• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.423-433
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• 2014

Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

• Advances in Computational Design
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• v.2 no.3
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• pp.165-194
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• 2017

The present work proposes the thermo mechanically induced statistics of nonlinear transverse central deflection of elastically supported functionally graded (FG) plate subjected to static loadings with random system properties. The FG plate is supported on two parameters Pasternak foundation with Winkler cubic nonlinearity. The random system properties such as material properties of FG material, external loading and foundation parameters are assumed as uncorrelated random variables. The material properties are assumed as non-uniform temperature distribution with temperature dependent (TD) material properties. The basic formulation for static is based on higher order shear deformation theory (HSDT) with von-Karman nonlinear strain kinematics through Newton-Raphson method. A second order perturbation technique (SOPT) and direct Monte Carlo simulation (MCS) are used to compute the nonlinear governing equation. The effects of load parameters, plate thickness ratios, aspect ratios, volume fraction, exponent, foundation parameters, and boundary conditions with random system properties are examined through parametric studies. The results of present approaches are compared with those results available in the literature and by employing direct Monte Carlo simulation (MCS).

• Journal of Advanced Navigation Technology
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• v.16 no.5
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• pp.801-809
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• 2012

Dispersion management (DM) is the typical technique compensating for the distorted signals due to interaction of group velocity dispersion (GVD) and optical nonlinear effects for transmitting wavelength division multiplexed (WDM) channel with the excellent performance. Optimal net residual dispersion (NRD) and effective launching power range of optical transmission links with random distribution and artificial distribution of single mode fiber (SMF) length and residual dispersion per span (RDPS) required to flexibly design of optical links in DM. It is confirmed that optimal net residual dispersion (NRD) are +10 ps/nm and -10 ps/nm controlled by precompensation and postcompensation, respectively, in both of the considered distribution patterns of SMF length and RDPS. And, in optimal NRD, system performance in optical links with the descending distribution of SMF length and the ascending distribution of RDPS among the artificial distribution patterns are more improved, consequently, effective launching power range is expanded by almost 2 dB than those in optical links with the uniform distribution.

• Tribology and Lubricants
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• v.16 no.6
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• pp.448-454
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• 2000

The roughness effects are very important due to the presence of interacting asperities in partial lubrication regime. An average Reynolds equation using flow factors is very useful to determine the effects of surface roughness on mixed lubrication. In this paper, the pressure flow factors for surfaces having Gaussian and non-Gaussian distribution of roughness height are evaluated in terms of various kurtosis. The effect of kurtosis on pressure flow factors is investigated using random rough surface generated numerically. The pressure flow factor increases with increasing kurtosis in mixed lubrication regime (h/$\sigma$<3). As h/$\sigma$ increases, the pressure flow factors approach to 1 asymptotically regardless of kurtosis.

• Earthquakes and Structures
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• v.12 no.2
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• pp.153-163
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• 2017

The underlying goal of the present paper is to investigate soil and structural uncertainties on impedance functions and structural response of soil-shallow foundation-structure (SSFS) system using Monte Carlo simulations. The impedance functions of a rigid massless circular foundation resting on the surface of a random soil layer underlain by a homogeneous half-space are obtained using 1-D wave propagation in cones with reflection and refraction occurring at the layer-basement interface and free surface. Firstly, two distribution functions (lognormal and gamma) were used to generate random numbers of soil parameters (layer's thickness and shear wave velocity) for both horizontal and rocking modes of vibration with coefficients of variation ranging between 5 and 20%, for each distribution and each parameter. Secondly, the influence of uncertainties of soil parameters (layer's thickness, and shear wave velocity), as well as structural parameters (height of the superstructure, and radius of the foundation) on the response of the coupled system using lognormal distribution was investigated. This study illustrated that uncertainties on soil and structure properties, especially shear wave velocity and thickness of the layer, height of the structure and the foundation radius significantly affect the impedance functions, and in same time the response of the coupled system.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

• Journal of Advanced Navigation Technology
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• v.16 no.3
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• pp.440-448
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• 2012

