• Communications for Statistical Applications and Methods
• /
• 제7권2호
• /
• pp.605-616
• /
• 2000

Three primary interests frequently raised by mortgage companies are introduced and the corresponding statistical approaches for the default probability in mortgage companies are examined. Statistical models considered in this paper are time series, logistic regression, decision tree, neural network, and discrete time models. Usage of the models is illustrated using an artificially modified data set and the corresponding models are evaluated in appropriate manners.

• 한국통신학회논문지
• /
• 제27권4B호
• /
• pp.308-315
• /
• 2002

This paper proposes new probability models for wideband code division multiple access (W-CDMA) signals. The performance of a W-CDMA system is evaluated by calculating the average bit error rate(BER) which is derived from the probability distribution of the W-CDMA receiver output. If a probability model of the receiver output is available, the performance evaluation becomes much simpler and it enables diverse analyses of the system for channel coding and other purposes. In this paper, probability distributions of W-CDMA signals, more specifically those of the receiver output, are represented as Rayleigh and noncentral chi distribution, considering various bandwidths and channel environments. The adequacy of a probability model is verified by chi-square test of 1% significance level. The BER of the system obtained from the simulation results is compared to that obtained from the probability model to demonstrate the usefulness of the proposed models.

• 대한교통학회지
• /
• 제29권3호
• /
• pp.83-91
• /
• 2011

이 논문은 확률론적인 방법을 이용하여 동적 통행시간(dynamic travel time) 모형을 도출한다. 동적 통행시간 모형은 차량의 통행시간은 도로 공간상에서의 교통흐름 분포에 따라, 또는 통행구간 출발점에서 시간에 대한 교통흐름의 분포에 따라 결정된다고 가정하여 얻어진다. 이 모형들에서 교통흐름의 분포가 차량의 통행시간에 미치는 정도를 나타내는 확률밀도함수(probability density function)는 여러 가지 형태의 도입될 수 있으나 지수분포를 따른다고 가정한다.

• 한국수학교육학회지시리즈D:수학교육연구
• /
• 제17권1호
• /
• pp.1-14
• /
• 2013

Stochastic phenomena induce us to construct a probability model and structure our thinking; corresponding models help us to understand and interpret the reality. They in turn equip us with tools to recognize, reconstruct and solve problems. Therefore, various implications in terms of methodology as well as epistemology naturally flow from different adoptions of models for probability. Right from the basic scenarios of different perspectives to explore reality, students are occasionally exposed to misunderstanding and misinterpretations. With realistic examples a multi-faceted image of probability and different interpretation will be considered in mathematical modelling activities. As an exploratory investigation, mathematical modelling activity for probability learning was elaborated through semiotic analysis. Especially, the coherence structure in mathematical modelling discourse was reviewed form a semiotic perspective. The discourses sampled from group activities were analyzed on the basis of semiotic perspectives taxonomical coherence relations.

• 한국산업정보학회논문지
• /
• 제11권1호
• /
• pp.1-6
• /
• 2006

Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

• 한국산업경영시스템학회:학술대회논문집
• /
• 한국산업경영시스템학회 2002년도 춘계학술대회
• /
• pp.139-149
• /
• 2002

This paper presents an approach to derive probability models for use in structural reliability studies. Two main points are made. First, that it is possible to translate engineering and physics knowledge into a requirement on the form of a probability model. And second, that making assumptions about a probability model for structural failure implies either explicit or hidden assumptions about material and structural properties. The work is foundational in nature, but is developed with explicit examples taken from planar and general stress problems, the von Mises failure criterion, and a modified Weibull distribution.

• Communications for Statistical Applications and Methods
• /
• 제17권4호
• /
• pp.483-491
• /
• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• International Journal of Precision Engineering and Manufacturing
• /
• 제4권6호
• /
• pp.12-19
• /
• 2003

This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

• 산업경영시스템학회지
• /
• 제27권4호
• /
• pp.77-82
• /
• 2004

Being in an internet era, the rapid transmission of 3D mesh models is getting more important and efforts toward the compression of various aspects of mesh models have been provided. Even though a mesh model usually consists of coordinates of vertices and properties such as colors and normals, topology plays the most important part in the compression of other information in the models. Despite the extensive studies on Edgebreaker, the most frequently used and rigorously evaluated topology compressor, the probability distribution of its five op-codes, C, R, E, S, and L, has never been rigorously analyzed yet. In this paper, we present probability distribution of the op-codes which is useful for both the optimization of the compression performance and a priori estimation of compressed file size.

• 한국안전학회지
• /
• 제32권6호
• /
• pp.1-8
• /
• 2017

P-PIE is a program developed to estimate failure probability of pipes and pressure vessels considering fatigue and stress corrosion crack growth. Using the program, crack growth simulation was performed with an initially existing crack in order to examine the effects of initial crack depth distribution on the leak probability of pipes. In the simulation stress corrosion crack growth was considered and several crack depth distribution models were used. From the results it was found that the initial crack depth distribution gives great effect on the leak probability of pipes. The log-normal distribution proposed by Khaleel and Simonen gives lower leak probability compared other exponential distribution models. The effects of the number and the quality of pre-service and in-service inspections on the leak probability were also examined and it was recognized that the number and the quality of pre-service and in-service inspections are also give great effect on the leak probability. In order to reduce the leak probability of pipes in plants it is very important to improve the quality of inspections. When in-service inspection is performed every 10 years and the quality of inspection is above the very good level, the leak probability shows nearly constant value after the first inspection for an initially existing crack.