• Journal of the Korean Data and Information Science Society
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• 제28권2호
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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.

• 한국지반공학회논문집
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• 제24권1호
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• pp.119-130
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• 2008

얕은기초 설계시 이용되는 지반의 물리적 공학적 설계변수들은 고유변동성(inherent variability) 및 측정 오차(measurement error) 등과 같은 여러 가지 요인으로 인하여 불확실성이 필연적으로 내포되어 있다. 본 논문에서는 얕은기초 설계시 기존의 결정론적 방법에서 고려하지 못하는 지반 불확실성 등을 포함한 설계 파라미터의 분산을 고려할 수 있는 확률론적 방법의 신뢰성 설계 사례를 제시하였다. 극한지지력 산정시 확률변수(random variable)인 단위중량, 점착력 및 내부마찰각 그리고 침하량 산정시 탄성계수에 대하여 국내 지반에 대한 적정 확률분포 형태 및 통계적 특성치를 결정하였다. 각 확률변수별로 채택된 분포를 적용하여 지지력과 침하량에 관한 신뢰지수와 파괴확률을 결정하였으며, 목표 신뢰지수 또는 확률에 대한 기초폭을 결정하였다. 얕은기초의 신뢰성 설계에 있어서 정규분포의 일괄적 적용보다는 각 확률변수에 해당하는 적합한 분포형태를 적용, 분석하는 것이 바람직한 것으로 나타났다.

• Journal of the Korean Statistical Society
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• 제23권1호
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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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• 제22권3호
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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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• 제어로봇시스템학회 2005년도 ICCAS
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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.

• 전산구조공학
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• 제7권3호
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• pp.115-122
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• 1994

불확정 구조계획의 선형 고유치 문제는 재료정수나 경게조건 및 외부하중 등에 결정론적으로 사용할 수 없는 확률량을 포함하고 있다. 변동량을 내포한 고유치 문제의 해석은 기대치에 대한 지배 방정식과 변동량 결정방정식을 고려해야 한다. 비선형성이 심한 구조계를 선형화할 대 일차 및 이차 변동값을 반영함으로 고유치의 정도를 향상시킬 수 있다. 매개변수에 불확정성을 포함한 고유치 문제는 최적설계 정식화에서 변동된 값을 고료해 줌으로 신뢰성 있는 설계가 된다. 최적설계 알고리즘 중에는 목적함수와 제한 조건식의 설계 민감도를 요한다. 이차 기울기에 근거를 둔 최적설계 수행시에 변동량에 고려하여 제한식으로 설정하고, 설계 민감도를 구할 수 있는 방법을 제시하였다.

• 한국안전학회지
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• 제27권5호
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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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• 제19권6호
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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.

• 한국항공우주학회지
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• 제34권4호
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• pp.47-52
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• 2006

불규칙 혼합잡음의 등가 ARMA 모델 표현을 사용하여 자이로의 불규칙 혼합잡음을 고려하는 보조항법시스템 칼만필터 설계 방법을 제안한다. 필터 설계 절차는 먼저 보조항법 시스템에 사용되는 필터는 간접 되먹임 칼만필터임을 고려하여 등가 ARMA 모델로 표현된 자이로 불규칙 잡음의 시간 차분을 구한다. 다음으로 시간 차분된 ARMA 모델을 상태 방정식으로 표현하는데 AR과 MA 차수에 따라 두 가지로 나누어진다. 먼저 AR 차수가 큰 경우 가제어 혹은 가관측 특이형태를 사용한다. MA 차수가 큰 경우에는 몇 단계 이후의 예측치를 상태변수로 하는 상태방정식을 사용하는데, 이때 자이로 출력을 보상하는 값에 따라 다시 고차수 필터와 저차수 필터로 구분된다. 마지막으로 자이로 불규칙 잡음을 보조항법시스템 칼만필터에 포함시켜 최종적인 필터 모델을 얻는다. 시뮬레이션 결과를 통하여 제안된 고차수 및 저차수 필터 모두 혼합잡음을 백색잡음으로 간주한 기존의 필터보다 항법오차를 감소시킬 수 있음을 보임으로써 그 효용성을 제시한다.

• Geomechanics and Engineering
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• 재33권6호
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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.