• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.69-78
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• 1994

We obtain the Bayes estimator(BE), the minimum variance unbiased estimator(MVUE) and maximun likelihood estimator(MLE) of the reliability when the distribution of the stress and the strength are Weibull with known shape parameters. The experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Performance of the three estimators for moderate size samples are compared through Monte Carlo simulation.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.04a
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• pp.70-79
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• 1999

Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator from IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the systems of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrically modified version of AIS and test it to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.5 no.4
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• pp.321-325
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• 2004

It is quite difficult to create an unbiased and stable random bit stream, as required for statistical randomness, when using a random generator with only a hardware component. In this paper, we studied to reduce the statistical property of the biased bit stream in the output of a real random number generator. The proposed scheme is enhanced the randomness of output bitstream, these test items are used by FIPS 140-1.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.11b
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• pp.945-950
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• 2001

Floor impact noise has been evaluated by investigating the temporal and spectral characteristics of the noise. The noises generated by different impactors were analyzed to find out whether there is any correlation with the factors of ACF /IACF (Autocorrelation Function/Inter-aural Cross-correlation Function) [1] and Zwicker parameters [2]. Experiments were undertaken to compare the objective and subjective parameters of the floor impact noises generated by a bang/tapping machine, a rubber ball [3], and a walker. As a result, it was found that $\phi$ (0) and IACC extracted from ACF/IACF, and Loudness, Unbiased Annoyance from Zwicker parameters showed high correlation with subjective evaluations of loudness concerning floor impact noises. In addition, it was revealed that jumping is similar to the ball.

• Journal of the Korea Society for Simulation
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• v.8 no.3
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• pp.77-89
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• 1999

Simulating rare events, such as probability of cell loss in ATM networks, machine failure in highly reliable systems, requires huge simulation efforts due to the low chance of occurrence. Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator of IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the system of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrical version of AIS. We test NAIS to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

• The Bulletin of The Korean Astronomical Society
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• v.44 no.1
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• pp.74.1-74.1
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• 2019

We present an ongoing imaging survey of the host galaxies of hard X-ray-selected active galactic nuclei (AGNs) observed with the Hubble Space Telescope (HST). The snapshot images are taken with the Advanced Camera for Surveys through an HST gap-filler program. The sample, selected from the 70-month Swift-BAT X-ray source catalog, represents an unbiased and uniform AGN population, which will enable us to test the AGN unification model and explore the physical connection between host galaxies and central supermassive black holes. We also plan to investigate the AGN triggering mechanism by examining merger signatures and searching for dual nuclei. We present the pipeline for imaging analysis and the current status of the survey.

• Structural Engineering and Mechanics
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• v.27 no.4
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• pp.439-456
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• 2007

Reinforced concrete (RC) joint shear strength models are constructed using an experimental database in conjunction with a Bayesian parameter estimation method. The experimental database consists of RC beam-column connection test subassemblies that maintained proper confinement within the joint panel. All included test subassemblies were subjected to quasi-static cyclic lateral loading and eventually experienced joint shear failure (either in conjunction with or without yielding of beam reinforcement); subassemblies with out-of-plane members and/or eccentricity between the beam(s) and the column are not included in this study. Three types of joint shear strength models are developed. The first model considers all possible influence parameters on joint shear strength. The second model contains those parameters left after a step-wise process that systematically identifies and removes the least important parameters affecting RC joint shear strength. The third model simplifies the second model for convenient application in practical design. All three models are unbiased and show similar levels of scatter. Finally, the improved performance of the simplified model for design is identified by comparison with the current ACI 352R-02 RC joint shear strength model.

• Geomechanics and Engineering
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• v.25 no.4
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• pp.317-330
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• 2021

This paper reports the results of advanced data analysis involving artificial neural networks for the prediction of the unconfined compressive strength of granite using only two non-destructive test indexes. A data-independent site-independent unbiased database comprising 182 datasets from non-destructive tests reported in the literature was compiled and used to train and develop artificial neural networks for the prediction of the unconfined compressive strength of granite. The results show that the optimum artificial network developed in this research predicts the unconfined compressive strength of weak to very strong granites (20.3-198.15 MPa) with less than ±20% deviation from the experimental data for 70% of the specimen and significantly outperforms a number of available models available in the literature. The results also raise interesting questions with regards to the suitability of the Pearson correlation coefficient in assessing the prediction accuracy of models.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.253-269
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• 2005

One of the basic assumptions of the regression models is that the parameter vector does not vary across sample observations. If the parameter vector is not constant for all observations in the sample, the statistical model is changed and the usual least squares estimators do not yield unbiased, consistent and efficient estimates. This study investigates the regression model with some or all parameters vary across partitions of the whole sample data when the model permits different response coefficients during unusual time periods. Since the usual test for overall homogeneity of regressions across partitions of the sample data does not explicitly identify the break points between the partitions, the testing the equality between subsets of coefficients in two or more linear regressions is generalized and combined with the test procedure to search the break point. The method is applied to find the possibility and the turning point of the structural change in the long-run unemployment rate in the usual static framework by using the regression model. The relationships between the variables included in the model are reexamined in the dynamic framework by using Vector Autoregression.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.847-856
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• 2013

In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.