과 화립을 위해 의사 난류신호(turbulent-like signal)를 자기회기 모형(autoregressive model:AR model)으로 생성하고 추출간격이 유동장에 영향을 받는 비주기적 확률과정을 수치적으로 모사한다. 이 비주기적 실현 신호로 부터 현재 가 장 많이 사용되고 있는 Roberts와 Gaster의 직접 변화법과 추출 및 유지신호의 피리오 도그램(periodogram)법에 대해 데이터 밀도와 난류강도의 다양한 변화에 따른 속도편 의의 영향 등을 살펴보는데 목적을 둔다.

• Journal of the Korean Data and Information Science Society
• /
• 제13권2호
• /
• pp.227-234
• /
• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• International Journal of Reliability and Applications
• /
• 제12권1호
• /
• pp.61-77
• /
• 2011

One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

• Journal of the Korean Data and Information Science Society
• /
• 제10권1호
• /
• pp.119-133
• /
• 1999

마코브체인 몬테칼로 방법을 소프트웨어 신뢰모형에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고찰하였다. 특히 레코드값을 통계량을 갖고서 혼합과정과 중첩과정에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하여 베이지안 계산과 모형 선택을 제시하고 모의실험자료를 이용하여 수치적 인 계산을 시행하고 그 결과를 비교하였다.

• 정보처리학회논문지D
• /
• 제9D권3호
• /
• pp.389-398
• /
• 2002

본 논문에서는 비동질 포아송 과정에 기초한 소프트웨어 오류 현상에 대한 신뢰도 모형을 고려하고 사전정보를 이용한 베이지안 추론을 시행하였다. 고장 패턴은 NHPP에 대한 강도함수와 평균값 함수로서 나타낼 수 있다. 따라서 본 논문에서는 기존의 모형인 Goel이 제시한 모형과 신뢰성 분포로 많이 사용되는 와이블 분포의 특수형태인 레일리분포와 라플라스 분포를 이용한 모형을 제시하여 베이지안 추론을 시행하고 또, 효율적 모형을 위한 모형선택으로서 편차자승합을 이용하여 비교하였다. 모수의 추정을 위해서 마코브체인 몬테카를로 기법중에 하나인 깁스샘플링을 이용한 근사추정 기법이 사용되었다. 수치적인 예에서는 실측자료인 NTDS 자료를 이용하여 모수 및 신뢰도를 추정하였고 편차자승합을 이용한 모형비교의 결과를 나열하였다.

• 수산경영론집
• /
• 제38권2호
• /
• pp.79-101
• /
• 2007

The purpose of this study is to estimate the economic value of the Songieong Beach in Off-season, using a Individual Travel Cost Model(ITCM). Songieong Beach is located in Busan but far away from city. These days, however, the increased rate of traffic inflow to the Songieong beach and the five-day working week are reflected in the trend analysis. Moreover, people have changed psychological value. For that reason, visitors are on the increase on the beach in off-season. The ITCM is applied to estimate non-market value or environmental Good like a Contingent Valuation Method and Hedonic Price Model etc. The ITCM was derived from the Count Data Model(i.e. Poisson and Negative Binomial model). So this paper compares Poisson and negative binomial count data models to measure the tourism demands. The data for the study were collected from the Songjeong Beach on visitors over the a week from November 1 through November 23, 2006. Interviewers were instructed to interview only individuals. So the sample was taken in 113. A dependent variable that is defined on the non-negative integers and subject to sampling truncation is the result of a truncated count data process. This paper analyzes the effects of determinants on visitors' demand for exhibition using a class of maximum-likelihood regression estimators for count data from truncated samples, The count data and truncated models are used primarily to explain non-negative integer and truncation properties of tourist trips as suggested by the economic valuation literature. The results suggest that the truncated negative binomial model is improved overdispersion problem and more preferred than the other models in the study. This paper is not the same as the others. One thing is that Estimating Value of the Beach in off-season. The other thing is this study emphasizes in particular 'travel cost' that is not only monetary cost but also including opportunity cost of 'travel time'. According to the truncated negative binomial model, estimates the Consumer Surplus(CS) values per trip of about 199,754 Korean won and the total economic value was estimated to be 1,288,680 Korean won.

• 한국압력기기공학회 논문집
• /
• 제9권1호
• /
• pp.62-69
• /
• 2013

A probabilistic assessment code, PRO-LOCA ver. 3.7 which was developed in an international co-operative research program, PARTRIDGE was evaluated by conducting sensitivity analysis. The effect of some variables such as simulation methods (adaptive sampling, iteration numbers, weld residual stress model), crack features(Poisson's arrival rate, maximum numbers of cracks, initial flaw size, fabrication flaws), operating and loading conditions(temperature, primary bending stress, earthquake strength and frequency), and inspection model(inspection intervals, detectable leak rate) on the failure probabilities of a surge line nozzle was investigated. The results of sensitivity analysis shows the remaining problems of the PRO-LOCA code such as the instability of adaptive sampling and unexpected trend of failure probabilities at an early stage.

• 전산구조공학
• /
• 제10권4호
• /
• pp.117-130
• /
• 1997

본 논문에서는 등방성판의 인장이나 전단변형은 물론 굽힘문제에도 적용할 수 있는 3차원 고체요소들 중에서 최소의 자유도를 갖는 수정 10절점 상당요소를 제안하였다. 제안된 수정 10절점 상당요소는 Q11요소나 20절점요소로부터 자유도가 줄어듬에 기인한 과대한 굽힘강성을 나타낸다. 이러한 상대적 강성과잉 현상을 수정하기 위한 효과적인 방법으로 가우스 적분점 수정 방법을 제안하였다. 수정량은 포아송 비의 함수이다. 수정 10절점 상당요소의 효과를 여러 가지 예에 적용하여 검증하였다. 제안된 수정 10절점 상당요소에 의한 등방성판의 정적해석과 자유진동 해석의 결과들은 20절점요소를 사용한 결과들과 잘 일치하였다.

• Communications for Statistical Applications and Methods
• /
• 제21권3호
• /
• pp.261-274
• /
• 2014

In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.

• 품질경영학회지
• /
• 제27권3호
• /
• pp.125-141
• /
• 1999

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability with Poisson prior information are studied. For model selection, we explored the relative error.