• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.471-483
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• 1998

The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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• pp.147-150
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• 1996

A homing torpedo's performance can be expressed a function of many variables, i.e. technical and tactical variables. When designing a homing torpedo, these variables have to be decided upon. The system effectiveness of a homing torpedo can be determined by analyzing of these variables. This paper describes a procedure of simulation metamodelling using a Factor Analysis methodology. A simulation model was used in order to obtain the data base for analyzing detection probability of torpedo. By analyzing the main and interaction effects these variables on the analysis of detection probability, we will show the importance of certain variables, of a homing torpedo.

• 대한수학회논문집
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• 제38권2호
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• pp.491-507
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• 2023

The aim of this paper is to study the descriptive set-theoretic complexity of the Hewitt-Stromberg measure and dimension maps.

• 한국농공학회논문집
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• 제55권5호
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• pp.49-58
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• 2013

Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

• Structural Engineering and Mechanics
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• 제66권1호
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• pp.75-84
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• 2018

This study presents the reliability-based analysis of nonlinear structures using the analytical fragility curves excited by random earthquake loads. The stochastic method of ground motion simulation is combined with the random vibration theory to compute structural failure probability. The formulation of structural failure probability using random vibration theory, based on only the frequency information of the excitation, provides an important basis for structural analysis in places where there is a lack of sufficient recorded ground motions. The importance of frequency content of ground motions on probability of structural failure is studied for different levels of the nonlinear behavior of structures. The set of simulated ground motion for this study is based on the results of probabilistic seismic hazard analysis. It is demonstrated that the scenario events identified by the seismic risk differ from those obtained by the disaggregation of seismic hazard. The validity of the presented procedure is evaluated by Monte-Carlo simulation.

• 한국해안해양공학회:학술대회논문집
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• 한국해안해양공학회 2003년도 한국해안해양공학발표논문집
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• pp.376-381
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• 2003

The reliability analysis of overtopping probability is proposed. In order to estimate the expected overtopping probability of the rubble mound breakwater, the experimental results of individual wave runup height is applied for the analysis of irregular wave system. The joint distribution of wave heights and periods is used for the input data of runup calculation because the runup height depends on the wave height and period. The runup heights during the one event that the design wave attacks the rubble mound breakwater extend to the one life cycle of 60 years. Utilizing the Monte-Carlo method, the one life cycle is tried more about 60 times for obtaining the expected value of overtopping probability. It is found that the inclusion of the variability of wave tidal and wave steepness has great influence on the computation of the expected overtopping probability of rubble mound breakwater. The previous design disregarding the tidal fluctuation largely overestimates or underestimates the expected overtopping probability depending on tidal range and wave steepness.

• 한국신뢰성학회지:신뢰성응용연구
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• 제16권1호
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• pp.56-63
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• 2016

Purpose: The purpose of this study is to point out that the Kaplan-Meier method is not valid to calculate the survival probability or failure probability (risk) in the presence of competing risks and to introduce more valid method of cumulative incidence function. Methods: Survival analysis methods have been widely used in biostatistics division. However the same methods have not been utilized in reliability division. Especially competing risks cases, where several causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not noticed in the realm of reliability expertism or they are analysed in the wrong way. Specifically Kaplan-Meier method which assumes that the censoring times and failure times are independent is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced and sample competing risks data are analysed using cumulative incidence function and some graphs. Finally comparison of cumulative incidence functions and regression type analysis are mentioned briefly. Results: Cumulative incidence function is used to calculate the survival probability or failure probability (risk) in the presence of competing risks and some useful graphs depicting the failure trend over the lifetime are introduced. Conclusion: This paper shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime. In stead, cumulative incidence function is shown to be useful. Some graphs using the cumulative incidence functions are also shown to be informative.

• 한국군사과학기술학회지
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• 제21권2호
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• pp.225-234
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• 2018

In this paper, we consider a problem of partitioning a search area into smaller rectangular regions, so that multiple platforms can conduct search operations independently without requiring unnecessary coordination among themselves. The search area consists of cells where each cell has some prior information regarding the probability of target existence. The detection probability in particular cell is evaluated by multiplying the observation probability of the platform and the target existence probability in that cell. The total detection probability within the search area is defined as the cumulative detection probability for each cell. However, since this search area partitioning problem is NP-Hard, we decompose the problem into three sequential phases to solve this computationally intractable problem. Additionally, we discuss a special case of this problem, which can provide an optimal analytic solution. We also examine the performance of the proposed approach by comparing our results with the optimal analytic solution.

• Geomechanics and Engineering
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• 제21권3호
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• pp.289-300
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• 2020

Estimating the damage induced by an explosion around a blast hole has always been a challenging issue in geotechnical engineering. It is difficult to determine an exact dimension for damage zone since many parameters are involved in the formation of failures, and there are some uncertainties lying in these parameters. Thus, the present study adopted a probabilistic approach towards this problem. First, a reliability model of the problem was established and the failure probability of induced damage was calculated. Then, the corresponding exceedance risk curve was developed indicating the relation between the failure probability and the cracked zone radius. The obtained risk curve indicated that the failure probability drops dramatically by increasing the cracked zone radius so that the probability of exceedance for any crack length greater than 4.5 m is less than 5%. Moreover, the effect of each parameter involved in the probability of failure, including blast hole radius, explosive density, detonation velocity, and tensile strength of the rock, was evaluated by using a sensitivity analysis. Finally, the impact of the decoupling ratio on the reduction of failures was investigated and the location of its maximum influence was demonstrated around the blast point.

• 한국안전학회지
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• 제29권4호
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• pp.116-122
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• 2014

This study proposes a system reliability analysis of rack storage facilities subjected to forklift colliding events. The proposed system reliability analysis consists of two steps: the first step is to identify dominant failure modes that most contribute to the failure of the whole rack facilities, and the second step is to evaluate the system failure probability. In the first step, dominant failure modes are identified by using a simulation-based selective searching technique where the contribution of a failure mode to the system failure is roughly estimated based on the distance from the origin in the space of the random variables. In the second step, the multi-scale system reliability method is used to compute the system reliability where the first-order reliability method (FORM) is initially used to evaluate the component failure probability (failure probability of one member), and then the probabilities of the identified failure modes and their statistical dependence are evaluated, which is called as the lower-scale reliability analysis. Since the system failure probability is comprised of the probabilities of the failure modes, a higher-scale reliability analysis is performed again based on the results of the lower-scale analyses, and the system failure probability is finally evaluated. The illustrative example demonstrates the results of the system reliability analysis of the rack storage facilities subjected to forklift impact loadings. The numerical efficiency and accuracy of the approach are compared with the Monte Carlo simulations. The results show that the proposed two-step approach is able to provide accurate reliability assessment as well as significant saving of computational time. The results of the identified failure modes additionally let us know the most-critical members and their failure sequence under the complicated configuration of the member connections.