• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1161-1168
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• 2011

The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

• Journal of Korean Society for Quality Management
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• v.14 no.2
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• pp.47-54
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• 1986

A different kind of approximation has been developed in connection with calculation of the normal family distributions in digital computer. These approximations usually employ polynomial expressions. They give quite high accuracy, sometimes only within definite limits on the values of the variable. Outside these limits they may give quite poor approximations. In this paper we compare these approximations by criteria of C.P.U. time and accuracy using micro computer. Approximation formulas given by Zelen and Severo (1984) are proven to give the most accurate results within allowable C.P.U. time.

• Earthquakes and Structures
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• v.2 no.4
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• pp.323-336
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• 2011

The problem of reconstruction of complete building response from a limited number of response measurements is considered. The response at the intermediate degrees of freedom is reconstructed by using piecewise cubic Hermite polynomial interpolation in time domain. The piecewise cubic Hermite polynomial interpolation is preferred over the spline interpolation due to its trend preserving character. It has been shown that factorization of response data in variable separable form via singular value decomposition can be used to derive the complete set of normal modes of the structural system. The time domain principal components can be used to derive empirical transfer functions from which the natural frequencies of the structural system can be identified by peak-picking technique. A reduced-rank approximation for the system flexibility matrix can be readily constructed from the identified mass-orthonormal mode shapes and natural frequencies.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.26 no.3
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• pp.183-189
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• 2013

In this paper, uncertainties and failure criteria of structure are mathematically expressed by random variables and a limit state equation. A limit state equation is approximated by Fleishman's 3rd order polynomials and the theoretical moments of an approximated limit state equation are calculated. Fleishman introduced a 3rd order polynomial in terms of only standard normal distiribution random variables. But, in this paper, Fleishman's polynomial is extended to various random variables including beta, gamma, uniform distributions. Cumulants and a normalized limit state equation are used to calculate a theoretical moments of a limit state equation. A cumulative distribution function of a normalized limit state equation is approximated by a Pearson system.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.607-617
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• 2003

This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

• Economic and Environmental Geology
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• v.43 no.3
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• pp.259-267
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• 2010

Resistivity logging instruments were designed to measure electrical resistivity of formation, which can be directly interpreted to provide water-saturation profile. Short and long normal logging measurements are made under groundwater level. In some investigation sites, groundwater level reaches to a depth of a few meters. It has come to attention that the proximity of groundwater level might distort short and long normal logging readings, when the measurements are made near groundwater level, owing to the proximity of an insulating air. This study investigates the effects of the proximity of groundwater level (and also the proximity of earth surface) on the normal by simulating normal logging measurements near groundwater level. In the simulation, we consider all the details of real logging situation, i.e., the presence of wellbore, the tool mandrel with current and potential electrodes, and currentreturn and reference-potential electrodes. We also model the air to include the earth’'s surface in the simulation rather than the customary choice of imposing a boundary condition. To obtain apparent resistivity, we compute the voltage, i.e., potential difference between monitoring and reference electrodes. For the simulation, we use a twodimensional, goal-oriented and high-order self-adaptive hp finite element refinement strategy (h denotes the element size and p the polynomial order of approximation within each element) to obtain accurate simulation results. Numerical results indicate that distortion on the normal logging is greater when the reference potential electrode is closer to the borehole and distortions on long normal logging are larger than those on short normal logging.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.6
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• pp.779-787
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• 2007

This paper presents a highly efficient moving least squares finite difference method (MLS FDM) for a heat transfer problem of bi-material with interfacial boundary. The MLS FDM directly discretizes governing differential equations based on a node set without a grid structure. In the method, difference equations are constructed by the Taylor polynomial expanded by moving least squares method. The wedge function is designed on the concept of hyperplane function and is embedded in the derivative approximation formula on the moving least squares sense. Thus interfacial singular behavior like normal derivative jump is naturally modeled and the merit of MLS FDM in fast derivative computation is assured. Numerical experiments for heat transfer problem of bi-material with different heat conductivities show that the developed method achieves high efficiency as well as good accuracy in interface problems.

• Geophysics and Geophysical Exploration
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• v.13 no.1
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• pp.118-127
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• 2010

Resistivity logging instruments are designed to measure the electrical resistivity of a formation, and this can be directly interpreted to provide a water-saturation profile. However, resistivity logs are sensitive to borehole and shoulder-bed effects, which often result in misinterpretation of the results. These effects are emphasised more in the presence of tool eccentricity. For precise interpretation of short- and long-normal logging measurements in the presence of tool eccentricity, we simulate and analyse eccentricity effects by combining the use of a Fourier series expansion in a new system of coordinates with a 2D goal-oriented high-order self-adaptive hp finite-element refinement strategy, where h denotes the element size and p the polynomial order of approximation within each element. The algorithm automatically performs local mesh refinement to construct an optimal grid for the problem under consideration. In addition, the proper combination of h and p refinements produces highly accurate simulations even in the presence of high electrical resistivity contrasts. Numerical results demonstrate that our algorithm provides highly accurate and reliable simulation results. Eccentricity effects are more noticeable when the borehole is large or resistive, or when the formation is highly conductive.