• 한국연소학회:학술대회논문집
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• 한국연소학회 2014년도 제49회 KOSCO SYMPOSIUM 초록집
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• pp.183-184
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• 2014

The multi-environment probability density function model has been applied to simulate the turbulent stratified premixed flames. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. Computations are made for the non-swirling turbulent stratified premixed flames including SWB1, SWB5 and SWB9. The numerical results obtained in this study are precisely compared with experimental data in terms of axial velocity, unconditional means and conditional means for scalar field including temperature and species mass fraction.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.491-501
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• 2006

We consider a multiple change point model with autoregressive conditional heteroscedasticity (ARCH). The model assumes that all or the part of the parameters in the ARCH equation change over time. The occurrence of the change points is modelled as the discrete time Markov process with unknown transition probabilities. The model is estimated by Markov chain Monte Carlo methods based on the approach of Chib (1998). Simulation is performed using a variant of perfect sampling algorithm to achieve the accuracy and efficiency. We apply the proposed model to the simulated data for verifying the usefulness of the model.

• International Journal of Reliability and Applications
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• 제15권2호
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• pp.111-123
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• 2014

A new class of bivariate distributions is derived by specifying its conditionals as the exponential and gamma distributions. Some properties and relations with other distributions of the new class are studied. In particular, the estimation of parameters is considered by the methods of maximum likelihood and pseudolikelihood of a special case of the new class. An application using a real bivariate data is given for illustrating the flexibility of the new class in this context, and, also, for comparing the estimation results obtained by the maximum likelihood and pseudolikelihood methods.

• 품질경영학회지
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• 제23권3호
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• pp.126-139
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• 1995

We describe a formal approach to the construction of optimal classification rule for the two-group normal classification with equal population mean problem. Based on the utility function of Bernardo, we suggest a balanced design for the classification and construct the optimal rule under the balanced design condition. The rule is characterized by a constrained minimization of total risk of misclassification, the constraint of which is constructed by the process of equation between expected utilities of the two group conditional densities. The efficacy of the suggested rule is examined through numerical studies. This indicates that, in case little is known about the relative population sizes, dramatic gains in accuracy of classification result can be achieved.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.199-210
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• 1997

Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.453-470
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• 1995

We describe a constrained optimal classification rule for the case when the prior probability of an observation belonging to one of the two populations is unknown. This is done by suggesting a balanced design for the classification experiment and constructing the optimal rule under the balanced design condition. The rule si characterized by a constrained minimization of total risk of misclassification; the constraint of the rule is constructed by the process of equation between Kullback-Leibler's directed divergence measures obtained from the two population conditional densities. The efficacy of the suggested rule is examined through two-group normal classification. This indicates that, in case little is known about the relative population sizes, dramatic gains in accuracy of classification result can be achieved.

• 산업경영시스템학회지
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• 제21권47호
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• pp.211-218
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• 1998

In start-up process control applications it may be necessary to limit the sample size to one measurement. A control chart for individual measurements is used whenever it is desirable to examine each individual value from the process immediately. A possible option would be to use an exponential weighted moving(EWM), using modifying statistics with individual measurement, chart for monitoring the process center, and using a moving range (MR) chart for monitoring process variability. In this paper it is shown that there is scheme in using the EWM procedure based on average run length. An expression for the ARL is given in terms of an integral equation, approximated using numerical quadrature. In this case, where it is reasonable to assume normality and negligible autocorrelation in the observations, provide graphs that simplify the design of EWM-MR chart and taking method of exponential smoothing constant(λ) and constant(K) are suggested. The charts suggested above evaluate using the conditional probability.

• 한국연소학회:학술대회논문집
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• 한국연소학회 2015년도 제51회 KOSCO SYMPOSIUM 초록집
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• pp.267-268
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• 2015

The multi-environment probability density function model has been applied to simulate the turbulent $CH_4/H_2$ flames under MILD conditions. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. The IEM model represents the micromixing process. The numerical results obtained in this study are precisely compared with experimental data in terms of unconditional means and conditional means for scalar field including temperature and species mass fraction.

• 한국토양비료학회지
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• 제34권3호
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• pp.213-236
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• 2001

토양용액의 이온조성은 작물의 양분흡수와 밀접한 관계를 가지고 있으며 양분의 이온조성을 추정하기 위하여 많은 모델이 개발되어 사용되고 있다. 토양용액 중 분석되는 양분의 몰농도는 insoluble 이온쌍과 평형을 이루고 있는 soluble 이온과 이온쌍 그리고 complex등의 농도로 간주하고, 양이온과 음이온을 동시에 고려한 양분의 이온조성을 추정하기 위하여 분석된 양분의 몰농도에 따른 선정된 평형식의 평형상수에 대한 conditional equilibrium constant를 구하여 모든 평형식이 만족되는 이온과 이온쌍의 몰농도를 구하는 모델을 설정하였다. 본 모델 이용시 기본적으로 필요한 성분은 pH, Eh, EC, 양이온 8종(K, Ca, Mg, Na, Fe, Mn, Al, $NH_4{^+}$, 음이온 6종(Si, 5, p Cl, $NO_3{^-}$, $HCO_3{^-}$)이며 다른 성분도 추가할 수 있도록 하였다. 토양과 토양용액이 평형조건인 경우 추정된 이온과 이온쌍의 조성과 이에 따른 존재 가능한 침전량과 mineral 종류별 함량을 계산하였다.

• 한국항만경제학회지
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• 제27권3호
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• pp.41-64
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• 2011

이 연구는 케이프사이즈 시장과 파나막스 시장간의 비대칭 시간 가변 파급효과를 분석하기 위해서 조건부 평균에 전통적인 공적분항과 부분공적분항을 고려하고 있고, 조건부 분산에 레버리지 효과를 고려한 고정상관관계 GARCH와 동적상관관계 GARCH 모형을 이용하였다. 연구결과는 다음과 같다. 첫째, 두 시장간의 선-후행관계에 대해서 부분공적분항을 고려한 결과로부터 전기의 케이프사이즈 가격은 파나막스 시장가격에 유의적으로 정(+)의 영향을 미치고, 일반적인 공적분항을 고려하는 경우 두 시장간의 선-후행효과는 모두 유의적으로 정(+)의 효과를 갖는 것으로 나타났다. 둘째, 두 시장간의 장기적인 균형관계가 성립하지 않는 경우, 개별시장은 어떻게 반응하는가를 나타내는 오차항의 계수는 모두 통계적으로 유의적이고, 케이프사이즈 시장에서는 모두 음(-)의 값을 가지고 파나막스 시장의 경우에는 모두 정(+)의 값을 갖는 것으로 나타났다. 셋째, 두 시장간의 변동성의 파급효과에 대해서는 모든 모형에서 서로 영향을 주고 받는 것으로 나타났고, 통계적으로 유의하게 나타났다. 넷째, 레버리지 효과는 케이프사이즈 시장에서는 모두 유의적으로 정(+)의 값을 가지나, 파나막스 시장에서는 모두 통계적으로 유의적인 결과를 얻지 못하였다. 그러나 두 시장 모두에서 비대칭의 효과는 통계적으로 유의적인 것으로 나타나고 있다.