• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.513-528
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• 2017

Statistics are often used to test two samples if they have been drawn from the same underlying distribution. In this paper, we introduce several well-known distribution-free tests to compare distributions and conduct an extensive Monte-Carlo simulation to specify their behaviors. We consider various circumstances of when two distributions vary in (1) location, (2) scale, (3) symmetry, (4) kurtosis, (5) tail weight. A practical guideline for two-sample goodness-of-fit test is presented based on the simulation result.

• Bulletin of the Korean Space Science Society
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• 1993.10a
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• pp.18-18
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• 1993

According to the CCD photometric studies, the color distributions of globular clusters with collapsed cores, which are characterized by a power law cusp in thier surface brighness pronto, become bluer toward their centers, but this is not the case in the flat core clusters which are fit by the King model. To test the statistical implication of the color distribution within globular clusters, we built the sample dusters which follows the surface brightness pofile of the King model and power law cusp profile with the Sandage's standao luminosity function for M3 and the Salpter's initial mass functions. On the results from simulations based on the uniform random number generation the color gadients within globualr dusters mar be not likely to come from the statistical random distributions of stars but from the dynamical process on the cluster evolution.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.79-89
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• 2007

A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• Journal of Electrical Engineering and Technology
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• v.9 no.1
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• pp.60-70
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• 2014

This paper discusses the impacts of large scale grid-connected wind farm equipped with permanent magnet synchronous generator (PMSG) on power system small signal stability (SSS) incorporating wind generation uncertainty and volatility. Firstly, a practical simplified PMSG model with rotor-flux-oriented control strategy applied is derived. In modeling PMSG generator side converter, the generator-voltage-oriented control strategy is utilized to implement the decoupled control of active and reactive power output. In modeling PMSG grid side converter, the grid-voltage-oriented control strategy is applied to realize the control of DC link voltage and the reactive power regulation. Based on the Weibull distribution of wind speed, the Monte Carlo simulation technique based is carried out on the IEEE 16-generator-68-bus test system as benchmark to study the impacts of wind generation uncertainty and volatility on small signal stability. Finally, some preliminary conclusions and comments are given.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.1027-1036
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• 2017

Multiple comparisons are required to confirm whether or not something is significant if the null hypothesis to test whether the difference between more than three treatments is rejected in a one-way layout. There are both parametric multiple comparison method Tukey (1953) and Nonparametric multiple comparison method based on Kruskal-Wallis (1952).This procedure is applied to a mixed sample of all data and then an average ranking is used for each of three or more treatments. In this paper, a new nonparametric multiple comparison procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007) was proposed. Monte Carlo simulation is also adapted to compare the family wise error rate (FWE) and the power of the proposed method with previous methods.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1033-1046
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• 2009

In new drug development studies or clinical trials, zero-dose control is needed in general to determine the lowest dose level for a new drug which can act with our bodies. When the lowest dose level compared with zero-dose control has significant difference in effect, it is referred as minimum effective dose(MED). We propose, in this paper, parametric sequential test using updated control to identify the minimum effective dose(MED) level. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of the proposed method with other methods.

• Nuclear Engineering and Technology
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• v.53 no.4
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• pp.1331-1344
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• 2021

This study is to evaluate the seismic capacity of the fire-damaged cabinet facility in a nuclear power plant (NPP). A prototype of an electrical cabinet is modeled using OpenSees for the numerical simulation. To capture the nonlinear behavior of the cabinet, the constitutive law of the material model under the fire environment is considered. The experimental record from the impact hammer test is extracted trough the frequency-domain decomposition (FDD) method, which is used to verify the effectiveness of the numerical model through modal assurance criteria (MAC). Assuming different temperatures, the nonlinear time history analysis is conducted using a set of fifty earthquakes and the seismic outputs are investigated by the fragility analysis. To get a threshold of intensity measure, the Monte Carlo Simulation (MCS) is adopted for uncertainty reduction purposes. Finally, a capacity estimation model has been proposed through the investigation, which will be helpful for the engineer or NPP operator to evaluate the fire-damaged cabinet strength under seismic excitation. This capacity model is presented in terms of the High Confidence of Low Probability of Failure (HCLPF) point. The results are validated by the proper judgment and can be used to analyze the influences of fire on the electrical cabinet.

• Journal of Biomedical Engineering Research
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• v.25 no.4
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• pp.253-259
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• 2004

in this study, we developed a Monte Carlo imaging simulation code written by the visual C$\^$++/ programing language for design optimization of a digital X-ray imaging system. As a digital X-ray imaging system, we considered a Gd$_2$O$_2$S(Tb) scintillator and a photosensor array, and included a 2D parallel grid to simulate general test renditions. The interactions between X-ray beams and the system structure, the behavior of lights generated in the scintillator, and their collection in the photosensor array were simulated by using the Monte Carlo method. The scintillator thickness and the photosensor array pitch were assumed to 66$\mu\textrm{m}$ and 48$\mu\textrm{m}$, respertively, and the pixel format was set to 256 x 256. Using the code, we obtained X-ray images under various simulation conditions, and evaluated their image qualities through the calculations of SNR (signal-to-noise ratio), MTF (modulation transfer function), NPS (noise power spectrum), DQE (detective quantum efficiency). The image simulation code developed in this study can be applied effectively for a variety of digital X-ray imaging systems for their design optimization on various design parameters.