• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.191-203
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• 2019

The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.41-51
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• 2007

In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

• 대한전기학회논문지:전력기술부문A
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• 제55권5호
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• pp.185-190
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• 2006

The security analysis relates to the ability of the electric systems to survive sudden disturbances such as electric short circuits or unanticipated loss of system elements. It is composed of both steady state and dynamic security analyses, which are not two separate issues but should be considered together. In steady state security analysis including voltage security analysis, the analysis checks that the system is operated within security limits by OPF (optimal power flow) after the transition of a new operating point. On the other hand, dynamic security analysis deals that the transition will lead to an acceptable operating condition. Transient stability, which is the ability of power systems to maintain synchronism when subjected to a large disturbance, is a principal component in dynamic security analysis. Usually any loss of synchronism will cause additional outages. They make the present steady state analysis of the post-contingency condition inadequate for unstable cases. This is the reason of the need for dynamics of systems. Probabilistic criterion can be used to recognize the probabilistic nature of system components and shows the possibility of system security. A comprehensive conceptual framework for probabilistic static and dynamic assessment is presented in this paper. The simulation results of the Western System Coordinating Council (WSCC) system compare an analytical method with Monte-Carlo simulation (MCS). Also, a case study of the extended IEEE Reliability Test System (RTS) shows the efficiency of this approach.

• 한국구조물진단유지관리공학회 논문집
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• 제18권6호
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• pp.30-40
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• 2014

최근 전력 전송을 위해 지하에 건설되는 전력구 구조물이 증가함에 따라, 이러한 구조물의 수명 연장은 매우 중요한 문제로 대두되고 있다. 현재까지의 현장 및 실험결과들은 콘크리트 내부의 철근이 콘크리트 피복의 탄산화 현상에 의해 부식될 수 있음을 보이고 있으며, 이러한 탄산화에 의한 철근의 부식은 구조물 주변의 높은 이산화탄소 농도에 의해 빈번히 발생할 가능성을 내포하고 있다. 따라서, 본 연구에서는 실제 전력구 현장에서의 철근 깊이와 탄산화 깊이를 측정한 결과를 바탕으로 우리나라의 전력구 콘크리트 구조물에 대한 탄산화 위험도를 평가하였다. 현장 데이터를 기반으로 철근 주변에서의 탄산화에 의한 전력구의 사용수명을 평가하였으며, 이를 위해 확률론적 방법인 몬테카를로 기법을 적용하였다. 또한 균열을 유발한 시험체에 대한 탄산화 촉진 실험을 수행하여, 그 실험결과를 바탕으로 균열을 고려한 경우의 전력구의 사용수명을 수치적으로 평가하고 분석하였다.

• 응용통계연구
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• 제6권2호
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• pp.289-302
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• 1993

본 연구에서는 지수분포성 적합도검정 문제를 다루는데, 모수가 미지인 상황에서 제1종단일 우측중도절단 표본과 제2종우측중도절단 표본인 경우에 각각 적용될 수 있는 새로운 검정통 계량을 제안하였다. 미지의 모수 문제를 해결하기 위해서 K-변환을 고려하였으며 중도절단 균일표본을 완결 균일표본으로 전환시키기 위해서 Rosenblatt 변환을 적용하였다. 전환된 완결 균일표본의 적합도검정을 위한 통계량은 분포함수와 경험분포함수의 편차의 $L_1-norm$ 으로 정의되었다. 검정 통계량의 임계치는 Monte Carlo simulation에 의해 구 했으며, 잘 알려진 Pettit 검정법과 검정력을 비교하였는데, 새로 제안된 검정통계량의 검정 력이 대체로 우수한 것으로 평가되었다.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.353-359
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• 2003

This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.1-14
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• 2001

This paper discusses choosing the weight function of the Hardle and Mammen statistic in nonparametric goodness-of-fit test for regression curve. For this purpose, we modify the Hardle and Mammen statistic and derive its asymptotic distribution. Some results on the test statistic from the wild bootstrapped sample are also obtained. Through Monte Carlo experiment, we check the validity of these results. Finally, we study the powers of the test and compare with those of the Hardle and Mammen test through the simulation.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.57-65
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• 1999

In a resent paper, Na, Lee and Kim(1998) develop a test statistic for testing whether or not the mean residual life changes its trend based on complete data and show that the new test performs better than previously known tests. In this paper, we extend their test to the randomly censored data. The asymptotic normality of the test statistic is established. Monte Carlo simulations are conducted to compare our test with a previously known test by the power of tests.

• 응용통계연구
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• 제27권5호
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• pp.833-842
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• 2014

비열등성 시험이란 시험군이 활성대조군보다 열등하지 않음을 증명하는 임상시험이다. 이러한 비열등성 시험에서 신뢰구간을 이용한 검정 방법에는 Chen 등 (2006)과 Kang (2010)이 제안한 방법이 있다. 본 논문에서는 Wilcoxon 순위합 검정에 기초한 두 모평균 차이의 신뢰구간과 활성대조군의 Hodges-Lehmann 추정량을 이용하여 비모수적 방법을 제안하였다. 또한 몬테카를로 모의실험(Monte-Carlo simulation)을 통하여 기존의 방법과 제안한 방법의 제1종 오류와 검정력을 비교하였다.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.107-118
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• 2000

Due to the close relation between cointegration test and multiple unit roots test multiple unit roots test are greatly studied by many researchers,. In this paper we suggest the symmetric type unit roots test which is an adjusted method of Shin (1999) Also we have a small Monte-Carlo simulation study to compare the power of the statistic developed in this paper with those of Shin (1999) and adjusted Fuller statistic(1996)