• Journal of Radiation Protection and Research
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• v.10 no.2
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• pp.89-95
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• 1985

An alternative estimator for dose equivalent was derived. The original LET distribution concept was transformed into a charged particle fluence spectrum concept along with the definition of an average quality factor named slowing-down averaged quality factor by adopting the continuous slowing down approximation. With the alternative estimator, the dose equivalent delivered into a receptor located in a given radiation field can be directly and conveniently estimated in a Monte Carlo procedure. The slowing-down averaged quality factors for the energy range below 10 MeV were evaluated and tabulated for the charged particles which may be generated from the interactions of neutron with the nuclei composing soft tissue.

• Proceedings of the Korean Nuclear Society Conference
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• 2001.05a
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• pp.60.1-60
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• 2001

• Journal of the Korean Society of Safety
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• v.18 no.1
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• pp.116-122
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• 2003

Monte Carlo method is one of the powerful engineering tools especially to solve the complex non-linear problems. The Monte Carlo method gives approximate solution to a variety of mathematical problems by performing statistical sampling experiments on a computer. One of the methods to predict the time dependent failure probability of one of the bridge components or the bridge system is a lifetime function. In this paper, FORTRAN program is developed to predict the failure probability of bridge components or bridge system by using both system reliability and lifetime function. Monte Carlo method is used to generate the parameters of the lifetime function. As a case study, the program is applied to the concrete-steel bridge to predict the failure probability.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.11 no.7
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• pp.571-580
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• 1998

The numerical model that can describe the ignition of pseudospark discharge using hybrid fluid-particle(Monte Carlo )method has been developed. This model consists of the fluid expression for transport of electrons and ions and Poisson's equation in the electric field. The fluid equation determines the spatiotemporal dependence of charged particle densities and the ionization source term is computed using the Monte carlo method. This model has been used to study the evolution of a discharge in Argon at 0.5 torr, with an applied voltage if 1kV. The evolution process of the discharge has been divided into four phases along the potential distribution : (1) Townsend discharge, (2) plasma formation, (3) onset of hollow cathode effect, (4) plasma expansion. From the numerical results, the physical mechanisms that lead to the rapid rise in current associated with the onset of pseudospark could be identified.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.169-177
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• 1996

본 논문에서는 한 유명 농구선수의 과거의 연도별 평균득점과 평균 야투율을 기초로 앞으로의 경기에 대한 평균득점과 평균야투율을 추정하기 위해 몬테칼로 베이지안 분석법 중의 하나인 Sampling-Important-Resampling (SIR) 알고리즘을 이용하였다. 즉 과거의 자료로부터 평균득점과 평균야투율에 대한 사전밀도함수를 설정하고 SIR 알고리즘을 이용하여 사후 밀도함수를 구한 후에 이를 기초로 베이지안 추론을 하였다.

• Journal of Korean Society of Steel Construction
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• v.13 no.5
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• pp.467-476
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• 2001

The construction of highway bridges is almost complete in many countries including the United States. The government and highway agencies change the focus from constructing to maintaining To maintain the bridges effectively there is an urgent need to assess actual bridge loading carrying capacity and to predict their remaining life. The system reliability techniques have to be used for this purpose. Based on lifetime distribution (function) techniques this study illustrates how typical highway bridges can be modeled to predict their remaining life. The parameters of lifetime distribution are generated by Monte. The results can be used for optimization of planning interventions on existing bridges.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.45-53
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• 2000

본 논문에서는 모든 판정자(judge)들이 모든 객체(object)들에 대해 순위를 부여할 수 없는 경우에 얻어지는 불완전 순위자료에서 판정자들의 처리 효과에 대한 유의성을 검정하는데 관심이 있다. 이를 위해 불완전 순위자료를 완전자료로 바꾸는 알고리즘을 제안하고 알고리즘에 의해 얻어진 완전 순위자료에 Friedman 검정법을 적용하고자 한다. 제안된 검정법은 결측 객체에 순위를 부여하는데 있어서 완전순위를 갖는 판정자들의 정보를 이용함으로서 효율적이며 검정을 시행하는데 기존의 Friedman 통계량에 대한 분포표를 사용할 수 있어 간편하다. 그리고 몬테칼로 모의실험을 통하여 제안된 검정법과 기존의 평균 순위법, 최대/최소 Friedman 검정법과 검정력을 비교하였다.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.169-174
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• 2002

본 연구는 k개 지수분포 모수들의 기하평균에 대한 베이지안추정 방법을 제시하였다. 이를 위해 Tibshirani가 제안한 직교변환법으로 비정보적 사전확률분포를 도출하여 모수들의 결합사후확률분포를 유도해 내었으며, 이 분포 하에서 가중 몬테칼로 방법을 사용하여 기하평균을 추정하는 절차를 제안하였다. 모의실험과 실제자료의 예를 통해 제안된 베이지안 추정의 유효성 및 효용성을 보였으며, 본 연구에서 제안한 사전확률분포가 전통적인 포함확률을 기준으로 볼 때, Jeffrey의 사전확률분포 보다 더 유효한 추정을 함을 보였다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.669-677
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• 2013

Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.379-391
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• 2001

본 연구에서는 관심거리가 되고 있는 마코프인쇄 몬테칼로(Markov Chain Monte Carlo, MCMC)방법에 근거한 공간 확률난수 (spatial random variate)생성법과 깁스표본추출법(Gibbs sampling)에 의한 베이지안 분석 방법에 대한 기술적 사항들에 관하여 검토하였다. 먼저 기본적인 확률난수 생성법과 관련된 사항을 살펴보고, 다음으로 조건부명시법(conditional specification)을 이용한 공간 확률난수 생성법을 예를 들어 살펴보기로한다. 다음으로는 이렇게 생성된 공간자료를 분석하기 위하여 깁스표본추출법을 이용한 베이지안 사후분포를 구하는 방법을 살펴보았다.