• 대한수학회보
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• 제58권6호
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• pp.1419-1443
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• 2021

The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

• Journal of the Korean Data and Information Science Society
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• 제20권6호
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• pp.1093-1101
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• 2009

분위수 회귀모형은 확률변수들 사이에 확률적인 관계구조를 포함한 함수 모형을 좀 더 완벽하게 추정하도록 제공한다. 본 논문에서는 함수 추정에 로버스트하다고 알려져 있는 서포트벡터기계 기법과 이중벌칙커널기계를 이용하여 분위수 회귀모형을 추정하고자 한다. 이중벌칙커널기계는 고차원의 입력변수에 대한 분위수 회귀가 요구될 때 분위수 회귀모형을 잘 추정한다고 알려져 있다. 또한 본 논문에서는 광범위한 형태의 분위수 회귀모형 추정을 위해서 정규분포보다 비대칭 라플라스 분포를 이용한다. 본 논문에서 제안한 모형은 분위수 회귀모형 추정을 위해서 서포트벡터기계 기법에 이중벌칙커널기계를 이용하여 각각의 평균과 분산을 동시에 추정한다. 평균과 분산함수 추정을 위해 사용된 커널함수의 모수들은 최적의 값을 찾기 위해 일반화근사 교차타당성을 이용한다.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• 응용통계연구
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• 제29권1호
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• pp.99-112
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• 2016

비대칭 점프확산 모형은 자산 가격의 비대칭적 변동을 효과적으로 설명하는 모형으로 활용되어 왔다. 그러나 다변량 모형으로 확장한 다변량 비대칭 라플라스 점프확산 모형은 가능도함수가 닫힌 해로 존재하지 않아 모형의 추론에 한계가 존재하였다. 본 논문에서는 이러한 한계점을 극복하기 위해 자료 확장 기법을 제안하고 새로운 베이지안 추론 방법을 개발한다. 본 논문에서 제안된 모형은 단일 점프와 공통 점프 뿐만 아니라 모든 가능한 조합으로 발생하는 점프를 반영한 확장된 다변량 비대칭 라플라스 점프확산 모형이다. 이러한 모형을 분석하기 위해 붕괴된 깁스 샘플러를 고안한 베이지안 방법을 개발하였다. 본 논문에서 제안된 모형과 방법을 모의실험 자료 및 2005년 1월 3일부터 2015년 9월 30일까지 관찰된 일별 KOSPI, S&P500, 그리고 Nikkei225에 적용하여 효율성을 검증하였다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 추계학술대회논문집
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• pp.498-504
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• 2002

Vibration beat phenomenon is theoretically investigated on a slightly asymmetric cylindrical shell, which is a simplified model of Korean bell. Mode pairs of the slightly asymmetric shell are obtained by receptance analysis and impulse response of the shell is derived using modal expansion and Laplace transform. Based on the impulse response model, beat mapping method is proposed to explain the reason that the beat of a bell vibration shows periodic distribution on the circumference. Beat characteristics of King Song-Dok Bell are explained in detail using the beat map and the measured modal data.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2002년도 학술대회지
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• pp.17-22
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• 2002

Non-uniform and unsteady inflow into a Horizontal Axis Wind Turbine (HAWT) brings about an asymmetric flow field on the rotor plane and an unsteady aerodynamic load on the blades. In the present paper effects of yawed inflow and wind shear are analyzed by an inviscid aerodynamic model based on the asymptotic acceleration potential method. In the analysis the rotor blades are represented by spanwise and chordwise pressure distribution composed of analytical first-order asymptotic solutions for the Laplace equation. As the actual wind field experienced by a HAWT is turbulent, the effects of the turbulence are also examined using the Veers' model.

• 한국복합재료학회:학술대회논문집
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• 한국복합재료학회 1999년도 추계학술발표대회 논문집
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• pp.5-14
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• 1999

Free vibration characteristics of a cantilevered laminated composite beam with multiple non-propagating transverse open cracks are investigated. In the present analysis a special ply-angle distribution referred to as asymmetric stiffness configuration inducing the elastic coupling between chord-wise bending and extension is considered. The multiple open cracks are modelled as equivalent rotational springs whose spring constants are calculated based on the fracture mechanics of composite material structures. Governing equations of a composite beam with open cracks are derived via Hamilton's Principle and Timoshenko beam theory encompassing transverse shear and rotary inertia effect is adopted. The effects of various parameters such as the ply angle, fiber volume fraction, crack numbers, crack positions and crack depthes on the free vibration characteristics of the beam with multiple cracks are highlighted. The numerical results show that the existence of the multiple cracks in an anisotropic composite beam affects the free vibration characteristics in a more complex fashion compared with the beam with a single crack.

• 소음진동
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• 제9권5호
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• pp.1019-1028
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• 1999

Free vibration characteristics of cantilevered laminated composite beams with a transverse non0propagating open carck are investigated. In the present analysis a special ply-angle distribution referred to as asymmetric stiffness configuration inducing the elastic coupling between chord-wise bending and extension is considered. The open crack is modelled as an equivalent rotational spring whose spring constant is calculated on the basis of fracture mechanics of composite material structures. Governing equations of a composite beam with a open crack are derived via Hamilton's Principle and Timoshenko beam theory encompassing transverse shear and rotary inertia effect. the effects of various parameters such as the ply angle, fiber volume fraction, crack depth, crack position and transverse shear on the free vibration characteristics of the beam with a crack is highlighted. The numerical results show that the natural frequencies obtained from Timoshenko beam theory are always lower than those from Euler beam theory. The presence of intrinsic cracks in anisotropic composite beams modifies the flexibility and in turn free vibration characteristics of the structures. It is revealed that non-destructive crack detection is possible by analyzing the free vibration responses of a cracked beam.