• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.297-307
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• 2006

Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

• Structural Engineering and Mechanics
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• 제31권5호
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• pp.481-506
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• 2009

The present study is concerned with the stochastic linear free vibration study of laminated composite plate embedded with piezoelectric layers with random material properties. The system equations are derived using higher order shear deformation theory. The lamina material properties of the laminate are modeled as basic random variables for accurate prediction of the system behavior. A $C^0$ finite element is used for spatial descretization of the laminate. First order Taylor series based mean centered perturbation technique in conjunction with finite element method is outlined for the problem. The outlined probabilistic approach is used to obtain typical numerical results, i.e., the mean and standard deviation of natural frequency. Different combinations of simply supported, clamped and free boundary conditions are considered. The effect of side to thickness ratio, aspect ratio, lamination scheme on scattering of natural frequency is studied. The results are compared with those available in literature and an independent Monte Carlo simulation.

• ETRI Journal
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• 제35권4호
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• pp.714-717
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• 2013

Peak power reduction techniques in orthogonal frequency division multiplexing (OFDM) has been an important subject for many researchers for over 20 years. In this letter, we propose a side-information-free technique that is based on the concept of random variable (RV) transformation. The suggested method transforms RVs into other RVs, aiming to reshape the constellation that will consequently produce OFDM symbols with a reduced peak-to-average power ratio. The proposed method has no limitation on the mapping type or the mapping order and has no significant effect on the bit error rate performance compared to other methods presented in the literature. Additionally, the computational complexity does not increase.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.515-520
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• 2006

We shall consider an estimation of the reliability P(Y

• The Journal of Asian Finance, Economics and Business
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• 제8권10호
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• pp.327-339
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• 2021

This study examines the impact of bank restructuring on the financial performance of commercial banks in Vietnam. The data for this study was obtained from the audited financial statements of 30 Vietnamese commercial banks from 2007 to 2019. Multiple regression analysis was used for investigation. Financial performance, as evaluated by ROAA, ROEA, and NIM, is the dependent variable. Financial restructuring, ownership restructuring, and operational restructuring are the independent variables. Pooled least squares (Pooled OLS), fixed effects model (FEM), random effects model (REM), and system generalized moment regression model (System GMM) are the estimate methods used to increase the accuracy of the regression coefficient. The research results show that the variables of financial restructuring activities such as government intervention and the ratio of equity to total assets; variables of ownership restructuring such as capital adequacy ratio, privatization of state-owned commercial banks, mergers, and acquisitions; variables of operational restructuring such as employees, branches, the cost to total assets; GDP variables and the second restructuring period have a positive impact on financial performance. Variables such as debt-to-capital ratio, bad debt ratio, state ownership ratio, expense-income ratio, and inflation have a negative effect on financial performance.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.296-302
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• 1995

When heteroscedasticity occurs in random effects linear model, the error variance may depend on the values of one or more of the explanatory variables or on other relevant quantities such as time or spatial ordering. In this paper we derive a score test as a diagnostic tool for detecting non-constant error variance in random effefts linear model based on the model expansion on error variance. This score test is compared to loglikelihood ratio test.

• Steel and Composite Structures
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• 제37권2호
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• pp.151-173
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• 2020

This paper aims to probabilistically evaluate performance of two types of I beam to box column (IBBC) connection. With the objective of considering the variability of seismic loading demand, statistical features of the inter-story drift ratio corresponding to the second, fifth and eleventh story of a 12-story steel special moment resisting frames are extracted through incremental dynamic analysis at global collapse state. Variability of geometrical variables and material strength are also taken into account. All of these random variables are exported as inputs to a probabilistic finite element model which simulates the connection. At the end, cumulative distribution functions of local seismic demand for each component of each connection are provided using histogram sampling. Through a parametric study on probabilistic local seismic demand, the influence of some geometrical random variables on the performance of IBBC connections is demonstrated. Furthermore, the probabilistic study revealed that IBBC connection with widened flange has a better performance than the un-widened flange. Also, a design procedure is proposed for WF connections to achieve a same connection performance in different stories.

• Computers and Concrete
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• 제3권1호
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• pp.1-15
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• 2006

The seismic safety of reinforced concrete containment building can be evaluated by probabilistic analysis considering randomness of earthquake, which is more rational than deterministic analysis. In the safety assessment of earthquake-resistant structures by the deterministic theory, it is not easy to consider the effects of random variables but the reliability theory and random vibration theory are useful to assess the seismic safety with considering random effects. The reliability assessment of reinforced concrete containment building subjected to earthquake load includes the structural analysis considering random variables such as load, resistance and analysis method, the definition of limit states and the reliability analysis. The reliability analysis procedure requires much time and labor and also needs to get the high confidence in results. In this study, random vibration analysis of containment building is performed with random variables as earthquake load, concrete compressive strength, modal damping ratio. The seismic responses of critical elements of structure are approximated at the most probable failure point by the response surface method. The response surface method helps to figure out the quantitative characteristics of structural response variability. And the limit state is defined as the failure surface of concrete under multi-axial stress, finally the limit state probability of failure can be obtained simply by first-order second moment method. The reliability analysis for the multiaxial strength limit state and the uniaxial strength limit state is performed and the results are compared with each other. This study concludes that the multiaxial failure criterion is a likely limit state to predict concrete failure strength under combined state of stresses and the reliability analysis results are compatible with the fact that the maximum compressive strength of concrete under biaxial compression state increases.

• Journal of the Korean Data and Information Science Society
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• 제23권1호
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• pp.219-225
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• 2012

We derive approximate maximum likelihood estimators of two parameters in a weighted exponential distribution, and derive the density function for the ratio Y=(X+Y) of two independent weighted exponential random variables X and Y, and then observe the skewness of the ratio density.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.541-547
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• 2009

We consider distribution, reliability and moment of ratio in two independent beta random variables X and Y, and reliability and $K^{th}$ moment of ratio are represented by a mathematical generalized hypergeometric function. We introduce an approximate maximum likelihood estimate(AML) of reliability and right-tail probability in the beta distribution.