• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.443-449
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• 2017

Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

• Journal of the Korean Geotechnical Society
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• v.24 no.1
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• pp.119-130
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• 2008

Uncertainties in physical and engineering parameters for the design of shallow foundations arise from various aspects such as inherent variability and measurement error. This paper aims at investigating and reducing uncertainty from deterministic method by using the reliability-based design of shallow foundations accounting for the variation of various design parameters. A probability distribution type and statistics of random variables such as unit weight, cohesion, infernal friction angle and Young's modulus in geotechnical engineering are suggested to calculate the ultimate bearing capacities and immediate settlements of foundations. Reliability index and probability of failure are estimated based on the distribution types of random variables. Widths of foundation are calculated at target reliability index and probability of failure. It is found that application and analysis of the best-fit distribution type for each random variables are more effective than adoption of the normal distribution type in optimizing the reliability-based design of shallow foundations.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.103-114
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• 1994

For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

• Geomechanics and Engineering
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• v.22 no.3
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• pp.207-217
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• 2020

Slope reliability analysis and risk assessment for spatially variable soils under rainfall infiltration are important subjects but they have not been well addressed. This lack of study may in part be due to the multiple and diverse evaluation indexes and the low computational efficiency of Monte-Carlo simulations. To remedy this, this paper proposes a highly efficient computational method for investigating random field problems for slopes. First, the probability density evolution method (PDEM) is introduced. This method has high computational efficiency and does not need the tens of thousands of numerical simulation samples required by other methods. Second, the influence of rainfall on slope reliability is investigated, where the reliability is calculated from based on the safety factor curves during the rainfall. Finally, the uncertainty of the sliding mass for the slope random field problem is analyzed. Slope failure consequences are considered to be directly correlated with the sliding mass. Calculations showed that the mass that slides is smaller than the potential sliding mass (shallow surface sliding in rainfall). Sliding mass-based risk assessment is both needed and feasible for engineered slope design. The efficient PDEM is recommended for problems requiring lengthy calculations such as random field problems coupled with rainfall infiltration.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.262-264
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• 2005

We propose a filter design method to suppress the effect of gyroscope mixed random errors at INS system level. It is based on the result that mixed random errors can be represented by a single equivalent ARMA model. At first step, the time difference of equivalent ARMA process is performed, which consider the characteristic of indirect feedback Kalman filter used in INS filter. Next, a state space conversion of time differenced ARMA model is achieved. If the order of AR is greater than that of MA, the controllable or observable canonical form is used. Otherwise, we introduce the state equation of which the state variable is composed of the ARMA model output and several step ahead predicts of that. At final step, a complete form state equation is presented. The simulation results shows that the proposed method gives less transient error and better convergence compared to the conventional filter which assume the mixed random errors as white noise.

• Computational Structural Engineering
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• v.7 no.3
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• pp.115-122
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• 1994

Design sensitivity analysis of the second order perturbed eigenproblems for random structural system is presented. Dynamic response of random system including uncertainties for the design variable is calculated with the first order and second order perturbation method to original governing equation. In optimal design methods, there is fundamental requirement for design gradients. A method for calculating the sensitivity coefficients is developed using the direct differentiation method for the governing equation and first order and second order perturbed equation.

• Journal of the Korean Society of Safety
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• v.27 no.5
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• pp.148-157
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• 2012

Reliability-based design optimization (RBDO) problem is usually formulated as an optimization problem to minimize an objective function subjected to probabilistic constraint functions which may include deterministic design variables as well as random variables. The challenging task is that, because the probability models of the random variables are often assumed based on limited data, there exists a possibility of selecting inappropriate distribution models and/or model parameters for the random variables, which can often lead to disastrous consequences. In order to select the most appropriate distribution model from the limited observation data as well as model parameters, this study takes into account a set of possible candidate models for the random variables. The suitability of each model is then investigated by employing performance and risk functions. In this regard, this study enables structural design optimization and fitness assessment of the distribution models of the random variables at the same time. As the first paper of a two-part series, this paper describes a new design method considering probability model uncertainties. The robust performance of the proposed method is presented in Part 2. To demonstrate the effectiveness of the proposed method, an example of ten-bar truss structure is considered. The numerical results show that the proposed method can provide the optimal design variables while guaranteeing the most desirable distribution models for the random variables even in case the limited data are only available.

• Journal of Welding and Joining
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• v.19 no.6
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• pp.652-657
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• 2001

To analyze and predict crack initiation position and propagation directions on the spot welded area are very important for strength design of the automobile body structure. It is necessary to test by method considering random loads with variable amplitude for strength design of vehicle body structure, because driving cars are actually subjected to random loads with variable amplitude in the road. Although this condition, nearly all tests haute been performed under constant load conditions in the laboratory because it is impossible to replay like an actual conditions. In this study, using in-plane bending type specimens, the overload factor affecting on the fatigue strength, crack initiation and propagation directions of spot-welded specimens have been studied.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.4
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• pp.47-52
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• 2006

Using the equivalent ARMA model representation of the mixed random errors, we propose Klaman filter design methods for aided INS(Inertial Navigation System) which contains the gyroscope mixed random errors. At first step, considering the characteristic of indirect feedback Kalman filter used in the aided INS, we perform the time difference of equivalent ARMA model. Next, according to the order of the time differenced ARMA model, we achieve the state space conversion of that by two methods. If the order of AR part is greater than MA part, we use controllable or observable canonical form. Otherwise, we establish the state apace equation via the method that several step ahead predicts are included in the state variable, where we can derive high and low order models depending on the variable which is compensated from gyroscope output. At final step, we include the state space equation of gyroscope mixed random errors into aided INS Kalman filter model. Through the simulation, we show that both the high and low order filter models proposed give less navigation errors compared to the conventional filter which assume the mixed random errors as white noise.

• Geomechanics and Engineering
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• v.33 no.6
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• pp.543-552
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• 2023

The design of foundations based on a deterministic approach may not be safe and reliable occasionally, since soils sometimes show considerable spatial variability, and thus, significant uncertainties in turn affect the estimation of footing bearing capacity. The design of footing on cohesionless stratums on the basis of reliability analysis has not received much attention. This paper performs two-dimensional random finite difference analyses of shallow strip footings on a spatially variable frictional soil considering correlation structure. Friction angle (ϕ) is considered as a log-normally distributed random variable and Monte Carlo Simulation is then performed to determine the statistical response based on the random fields. A new approach reliability-based safety factor is defined based on various reliability levels by considering the coefficient of variation of ϕ and correlation length in both the horizontal and vertical directions. The comparison of the probabilistic safety factor and the conventional one illustrates the limitations of the deterministic safety factor and provides insight into how the heterogeneity of soils properties affects the required safety factor. Results show that the conventional safety factor of 3 can be conservative in some cases, especially for soil with low values of mean ϕ and COV_ϕ.