• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.739-748
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• 2015

This paper deals with the problem of testing about the equality of the scale parameters in several inverse Gaussian distributions. We propose default Bayesian testing procedures for the equality of the shape parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

• Communications for Statistical Applications and Methods
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• 제15권3호
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• pp.429-440
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• 2008

In this paper, we develop the noninformative priors when the parameter of interest is the common coefficient of variation in two inverse Gaussian distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that the one-at-a-time and two group reference priors satisfy the first order matching criterion but Jeffreys' prior does not. The Bayesian credible intervals based on the one-at-a-time reference prior meet the frequentist target coverage probabilities much better than that of Jeffreys' prior. Some simulations are given.

• Composites Research
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• 제29권5호
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• pp.299-305
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• 2016

본 연구는 이변량 Gaussian 분포함수를 적용하여 CFRP 적층판의 섬유물성 변화를 추정하는 방법을 제안하였다. 섬유의 손상 분포를 규명하기 위하여 수정된 이변량 Gaussian 분포함수를 적용하여 5개의 미지 변수가 고려되었다. 조합된 컴퓨터 기법을 적용하여 역문제를 해결하기 위하여 본 연구에서는 몇 개의 고유진동수와 모드 정보를 입력데이터로 활용하였다. 수치해석 예제는 제안된 기법이 적층배열 변화에 따른 CFRP 판의 섬유 손상 분포 및 위치를 규명할 수 있는 적합하고 실용적은 방법임을 보여준다.

• 대한임베디드공학회논문지
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• 제13권4호
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• pp.195-204
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• 2018

Lane keeping assist and departure prevention system are the key functions of ADAS. In this paper, we propose lane detection method which uses Gaussian function based RANSAC. The proposed method consists mainly of IPM (inverse perspective mapping), Canny edge detector, and Gaussian function based RANSAC (Random Sample Consensus). The RANSAC uses Gaussian function to extract the parameters of straight or curved lane. The proposed RANSAC is different from the conventional one, in the following two aspects. One is the selection of sample with different probability depending on the distance between sample and camera. Another is the inlier sample score that assigns higher weights to samples near to camera. Through simulations, we show that the proposed method can achieve good performance in various of environments.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.85-93
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• 2005

Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model procedures, we compare with the classical tests.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1167-1176
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• 2005

Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.963-972
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• 2006

This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.

• 한국광학회지
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• 제10권6호
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• pp.448-452
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• 1999

가우스 함수 형태인 진폭임펄스 초기 함수 $e^{-\sigma^2\chi^2}$를 역푸리에 변환하여 변조된 가우스 동함수 $e^{\frac-{\omega^2}{4\sigma^2}$를 구하였다. 굴절률이 같은 흡수유리와 투명유리를 조합한 가우스 진폭변조판에 적용되는 설계이론을 유도하고 설계에 따라 가우스 진폭변조판을 제작하였다. 가우스 진폭변조판은 포물선 방정식형태로 제작하여 투과율을 측정한 뒤 설계이론에 따라 구한 값과 비교하였다. 파장이 $0.365{\mu}m$이고, 수치구경수(NA)가 0.07인 광학계에서 가우스 진폭변조판이 있을 때와 없을 때에 폭이 $60{\mu}m$인 단일 슬릿과 $25{\mu}m$인 단일 슬릿의 각각의 경우에 대해 회절 선폭을 비교하여 가우스 진폭변조판에 의해서 선폭이 2/3로 감소함을 확인하였다.