• Journal of Astronomy and Space Sciences
• /
• v.24 no.2
• /
• pp.135-144
• /
• 2007

Space environment becomes more hazardous for satellite because of increasing number of space debris. This research is to analyze collision hazards between KOMPSAT 3 in low-earth orbit and space debris generated by the explosion of FengYun satellite on the January 11, 2007. Based on the observed data of the space debris from FengYun satellite, the mass and number distribution of the debris are estimated including undetectable debris from the explosion of FengYun satellite. The spatial density and flux for the space debris can be calculated according to size. This study also brings out the analysis for the assessment of collision probability and damage probability. The algorithm developed in the current paper can be used to estimate the level of risk due to space debris for the satellites that will be launched in the future.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.37 no.3
• /
• pp.365-372
• /
• 2013

In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

• Wind and Structures
• /
• v.19 no.6
• /
• pp.623-647
• /
• 2014

In this paper, a probability distribution which is consistent with the observed phenomenon at the roof corner and, also on other portions of the roof, of a low-rise building is proposed. The model is consistent with the choice of probability density function suggested by the statistical thermodynamics of open systems and turbulence modelling in fluid mechanics. After presenting the justification based on physical phenomenon and based on statistical arguments, the fit of alpha-stable distribution for prediction of extreme negative wind pressure coefficients is explored. The predictions are compared with those actually observed during wind tunnel experiments (using wind tunnel experimental data obtained from the aerodynamic database of Tokyo Polytechnic University), and those predicted by using Gumbel minimum and Hermite polynomial model. The predictions are also compared with those estimated using a recently proposed non-parametric model in regions where stability criterion (in skewness-kurtosis space) is satisfied. From the comparisons, it is noted that the proposed model can be used to estimate the extreme peak negative wind pressure coefficients. The model has an advantage that it is consistent with the physical processes proposed in the literature for explaining large fluctuations at the roof corners.

• Journal of Korean Society of Forest Science
• /
• v.102 no.4
• /
• pp.477-483
• /
• 2013

The purpose of this study was to calculate uncertainty of emission factor collected data and to evaluate the applicability of Monte Carlo simulation technique. To estimate the distribution of emission factors (Such as Basic wood density, Biomass expansion factor, and Root-to-shoot ratio), four probability density functions (Normal, Lognormal, Gamma, and Weibull) were used. The two sample Kolmogorov-Smirnov test and cumulative density figure were used to compare the optimal probability density function. It was observed that the basic wood density showed the gamma distribution, the biomass expansion factor results the log-normal distribution, and root-shoot ratio showd the normal distribution for Pinus densiflora in the Gangwon region; the basic wood density was the normal distribution, the biomass expansion factor was the gamma distribution, and root-shoot ratio was the gamma distribution for Pinus densiflora in the central region, respectively. The uncertainty assessment of emission factor were upper 62.1%, lower -52.6% for Pinus densiflora in the Gangwon region and upper 43.9%, lower -34.5% for Pinus densiflora in the central region, respectively.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
• /
• 2008.04a
• /
• pp.185-188
• /
• 2008

This paper introduces the Bootstrap method for statistical analysis of noise and vibration spectrum in aeronautic and space fields. Generally, all components of a launch vehicle and its payloads are subjected to high intensive noise and vibration environment during the lift-off phase and the ascent phase through Mach =1 and Max Q. In order to verify their survivabilities against these severe vibroacoustic environments during qualification tests and acceptance tests, it is most important to estimate the proper upper limits of the environmental condition. Although NASA has typically utilized the Normal Tolerance Limit method in deriving these levels, the reference[1] says that the Bootstrap can be also an alternative method to estimate the maximum expected environments. In this paper, a general procedure of the Bootstrap method is summarized, and it is applied to analyze acceleration power spectral density functions, which were measured during acoustic test on the upper stage of KSLV-I.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.14 no.2
• /
• pp.277-286
• /
• 2010

In this paper amplitude and phase distortion of the received signal through a fading channel results in a severe performance degradation of the communication system, Therefore we consider the variance of the maximum a posteriori phase estimate of sinusoidal signal by the Cramer-Rao bound in wireless fading channel. To find the Cramer-Rao lower bound for the variance of the phase, We use the derived probability density function(pdf) of the phase in Nakagami fading channel. We analyze the error performance of modulation signals using order statistics on generalized combining reception and find adequate diversity branch number.

