• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• Ocean Systems Engineering
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• v.9 no.2
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• pp.135-155
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• 2019

One of the safest and the most economical methods to transfer oil and gas is pipeline system. Prediction and prevention of pipeline failures during its assessed lifecycle has considerable importance. The dropped object is one of the accidental scenarios in the failure of the submarine pipelines. In this paper, using Monte Carlo Sampling, the probability of damage to a submarine pipeline due to a box-shaped dropped object has been calculated in terms of dropped object impact frequency and energy transfer according to the DNV-RP-F107. Finally, Reliability sensitivity analysis considering random variables is carried out to determine the effect intensity of each parameter on damage probability. It is concluded that impact area and drag coefficient have the highest sensitivity and mass and add mass coefficient have the lowest sensitivity on probability of failure.

• Communications for Statistical Applications and Methods
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• v.28 no.3
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• pp.251-265
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• 2021

This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

• ETRI Journal
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• v.44 no.3
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• pp.491-503
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• 2022

Metal-oxide-semiconductor field-effect transistors (MOSFETs) are continuously scaling down in the nanoscale region to improve the functionality of integrated circuits. The scaling down of MOSFET devices causes short-channel effects in the nanoscale region. In nanoscale region, leakage current components are increasing, resulting in substantial power dissipation. Very large-scale integration designers are constantly exploring different effective methods of mitigating the power dissipation. In this study, a transistor-level input-controlled stacking (ICS) approach is proposed for minimizing significant power dissipation. A low-power ICS approach is extensively discussed to verify its importance in low-power applications. Circuit reliability is monitored for process and voltage and temperature variations. The ICS approach is designed and simulated using Cadence's tools and compared with existing low-power and high-speed techniques at a 22-nm technology node. The ICS approach decreases power dissipation by 84.95% at a cost of 5.89 times increase in propagation delay, and improves energy dissipation reliability by 82.54% compared with conventional circuit for a ring oscillator comprising 5-inverters.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Communications for Statistical Applications and Methods
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• v.29 no.2
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.665-677
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• 2022

This paper proposes a new estimation method based on the maximum product of spacings for estimating unknown parameters of the three-parameter Weibull distribution under a generalized Type-II progressive hybrid censoring scheme which guarantees a constant number of observations and an appropriate experiment duration. The proposed approach is appropriate for a situation where the maximum likelihood estimation is invalid, especially, when the shape parameter is less than unity. Furthermore, it presents the enhanced performance in terms of the bias through the Monte Carlo simulation. In particular, the superiority of this approach is revealed even under the condition where the maximum likelihood estimation satisfies the classical asymptotic properties. Finally, to illustrate the practical application of the proposed approach, the real data analysis is conducted, and the superiority of the proposed method is demonstrated through a simple goodness-of-fit test.

• Nuclear Engineering and Technology
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• v.56 no.3
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• pp.772-784
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• 2024

The hexagonal nodal code RENUS has been enhanced to handle irregularly deformed hexagonal assemblies. The underlying RENUS methods involving triangle-based polynomial expansion nodal (T-PEN) and corner point balance (CPB) were extended in a way to use line and surface integrals of polynomials in a deformed hexagonal geometry. The nodal calculation is accelerated by the coarse mesh finite difference (CMFD) formulation extended to unstructured geometry. The accuracy of the unstructured nodal solution was evaluated for a group of 2D SFR core problems in which the assembly corner points are arbitrarily displaced. The RENUS results for the change in nuclear characteristics resulting from fuel deformation were compared with those of the reference McCARD Monte Carlo code. It turned out that the two solutions agree within 18 pcm in reactivity change and 0.46% in assembly power distribution change. These results demonstrate that the proposed unstructured nodal method can accurately model heterogeneous thermal expansion in hexagonal fueled cores.

• Journal of the Korea Institute of Military Science and Technology
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• v.27 no.2
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• pp.140-146
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• 2024

Active electronically scanning antennas are faster and more flexible in beam-scheduling than mechanical antennas. Thus, they require an advanced resource management or detection methods to operate efficiently. In a surveillance radar performing periodic detection, alert-confirm detection is an excellent method to improve the cumulative detection probability by reducing the period while maintaining the detection probability. This paper proposes a design method for alert-confirm detection based on the parameters of the conventional design. We developed a simulator based on simulink@matworks and verified the result through Monte Carlo simulation.

• Structural Engineering and Mechanics
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• v.92 no.1
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• pp.111-120
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• 2024

Sampling methods are powerful approaches to solving the problems of structural reliability analysis and estimating the failure probability of structures. In this paper, a new sampling method is proposed offering lower variance and lower computational cost for complex and high-dimensional problems. The method is called Optimal Latinized partially stratified sampling (OLPSS) as it is based upon the Latinized Partially Stratified Sampling (LPSS) which itself is based on merging Stratified Sampling (SS) and Latin Hypercube Sampling (LHS) algorithms. While LPSS has a low variance, it may suffer from a lack of good space-filling of its generated samples in some cases. In the OLPSS, this issue has been resolved by employing a new columnwise-pairwise exchange optimization procedure for sample generation. The efficiency of the OLPSS has been tested and reported under several benchmark mathematical functions and structural examples including structures with a large number of variables (e.g., a structure with 67 variables). The proposed method provides highly accurate estimates of the failure probability of structures with a significantly lower variance relative to the Monte Carlo simulations, Latin Hypercube, and standard LPSS.