• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.6
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• pp.2567-2582
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• 2016

This paper investigates the impact of outdated channel state information (CSI) on the performance of the incremental amplify-and-forward (AF) opportunistic relaying (OR) over dual-hop Rayleigh fading channels. According to the definition of distribution function, we obtain the cumulative distribution function (CDF) of the actual combined signal-to-noise ratio (SNR) received at the destination. Based on this CDF, the closed-form expressions of the average spectral efficiency and outage probability are derived for the incremental AF OR under outdated CSI. Numerical results show that in the low region of the average SNR of the direct link, outdated CSI deteriorates the system performance, whereas in the high region, outdated CSI has almost no impact on the system performance.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.3
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• pp.109-115
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• 2006

The Weibull distribution is a good candidate for accurate probabilistic model with its rich shape-forming ability and relatively simple CDF(cumulative distribution function). If there are sufficient information to get convincible mean and variance for a probabilistic event, reliable parameters of the Weibull distribution can be determined uniquely. However, sufficient information is not given as usual. There needs more deliberate model building method for that case. This Paper presents an effective parameter estimation technique for Weibull distribution with limited failure data.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.147-160
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• 2014

In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.200-200
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• 2022

본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

• Journal of the Korea Society for Simulation
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• v.17 no.3
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• pp.19-26
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• 2008

In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2004.09a
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• pp.302-306
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• 2004

Probabilistic approaches are applied to the problem of groundwater remediation design to consider the risk of design and heterogeneity of real condition. Hydraulic conductivity fields are generated by two methods. First, the homogeneous domains which have the hydraulic conductivity with log-normal distribution are constructed by using Latin Hypercube method. Second, random fields with a certain spatial correlation are also generated. The optimal solutions represented by cumulative distribution function (CDF) of relative cost are calculated by three different manners. The one uses the homogeneous domains with the optimal design of base condition. It shows that ver)'wide range of cost and the influences of different penalty values. The other one uses the random field with same design and shows narrow range of cost. These CDF can reflect on the risk of optimal solution in a simple exampie condition and be effective in estimating the cost of groundwater remediation.

• Korean Journal of Remote Sensing
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• v.35 no.5_1
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• pp.625-636
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• 2019

Soil moisture is a representative factor that plays a key role in hydrological cycle. It is involved in the interaction between atmosphere and land surface, and is used in fields such as agriculture and water resources. Advanced Microwave Scanning Radiometer 2 (AMSR2), Advanced SCATterometer (ASCAT), and European Space Agency Climate Change Initiative (ESACCI) data were used to analyze the applicability and uncertainty of satellite soil moisture product in the Korean peninsula. Cumulative distribution function (CDF) matching and triple collocation (TC) analysis were carried out to investigate uncertainty and correction of satellite soil moisture data. Comparisons of pre-calibration satellite soil moisture data with the Automated Agriculture Observing System (AAOS) indicated that ESACCI and ASCAT data reflect the trend of AAOS well. On the other hand, AMSR2 satellite data showed overestimated values during the freezing period. Correction of satellite soil moisture data using CDF matching improved the error and correlation compared to those before correction. Finally, uncertainty analysis of soil moisture was carried out using TC method. Clearly, the uncertainty of the satellite soil moisture, corrected by CDF matching, was diminished in both freezing and thawing periods. Overall, it is expected that using ASCAT and ESACCI rather than AMSR2 soil moisture data will give more accurate soil moisture information when correction is performed on the Korean peninsula.

• Journal of Electrical Engineering and Technology
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• v.8 no.6
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• pp.1276-1282
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• 2013

This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.12
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• pp.1464-1470
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• 2009

RBDO approach based on a sampling method with the Kriging metamodel and Constraint Boundary Sampling (CBS), which is sequential sampling method to generate metamodels is proposed. The major advantage of the proposed RBDO approach is that it does not require Most Probable failure Point (MPP) which is essential for First-Order Reliability Method (FORM)-based RBDO approach. The Monte Carlo Sampling (MCS), most well-known method of the sampling methods for the reliability analysis is used to assess the reliability of constraints. In addition, a Cumulative Distribution Function (CDF) of the constraints is approximated using Moving Least Square (MLS) method from empirical distribution function. It is possible to acquire a probability of failure and its analytic sensitivities by using an approximate function of the CDF for the constraints. Moreover, a concept of inactive design is adapted to improve a numerical efficiency of the proposed approach. Computational accuracy and efficiency of the proposed RBDO approach are demonstrated by numerical and engineering problems.

• Journal of the Society of Naval Architects of Korea
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• v.56 no.5
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• pp.383-388
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• 2019

It is essential to reduce the Infra-red signature for increasing ship's survivability in ship design stage. However the ship's IR signature is quite sensitive to the maritime and atmosphere. Therefore, it is very important to select the marine meteorological data to be applied to the signature analysis. In this study, we selected the three meteorological sample sets from the population of the Korea Meteorological Administration's marine environment data in 2017. These samples were selected through the two-dimensional stratified sampling method, taking into account the geopolitical threats of the Korean peninsula and the effective area of the buoy. These sample sets were applied to three naval ships classified by their tonnage, and then the IR signature analysis was performed to derive the Contrast Radiant Intensity (CRI) values. Based on the CRI values, the validity of each sample set was determined by comparing Cumulative Distribution Function (CDF), and Probability Density Function (PDF). Also, we checked the degree of scattering in each sample set and determined the efficiency of analysis time and cost according to marine meteorological sample sets to confirm the possibility of a probabilistic method. Through this process, we selected the standard for optimization of marine meteorological sample for ship IR signature analysis. Based on this optimization sample, by applying probabilistic method to the management of IR signature for naval ships, the robust design is possible.