• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.357-363
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• 1998

In this paper we propose a nonparametric lack of fit test based on the bootstrap method for testing the null parametric linear model by using linear smoothers. Most of existing nonparametric test statistics are based on the residuals. Our test is based on the centered bootstrap residuals. Power performance of proposed bootstrap lack of fit test is investigated via Monte carlo simulation.

• 한국신뢰성학회지:신뢰성응용연구
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• 제18권1호
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• pp.33-39
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• 2018

Purpose: Accelerated degradation tests can be effective in assessing product reliability when degradation leading to failure can be observed. This article proposes an accelerated degradation test model for highly reliable solid state drives (SSDs). Methods: We suggest a nonlinear mixed-effects (NLME) model to degradation data for SSDs. A Monte Carlo simulation is used to estimate lifetime distribution in accelerated degradation testing data. This simulation is performed by generating random samples from the assumed NLME model. Conclusion: We apply the proposed method to degradation data collected from SSDs. The derived power model is shown to be much better at fitting the degradation data than other existing models. Finally, the Monte Carlo simulation based on the NLME model provides reasonable results in lifetime estimation.

• Journal of Electrical Engineering and Technology
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• 제9권6호
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• pp.1832-1842
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• 2014

A novel probabilistic small signal stability analysis (PSSSA) method considering load correlation is proposed in this paper. The superiority Latin hypercube sampling (LHS) technique combined with Monte Carlo simulation (MCS) is utilized to investigate the probabilistic small signal stability of power system in presence of load correlation. LHS helps to reduce the sampling size, meanwhile guarantees the accuracy and robustness of the solutions. The correlation coefficient matrix is adopted to represent the correlations between loads. Simulation results of the two-area, four-machine system prove that the proposed method is an efficient and robust sampling method. Simulation results of the 16-machine, 68-bus test system indicate that load correlation has a significant impact on the probabilistic analysis result of the critical oscillation mode under a certain degree of load uncertainty.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.707-711
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• 2009

We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.643-655
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• 2004

L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Nuclear Engineering and Technology
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• 제53권10호
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• pp.3247-3255
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• 2021

As Probabilistic Safety Assessments (PSAs) are thoroughly conducted for the Site Operating States (SOSs) for a single unit, multi-unit Probabilistic Safety Assessments (MUPSAs) are ongoing worldwide to address new technical challenges or issues. In South Korea, the determination of the site operating states for a single site requires a logical approach with reasonable assumptions due to the fact that there are 4-8 operating units for each site. This paper suggests a simulation model that gives a reasonable expectation of the site operation states using the Monte-Carlo method as a stochastic approach and deterministic aspects such as operational policies. Statistical hypothesis tests were conducted so that the reliance of the simulation results can be guaranteed. In this study, 7 units of the Kori site were analysed as a case study. The result shows that the fraction of full power for all 7 units is nearly 0.45. For situations when more than two units are not in operation, the highest fraction combination was obtained for Plant Operation State (POS) 8, which is the stage of inspection and repairment. By entering various site operation scenarios, the simulation model can be used for the analysis of other site operation states.

• 대한방사선기술학회지:방사선기술과학
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• 제28권2호
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• pp.117-122
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• 2005

1999년 개정된 국내 원자력법 시행령 제2조 5항에 의하면 2003년부터 원전 작업종사자들에 대해 외부 피폭 선량뿐만 아니라 내부피폭 선량도 합산하여 평가하도록 하였으며 또한 각 선량평가에 대한 오차도 50% 이내로 유지되어야 한다고 규정한 바 있어 전신이나 갑상선 계측기와 같은 내부피폭선량 측정 장비의 정밀한 계측이 요구되고 있다. 이러한 국내 원자력법의 개정에 부합하여 본 연구에서는 내부피폭 선량측정 결과치의 정확도를 향상시키기 위해서 현재 개발 중인 갑상선 내부피폭선량 측정 시스템의 검출효율을 계산하기 위한 몬테카를로 모의실험 코드(CALEFF)를 개발하였으며, 이 코드를 사용하여 다양한 실험조건에서 검출효율을 계산하였다. 향후 갑상선 내부피폭선량 측정 시스템의 보정인자로 사용하고자 한다.

• Nuclear Engineering and Technology
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• 제54권3호
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• pp.926-939
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• 2022

The area of this study will cover the location-wise seismic response variation of an electrical cabinet in nuclear power point (NPP) based on classical reliability analysis. The location-based seismic ground motion (GM) selection is carried out with the help of probabilistic seismic hazard analysis using PSHRisktool, where the variation of reliability analysis can be understood from the relation between the reliability index and intensity measure. Two different approaches such as the first-order second moment method (FOSM) and Monte Carlo Simulation (MCS) are helped to evaluate and compare the reliability assessment of the cabinet. The cabinet is modeled with material uncertainty utilizing Steel01 as the material model and the fiber section modeling approach is considered to characterize the section's nonlinear reaction behavior. To verify the modal frequency, this study compares the FEM result with recorded data using Least-Squares Complex Exponential (LSCE) method from the impact hammer test. In spite of a few investigations, the main novelty of this study is to introduce the reader to check and compare the seismic reliability assessment variation in different seismic locations and for different earthquake levels. Alongside, the betterment can be found by comparing the result between two considered reliability estimation methods.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.693-701
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• 2002

When the lowest dose level compared with zero-dose control has significant difference in effect, it is referred as minimum effective dose (MED). In this paper, we discuss several nonparametric methods for finding MED using updated rank at each sequential test step in small sample size and suggest new nonparametric procedures based on placement. Monte Carlo Simulation is adapted to compare power and Familywise Error Rate(FWE) of the new procedures with those of discussed nonparametric tests for finding MED.