• Journal of Applied Reliability
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• v.1 no.2
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• pp.183-192
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• 2001

Jelinski-Moranda model and modified Jelinski-Moranda model in software reliability are studied and we consider maximum likelihood estimator and Bayes estimates of the number of faults and the fault-detection rate per fault. A gibbs sampling approach is employed to compute the Bayes estimates, future survival function is examined. Model selection based on prequential likelihood of the conditional predictive ordinates. A numerical example with simulated data set is given.

• Journal of Korean Society for Quality Management
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• v.26 no.1
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• pp.88-98
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• 1998

Process capability indices are used to determine whether a production process is capable of producing items within a specified tolerance. Using conditional distribution, we study some process capability indices ${\hat{C}}_{Gp}$, ${\hat{C}}_{Gpk}$, ${\hat{C}}_{Gpm}$ under conjugate prior distribution. We consider some process capability indices with Gibbs sampling method. Also, we examine some small sample properties related to these estimaters by some simulations.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.327-347
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• 2020

We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.405-414
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• 1999

양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

• Wind and Structures
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• v.4 no.5
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• pp.413-440
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• 2001

This paper presents an extensive analysis of unsteady wind loading data on a 18 m long and 2 m high wall in a rural environment, with the wind at a range of angles to the wall normal. The data is firstly analyzed using standard statistical techniques (moments of probability distributions, auto- and cross-correlations, auto- and cross-spectra etc.). The analysis is taken further using a variety of less conventional methods - conditional sampling, proper orthogonal decomposition and wavelet analysis. It is shown that, even though the geometry is simple, the nature of the unsteady flow is surprisingly complex. The fluctuating pressures on the front face of the wall are to a great extent caused by the turbulent fluctuations in the upstream flow, and reflect the oncoming flow structures. The results further suggest that there are distinct structures in the oncoming flow with a variety of scales, and that the second order quasi-steady approach can predict the pressure fluctuations quite well. The fluctuating pressures on the rear face are also influenced by the fluctuations in the oncoming turbulence, but also by unsteady fluctuations due to wake unsteadiness. These fluctuations have a greater temporal and spatial coherence than on the front face and the quasi-steady method over-predicts the extent of these fluctuations. Finally the results are used to check some assumptions made in the current UK wind loading code of practice.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.21 no.3
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• pp.427-435
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• 1997

Conditional sampling techniques are utilized to investigate the relation between the wall skin-friction and stream wise velocity fluctuations in a turbulent boundary layer. Conditionally averaged results using a peak detection and the VITA (variable-interval time-averaging) technique show that a high skin friction is associated with high frequency components of the wall skin-friction fluctuations. The conditionally averaged wall skin-friction fluctuations obtained by using the VITA technique have a positively-skewed characteristics compared with the conditionally averaged stream wise velocity fluctuations. It is confirmed that there exists a phase shift between the wall skin-friction and stream wise velocity fluctuations, which was also found from the long-time averaged space-time correlations. The amount of phase shift between the wall skin-friction and stream wise velocity fluctuations is the same as that from the long-time averaged space-time correlations and does not change despite the variation of the detection threshold.

• Journal of Preventive Medicine and Public Health
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• v.36 no.1
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• pp.47-53
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• 2003

Objectives : I used a case-crossover design to investigate the association between air pollution, and hospital admissions for asthmatic children under the age of 15 years in Seoul, Korea Methods : I estimated the changes in the levels of hospitalization risk from theinterquartile (IQR) increase in each pollutant concentrations, using conditional logistic regression analyses, with controls for weather information. Results : Using bidirectional control sampling, the results from a conditional logistic regression model, with controls for weather conditions, showed the estimated relative risk of hospitalization for asthma among children to be 1.04 (95% confidence interval (CI), 1.01-1.08) for particulate matter with an aerodynamic diameter less than or equal to 10m (IQR=40.4ug/m3); 1.05 (95% CI, 1.00- 1.09) for nitrogen dioxide (IQR=14.6ppb): 1.02 (95% CI,0.97-1.06) for sulfur dioxide (IQR=4.4ppb): 1.03 (95% CI, 0.99-1.08) for ozone (IQR=21.7ppb): and 1.03 (95% CI, 0.99-1.08) for carbon monoxide f10R=1.0ppm). Conclusions : This empirical analysis indicates the bidirectional control sampling methods, by design, would successfully control the confounding factors due to the long-term time trends of air pollution. These findings also support the hypothesis that air pollution at levels below the current ambient air quality standards of Korea is harmful to sensitive subjects, such as asthmatic children.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.22 no.9
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• pp.1335-1348
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• 1998

Flow characteristics in transitional boundary layers on a flat plate were experimentally investigated under three different freestream conditions i. e. uniform flow with 0.1 % and 3.7% freestream turbulent intensity and cylinder-wake with 3.7% maximum turbulent intensity. Instantaneous streamwise velocities in laminar, transitional and turbulent boundary layers were measured by I-type hot-wire probe. For estimation of wall shear stresses on the flat plate, measured mean velocities near the wall were applied to the principle of Computational Preston Tube Method (CPM). Distributions of skin friction coefficients were reasonably predicted in all developed boundary layers. Intermittency profiles, which were estimated using Conditional Sampling Technique in transitional boundary layers, were also consistent with previously published data. It was predicted that the incoming turbulent intensity had more influence on transition onset point and transition process than freestream turbulent intensity existed just over the transition region. It was also confirmed that non-turbulent and turbulent profiles in transitional boundary layers could not be simply treated as Blasius and fully turbulent profiles.

• Transactions of the Korean Society of Mechanical Engineers
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• v.14 no.1
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• pp.230-240
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• 1990

An exprimental research has been carried out to find the intermittent flow pattern in the transition region of a turbulent round jet in order to elucidate detailed turbulence structure and to accumulate basic data necessary for computational turbulence modelling. Turbulent signals were processed digitally to obtain conventional or conditional velocity components. The high-order conditional correlations obtained in this study showed similar trends as those of other free shear flows. It was found that the non-turbulent fluid contributes negligibly to the turbulent kinetic energy production and its diffusive transport and that the diffusion by bulk convection has the same order of magnitude as the gradient diffusion in the free boundary region. The statistical analyses such as flatness factor, skewness factor and probability density functions of turbulent and non-turbulent zone durations have also been performed.

• Economic and Environmental Geology
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• v.30 no.5
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• pp.493-498
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• 1997

The purpose of this study is to develop geostatistical model for evaluating the abundance of deep-sea manganese nodule. The abundance data used in this study were obtained from the KODOS (Korea Deep Ocean Study) area. The variation of nodule abundance was very high within short distance, while sampling methods was very limited. As the distribution of nodule abundance showed non-gaussian, indicator simulation method was used instead of conditional simulation method and/or ordinary kriging. The abundance data were encoded into a series of indicators with 6 cutoff values. They were used to estimate the conditional probability distribution function (cpdf) of the nodule abundance at any unsampled location. The standardized indicator variogram models were obtained according to variogram analysis. This SIS method had the advantage over other traditional techniques such as the turning bands method and ordinary kriging. The estimating values by indicator conditional simulation near high abundance area were more detailed than by ordinary kriging and indicator kriging. They also showed better spatial characteristics of distribution of nodule abundance.