• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.291-297
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• 2001

For a stochastic regression model in which the errors are assumed to form a stationary linear process, we show that the difference between the empirical distribution functions of the errors and the estimates of those errors converges uniformly in probability to zero at the rate of $o_{p}$ ( $n^{-}$$\frac{1}{2}$) as the sample size n increases.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.14 no.24
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• pp.1-5
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• 1991

Various linear cost models have been proposed that can be used to determine a sampling plan by attributes. This paper is concerned with this sampling cost model when the probability that the number of nonconforming item is smaller than the break-even quality level is known. In addition to this situation, a constraint by AOQL is considered. Under these conditions, optimal sampling plan which minimize the average cost per lot is suggested.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.4
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• pp.1263-1274
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• 2021

In online competitive social networks, each user can be influenced by different competing influencers and consequently chooses different products. But their interest may change over time and may have swings between different products. The existing influence spreading models seldom take into account the time-related shifts. This paper proposes a minimum cost influence maximization algorithm based on the competitive transition probability. In the model, we set a one-dimensional vector for each node to record the probability that the node chooses each different competing influencer. In the process of propagation, the influence maximization on Competitive Linear Threshold (IMCLT) spreading model is proposed. This model does not determine by which competing influencer the node is activated, but sets different weights for all competing influencers. In the process of spreading, we select the seed nodes according to the cost function of each node, and evaluate the final influence based on the competitive transition probability. Experiments on different datasets show that the proposed minimum cost competitive influence maximization algorithm based on IMCLT spreading model has excellent performance compared with other methods, and the computational performance of the method is also reasonable.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.241-250
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• 2015

An important scientific objective of longitudinal studies involves tracking the probability of a subject having certain health condition over the course of the study. Proper definitions and estimates of disease risk tracking have important implications in the design and analysis of long-term biomedical studies and in developing guidelines for disease prevention and intervention. We study in this paper a class of rank-tracking probabilities to describe a subject's conditional probabilities of having certain health outcomes at two different time points. Linear mixed effects models are considered to estimate the tracking probabilities and their ratios of interest. We apply our methods to an epidemiological study of childhood cardiovascular risk factors.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.71-80
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• 2001

Logistic regression model is one of the most popular linear models for a binary response variable and used for the estimation of probability function. In many practical situations, the probability function can be expressed by a bell shaped curve and such a function can be estimated by a second order logistic regression model. However, when the probability curve is asymmetric, the estimation results using a second order logistic regression model may not be precise because a second order logistic regression model is a symmetric function. In addition, even if a second order logistic regression model is used, the interpretation for the effect of second order term may not be easy. In this paper, in order to alleviate such problems, an estimation method for asymmetric probabiity curve based on a first order logistic regression model and iterative bi-section method is proposed and its performance is compared with that of a second order logistic regression model by a simulation study.

• Structural Engineering and Mechanics
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• v.19 no.3
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• pp.347-359
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• 2005

This paper attempts to develop the analytical model of estimating the fatigue damage using a linear elastic fracture mechanics method. The stress history on a welding member, when a truck passed over a bridge, was defined as a block loading and the crack closure theory was used. These theories explain the influence of a load on a structure. This study undertook an analysis of the stress range frequency considering both dead load stress and crack opening stress. A probability method applied to stress range frequency distribution and the probability distribution parameters of it was obtained by Maximum likelihood Method and Determinant. Monte Carlo Simulation which generates a probability variants (stress range) output failure block loadings. The probability distribution of failure block loadings was acquired by Maximum likelihood Method and Determinant. This can calculate the fatigue reliability preventing the fatigue failure of a welding member. The failure block loading divided by the average daily truck traffic is a predictive remaining life by a day. Fatigue reliability analysis was carried out for the welding member of the bottom flange of a cross beam and the vertical stiffener of a steel box bridge by the proposed model. Results showed that the primary factor effecting failure time was crack opening stress. It was important to decide the crack opening stress for using the proposed model. Also according to the 50% reliability and 90%, 99.9% failure times were indicated.

• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.587-595
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• 2011

Credit scoring is an objective and automatic system to assess the credit risk of each customer. The logistic regression model is one of the popular methods of credit scoring to predict the default probability; however, it may not detect possible nonlinear features of predictors despite the advantages of interpretability and low computation cost. In this paper, we propose to use a generalized partially linear model as an alternative to logistic regression. We also introduce modern ensemble technologies such as bagging, boosting and random forests. We compare these methods via a simulation study and illustrate them through a German credit dataset.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.11 no.2
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• pp.169-174
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• 2018

In general, the methods of the analysis of variance(ANOVA) for the continuous data and the chi-square test for the discrete data are used for statistical analysis of the effect and the association. In multidimensional data, analysis of hierarchical structure is required and statistical linear model is adopted. The structure of the linear model requires the normality of the data. A multidimensional categorical data analysis methods are used for causal relations, interactions, and correlation analysis. In this paper, Bayesian network model using probability distribution is proposed to reduce analysis procedure and analyze interactions and causal relationships in categorical data analysis.

• Journal of the Korea Society for Simulation
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• v.27 no.1
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• pp.39-49
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• 2018

An SLBM (submarine-launched ballistic missile) seriously threatens the national security due to its stealthiness that makes it difficult to detect in advance. We consider a destroyer deployment optimization problem for effectively detecting an SLBM. An optimization model is based on the two-person zero-sum game in which an adversary determines the firing and arriving places with an appropriate trajectory that provides a low detection probability, and we establish a destroyer deployment plan that guarantees the possibly highest detection probability. The proposed two-person zero-sum game model can be solved with the corresponding linear programming model, and we perform computational studies with a randomly generated area and scenario and show the optimal mixed strategies for both the players in the game.

• Journal of Korean Society of Steel Construction
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• v.15 no.5 s.66
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• pp.475-487
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• 2003

This study developed an analysis model of estimating fatigue damage using the linear elastic fracture mechanics method. Stress history occurring to an element when a truck passed over a bridge was defined as block loading and crack closure theory explaining load interaction effect was applied. Stress range frequency analysis considering dead load stress and crack opening was done. Probability of stress range frequency distribution was applied and the probability distribution parameters were estimated. The Monte Carlo simulation of generating the probability various of distribution was performed. The probability distribution of failure block numbers was obtained. With this the fatigue reliability of an element not occurring in failure could be calculated. The failure block number divided by average daily truck traffic remains the life of a day. Fatigue reliability analysis model was carried out for the welding member of cross beam flange and vertical stiffener of steel box bridge using the proposed model. Consequently, a 3.8% difference was observed between the remaining life in the peak analysis method and in the proposed analysis model. The proposed analysis model considered crack closure phase and crack retard.