• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• Proceedings of the Korea Concrete Institute Conference
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• 2005.05b
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• pp.249-252
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• 2005

Chloride ingress is a common cause of deterioration of reinforced concrete structures. Modeling the chloride ingress is an important basis for designing reinforced concrete structures and for assessing the reliability of an existing structure. The modelling is also needed for predicting the deterioration of a reinforced structure. This paper presents an approach for the probabilistic modeling of the chloride-induced corrosion of reinforcement steel in concrete structures that takes into account the uncertainties in the physical models. The parameters of the models are modeled as random variables and the distribution of the corrosion time and probability of corrosion are determined by using Monte Carlo simulation. The predictions of the proposed model is very effective to do the decision-making about initiation time and deterioration degree.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.2A
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• pp.115-120
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• 2011

The strength of reinforced concrete members has uncertainty from material properties of, concrete and reinforcements, section dimensions, and construction errors and so on. The accurate evaluation of these uncertainties is necessary to assure the reasonable safety. The uncertainties should be taken into account in design using structural reliability theory which requires probabilistic models for such uncertainties. In current Korean design code, most reliability evaluations were performed based on foreign data because of lack of local data. In this paper, the probabilistic models for yield strength of reinforcements were developed based on local data. The effects of various factors, nominal yield strength, diameter of reinforcements, and companies, on the models are also examined. According to data analysed, the effects of those factors are not significant. The probability model for yield strength of reinforcements in Korea can be expressed with Beta distribution based on collected data.

• Journal of the Korea institute for structural maintenance and inspection
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• v.11 no.4
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• pp.138-146
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• 2007

Geotechnical performance at the soft ground is strongly dependent on the properties of the soil beneath and adjacent to the structure of interest. These soil properties can be described using deterministic and/or probabilistic models. Deterministic models typically use a single discrete descriptor for the parameter of interest. Probabilistic models describe parameters by using discrete statistical descriptors or probability distribution density functions. The consolidation process depends on several uncertain parameters including the coefficients of consolidation and coefficients of permeability in vertical and horizontal directions. The implication of this uncertain parameter in the design of prefabricated vertical drains for soil improvement is discussed. A sensitivity analysis of the degree of consolidation and calculation of settlements to these uncertain parameters is presented for clayey deposits.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.445-461
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• 2019

It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

• Journal of Electrical Engineering and Technology
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• v.13 no.4
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• pp.1407-1418
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• 2018

Novel mechanism of customized adequacy formulation is proposed in order to enhance micro grids system reliability. The mechanism accounts for 2-levles of load curtailment, and is mainly based on probabilistic load profile and hybrid Distributed Generation (DG) units modeling. The two load curtailments are needed in order to ensure adequate technical constraints at steady state condition during islanding mode of operation. The effectiveness of the proposed formulation has been verified using system independent analytical expressions for the evaluation of both reliability and Expected Energy Not Served (EENS) indices. The evaluation has examined the impact of different penetration levels of Hybrid DG Units in case study islands. Results show the enhancement of the overall distribution system reliability and the recommended conditions for successful islanding mode of operation.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.351-368
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• 2021

For a probabilistic model with positively skewed data, a lognormal distribution is one of the key distributions that play a critical role. Several lognormal models can be found in various areas, such as medical science, engineering, and finance. In this paper, we propose a new estimator for a lognormal mean and depict the performance of the proposed estimator in terms of the relative mean squared error (RMSE) compared with Shen's estimator (Shen et al., 2006), which is considered the best estimator among the existing methods. The proposed estimator includes a tuning parameter. By finding the optimal value of the tuning parameter, we can improve the average performance of the proposed estimator over the typical range of σ². The bias reduction of the proposed estimator tends to exceed the increased variance, and it results in a smaller RMSE than Shen's estimator. A numerical study reveals that the proposed estimator has performance comparable with Shen's estimator when σ² is small and exhibits a meaningful decrease in the RMSE under moderate and large σ² values.

• Journal of Korea Society of Industrial Information Systems
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• v.16 no.4
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• pp.99-105
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• 2011

This paper presents a method to design a centralized repetitive controller that is robust to variations in the multiple system parameters. The uncertain parameters are specified probabilistically by their probability distribution functions. Instead of working with the distribution functions directly, the centralized repetitive controller is designed from a set of models that are generated from the specified probability functions. With this multiple-model design approach, any number of uncertain parameters that follow any type of distribution functions can be treated. Furthermore, the controller is derived by minimizing a frequency-domain based cost function that produces monotonic convergence of the tracking error as a function of repetition number. Numerical illustrations show how the proposed multiple-model design method produces a repetitive controller that is significantly more robust than an optimal repetitive controller designed from a single nominal model of the multiple system.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.8 no.3
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• pp.85-90
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• 1988

A probabilistic model for the failure in a homogeneous soil slope is presented. The Safety of the slope is measured through its probability of failure rather than the customary factor of safety. The safety margin of slope failure is assumed to follow a normal distribution. Sources of uncertainties affecting characterization of soil property in a homogeneous soil layer include inherent spatial variability., estimation error from insufficient samples, and measurement errors. Uncertainties of the shear strength-along potential failure surface are expressed by one-dimensional random field models. The rupture surface, created at toe of a soil slope, has been considered to propagate towards the boundary along a path following an exponential (log-spiral) law. Having derived the statistical characteristics of the rupture surface and of the forces which act along it, the probability of failure of the slope was found. Finally the developed procedure has been applied in a case study to yield the reliability of a soil slope.

• Journal of the Korean Society of Safety
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• v.27 no.6
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• pp.115-121
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• 2012

This paper, being the second in a two-part series, presents the robust performance of the proposed design method which can enhance a reliability-based design optimization(RBDO) under the uncertainties of probabilistic models. The robust performances of the solutions obtained by the proposed method, described in the Part 1, are investigated through the parametric studies. A 10-bar truss example is considered, and the uncertain parameters include the number of data observed, and the variations of applied loadings and allowable stresses. The numerical results show that the proposed method can produce a consistent result despite of the large variations in the parameters. Especially, even with the relatively small data set, the analysis results show that the exact probabilistic model can be successfully predicted with optimized design sections. This consistency of estimating appropriate probability model is also observed in the case of the variations of other parameters, which verifies the robustness of the proposed method.