• 응용통계연구
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• 제9권1호
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• pp.165-177
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• 1996

제한된 t 분포로부터의 난수 생성은 특히 베이지안 분석에서 제한이 있는 모수의 사후밀도함수를 추정하기 위하여 몬테카를로 적분을 하는 경우 등에 필요하다. 그런데 제한영역이 t분포의 극단 꼬리부분으로 주어졌을 때 기존의 난수생성기법의 적용은 매우 비효율적이 될 수 있다. 본 논문에서는 난수생성 알고리즘을 제시하과 기존의 기법들과 시뮬레이션을 통하여 효율을 비교하였다.

• Journal of the Korean Statistical Society
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• 제13권1호
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• pp.25-31
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• 1984

A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

• 한국산학기술학회논문지
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• 제20권8호
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• pp.579-585
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• 2019

수중 표적의 탐지 효율을 증대시키기 위하여 능동 예인 음탐기는 적정 심도에서 바른 자세로 예인 되어야 한다. 본 연구에서는 능동 예인 음탐기의 꼬리 날개 형상이 예인 자세 및 예인 안정성에 미치는 영향을 확인하기 위하여 축소 모형 실험 2회 및 해상 실험 1회를 수행하고 그 결과를 분석하였다. 축소 모형 실험은 선형 수조에서 꼬리 날개 형상에 따른 속력 별 예인 거동을 측정하였으며, 축소 모형 실험에 활용된 꼬리 날개 형상은 I 형 꼬리 날개 1개와 Y 형 꼬리 날개 4개로 총 2종 5개에 대하여 실험을 수행하였다. 1차 축소 모형 실험에서는 Y형 꼬리 날개가 I 형 꼬리 날개 대비 예인 자세 및 예인 안정성이 우수함을 확인하였다. 2차 축소 모형 실험에서는 Y형 꼬리 날개를 기본으로 수직 꼬리 날개 높이 증가, 하부 수평 꼬리 날개 경사각 적용 형상에 대하여 속력 별 거동 특성을 확인하였으며, 하부 수평 꼬리 날개 경사각 적용 형상이 가장 우수한 성능을 나타내었다. 축소 모형 실험 결과를 검증하기 위해 실물 모형을 제작하여 해상 실험을 수행하였으며, 축소 모형 실험 결과와 유사함을 확인하였다.

• 한국농공학회논문집
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• 제55권5호
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• pp.49-58
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• 2013

Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

• Structural Engineering and Mechanics
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• 제66권1호
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• pp.75-84
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• 2018

This study presents the reliability-based analysis of nonlinear structures using the analytical fragility curves excited by random earthquake loads. The stochastic method of ground motion simulation is combined with the random vibration theory to compute structural failure probability. The formulation of structural failure probability using random vibration theory, based on only the frequency information of the excitation, provides an important basis for structural analysis in places where there is a lack of sufficient recorded ground motions. The importance of frequency content of ground motions on probability of structural failure is studied for different levels of the nonlinear behavior of structures. The set of simulated ground motion for this study is based on the results of probabilistic seismic hazard analysis. It is demonstrated that the scenario events identified by the seismic risk differ from those obtained by the disaggregation of seismic hazard. The validity of the presented procedure is evaluated by Monte-Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• 제8권1호
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• pp.91-97
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• 1997

Maximum likelihood and jackknife estimators of the location and scale parameters and right-tail probability in the truncated arcsine distribution are proposed, and we shall compare the performances of the proposed estimators in terms of bias and mean squared error.

• 한국자동차공학회논문집
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• 제10권4호
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• pp.85-92
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• 2002

To investigate the safety of the in-use vehicles emission against the tail-pipe emission regulation, in-use vehicles emission trend according to vehicle mileage should be known. But it is impossible to collect all vehicles emission data In order to know that. Therefore, it is necessary to establish a statistically meaningful inference method that can be used generally to estimate in-use vehicles emissions distribution according to the vehicle mileage with relatively less in-use vehicles emission data. To do this, a linear regression model that solved the problems of data normality and common variance of error was studied. As a way that can secure the data normality, In(emission) instead of emission itself was used as a sampled data. And a reciprocal of mileage was suggested as a factor to secure common variance of error. As an example, 36 data of FTP-75 test were handled in this study. As a result, using average value and standard deviation at each mileage which were inferred from a linear regression model, probability density distribution and cumulative distribution of emissions according to the vehicle mileage were obtained and it was possible to predict the deterioration factor through full useful life mileage and also possible to decide whether those in-use vehicles will meet the tail-pipe emission regulations or not.

• 응용통계연구
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• 제27권3호
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• pp.407-417
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• 2014

우리나라의 전통적인 명절놀이 중 윷놀이는 가족이나 친구들이 모여 남녀노소 구별 없이 즐기는 놀이다. 하나의 윷가락의 앞면이 나올 확률 p에 따른 도 개 걸 윷 혹은 모가 나올 확률을 이용하여 윷놀이에서 윷말이 경유하는 4가지 코스에 대해 각각의 코스를 경유할 확률을 계산하였다.

• 응용통계연구
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• 제20권1호
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• pp.183-194
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• 2007

이 논문에서는 두 독립인 이항 확률의 비교에서 이항 확률 중 하나 또는 모두가 0.05보다 작을 경우의 두 확률의 비교에 대한 표본수 계산의 문제를 다루었다. Whitte-more(1981)는 여러 공변량에 근거한 로지스틱 회귀를 이용하여 극소 확률의 경우에 대한 수정 표본수 공식을 제안하였다. 이를 독립된 비율의 비교에 적용하여 이로부터 계산한 표본수는 일반적으로 많이 사용하는 근사 정규 방법, 특히 극소 비율의 비교에 대한 방법이 아닌 근사 정규 방법의 표본수 보다도 훨씬 큰 표본수를 제시하고 있다. 그러므로, 응용분야의 통계인들은 극소 반응 확률에 근거한 임상 시험을 계획할 경우 계획의 단계에서 의도하는 검정력을 확보하기 위해 교과서에 제시된 표본수 공식이나 부표에 의존한다면 위험할 수 있음을 이 논문의 결과가 말해 주고 있다.

• Ocean Systems Engineering
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• 제9권3호
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• pp.287-328
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• 2019

Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.