• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.423-432
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• 2016

In this paper, we stochastically analyze the continuous time surplus process in a risk model which involves a continuous type investment. It is assumed that the investment of the surplus to other business is continuously made at a constant rate, while the surplus process stays over a given sufficient level. We obtain the stationary distribution of the surplus level and/or its moment generating function by forming martingales from the surplus process and applying the optional sampling theorem to the martingales and/or by establishing and solving an integro-differential equation for the distribution function of the surplus level.

• Smart Structures and Systems
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• v.12 no.6
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• pp.641-659
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• 2013

In this paper is studied the influence of the uncertain mass distribution over the floors on the choice of the optimal parameters of a hybrid control system for tall buildings subjected to wind load. In particular, an optimization procedure is developed for the robust design of a hybrid control system that is based on an enhanced Monte Carlo simulation technique and the genetic algorithm. The large computational effort inherent in the use of a MC-based procedure is reduced by the employment of the Latin Hypercube Sampling. With reference to a tall building modeled as a multi degrees of freedom system, several numerical analyses are carried out varying the parameters influencing the floors' masses, like the coefficient of variation of the distribution and the correlation between the floors' masses. The procedure allows to obtain optimal designs of the control system that are robust with respect to the uncertainties on the distribution of the dead and live loads.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1455-1464
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• 2013

This paper develops maximum likelihood estimators (MLEs) of unknown parameters in an exponentiated half-logistic distribution based on a progressively type-II censored sample. We obtain approximate confidence intervals for the MLEs by using asymptotic variance and covariance matrices. Using importance sampling, we obtain Bayes estimators and corresponding credible intervals with the highest posterior density and Bayes predictive intervals for unknown parameters based on progressively type-II censored data from an exponentiated half logistic distribution. For illustration purposes, we examine the validity of the proposed estimation method by using real and simulated data.

• Journal of Korea Multimedia Society
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• v.23 no.4
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• pp.595-602
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• 2020

We propose a generative probabilistic model with Dirichlet prior distribution for topic modeling and text similarity analysis. It assigns a topic and calculates text correlation between documents within a corpus. It also provides posterior probabilities that are assigned to each topic of a document based on the prior distribution in the corpus. We then present a Gibbs sampling algorithm for inference about the posterior distribution and compute text correlation among 50 abstracts from the papers published by IEEE. We also conduct a supervised learning to set a benchmark that justifies the performance of the LDA (Latent Dirichlet Allocation). The experiments show that the accuracy for topic assignment to a certain document is 76% for LDA. The results for supervised learning show the accuracy of 61%, the precision of 93% and the f1-score of 96%. A discussion for experimental results indicates a thorough justification based on probabilities, distributions, evaluation metrics and correlation coefficients with respect to topic assignment.

• Journal of the Korean Geotechnical Society
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• v.17 no.2
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• pp.21-30
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• 2001

통계적 절리모델링에서 가장 불확실성이 큰 부분이 절리의 길이분포를 추정하는 것이다. 절리선 길이 분포의 추정에서 이제까지는 주로 조사선 조사(scanline survey)를 통한 절리선 반길이 분포를 이용하여 왔다. 이 연구에서는 포이송 디스크 절리모델에 대하여 보다 정밀도가 높은 절리선 길이 분포 추정방법을 찾기 위하여 조사창 조사를 이용하였다. 직사각형 및 원형 조사창에 대하여 양쪽 끝이 조사창 내부에 존재하는 절리선인 양끝내포선의 길이 분포와 한쪽 끝만이 존재하는 한끝내포선의 길이 분포를 이용, 절리선 분포를 추정하는 4개의 관계식을 각각 유도하고 컴퓨터 모의실험을 통하여 유도식의 타당성을 검증한 후 각 유도식을 이용한 절리선 분포의 추정오차를 비교하였다. 또한 절리선 분포로부터 절리직경분포를 계산하는 수치적 해를 유도하고 컴퓨터 모의시험을 통해 수치적 해에 대한 타당성을 검증하였다. 이 연구에서 제시한 조사창 조사를 이용한 절리 길이의 추정방법은 앞으로 절리모델링 분야에서 적용성이 높을 것으로 판단된다.

• Journal of Gifted/Talented Education
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• v.22 no.3
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• pp.503-525
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• 2012

This study compared levels of mathematically talented students' statistical thinking with those of non-talented students in statistical modeling and sampling distribution understanding. t tests were conducted to test for statistically significant differences between mathematically gifted students and non-gifted students. In case of statistical modeling, for both of elementary and middle school graders, the t tests show that there is a statistically significant difference between mathematically gifted students and non-gifted students. Table of frequencies of each level, however, shows that levels of mathematically gifted students' thinking were not distributed at the high levels but were overlapped with those of non-gifted students. A similar tendency is also present in sampling distribution understanding. These results are thought-provoking results in statistics instruction for mathematically talented students.

• Structural Engineering and Mechanics
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• v.38 no.1
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• pp.125-140
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• 2011

This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

• Journal of Korean Society for Quality Management
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• v.20 no.1
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• pp.22-32
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• 1992

This thesis compares life test acceptance sampling plans under lifetime has an exponential distribution. Various practical considerations may lead a user adopt a two-stage, or double sampling, test procedure. Hewett and Spurrier(1983) provided a survey of two-stage methods, as well as examples of experiments for which a two-stage procedure would be appropriate. The plans are compared in terms of the expected number of failures, and the expected time required to reach a dicision. Computational experiments are conducted and the results are tabulated to provide guidelines for selecting an appropriate plan for a given situation.

• Journal of Korean Society for Quality Management
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• v.23 no.4
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• pp.13-27
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• 1995

This paper considers the design of life test sampling plans based on Type II censored accelerated life tests. The lifetime distribution of products is assumed to be exponential. An estimator of acceleration factor between use condition stress and an accelerated level of stress higher than use condition stress is assumed to be known. The critical value for lot acceptance and the number of failure before censoring which satisfy the producer's and consumer's risk requirements are determined. The properties of the proposed life test sampling plans are investigated.

• Journal of Korean Institute of Industrial Engineers
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• v.20 no.1
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• pp.15-25
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• 1994

The Bayesian approach to reliability acceptance sampling has several advantages over the non-Bayesian approach. For instance, the former usually requires less amount of testing time and smaller sample sizes than the latter. In this article, a Bayesian acceptance sampling plan(ASP) based on a failure-free period life test is developed under the assumption of exponential lifetime distribution, and is compared with the corresponding Bayesian hybrid ASP in terms of the expected completion time. It is found that the proposed ASP tends to have a smaller expected completion time than the Bayesian hybrid ASP as the prior assessment of the reliability of a lot becomes optimistic, and vice versa. Tables of failure-free period Bayesian ASP's are also included.