• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.743-752
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• 2004

In this paper, we develop the Bayesian model selection procedure using the reference prior for comparing two nested model such as the independent and intraclass models using the distance or divergence between the two as the basis of comparison. A suitable criterion for this is the power divergence measure as introduced by Cressie and Read(1984). Such a measure includes the Kullback -Liebler divergence measures and the Hellinger divergence measure as special cases. For this problem, the power divergence measure turns out to be a function solely of $\rho$, the intraclass correlation coefficient. Also, this function is convex, and the minimum is attained at $\rho=0$. We use reference prior for $\rho$. Due to the duality between hypothesis tests and set estimation, the hypothesis testing problem can also be solved by solving a corresponding set estimation problem. The present paper develops Bayesian method based on the Kullback-Liebler and Hellinger divergence measures, rejecting $H_0:\rho=0$ when the specified divergence measure exceeds some number d. This number d is so chosen that the resulting credible interval for the divergence measure has specified coverage probability $1-{\alpha}$. The length of such an interval is compared with the equal two-tailed credible interval and the HPD credible interval for $\rho$ with the same coverage probability which can also be inverted into acceptance regions of $H_0:\rho=0$. Example is considered where the HPD interval based on the one-at- a-time reference prior turns out to be the shortest credible interval having the same coverage probability.

• Nuclear Engineering and Technology
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• v.47 no.3
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• pp.332-339
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• 2015

The leak before break (LBB) concept is widely used in designing pipe lines in nuclear power plants. According to the concept, the amount of leaking liquid from a pipe should be more than the minimum detectable leak rate of a leak detection system before catastrophic failure occurs. Therefore, accurate estimation of the leak rate is important to evaluate the validity of the LBB concept in pipe line design. In this paper, a program was developed to estimate the leak rate through circumferential cracks in pipes in nuclear power plants using the Henry-Fauske flow model and modified Henry-Fauske flow model. By using the developed program, the leak rate was calculated for a circumferential crack in a sample pipe, and the effect of the flow model on the leak rate was examined. Treating the crack morphology parameters as random variables, the statistical behavior of the leak rate was also examined. As a result, it was found that the crack morphology parameters have a strong effect on the leak rate and the statistical behavior of the leak rate can be simulated using normally distributed crack morphology parameters.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.6 no.2
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• pp.85-91
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• 1986

Fatigue life is an important consideration for the design of offshore structures in deep sea and in hostile environments. In this paper, the effect of the bandwidth of random stresses on the fatigue life estimation of fixed offshore structures is investigated. The dynamic analysis is carried out in the frequency domain by using the equivalent linearization technique. Fatigue damages are calculated by two stress cycle counting methods; i.e., the narrow band method and the wide band method using rainflow counting technique. Example studies are carried out for two different structures. Numerical results indicate that the wide band approach, which is more complex but theoretically more appropriate pridicts smaller values of fatigue damages compared with those by the narrow band approach for all seastate conditions. Such trend becomes more apparent for the cases of severe seastates where the bandwidth of random stresses becomes large.

• Journal of Korea Port Economic Association
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• v.30 no.2
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• pp.133-143
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• 2014

The paper uses a panel gravity model to analyse the determinants of export via Gwangyang port for the period from 2000-2012. The gravity model includes export via Gwangyang port, GDP and population of trading partners, the distances between Korea and its partners, and Korea-ASEAN FTA dummy. Hausman test shows up which one is exactly appropriate between random effect estimation and fixed effect estimation to use panel dataset. It depends on whether or not existence or nonexistence of the correlation between unobserved omitted factors and variables. Fixed effect estimation is suitable for this paper by the rejection of null hypothesis. An Empirical analysis of this paper shows GDP influences positive effects and distance influences negative effects to Gwangyang port trading partners. In addition, the results strongly supported the effects of Korea-ASEAN FTA on the growth of Gwangyang port export.

