• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.449-461
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• 1999

본 논문에서는 패널회귀모형에서 내부변환(within transformation) 추정량을 이용하여 회귀계수에 대한 정확한 신뢰구간을 제시하였다. 아울러 이러한 신뢰구간의 효율성을 신뢰계수(confidence coefficient)와 신뢰구간의 평균길이(average length of confidence interval)을 사용하여 모의실험을 통하여 다른 근사적 신뢰구간들과 비교하였다. 실험결과, 내부변환추정량을 이용한 신뢰구간은 다른 근사적 신뢰구간들에 비해 명목신뢰계수를 정확히 유지하였고, 신뢰구간의 평균길이도 다른 방법들에 비해 짧은 결과를 보았다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.1-6
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• 2005

SAS의 PROC MIXED는 ANOVA 추정량보다 더 다양한 잔차최대우도추정법 또는 최대우도추정법으로 모수들을 추론할 수 있다. 혼합모형에 속하는 불균형중첩오차구조를 갖는 선형회귀모형에서 랜덤효과에 해당되는 그룹간의 분산과 고정효과에 해당되는 회귀계수들에 대한 신뢰구간을 구하기 위하여 대표본인 경우와 소표본인 경우에 대하여 PROC MIXED를 사용한다. 시뮬레이션을 실행한 결과, 대표본인 경우에는 모수들의 신뢰구간을 구하기 위하여 PROC MIXED를 활용할 수 있지만, 소표본인 경우에는 PROC MIXED를 사용할 경우, 그룹간 분산과 회귀계수 가운데 하나인 절편항에 대한 신뢰구간은 시뮬레이터된 신뢰계수가 명시한 신뢰계수를 지키지 못하는 것을 보인다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.21 no.3
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• pp.224-229
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• 2009

Partial safety factors(PSFs) for Level I reliability based design of caisson type quay walls were calculated. First order reliability method(FORM) based PSFs are the functions of sensitivities of limit state function with respect to design random variables, target reliability index, characteristic values and first moment of random variables. Modified PSFs for water level and resilient water level are newly defined to keep consistency with the current design code. In the numerical example, PSFs were calculated by using a target reliability index. Seismic coefficient is defined to show extreme distribution. It was found that PSFs for seismic coefficient becomes smaller as the return period for design seismic coefficient grows longer.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.32 no.6
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• pp.458-464
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• 2020

Calibration of load-resistance factors for the limit state design of perforated caisson breakwaters are presented. Reliability analysis of 12 breakwaters in nationwide ports was conducted. Then, partial safety factors and load-resistance factors were sequentially calculated according to target reliability index. Load resistance factors were optimized to give one set of factor for limit state design of breakwater. The breakwaters were redesigned by using the optimal load resistance factor and verified whether reliability indices larger than the target value. Finally, some load-resistance factors were proposed by changing target reliability index.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.40 no.4
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• pp.336-345
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• 2012

In crack growth life, uncertainties are caused by variance of geometry, applied loads and material properties. Therefore, the reliability estimation for these uncertainties is required to keep the robustness of calculated life. The stress intensity factors are the most important variable in crack growth life calculation, but its equation is hard to know for complex geometry, therefore they are processed by the finite element analysis which takes long time. In this paper, the response surface is considered to increase efficiency of the reliability analysis for crack growth life of a turbine wheel. The approximation model of the stress intensity factors is obtained by the regression analysis for FEA data and the response surface of crack growth life is generated for selected factors. The reliability analysis is operated by the Monte Carlo Simulation for the response surface. The results indicate that the response surface could reduce computations that need for reliability analysis for the turbine wheel, which is hard to derive stress intensity factor equation, successfully.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.28 no.2
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• pp.92-100
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• 2016

Reliability analysis of tripod support structure for offshore wind turbine was performed. Extreme distribution function of peak response due to wind and wave loads was estimated by applying peak over threshold(POT) method. Then, stress based limit state function was defined by using maximum stress of support structure which was obtained by multiplying beam stress and concentration factor. The reliability analysis result was compared when maximum stress was calculated from shell element. Reliability index was evaluated using first order reliability method(FORM).

• Journal of the Korea Concrete Institute
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• v.23 no.4
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• pp.495-501
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• 2011

The load combinations in current KCI Design Code are determined with reference to those in ACI 318-05, which adopts the LRFD (load and resistance factor design) format. The load and resistance factors in LRFD format should be determined to meet the required levels of reliability index or probability of failure for various predetermined failure modes, which are also based on the statistical data reflecting locality and contemporary situation. However, the current KCI Design Code has been written utilizing foreign data, because of insufficiency in accrued data in Korea. This study considered the current safety levels of KCI Code based on published domestic data to evaluate appropriateness of the current KCI regulations. Based on the calibrated reliability index of the existing Code, the new resistance factors are suggested. The results presented in this paper can be considered as a basic research for establishment of unique design format for future Korean Codes.

• Journal of the Korean Geotechnical Society
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• v.26 no.7
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• pp.161-170
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• 2010

For the development of load and resistance factor design, reliability analysis is required to calibrate resistance factors in the framework of reliability theory. The distribution of measured-to-predicted pile resistance ratio was obrained based on only the results of load tests conducted to failure for the assessment of uncertainty regarding pile resistance and used in the conventional reliability analysis. In other words, successful pile load test (piles resisted twice their design loads without failure) results were discarded, and therefore, were not reflected in the reliability analysis. In this paper, a new systematic method based on Bayesian theory is used to update reliability indices of driven steel pipe piles by adding more proof pile load test results, even not conducted to failure, to the prior distribution of pile resistance ratio. Fifty seven static pile load tests performed to failure in Korea were compiled for the construction of prior distribution of pile resistance ratio. The empirical method proposed by Meyerhof is used to calculate the predicted pile resistance. Reliability analyses were performed using the updated distribution of pile resistance ratio. The challenge of this study is that the distribution updates of pile resistance ratio are possible using the load test results even not conducted to failure, and that Bayesian updates are most effective when limited data are available for reliability analysis.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.33 no.6
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• pp.293-297
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• 2021

Calibration of load-resistance factors for the limit state design of front covered caisson breakwaters were presented. Reliability analysis of the breakwaters which are constructed in Korean coast was conducted. Then, partial safety factors and load-resistance factors were sequentially calculated according to target reliability index. Load resistance factors were optimized to give one set of factor for limit state design of breakwater. The breakwaters were redesigned by using the optimal load resistance factor and verified whether reliability indices larger than the target value. Finally, load-resistance factors were compared with foreign country's code for verification.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.7 no.4
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• pp.1-12
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• 1987

The Advanced First Order Second Moment(AFOSM) method is commonly used to determine partial safety factors in the development of probability based LRFD code. However, design format using load and resistance factors based on this method may result in different reliability levels from specified ones. Reliability-Conditioned(RC) method recently proposed by Ayyub et al. gives partial safety factors which do not affect the target reliability level as specified. However, this method has some numerical difficulties and the procedure is not consistent. The proposed RC/AFOSM combined method has not only numerical consistency, but also results in almost constant partial safety factors with respect to various design conditions, and the resulting reliability levels are very close to specified ones.