• Journal of the Korean Statistical Society
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• 제12권2호
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• pp.69-80
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• 1983

The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

• Journal of applied mathematics & informatics
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• 제1권1호
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• pp.31-42
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• 1994

In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.

• Journal of applied mathematics & informatics
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• 제3권1호
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• pp.89-100
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• 1996

In this paper we investigate a limit theorem for a non-statioary d-parameter array of associated random variables applying the criterion of the tightness condition in Donsker, M[1951]. Our re-sults imply an extension to the nonstatioary case of Convergence of Probability Measure of billingsley. P[1986]. and analogous results for the d-dimensional associated random measure. These results are also applied to show a new limit theorem for Poisson cluster random mea-sures.

• 한국도로학회논문집
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• 제20권2호
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• pp.119-126
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• 2018

PURPOSES : The purpose of this study is to develop a crash prediction model at signalized intersections, which can capture the randomness and uncertainty of traffic accident forecasting in order to provide more precise results. METHODS : The authors propose a random parameter (RP) approach to overcome the limitation of the Count model that cannot consider the heterogeneity of the assigned locations or road sections. For the model's development, 55 intersections located in the Daejeon metropolitan area were selected as the scope of the study, and panel data such as the number of crashes, traffic volume, and intersection geometry at each intersection were collected for the analysis. RESULTS : Based on the results of the RP negative binomial crash prediction model developed in this study, it was found that the independent variables such as the log form of average annual traffic volume, presence or absence of left-turn lanes on major roads, presence or absence of right-turn lanes on minor roads, and the number of crosswalks were statistically significant random parameters, and this showed that the variables have a heterogeneous influence on individual intersections. CONCLUSIONS : It was found that the RP model had a better fit to the data than the fixed parameters (FP) model since the RP model reflects the heterogeneity of the individual observations and captures the inconsistent and biased effects.

• Structural Engineering and Mechanics
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• 제53권6호
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• pp.1127-1141
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• 2015

The optimum design of liquid column dampers in seismic vibration control considering system parameter uncertainty is usually performed by minimizing the unconditional response of a structure without any consideration to the variation of damper performance due to uncertainty. However, the system so designed may be sensitive to the variations of input system parameters due to uncertainty. The present study is concerned with robust design optimization (RDO) of liquid column vibration absorber (LCVA) considering random system parameters characterizing the primary structure and ground motion model. The RDO is obtained by minimizing the weighted sum of the mean value of the root mean square displacement of the primary structure as well as its standard deviation. A numerical study elucidates the importance of the RDO procedure for design of LCVA system by comparing the RDO results with the results obtained by the conventional stochastic structural optimization procedure and the unconditional response based optimization.

• 한국전산구조공학회논문집
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• 제23권6호
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• pp.727-737
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• 2010

Together with the Young's modulus the Poisson's ratio is another independent material parameter that governs the behavior of a structural system. Therefore, it is meaningful to evaluate separately the influence of the parameter on the random response of the structural system. To this end, a formulation dealing with the spatial randomness in the Poisson's ratio in laminated composite plates is proposed. The main idea of the paper is to transform the fraction form of the constitutive coefficients into the expanded form in an ascending order of the stochastic field function. To validate the adequacy of the formulation, a square plate is chosen and the computation results are compared with those obtained using conventional Monte Carlo simulation. It is observed that the results show good agreement with those by the Monte Carlo simulation(MCS).

• 한국안전학회지
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• 제30권5호
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• pp.131-137
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• 2015

For the evaluation of safety margin of a nuclear power plant using a conservative methodology, the influence of applied assumptions such as initial conditions and boundary conditions needs to be assessed deliberately. Usually, a combination of the most conservative initial conditions is determined, and the safety margin for the transient is evaluated through the analysis for this conservative conditions. In existing conservative methodologies, a most-conservative condition is searched through the analyses for the maximum, minimum, and nominal values of the major parameters. In the present study, we investigates a new approach which can be applied to choose a most-conservative initial condition effectively when a best-estimate computer code and a conservative evaluation methodology are utilized for the evaluation of safety margin of transients. By constituting the band of various initial conditions using the random sampling of input parameters, the sensitivity study for various parameters are performed systematically. A method of sampling the value of control or operation parameters for a certain range is adopted by use of MOSAIQUE program, which enables to minimize the efforts for achieving the steady-state for various different conditions. A representative control parameter is identified, which governs the reactor coolant flow rate, pressurizer pressure, pressurizer level, and steam generator level, respectively. It is shown that an appropriate distribution of input parameter is obtained by adjusting the range and distribution of the control parameter.

• International Journal of Automotive Technology
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• 제8권5호
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• pp.623-628
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• 2007

Reliability analysis based on fracture mechanics requires knowledge of the on statistical parameters m and C in the fatigue crack growth law $da/dN=C({\Delta}K)^m$. The purpose of the present study is to investigate if it is possible to explain the change of parameter m by the fluctuation of C only. In this study, we apply the Paris-Erdogan law treating the parameter C as random and the parameter m as constant. Fluctuations in crack growth rate are assumed to be dependent only on C. The material resistance to fatigue crack growth(Z=1/C) is treated as a spatially random process, that varies along the crack path. The theoretical crack growth rates at various stress intensity factors are discussed. Additionally, the results of constant ${\Delta}K$ fatigue crack growth tests are reported for the structural steel, SM45C. The experimental data have been analyzed to determine the probability distribution of fatigue crack growth resistanc.

• 한국환경과학회지
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• 제28권1호
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• pp.19-35
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• 2019

This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

• 한국해안·해양공학회논문집
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• 제25권1호
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• pp.28-33
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• 2013

해안선에 비스듬히 입사하는 다방향 불규칙파랑은 굴절에 의해 방향 비대칭성이 발생한다. 방향 비대칭은 최대 방향분포 매개변수($s_{max}$)와 연관된 비대칭 매개변수의 항으로 표현된다. 본 연구에서는 심해에서 다양한 주파향각과 최대 방향분포 매개변수 등의 특징을 갖는 다방향 불규칙파랑에 대해 수심 변화에 따른 비대칭 매개변수와 최대 방향분포 매개변수의 변화를 계산하였다. 계산 값들은 파랑의 방항 비대칭성을 무시한 Goda and Suzuki(1975)에 의한 결과와는 다르다. 비대칭 매개변수와 최대 방향분포 매개변수의 계산을 위해 JONSWAP 스펙트럼(Hasselmamn et al., 1973)과 Lee et al.(2010)의 방향 분포 함수를 사용하였다. 계산 과정과 결과들은 일반화를 위해 심해에서의 유의파고, 첨두주기, 첨두주기에 해당하는 파장 등으로 무차원화 하였다.