• Nuclear Engineering and Technology
• /
• v.50 no.5
• /
• pp.673-682
• /
• 2018

One of the most widely used methods to estimate core damage during a nuclear power plant accident is containment radiation measurement. The evolution of severe accidents is extremely complex, leading to uncertainty in the containment dose rate (CDR). Therefore, it is difficult to accurately determine core damage. This study proposes to conduct uncertainty analysis of CDR for core damage assessment. First, based on source term estimation, the Monte Carlo (MC) and point-kernel integration methods were used to estimate the probability density function of the CDR under different extents of core damage in accident scenarios with late containment failure. Second, the results were verified by comparing the results of both methods. The point-kernel integration method results were more dispersed than the MC results, and the MC method was used for both quantitative and qualitative analyses. Quantitative analysis indicated a linear relationship, rather than the expected proportional relationship, between the CDR and core damage fraction. The CDR distribution obeyed a logarithmic normal distribution in accidents with a small break in containment, but not in accidents with a large break in containment. A possible application of our analysis is a real-time core damage estimation program based on the CDR.

• KDI Journal of Economic Policy
• /
• v.40 no.4
• /
• pp.1-22
• /
• 2018

We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets. To do this, the Heston, GARCH, and CEV models are applied to the KOSPI 200 and S&P 500 Index. For the latent volatility variable, we generate and use the integrated volatility proxy using the implied volatility of short-dated at-the-money option prices. We conduct MLE in order to estimate the parameters of the stochastic volatility models. To do this we need the transition probability density function (TPDF), but the true TPDF is not available for any of the models in this paper. Therefore, the TPDFs are approximated using the irreducible method introduced in Aït-Sahalia (2008). Among three stochastic volatility models, the Heston model and the CEV model are found to be best for the Korean and US stock markets, respectively. There exist relatively strong leverage effects in both countries. Despite the fact that the long-run mean level of the integrated volatility proxy (IV) was not statistically significant in either market, the speeds of the mean reversion parameters are statistically significant and meaningful in both markets. The IV is found to return to its long-run mean value more rapidly in Korea than in the US. All parameters related to the volatility function of the IV are statistically significant. Although the volatility of the IV is more elastic in the US stock market, the volatility itself is greater in Korea than in the US over the range of the observed IV.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2021.06a
• /
• pp.63-63
• /
• 2021

Bed shear stress is important variable in river flow analysis. The bed shear stress has an effects on bed erosion, sediment transport, and mean flow characteristics. Quadratic formula to estimate bed shear stress is widely used, 𝜏=𝜌c_fu|u| in which friction coefficient, c_f, needs to be assigned to numerical models. The aim of this study is to estimate Chezy coefficient using bathymetry data measured by ADCP. Bed form geometry variables will be estimated form bed profile, then Chezy coefficient will be determined using estimated bed form geometry variables in order to set friction coefficient to numerical model. From the probability density function obtained from the bathymetry data, Chezy coefficient will be randomly generated since Chezy coefficient is not uniform over the space and it does not depend on spatial variables such as water depth and distance from river bank. Numerical test will be performed to find to demonstrate randomly extracted Chezy coefficient is appropriate. The result of this study is valuable in that the friction coefficient is estimated in consideration of the bed profile, and as a result, uncertainty of the friction coefficient can be reduced.

• The Korean Journal of Applied Statistics
• /
• v.23 no.1
• /
• pp.13-28
• /
• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.