• 제목/요약/키워드: lognormal distribution

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Risk assessment of steel and steel-concrete composite 3D buildings considering sources of uncertainty

  • Lagaros, Nikos D.
    • Earthquakes and Structures
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    • 제6권1호
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    • pp.19-43
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    • 2014
  • A risk assessment framework for evaluating building structures is implemented in this study. This framework allows considering sources of uncertainty both on structural capacity and seismic demand. In particular randomness on seismic load, incident angle, material properties, floor mass and structural damping are considered; in addition the choice of fibre modelling versus plastic hinge model is also considered as a source of uncertainty. The main objective of this work is to study the contribution of these sources of uncertainty on the fragilities of steel and steel-reinforced concrete composite 3D building structures. The fragility curves are expressed in the form of a two-parameter lognormal distribution where vertical statistics in conjunction with metaheuristic optimization are implemented for calculating the two parameters.

국부손상을 이용한 RC교각의 지진위험도 분석 (Seismic Risk Analysis of Reinforced Concrete Bridge Piers using Local Damage)

  • 이대형;김현준;박창규;정영수
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2006년도 춘계학술발표회 논문집(I)
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    • pp.194-197
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    • 2006
  • This study represents results of fragility curve development for 4-span continuous bridge. 2 type bridge model is chosen frame type and 2-roller 1-hinge type. To research the response of bridge under earthquake excitation, Monte Carlo simulation is performed to study nonlinear dynamic analysis. For nonlinear time history analysis a set of 150 synthetic time histories were generated. Fragility curves in this study are represented by lognormal distribution functions with two parameters and developed as a function of PGA. Five damage states were defined to express the condition of damage based on the actual experimental damage data of bridge column. As a result of this research, the value of damage probability corresponding to each damage state were determined and frame type bridge are favorable under seismic event.

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공기구동밸브 신뢰도 분석 모듈 개발 (Development of Reliability Analysis Program for Air Operated Valve)

  • 허태영;양상민;김봉호;송동섭;김찬용;이우준
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2003년도 춘계학술대회 논문집
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    • pp.1080-1082
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    • 2003
  • To develop a reliability analysis program applied to the diagnosis for air operated valve's integrity. we collected, analyzed AOV failure data from foreign and domestic nuclear power plants, and classified whole subjects of this program into several groups according to type and size. We established a theoretical basis using Lognormal Distribution and Bayesian Theory to develop analysis methodology. The result of this program was applied to the calculation of operational unavailability of AOV, and the effect of AOV's failure. Also this program can be applied to the development of diagnostic technique considering AOV environment (temperature, pressure), and setting-up maintenance cycle.

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항공유도로등화용 LED 광원의 가속수명시험 (An Accelerated Life Test of LED Lights for Aviation Taxiway)

  • 민경찬;윤양기;김명수
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제11권2호
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    • pp.127-140
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    • 2011
  • This paper presents an accelerated life test of aviation taxiway lights installed in the airport to help safe navigation of airplanes at night or in bad weather. Recently halogen lamps of taxiway lights are replaced by LED ones and their reliability needs yet to be verified. Thus, effective test conditions are designed reflecting the failure modes and mechanisms from the previous studies on LED, which include the accelerated degradation process. The test is performed under the temperature $70^{\circ}C$ and $90^{\circ}C$ for two types of LED lights, taxiway center line lights(TCLL) and taxiway edge lights (TEDL). The failure time data were analyzed using lognormal distribution and Arrhenius model to find the life-stress relationship, acceleration factor and life characteristics under the normal condition temperature $30^{\circ}C$.

Levy-Swaption 가치 평가 모형 (Levy-Type Swaption Pricing Model)

  • 이준희;박종우
    • 경영과학
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    • 제25권3호
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    • pp.1-12
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    • 2008
  • The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

가속 열화 모형을 이용한 엘리베이터 와이어 수명 예측 (Estimation of Elevator Wire Life Using Accelerated Degradation Model)

  • 김상부;김승호
    • 품질경영학회지
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    • 제43권3호
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    • pp.409-420
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    • 2015
  • Purpose: This study is to estimate the life of elevator wire rope by using the accelerated degradation test with two accelerating variables of applied load and corrosion. Methods: Linear regression method is used to find the pseudo life of elevator wire rope at each combination of accelerating variables and the median life of elevator wire rope at use condition is estimated under the assumption that the life of elevator wire rope follows lognormal distribution. Results: The particular case study demonstrated that the results of the elevator wire life estimation by using the proposed method can provide the better solutions than existing methods. Conclusion: It can be economical to use accelerated degradation model for estimating the life of elevator wire rope.

