• Journal of applied mathematics & informatics
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• 제20권1_2호
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• pp.119-132
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• 2006

This paper presents an approach for using right-truncated exponentially distributed random variables to model activity times in stochastic activity networks. The advantages of using the right-truncated exponential distribution are discussed. The moments of a project completion time using the proposed distribution are derived and compared with other estimated moments in literature.

• IEIE Transactions on Smart Processing and Computing
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• 제5권1호
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• pp.43-48
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• 2016

We propose plain fingerprint classification based on a core stochastic algorithm that effectively uses a core stochastic model, acquiring more fingerprint minutiae and direction, in order to increase matching performance. The proposed core stochastic algorithm uses core presence/absence and contains a ridge direction and distribution map. Simulations show that the fingerprint classification accuracy is improved by more than 14%, on average, compared to other algorithms.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.13-25
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• 1993

The purpose of this paper is to investigate the properties of order statistics under various stochastic relations. We study the stochastic comparison of order statistics in a single sample. And we consider two sample case too. For example, F(t) > G9t) for t > 0 when X and Y are random variables symmetric about 0, with c.d.f.s F and G. Two examples are provided.

• Structural Engineering and Mechanics
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• 제86권3호
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• pp.349-359
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• 2023

This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

• Journal of Advanced Marine Engineering and Technology
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• 제25권5호
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• pp.1058-1064
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• 2001

In this paper, the development of probability distribution estimation program for fatigue crack growth lives was summarize. The probability distribution estimation program of life was developed to increase the reliability of life estimation. In this study, it is considered that the cause of scatter in fatigue crack growth data is due to material inhomogeneity. The material resistance to fatigue crack growth is modelled as a spatial stochastic process, which varies randomly along the crack path. We developed the GUI program to estimate the probability distribution and reliability using the non-Gaussian stochastic process method. This program can be used for the reliability assessment.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.291-297
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• 2001

For a stochastic regression model in which the errors are assumed to form a stationary linear process, we show that the difference between the empirical distribution functions of the errors and the estimates of those errors converges uniformly in probability to zero at the rate of $o_{p}$ ( $n^{-}$$\frac{1}{2}$) as the sample size n increases.

• 대한산업공학회지
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• 제42권2호
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• pp.86-95
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• 2016

We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2000년도 춘계학술대회 논문집
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• pp.40-45
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• 2000

Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by Shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\Delta$K constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6, 12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

• 한국해양공학회지
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• 제14권4호
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• pp.73-78
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• 2000

Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\delta K$ constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6,12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

• 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.