• International Area Studies Review
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• v.13 no.2
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• pp.602-616
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• 2009

EU and NAFTA which are huge regional economic blocs came out the world economy at the end of the twentieth century. It is the first that Europe has been trying to establish regional economic integration which is a revolutionary change to world economy. So that regional economic integration of Europe(European Union) has been improving to make a complete economic political integration. This paper analyzes trade creation effect for joining European Union(EU) of Central Eastern European countries with random effect estimation and fixed effect estimation. 12 Central Eastern European countries have become membership states of EU since 2004 is able to get 27.4% of trade increase effect on average between old and new membership countries one another as well as between new membership countries one another respectively. It is very important for some countries have a plan to affiliate to EU in the future to realize such a big effect if they are in.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.287-301
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• 2018

It is common to encounter count data with excess zeros in various research fields such as the social sciences, natural sciences, medical science or engineering. Such count data have been explained mainly by zero-inflated Poisson model and extended models. Zero-inflated count data are also often correlated or clustered, in which random effects should be taken into account in the model. Frequentist approaches have been commonly used to fit such data. However, a Bayesian approach has advantages of prior information, avoidance of asymptotic approximations and practical estimation of the functions of parameters. We consider a Bayesian zero-inflated Poisson regression model with random effects for correlated zero-inflated count data. We conducted simulation studies to check the performance of the proposed model. We also applied the proposed model to smoking behavior data from the Regional Health Survey (2015) of the Korea Centers for disease control and prevention.

• Journal of the Korean Society for Precision Engineering
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• v.21 no.1
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• pp.173-180
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• 2004

This paper presents the effect of varying boundary conditions such as ground subsidence, internal pressure and temperature variation for buried pipelines on failure prediction by using a failure probability model. The first order Taylor series expansion of the limit state function incorporating with von-Mises failure criteria is used in order to estimate the probability of failure mainly associated with three cases of ground subsidence. Using stresses on the buried pipelines, we estimate the probability of pipelines with von-Mises failure criterion. The effects of varying random variables such as pipe diameter, internal pressure, temperature, settlement width, load for unit length of pipelines, material yield stress and pipe thickness on the failure probability of the buried pipelines are systematically studied by using a failure probability model for the pipeline crossing ground subsidence regions which have different soil properties.

• Journal of Korean Society for Quality Management
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• v.26 no.4
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• pp.250-264
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• 1998

The purpose of the thesis is to develop simulation program for forecasting of optical connector. So we can achieve the time and the money saving for making the optical connector. Optical performance (insertion loss) of optical connector mainly relies on 3 misalignment factors-ferrule factor due to mis-manufacture from design, auto-centering effect that is fiber behavior phenomena between hole and fiber, fiber misalignment factor. Simulation use experimental data with auto-centering effect and fiber factor and use pseudo data with ferrule through random number generation because it is developing stage. In this study we a, pp.y kernel density estimation method with experimental data in order to know whether it belong to or not specific parametric distribution family. And we simulate to forecast insertion loss of optical multifiber connector under specific design model using nonparametric bootstrap resampling data and parametric pseudo samples from uniform distribution. We obtain the tolerance specifications of misalignment factors satisfying not exceed in maximum 1.0dB and choose optimal hole diameter.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.941-949
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• 2014

Unit level logistic regression model with mixed effects has been used for estimating small area proportions, which treats the spatial effects as random effects and assumes linearity between the logistic link and the covariates. However, when the functional form of the relationship between the logistic link and the covariates is not linear, it may lead to biased estimators of the small area proportions. In this paper, we relax the linearity assumption and propose two types of kernel-based logistic regression models for estimating small area proportions. We also demonstrate the efficiency of our propose models using simulated data and real data.

• 한국기계연구소 소보
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• s.10
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• pp.35-48
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• 1983

When the hydrodynamic coefficients of the ship maneuvering equation are estimated by captive model test, it is difficult to take account of the scale effect between model and full scale ship. This scale effect problem can be overcome by processing the sea trial data with system identification. Extended Kalman filter is used as a system identification technique for the modification of the simulation equation as well as the estimation of hydrodynamic coefficients. The phenomena of simultaneous drifting of linear coefficients occur. It is confirmed that two coefficients in each pair-($Y_v$', $Y_r$' -m' u'), ($N_v$', $N_r$' )-are simultaneously drifting and all 4 coefficients are simultaneously drifting together. Particularly simultaneous drifting of 2 coefficients in each pair is more significant. It is also shown that the simultaneous drifting of 4 coefficients can be reduced by choosing the input data which have the random v'/r' curve and 4 coefficients are estimated within 2-4% error, which may be noise level. So, it is recommended to operate the rudder randomly in sea trial or model test for the application of system identification technique.