• Structural Engineering and Mechanics
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• 제49권1호
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• pp.111-128
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• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• 대한기계학회논문집A
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• 제35권2호
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• pp.163-168
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• 2011

설계단계에서 시스템의 불확실성을 반영하려는 노력이 다양하게 이루어지고 있으며, 강건 최적설계 혹은 신뢰도 기반 최적설계는 이에 대한 대표적인 설계 방법론이다. 실제 문제에 이러한 방법론을 적용하기 위해서는 성능함수의 통계적 모멘트와 손상확률에 대한 정확하고 효율적인 추정 방법이 필요하고, 더불어 최적화를 위한 방향탐색과정에서 요구되는 민감도 해석의 정확성 및 효율성이 확보되어야 한다. 본 연구에서는 함수근사모멘트 방법을 기존에 유도된 적분 형태의 민감도 해석 식에 적용하여 그 민감도 해석 결과의 정확성을 확인하고, 이를 대표적인 신뢰도 기반 최적설계 문제에 적용하고자 한다. 민감도 해석 결과 및 신뢰도 기반 최적설계 결과를 타방법의 결과와 비교하여 함수근사모멘트 방법의 타당성을 입증하고자 한다. 활용된 적분 형태의 민감도 해석은 손상확률 혹은 통계적 모멘트가 계산된 경우 추가적인 함수 계산 없이 민감도를 얻을 수 있는 효율적인 방법이다.

• 대한인간공학회지
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• 제26권1호
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• pp.19-27
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• 2007

Despite the widespread use of laterally wedged insoles for patients with knee osteoarthritis and medially wedged insoles for controlling rearfoot pronation, an understanding of the effects of wedged insoles was limited and sometimes controversial. The objective of this study was to evaluate the effect of wedged insoles on the kinematics and kinetics of normal gait. Ten male subjects without history of lower limb disorders were recruited. Each subject performed four gait cycles under each of seven conditions; shod with 5$^{\circ}$, 8$^{\circ}$ and 15$^{\circ}$, 8$^{\circ}$ and 15$^{\circ}$ laterally wedged insoles. In order to determine statistical differences among seven conditions, the measured temporal spatial variables, angular displacements, joint moments, and ground reaction forces were compared with a one-way analysis of variance. Some significant changes induced by wedged insoles were apparent in joint moments and ground reaction forces. The medially wedged insole increased the laterally directed ground reaction force and varus moments at the ankle force and varus moments at the ankle and the knee.

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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• pp.49-56
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• 1999

This paper present a study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skewless are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• Journal of Advanced Marine Engineering and Technology
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• 제24권4호
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• pp.405-413
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• 2000

This paper present study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skew are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.259-269
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• 1993

A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.235-247
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• 1993

The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.419-433
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• 2001

In this paper we introduce a method of improving efficiency of the moment estimator of Dekkers, Einmahl and de Haan(1989) for the extreme value index $\beta$. a new estimator of $\beta$ is proposed by adding the third moment ot the original moment estimator which is composed of the first two moments of the log-transformed sample data. We establish asymptotic normality of the new estimator and examine and adaptive procedure for the new estimator. The resulting adaptive estimator proves to be asymptotically better than the moment estimator particularly for $\beta$<0.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.603-613
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• 2005

We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.203-211
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• 2003

A new result of weak convergence of the empirical process is established for a stationary ${\phi}-mixing$ sequence of random variables, which relaxes the existing conditions on mixing coefficients. The result is basically obtained from bounds for even moments of sums of ${\phi}-mixing$ r.v.'s useful for handling triangular arrays with entries decreasing in size.