• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.5B
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• pp.459-473
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• 2008

This study investigated typhoon characteristics that provoke precipitation which is much attacking periodically in our country, and calculated probability precipitation of extreme rainfalls using Empirical Simulation Technique. The typhoon influenced in Korea was happened 3.18 times per, and year exposed to affect Korea during 107 hours. The depth of precipitation with the typhoon was different according to observation points. The extreme precipitation of typhoon events has analyzed by change and trend analyses. In the results, mean and standard deviation of extreme rainfall has been increasing than the past events in some areas. Also, About 143 typhoons influenced Korea was applied in EST techniques using center position, central pressure, time precipitation data using rainfall observatory in Korea. Therefore, we applied EST techniques and calculated probability precipitation. In the results, Jeonla-do, Gyeongsang-do and Gangwon-do will have heavy rain with typhoon events in high probability.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.734-737
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• 2004

When the margin level is set relatively low, margin violation probability increases and the default probability of the futures market rises. On the other hand, if the margin level is set high, the margin violation probability decreases, but the futures market becomes less attractive to hedgers as the investor's opportunity cost increases. In this paper, we investigate whether the movement of KOSPI200(Korea Composite Stock Price Index 200) futures daily prices can be modeled with the extreme value theory. Base on this investigation, we examine the validity of the margin level set by the extreme value theory. Computational results are presented to compare the extreme value distribution and the empirical distribution of margin violation in KOSPI200. Some observations and implications drawn from the computational experiment are also discussed.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.355-366
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• 2002

Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.12 no.1
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• pp.29-35
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• 2012

This paper introduces an adaptive control method of strong mutation rate and probability for queen-bee genetic algorithms. Although the queen-bee genetic algorithms have shown good performances, it had a critical problem that the strong mutation rate and probability should be selected by a trial and error method empirically. In order to solve this problem, we employed the measure of convergence and used it as a control parameter of those. Experimental results with four function optimization problems showed that our method was similar to or sometimes superior to the best result of empirical selections. This indicates that our method is very useful to practical optimization problems because it does not need time consuming trials.

• Structural Engineering and Mechanics
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• v.68 no.2
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• pp.247-259
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• 2018

In this study (Part I), an advanced empirical formulation was proposed to predict the ultimate strength of initially deflected steel plate subjected to longitudinal compression. An advanced empirical formulation was proposed by adopting Initial Deflection Index (IDI) concept for plate element which is a function of plate slenderness ratio (${\beta}$) and coefficient of initial deflection. In case of initial deflection, buckling mode shape, which is mostly assumed type in the ships and offshore industry, was adopted. For the numerical simulation by ANSYS nonlinear finite element method (NLFEM), with a total of seven hundred 700 plate scenarios, including the combination of one hundred (100) cases of plate slenderness ratios with seven (7) representative initial deflection coefficients, were selected based on obtained probability density distributions of plate element from collected commercial ships. The obtained empirical formulation showed good agreement ($R^2=0.99$) with numerical simulation results. The obtained outcome with proposed procedure will be very useful in predicting the ultimate strength performance of plate element subjected to longitudinal compression.

• Journal of Educational Research in Mathematics
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• v.20 no.2
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• pp.163-183
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• 2010

It has long been of controversy what the meanings of probability is. And a century has past after the mathematical probability has been at the center of the school curriculum of it. Recently statistical meaning of probability becomes important for various reasons. However the simple modification of its definition is not enough. The computational reasoning of the probability and its practical application needs didactical changes and new instructional transformations along with the modification of it. Most of the current text books introduce probability as a limit of the relative frequencies, a statistical probability. But when the probability computation of the union of two events, or of the simultaneous events is faced on, they use mathematical probability for explanation and practices. Accordingly there is a gap for students in understanding those. Probability is an intuitive concept as far as it belongs to the domain of the experiential frequency. And frequency distribution must be the instructional bases for the (statistical) probability novices. This is what we mean by the probability in accordance with the distribution concepts. First of all, in order to explain the probability of the complementary event we should explain the empirical relative frequency of it first. These are the case for the union of two events and for the simultaneous events. Moreover we need to provide a logic of probabilistic guesses, inferences and decision, which we introduce with the name “the likelihood principle”, the most famous statistical principle. We emphasized this be done through the problems of practical decision making.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.11a
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• pp.1386-1390
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• 2007

This paper presents the equipment condition monitoring technology for the process or the equipment using statistical techniques. The equipment condition monitoring system consists of an empirical model to estimate the expected sensor values of process variables and a diagnose model to detect the abnormal condition and to identify the root source of the problem. The empirical model is constructed by the analysis of historic data. The diagnose model uses the sequential probability ratio test (SPRT) technique. The monitoring system was tested with real operating data acquired from the Reactor Coolant Pump Seal in the Nuclear Power Plant. It can detect the system degradation or failure at the early stage since it is able to catch the subtle deviation of process variables from normal condition.

• Proceedings of the KSRS Conference
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• v.2
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• pp.660-663
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• 2006

Rainfall estimation is important to weather forecast, flood control, hydrological plan. The empirical and statistical methods by measured data(surface rain gauge, rainfall radar, Satellite) is commonly used for rainfall estimation. In this study, the rainfall intensity for East Asia region was estimated using the empirical relationship between SSM/I data of DMSP satellite and brightness temperature of GEOS-9(10.7${\mu}m$) with cloud types(ISCCP and MSG classification). And the empirical formula for rainfall estimation was produced by PMM (Probability Matching Method).

• Journal of the Korean Data and Information Science Society
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• v.8 no.1
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• pp.41-48
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• 1997

We construct the empirical Bayes(EB) confidence intervals that attain a specified level of EB coverage for the unknown scale parameter in the Weibull distribution with the known shape parameter under the type II censored data. Our general approach is to use an EB bootstrap samples introduced by Larid and Louis(1987). Also, we compare the coverage probability and the expected interval length for these bootstrap intervals with those of the naive intervals through Monte Carlo simulation.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2006.11a
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• pp.367-372
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• 2006

If the sea is narrowband, the Rayleigh distribution introduced by Longuet-Higgins can be used for the individual wave height distribution. However the Rayleigh distribution over-predicts the probability of high waves. Longuet-Higgins introduced alternative form of the Rayleigh distribution with an empirical constant. The wave height distribution can be fitted well by one parameter Rayleigh distribution with a proper choice of the empirical constant. The empirical constant is the ratio of the significant wave height based the time domain analysis and the spectral analysis. Here we examine wave data which contain extreme waves. Once again we confirmed that extreme wave height distribution can be modelled well by a modified Rayleigh distribution.