• 드라이브 ㆍ 컨트롤
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• 제17권4호
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• pp.38-45
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• 2020

The purpose of this study was to analyze the design sensitivity of an independent driving system for disaster response. The research procedure was as follows. First, an analysis model based on the circuit diagram of the driving system was developed. Second, to ensure the reliability of the analytical model, the load-free test results and analysis results were compared. Even if different loads acted on four independent motors, the system was confirmed to be implemented according to the design intent. Finally, the design variables of the analysis model were analyzed to obtain design variables with a significant impact on system performance and stability. The analysis program used simulation X.

• 한국해양공학회지
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• 제33권3호
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• pp.222-228
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• 2019

An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

• Journal of the Korean Data and Information Science Society
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• 제25권1호
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• pp.19-26
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• 2014

다항 로지스틱 회귀모형의 설명변수가 연속형과 범주형을 모두 포함할 때 범주형 설명변수는 직합을 적용하고 연속형 설명변수는 텐서곱을 적용하는 모형을 제안한다. 변수선택의 기준으로 BIC를 사용하고, 제안된 모형의 알고리즘을 구현하였다. 구현된 알고리즘을 실제 자료에 적용하여 기존의 방법과 비교하여 제안된 모형이 더 좋은 분류율을 보임을 확인하였다.

• 충청수학회지
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• 제27권2호
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• pp.157-163
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• 2014

Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.255-262
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• 1998

In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

• 대한수학회보
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• 제41권3호
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• pp.559-571
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• 2004

The aim of the present paper is to establish some nonlinear integral inequalities in two independent variables which provide explicit bounds on unknown functions. The inequalities given here can be used as tools in the qualitative theory of certain partial differential equations.

• Kyungpook Mathematical Journal
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• 제54권4호
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• pp.545-554
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• 2014

We provide a new Ostrowski-type inequality involving functions of two independent variables, as well as some related results.

• 충청수학회지
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• 제20권4호
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• pp.411-418
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• 2007

Let $X_1$, ${\cdots}$, $X_n$ be nondegenerate and positive independent identically distributed(i.i.d.) random variables with common absolutely continuous distribution function F(x) and $E(X^2)$ < ${\infty}$. The random variables $X_1+{\cdots}+X_n$ and $\frac{X_1+{\cdots}+X_m}{X_1+{\cdots}+X_n}$are independent for 1 $1{\leq}$ m < n if and only if $X_1$, ${\cdots}$, $X_n$ have gamma distribution.

• 대한산업공학회지
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• 제19권1호
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• pp.39-46
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• 1993

In developing a multiple regression relationship, independent variables are frequently measured with error. For these situations the problem of estimating unknown parameters has been extensively discussed in the literature while little attention has been given to the prediction problem. In this paper a criterion is developed for assessing the severeness of measurement errors in each independent variable on the predicted values. Using the developed criterion we can present a guideline as to which measurement error should be controlled for a more accurate prediction. Proposed methods are illustrated with a standard data system in work measurement.

• 대한수학회지
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• 제53권6호
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• pp.1275-1292
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• 2016

The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.