• 대한기계학회논문집A
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• 제29권11호
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• pp.1472-1479
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• 2005

Multiple surface crack distributed randomly along a weld toe influences strongly on the fatigue crack propagation life of welded joint. It is investigated by using statistical approaches based on series of systematic experiments. From the statistical results, initial crack numbers and its locations follow the normal distribution, and the probability of initial crack depths and lengths can be described well by tile Weibull distribution. These characteristics are used to calculate the fatigue crack propagation life, in which the mechanisms of mutual interaction and coalescence of the multiple cracks are considered as well as the Mk-factors obtained from a parametric study on the crack depths and lengths. The automatic calculation is achieved by the NESUSS, where the parameters such as the number, location and size of the cracks are all treated as random variables. The random variables are dealt through the Monte-Carlo simulation with sampling random numbers of 2,000. The simulation results show that the multiple cracks lead to much shorter crack propagation life compared with those in single crack situation. The sum of the simulation and tile fatigue crack initiation life derived by the notch strain approach agrees well with the experiments.

• Steel and Composite Structures
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• 제3권3호
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• pp.185-198
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• 2003

The concept of performance based seismic design has been gradually accepted by the earthquake engineering profession recently, in which the cost-effectiveness criterion is one of the most important principles and more attention is paid to the structural performance at the inelastic stage. Since there are many uncertainties in seismic design, reliability analysis is a major task in performance based seismic design. However, structural reliability analysis may be very costly and time consuming because the limit state function is usually a highly nonlinear implicit function with respect to the basic design variables, especially for the complex large-scale structures for dynamic and nonlinear analysis. Understanding statistical properties of the structural inelastic deformation, which is the aim of the present paper, is helpful to develop an efficient approximate approach of reliability analysis. The present paper studies the statistical properties of the maximum elastoplastic story drift of steel frames subjected to earthquake load. The randomness of earthquake load, dead load, live load, steel elastic modulus, yield strength and structural member dimensions are considered. Possible probability distributions for the maximum story are evaluated using K-S test. The results show that the choice of the probability distribution for the maximum elastoplastic story drift of steel frames is related to the mean value of the maximum elastoplastic story drift. When the mean drift is small (less than 0.3%), an extreme value type I distribution is the best choice. However, for large drifts (more than 0.35%), an extreme value type II distribution is best.

• 한국산학기술학회논문지
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• 제12권2호
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• pp.594-599
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• 2011

본 논문은 마그네슘합금 AZ31의 피로파손수명의 확률론적 특성과 신뢰성에 미치는 경계조건의 영향을 평가하였다. 경계조건으로 시편두께와 응력비 그리고 최대피로하중을 적용하였으며, 각 경계조건별로 세부 실험조건에 대한 피로균열전파실험을 수행하여 피로파손수명에 대한 통계 데이터를 획득하였다. 마그네슘합금의 피로파손수명의 통계적 해석을 위하여 3-모수 와이블분포를 사용하였다. 시편두께가 두꺼울수록, 응력비가 클수록, 그리고 최대피로하중이 작을수록 통계적 피로파손수명이 길게 나타났다. 반면에 시편두께가 얇을수록, 응력비가 작을수록, 그리고 최대피로하중이 클수록 신뢰성이 급격히 감소하였다.

• Communications for Statistical Applications and Methods
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• 제28권1호
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• pp.1-19
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• 2021

Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

• 응용통계연구
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• 제35권4호
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• pp.501-515
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• 2022

두꺼운 꼬리 분포와 레버리지효과 등의 금융시계열의 전형적인 특징에도 불구하고 기존 빈도론적 접근법에서는 이를 명시적으로 포착하는 확률변동성모형이 제시된 바 없다. 본 연구는 빈도론적 접근법에서 수익률 금융시계열의 두꺼운 꼬리 분포와 레버리지효과를 명시적으로 포착할 수 있는 근사적인 확률변동성모형 설정을 제시하고 이에 대한 Langrock 등 (2012)의 HMM근사를 이용한 최우추정을 제안한다. 본 연구는 다양한 모의실험과 실증분석을 통해 본 연구에서 제안하는 근사모형이 두꺼운 꼬리 분포와 레버리지효과를 정밀하고 효과적으로 추정할 수 있음을 보인다.

• 유통과학연구
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• 제21권7호
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• pp.33-40
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• 2023

Purpose: Higher Order Thinking Skills is one of the important aspects in education that must be mastered by the students in order to be qualified in competing at international level. Success in mastering HOTS among the students is always linked to preparation of a good and conducive learning environment. However, does this connection impacts the students' HOTS achievement? Therefore, this research is carried out in order to evaluate the relationship between HOTS and learning environment with the main focus on Accounting Principle Elective Subject (MPEI PP). Research design, data and methodology: Research in the form of correlation is implied in this study and it involves 59 Form 5 students that has learned all syllabus in Form 4's MPEI PP. Results: Evaluation of HOTS level is based on Taxonomy Bloom that covers applying skill, analysing skill, evaluating skill, and creating skill. Result from data analysis found that there is a very weak correlation (r = 0.02) between the two variables with regression equation of average grade point = 75.023 + (-.273) Learning Environment. Conclusion: Thus, a non-significant relationship between HOTS and learning environment is successfully proven through correlation and regression statistical analysis.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.325-337
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• 2017

In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

• 한국산학기술학회논문지
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• 제15권5호
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• pp.2603-2609
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• 2014

기계시스템의 신뢰성 해석을 위해서는 기계시스템에 성능을 미치는 변수의 확률 분포와 파라미터를 결정하는 통계적 모델링은 반드시 필요하다. 하지만, 신뢰성 해석에서 상당수의 변수는 상관관계가 있음에도 불구하고 독립변수로 취급되거나 실험데이터 수가 부족하다는 이유로 통계 모델에 대한 잘못된 가정을 하는 경우가 많다. 본 연구에서는 베이지안 방법을 이용하여 상관관계를 갖는 데이터의 결합분포함수를 copula를 이용하여 모델링함으로써 적은 수의 데이터로부터 정확한 입력모델을 산정하는 방법을 제안하였으며, 방법의 검증을 위해 다양한 상관계수와 데이터 수에 대해 통계 시뮬레이션을 수행하였다. 그 결과 Bayesian방법은 상관계수가 낮아 후보함수가 유사하거나 샘플수가 적어 정확한 모델을 산정하기 어려운 경우에도 후보 copula 중 실제 copula와 가장 근사한 후보 copula를 선정하였다. 이러한 근사 후보 copula는 신뢰성 해석결과 역시 실제 copula 함수를 이용한 신뢰성 해석 결과와 유사한 결과를 가짐을 확인할 수 있으므로 베이지안 방법은 신뢰성 해석을 위해 정확한 통계모델링을 제공함을 알 수 있다.

• Journal of the Korean Statistical Society
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• 제17권2호
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• pp.61-80
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• 1988

For testing homogeneity of scale parameters aginst ordered alternatives, some nonparametric test statistics based on pairwise ranking method are proposed. The proposed tests are distribution-free. The asymptotic distributions of the proposed statistcs are also investigated. It is shown that the Pitman efficiencies of the proposed rank tests are the same as those of the corresponding two-sample rank tests in the scale problem. A small-sample Monte Carlo study is also performed. The results show that the proposed tests are robust and efficient.

• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.213-228
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• 2008

Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.