• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.775-783
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• 2012

Several statistical models for bivariate poisson data are suggested and used to analyze 2011 K-league data. Our interest is composed of two purposes: The first purpose is to exploit potential attacking and defensive abilities of each team. Particular, a bivariate poisson model with diagonal inflation is incorporated for the estimation of draws. A joint model is applied to estimate an association between poisson distribution and probability of draw. The second one is to investigate causes on scoring time of goals and a regression technique of recurrent event data is applied. Some related future works are suggested.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.937-942
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• 2009

In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

• Membrane and Water Treatment
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• v.8 no.2
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• pp.137-147
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• 2017

A water treatment utility in South Korea operates a large system of pressurized hollow fiber membrane (PHFM) modules. The optimal selection of membrane module for the full scale plant was critical issue and carried out using Risk-based Life Cycle Cost (RbLCC) analysis based on the historical data of operation and maintenance. The RbLCC analysis was used in the process of decision-making for replacing aged modules. The initial purchasing cost and the value at risk during operation were considered together. The failure of modules occurs stochastically depending on the physical deterioration with usage over time. The life span of module was used as a factor for the failure of Poisson's probability model, which was used to obtain the probability of failure during the operation. The RbLCC was calculated by combining the initial cost and the value at risk without its warranty term. Additionally, the properties of membrane were considered to select the optimum product. Results showed that the module's life span in the system was ten years (120 month) with safety factor. The optimum product was selected from six candidates membrane for a full scale water treatment facility. This method could be used to make the optimum and rational decision for the operation of membrane water purification facility.

• 한국정보통신설비학회:학술대회논문집
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• 2005.08a
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• pp.109-112
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• 2005

In this thesis, we recommend the method for VOD service traffic modeling. By the analysis of service traffic, we verify that the process of VOD service is the POISSON process. So it is important to determine the probability of the user's existence in the system. But, because it is difficult to measure, we recommend proper using of arrival rate and service rate.

• Journal of the Korean Institute of Gas
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• v.14 no.1
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• pp.28-36
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• 2010

We have garnered 3,593 data of gas accidents reported for 12 years from 1995, and then analyzed the LPG vaporizer accidents according to their types and causes based on the classified database. According to the results the gas rupture has been the most common accident followed by the release, explosion and then fire accidents, the most frequent accident-occurring sub-cause is LPG check floater faults. In addition, we have applied the Poisson Probability Functions to predict the most-likely probabilities of fire, explosion, release and rupture with the LPG vaporizer in the upcoming 5 years. In compliance with Poisson Probability Functions results, in the item which occurs below 3 "LPG-Vaporizer-Fire", in the item which occurs below 5 "LPG-Vaporizer-Products Faults-Check Floater" and the item which occurs below 10 appeared with "LPG-Vaporizer-Products Faults". From this research we have assured the successive database updating will highly improve the anticipating probability accuracy and thus it will play a key role as a significant safety- securing guideline against the gas disasters.

• Journal of Korean Society of Disaster and Security
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• v.6 no.2
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• pp.23-30
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• 2013

A dynamic analysis of random vibration processes is concerned with the first excursion probability based on first passage time during some specified lifetime or duration of the excitation. This study is concerned with the estimation of first-passage probability for hazard fluctuate wind velocity in the major cities reflecting the recent meteorological with largest data samples (yearly 2003-2012). The basic wind speeds were standardized homogeneously to the surface roughness category C, and to 10m above the ground surface. In this paper, the hazard fluctuate wind velocities are treated as a time-independent (stationary) random process and Gaussian random processes. The first excursion probability were calculated from Poisson model based on the independent event of level crossing & two-state Markov model based on the envelopes of level crossing.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.81-87
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• 2012

A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

• IE interfaces
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• v.17 no.1
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• pp.1-12
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• 2004

In a modern semiconductor device manufacturing industry, statistical bin limits on wafer level test bin data are used for minimizing value added to defective product as well as protecting end customers from potential quality and reliability excursion. Most wafer level test bin data show skewed distributions. By Monte Carlo simulation, this paper evaluates methods and sample size effect regarding determination of statistical bin limits. In the simulation, it is assumed that wafer level test bin data follow the Poisson distribution. Hence, typical shapes of the data distribution can be specified in terms of the distribution's parameter. This study examines three different methods; 1) percentile based methodology; 2) data transformation; and 3) Poisson model fitting. The mean square error is adopted as a performance measure for each simulation scenario. Then, a case study is presented. Results show that the percentile and transformation based methods give more stable statistical bin limits associated with the real dataset. However, with highly skewed distributions, the transformation based method should be used with caution in determining statistical bin limits. When the data are well fitted to a certain probability distribution, the model fitting approach can be used in the determination. As for the sample size effect, the mean square error seems to reduce exponentially according to the sample size.

• Convergence Security Journal
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• v.13 no.1
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• pp.3-10
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• 2013

In this paper, reliability software model considering fault detection rate based on observations from the process of software product testing was studied. Adding new fault probability using the S-shaped distribution model that is widely used in the field of reliability problems presented. When correcting or modifying the software, finite failure non-homogeneous Poisson process model was used. In a software failure data analysis considering the time-dependent fault detection rate, the parameters estimation using maximum likelihood estimation of failure time data and reliability make out.

• The Journal of the Korea Contents Association
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• v.13 no.7
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• pp.361-368
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• 2013

This research aims to offer the information required for demand increase on marketing strategy level by investigating Mudeungsan visitors' demographic characteristics and social economical variables. To accomplish this study, the proper analyzing model needs to be applied because a grave error of parameters will be led if regression model appropriate for analyzing the data of a continuous probability variable is applied, in case that dependent variable is a discrete random variable which have a discrete probability distribution. Therefore data analysis was performed with Poisson model. However, as the data was showing an overdispersion, parameter was estimated with the Binomial Poisson model able to cover the problem. As a result, some explanatory variables turned out to be significant such as visitor's age, occupation, preferred season to visit, type of company, five days working, and preferring type of tourism. Author could offer to the national park the information about characteristics of core market revealed and marketing strategy for it, based on those influential variables.