• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.160-170
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• 1990

A new approximation method is proposed for the ARL of CUSUM chart which is based on the log probability ratio statistic. This method uses the condition of before-stopping time to derive the expectation of excess over boundaries. The proposed method is compared to some other approximation methods in normal and exponential cases.

• 응용통계연구
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• 제26권5호
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• pp.759-766
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• 2013

본 논문에서는 두꺼운 꼬리를 갖는 확률분포들의 여러 부류에 대해서 살펴본다. 주어진 하나의 확률분포가 이들 중 어떤 부류에 속하는 지를 알려면 해당 분포의 꼬리 확률에 대한 (점근) 표현식을 알아야만 한다. 그러나 대다수의 절대 연속 확률분포들은 분포함수가 아닌 확률밀도함수로 명시되기 때문에 통상적으로 이들의 꼬리 확률에 대한 표현식을 얻는 작업은 그리 쉬운 일이 아니다. 본 논문에서는 이러한 경우 확률밀도함수만을 이용하여 꼬리 확률에 대한 점근 표현식을 쉽게 얻을 수 있는 하나의 방법을 제안한다. 또한 제안한 방법을 설명하기 위하여 몇가지 예를 첨부한다.

• 한국지진공학회논문집
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• 제26권4호
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• pp.173-180
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• 2022

Most of the drinking water dams managed by the local governments in Korea are earthfill dams, and these dams have almost no geotechnical property information necessary for seismic performance evaluation. Nevertheless, in the rough planning stage for improving seismic safety for these dams, it is necessary to classify their relative seismic hazard against earthquakes and conduct an additional ground investigation. The zero seismic failure probability curve is a curve suggested in this study in which the probability of failure due to an earthquake becomes '0' regardless of the geotechnical properties of the earthfill dam. By examining the method and procedure for calculating failure probability due to an earthquake suggested in previous researches, the zero seismic failure probability curves for an earthquake in 1,000-year and 2,400-year return periods in Korea were presented in the form of a hyperbola on the plane of the dam height versus freeboard ratio (ratio of freeboard to dam height), respectively. The distribution characteristics of the dam height and the freeboard ratio of 81 Korean earthfill dams were presented. The two proposed zero seismic failure probability curves are shown on the plane of the dam height versus freeboard ratio, and the relative seismic hazard of 81 dams can be classified into three groups using these curves as boundaries. This study presented the method of classifying the relative seismic hazard and the classification result.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권11호
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• pp.4184-4202
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• 2021

Text steganography combined with natural language generation has become increasingly popular. The existing methods usually embed secret information in the generated word by controlling the sampling in the process of text generation. A candidate pool will be constructed by greedy strategy, and only the words with high probability will be encoded, which damages the statistical law of the texts and seriously affects the security of steganography. In order to reduce the influence of the candidate pool on the statistical imperceptibility of steganography, we propose a steganography method based on a new sampling strategy. Instead of just consisting of words with high probability, we select words with relatively small difference from the actual sample of the language model to build a candidate pool, thus keeping consistency with the probability distribution of the language model. What's more, we encode the candidate words according to their probability similarity with the target word, which can further maintain the probability distribution. Experimental results show that the proposed method can outperform the state-of-the-art steganographic methods in terms of security performance.

• 대한산업공학회지
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• 제33권1호
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• pp.52-60
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• 2007

Estimating parameters of the lifetime distribution is investigated when field failure data are not completelyreported. To take into account the reality and the accuracy of the estimates in such a case, the failure reportingprobability is incorporated in estimating parameters, Firstly, method of maximum likelihood estimate (MLE) isused to estimate parameters of the lifetime distribution when failure reporting probability is known, Secondly,Expectation and Maximization (EM) algorithm is used to estimate the failure reporting probability and parame-ters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both cases,procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simula-tion results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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• pp.678-685
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• 2005

Estimating parameters of the lifetime distribution is investigated when field failure data are not completely reported. To take into account the reality and the accuracy of the estimates in such a case, the failure reporting probability is incorporated in estimating parameters. Firstly, method of maximum likelihood estimate(MLE) is used to estimate parameters of the lifetime distribution when failure reporting probability is known. Secondly, Expectation and Maximization(EM) algorithm is used to estimate the failure reporting probability and parameters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both case, procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simulation results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

• 한국군사과학기술학회지
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• 제10권4호
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• pp.30-37
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• 2007

In this paper, Water Entry Point Selection Algorithm(WEPSA) for selecting an optimal Water Entry Point of anti-submarine missiles which maximizes Detection Probability about a given target was investigated. WEPSA is a method which decides the position of an optimal Water Entry Point with calculating the target Detection Probability of a torpedo in the whole domain which centered by the target, performing the Monte-Carlo Simulations which include errors for the target informations and for weapon delivery. We can decide an optimal Water Entry Point of anti-submarine missiles which maximizes Detection Probability about a given target with WEPSA, if we get target informations about target range, target bearing, target speed and target course from Combat Systems.

• Communications for Statistical Applications and Methods
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• 제22권1호
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• pp.69-80
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• 2015

In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

• 대한용접접합학회:학술대회논문집
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• 대한용접접합학회 2002년도 Proceedings of the International Welding/Joining Conference-Korea
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• pp.688-693
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• 2002

Adhesive bonding is becoming one of the popular joining techniques in metal industries, since it has some advantages over other techniques such as welding and diffusion bonding, e.g., any dissimilar metals are easily adhesive-bonded together. In this study, the experiments were carried out in order to provide the statistical data with strength evaluation methods: tension, shear and four-point bending tests for thermoplastic epoxy resin based adhesive-bonded metal joints. We should certificate on the probability of the adhesive strength that has the tendency of brittle fracture, the adhesive bonding strength between metals with thermoplastic adhesive has the best probability at four-point bending test. The strength testing method that has higher probability is four-point bending test, shear test and tensile test in order.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).