A rice-lognormal channel model for nongeostationary land mobile satellite system

  • 황승훈;한규진;안재영;서종수;황금찬
    • 한국통신학회논문지
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    • 제23권4호
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    • pp.1113-1120
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    • 1998
  • This paper introduces a channel model that is a combination of Rice and log-normal statistics, with independent shadowing affectingeach direct and diffuse component, repectively. This model extends the channel model of a combined Rice and Log-normal, proposed by Corazza, to include the independent shadowing. The validity of model is confirmed by comparisons with the data collectedin the literature, the analytical model, and the computer model in terms of probability distribution of the evvelope of each model. The model turns out to be one of many well-known narrowband models in limiting cases, e.g. Rayleigh, Rice, log-normal, Suzuki, Loo, and Corazza. Finally, the examples of bit error probability evaluations for several values of the elevation angle in the channel are provided.

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덕유산 국립공원 삼림식생의 종 다양성 (Species Diversity of Forest Vegetation in Togyusan National Park)

  • Kim, Chang-Hwan;Bong-Seop Kil
    • The Korean Journal of Ecology
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    • 제19권3호
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    • pp.223-230
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    • 1996
  • Five measurements of species diversity (richness index, diversity index, evenness index, dominance index and species sequences-importance curve) and their relationships with sltitude, tree age and community type were studied in $T\v{o}gyusan$ National Park, Korea. Altitude and tree age were the major variables explaining the differences of species diversity in the whole forest. Species richness index, diversity index and evenness index of Quercus mongolica and Pinus densiflora communities were lower than those of Carpinus laxiflora, Q. serrata, Fraxinus mandshurica, Q. mongolica - P. densiflora communities than that in the other communities. The species sequence-importance curve of the forest communities in $T\v{o}gyusan$ coincided with the ideal curve calculated by the lognormal-distribution theory.

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수명의 양쪽규격을 고려한 정수중단 ALT 샘플링검사 계획 (A Failure-Censored Accelerated Life Test Sampling Plan with Both Life Specification Limits)

  • 류근중;강창욱
    • 산업경영시스템학회지
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    • 제21권45호
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    • pp.319-328
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    • 1998
  • In this paper, the design of ALT(Accelerated Life Test) requires a sampling plan based on failure-censored(Type II censored) ALT with lognormal life distribution. Specially the environmental effect of products has been emphasized, so we considered the upper life limit as well as lower life limit in the ALT sampling plan. The optimal plan with a high stress and a low stress is used as test plan, and the total sample size for test and lot acceptability constant which minimize an asymptotic variance of maximum likelihood estimator of assumed model parameters and satisfy the given producer's risk and customer's risk are drawn out. These values can be acquired by means of the computer program that we coded for resolving the difficulty and complexity of calculation.

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정수기용 부스터펌프의 가속수명시험 (An Accelerated Life Test of Booster Pump for Water Purifier)

  • 문지섭;정선용;김명수
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제11권3호
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    • pp.281-291
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    • 2011
  • This paper presents an accelerated life test of booster pump for home water purifier. The failure analysis shows that decreased flux due to the plastic deformation of bypass spring adjusting pressure is the predominant failure mechanism. An accelerated life test is designed and implemented to estimate the lifetime of the booster pump. Temperature, water pressure and voltage are selected as accelerating variables through the technical review about failure mechanism. It is assumed that the lifetimes of booster pumps follow lognormal distribution and the combination model of temperature and non-thermal stresses holds. The life-stress relationship, acceleration factor, and $B_{10}$ life at design condition are estimated by analyzing the accelerated life test data.