• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.529-539
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• 2001

This paper deals with the distributions of certain characteristics related to a symmetric random walk of an steps ending at an unspecified position, thus generalizing and extending the earlier work.

• Korean Journal of Poultry Science
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• v.27 no.3
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• pp.255-258
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• 2000

This study was carried out to investigate the distribution and morphological properties of mast cells in the ileum of Korean pheasant. In the ileum mast cells were located in the lamina propria of mucoase. The cells were mainly oval with irregular cell surface occasionally spindle-like or triangular in shape. Some mast cells had one or more tail-like long cytoplasmic processes. All mast cells had many blue granules stained by toluidine blue in the cytoplasm.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1411-1425
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• 2016

We provide a partial differential equation for European options on a stock whose price process follows a general geometric Riemannian Brownian motion. The existence and the uniqueness of solutions to the partial differential equation are investigated, and then an expression of the value for European options is obtained using the fundamental solution technique. Proper Riemannian metrics on the real number field can make the distribution of return rates of the stock induced by our model have the character of leptokurtosis and fat-tail; in addition, they can also explain option pricing bias and implied volatility smile (skew).

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• The Korean Journal of Applied Statistics
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• v.27 no.1
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• pp.71-87
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• 2014

The Bayes premium or the net premium in the credibility theory does not reflect the underlying tail risk. In this study we examine how the tail risk measures can be utilized in determining the risk premium. First, we show that the risk measures can not only provide the proper risk loading, but also allow the insurer to avoid the wrong decision made with the Bayesian premium alone. Second, it is illustrated that the rank of the tail thickness among different conditional loss distributions does not preserve for the corresponding predictive distributions, even if they share the identical prior variable. The implication of this result is that the risk loading for a contract should be based on the risk measure of the predictive loss distribution not the conditional one.

• 한국신재생에너지학회:학술대회논문집
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• 2009.06a
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• pp.353-356
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• 2009

A pivotal mechanical balance of plant for 75kW class molten carbonate fuel cells comprise of a catalytic burner and an ejector which has been designed and tested in KEPRI(Korea Electric Power Research Institute). The catalytic burner, which oxidizes residual fuel in the anode tail gas, was operated at several conditions. Some problems arose due to local overheating or auto-ignition, which could limit the catalyst life. The catalytic burner was designed by considering both gas mixing and gas velocity. Test results showed that the temperature distribution is very uniform. In addition, an ejector is a fluid machinery to be utilized for mixing fluids, maintaining vacuum, and transporting them. The ejector is placed at mixing point between the anode off gas and the cathode off gas or the fresh air Several ejectors were designed and tested to form a suction on the fuel tail gas and balance the differential pressures between anode and cathode over a range of operating conditions. The tests showed that the design of the nozzle and throat played an important role in balancing the anode tail and cathode inlet gas pressures. The 75kW MCFC system built in our ejector and catalytic burner was successfully operated from Novembe, 2008 to April, 2009. It recorded the voltage of 104V at the current of 754A and reached the maximum generating power of 78.5kW DC. The results for both stand-alone and integration into another balance of plant are discussed.

• Journal of the Korean Crystal Growth and Crystal Technology
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• v.3 no.2
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• pp.99-106
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• 1993

A relationship $(T_c = -17.869C^2+1840.2C-46623)$ between Curie Temperature$(T_c)$ and (C), $Li_2O$ mole percent(%) was established from the measurement results of Curie temperature $(T_c)$) analysed by DTA(Differential Thermal Analysis) in the range from 48.50 to 49.00 $Li_2O$ mole %. Congruent melt composition of $LiTaO_3$ single crystal was to be 48.65 $Li_2O$ mole % and its Curie temperature was also determined to be $610{\pm}1^{\circ}C$ from the results of Curie temperature difference, ${\Delta}T (T_{c(Top)}-T{_c(Tail)})$ of Czochralski grown $LiTaO_3$ crystals and the distribution coefficient(k). The k was calculated from $LiO_2$ mole ratio of initial melt to final melt and initial crystal to final crystal in the range from 48.60 to 48.70 $Li_2O$ mole %.

• Journal of Digital Convergence
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• v.11 no.9
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• pp.103-111
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• 2013

As the demand-oriented management has been getting important in Supply Chain Management (SCM), various forecasting methods have been suggested including regression analyses. However, dependency structures among variables have been captured by a correlation coefficient, only. It results in inaccurate demand predictions. This paper suggests a new and effective forecasting modeling framework using student's t-copula function. In order to show overall modeling procedures framework, heavy tail typed numerical data and its copula estimations are provided. The suggested methodology can contribute to decrease the bullwhip effect and to stabilize volatile environment in a supply chain network.

• Korean Journal of Veterinary Research
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• v.48 no.1
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• pp.1-8
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• 2008

The testis and epididymis are important organs of the male reproductive system; the functionis to produce, mature, transport, and store sperm. It is important to understand the localization and expressionof specific proteins based for the studies of its physiological processes. In this study, we investigated theexpression and distribution of galectin-3, one of beta-galactoside-binding proteins, in the testis andepididymis of mouse using western blot and imunohistochemistry. Western blot analysis revealed that theexpression of galectin-3, 29 kDa protein, was low in the testis. In the epididymis, high expression wasdetected in the body and tail part, but moderate expression in the head part. By immunohistochemicalanalysis, we found that positive localization of galectin-3 was detected in some myoid cells and Leydigin the epithelium of epididymis, especially in the epithelium of both body and tail of epididymis. Collectively,these results suggest that galectin-3 is constitutively expressed in the testis and epididymis of mouse withvarying intensity, and the role of galectin-3 in the male reproductive organ may be involved in the specificfunction of its structures.

• Journal of the Korean Crystal Growth and Crystal Technology
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• v.5 no.3
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• pp.269-277
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• 1995

Ultrafine TEX>$Al_2O_3$ powders were prepared from $AlCl_3$ and $Al_2(SO_4)_3$3 by using inductively coupled plasma (lCP) of ultrahigh temperature (above 5000 K) in heat source. The prepared $Al_2O_3$ powders had ${\alpha} - group ({\alpha}, {wdelta} ;and; {\theta})$ phase, a narrow size distribution and around 20 nm in meansize. It could be suggested that gas - solid reaction growth and interparticle sintering occured at the center of ICP tail flame (X = 500 mm) through the results of deposited aggregates - flock, whisker and platy on MgO polycrystal plate. And the formation mechanism of $Al_2O_3$ powders In spray - ICP reactor were described from upper results.