• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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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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• v.15 no.3
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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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• v.29 no.5
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• pp.299-305
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• 2016

This paper presents a method to detect the fiber property variation of laminated CFRP plates using the bivariate Gaussian distribution function. Five unknown parameters are considered to determine the fiber damage distribution, which is a modified form of the bivariate Gaussian distribution function. To solve the inverse problem using the combined computational method, this study uses several natural frequencies and mode shapes in a structure as the measured data. The numerical examples show that the proposed technique is a feasible and practical method which can prove the location of a damaged region as well as inspect the distribution of deteriorated stiffness of CFRP plates for different fiber angles and layup sequences.

• IEMEK Journal of Embedded Systems and Applications
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• v.13 no.4
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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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• v.17 no.4
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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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• 2005.10a
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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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• v.16 no.4
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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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• v.19 no.2
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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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• v.17 no.3
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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.

• Korean Journal of Optics and Photonics
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• v.10 no.6
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• pp.448-452
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• 1999

The Gaussian impulse fUllction initially assumed in the inverse problem is $e^{-\sigma^2\chi^2}$. The modified Gaussian amplitude pupil function $e^{\frac-{\omega^2}{4\sigma^2}$ is obtained by the inverse Fourier transform of $e^{-\sigma^2\chi^2}$. A Gaussian amplitude modulation plate (GAMP) is designed and fabricated by using absorption and transparence glass which are the same refractive index. It is compared the experimental transmittance with theoretical that of GAMP. It is found that the linewidth of Gaussian optical imaging system obtained by wavelength is $0.365{\mu}m$ and NA is 0.07 is decrease 2/3 than that of Rayleigh.