Optimal net residual dispersion (NRD) and effective launching power range of optical transmission links with optical phase conjugator (OPC) and dispersion management (DM) for compensating the distorted wavelength division multiplexing (WDM) signals due to interaction of group velocity dispersion (GVD) and optical nonlinear effects. WDM systems considered in this research have optical links with the random distribution of residual dispersion per span (RDPS) in each single mode fiber (SMF) spans of only one half transmission section for designing the adaptive optical transmission system configurations. It is confirmed that optimal NRD is 10 ps/nm and effective launching power range is obtained to be -8~1 dBm under NRD = 10 ps/nm in optical links with total dispersion controlled by precompensation. And, it is also confirmed that optimal NRD is -10 ps/nm and effective launching power range is obtained to be -7.5~1 dBm under NRD = -10 ps/nm in optical links with total dispersion controlled by postcompensation.

• Journal of Advanced Navigation Technology
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• v.22 no.5
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• pp.462-466
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• 2018

Optical phase conjugation combining with dispersion management (DM) is promising technique to compensate for signal distortion due to chromatic dispersion and nonlinear Kerr effects of single mode fiber (SMF) in optical communication systems. However the fixed SMF length in every fiber spans usually used in the optical links with optical phase conjugator(OPC) and DM restricts the flexible link configuration. The goal of this paper is to investigate the possibility of the flexible configurations of the ultra-high and long-haul optical transmission systems by using the random distribution of SMF length of each fiber spans consisted of the optical link. It is confirmed that the excellent compensation for the distorted wavelength division multiplexing signals in the optical links with the randomly distribution is obtained in case of the shorter averaged SMF length over all fiber spans. It is also confirmed that the control method of net residual dispersion suitable to good compensation is postcompensation and the extent of net residual dispersion(NRD) is -10 ps/nm in DM optical link consisted of fiber spans with the randomly distributed SMF lengths.

• Journal of the Korean Society of Clothing and Textiles
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• v.32 no.11
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• pp.1760-1770
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• 2008

The purpose of this study was 1) to find effects of private Guanxi and organizational relationship on quality of organizational relationship, 2) to find effects of private Guanxi and organizational relationship on performance of distribution channel, and 3) to also find effects of quality of organizational relationship on performance of distribution channel. Apparel manufacturers and distributors in China participated in the study. Random sampling method was used to collect the data. Data from 173 questionnaires were used for the statistical analysis. Factor analysis, Cronbach's alpha coefficient, and regression analysis was conducted. Two factors of private Guanxi were classified(i.e., affective Guanxi, instrumental Guanxi). Three factors of organizational relationship type were identified(i.e., opportunistic relationship, cooperative relationship, vertical relationship). The result indicated that affective Guanxi in terms of private Guanxi positively affected on quality of organizational relationship. Cooperative relationship and vertical relationship in terms of organizational relationship positively affected on quality of organizational relationship. Affective Guanxi positively affected on non-financial performance and financial performance in terms of performance of distribution channel. Instrumental Guanxi in terms of private Guanxi positively affected on financial performance only. Cooperative relationship in terms of organizational relationship positively affected on non-financial performance and vertical relationship positively affected on financial performance. Quality of organizational relationship positively affected on non-financial performance and vertical relationship positively affected on financial performance.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.6
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• pp.47-59
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• 2020

This paper intends to explore the relationship between financial inclusion and financial stability under the scope of Asian economies. The linkage will be thoroughly investigated with country-level and bank-level data of 42 countries in three separate years: 2011, 2014, and 2017. In this study, an inclusive financial system is assessed by two dimensions: usage of financial services and access to the financial system. Usage of financial services ranges from account to credit, savings and payment services. Access to financial system measures the financial outreach where individuals can use financial services. Meanwhile, financial stability, which proxied by Bank Z-score is regarded as the dependent variable. We apply fixed effects regression and random effects regression to capture the impacts of financial inclusion upon financial stability. To enhance the robustness of the model, the Feasible Generalized Least Squares (FGLS) regression is therefore adopted as the solution for the random effects regression. The empirical findings exhibit an overall weak positive influence of financial inclusion on financial stability. The research results also provide both financial institutions and governments with insightful information, which helps them to have an appropriate financial development strategy, improve the regulatory framework and consequently enhance financial stability for the whole system.