• The Proceeding of the Korean Institute of Electromagnetic Engineering and Science
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• v.5 no.3
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• pp.36-47
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• 1994

The error performance of BPSK and QPSK signals with diversity reception in mobile-satellite channel is investigated considering nonlinearity of TWT (Traveling Wave Tube) amplifier in the presence of AWGN(Additive White Gaussian Noise) on the uplink and downlink paths. It is assumed that the fading on the dounlink path forms a Rician distribution. The Rician distribution is approximated by discrete probability values. The values are firstly found by Classical Moment Technique.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.1
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• pp.192-200
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• 1994

The methodology of a simple probabilistic fatigue crack under random loading is proposed. Using the crack closure concept, the crack opening stress is assumed to be constant during random loading. The loading history was analyzed to determine the probability density functions, probability distribution functions and other related parameters for the probabilistic fatigue crack growth analysis. Fatigue crack growth using the exisiting available data was predicted by the proposed probabilistic analysis and compared with experimental data.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.36 no.12
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• pp.1186-1192
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• 2008

The reliability of gas turbine engine blades was studied. Yield strength, Young’s modulus, engine speed and gas temperature were considered as statistically independent random variables. The failure probability was calculated using five different methods. Advanced Mean Value Method was the most efficient without significant loss in accuracy. When random variables were assumed to have normal, lognormal and Weibull distributions with the same means and standard deviations, the CDF of limit state equation did not change significantly with the distribution functions of random variables. The normalized sensitivity of failure probability with respect to standard deviations of random variables was the largest with gas temperature. The effect of means and standard deviations of random variables was studied. The increase in the mean of gas temperature and the standard deviation of engine speed increased the failure probability the most significantly.

• The Journal of the Acoustical Society of Korea
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• v.20 no.2
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• pp.3-9
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• 2001

In this paper, a random number generator for simulation of speech-waveform coders was designed. A random number generator having a desired probability density function and a desired power spectral density is discussed and experimental results are presented. The technique is based on Sondhi algorithm which consists of a linear filter and a memoryless nonlinearity. Several methods of obtaining memoryless nonlinearities for some typical continuous distributions are discussed. Sondhi algorithm is analyzed in the time domain using the diagonal expansion of the bivariate Gaussian probability density function. It is shown that the Sondhi algorithm gives satisfactory results when the memoryless nonlinearity is given in an antisymmetric form as in uniform, Cauchy, binary and gamma distribution. It is shown that the Sondhi algorithm does not perform well when the corresponding memoryless nonlinearity cannot be obtained analytically as in Student-t and F distributions, and when the memoryless nonlinearity can not be expressed in an antisymmetric form as in chi-squared and lognormal distributions.

• Proceedings of the Korean Information Science Society Conference
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• 2003.04d
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• pp.478-480
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• 2003

일반적으로 음성전화망에서 수학적 모델을 사용하여 트래픽 분석을 수행하는 경우 호 도착 시간과 채널 보류 시간은 지수 분포라고 가정한다. 본 논문에서는 이동전화망을 구성하고 있는 교환기에서 추출한 과금 데이터를 이용하여 호 발생으로 인해 집계되는 호량애 관한 호 도착 시간과 채널 보류 시간이 나타내는 분포를 알아본다. 또한 분석된 확률 분포를 통계적 검정 방법을 이용하여 경험분포함수에 대한 기대 분포함수의 적합성을 판별한다.

• The KIPS Transactions:PartB
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• v.9B no.3
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• pp.271-276
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• 2002

The test statistic in ANOVA tests has a single or doubly noncentral F distribution and the noncentral F distribution is applied to the calculation of the power functions of tests of general linear hypotheses. Although various approximations of noncentral F distribution are suggested, they are troublesome to compute. In this paper, the calculation of noncentral F distribution is applied to the neural network theory, to solve the computation problem. The neural network consists of the multi-layer perceptron structure and learning process has the algorithm of the backpropagation. Using fables and figs, comparisons are made between the results obtained by neural network theory and the Patnaik's values. Regarding of accuracy and calculation, the results by neural network are efficient than the Patnaik's values.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.267-277
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• 2016

This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.217-217
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• 2016

강우는 시 공간적 변동성이 크고 지형특성으로 인한 지역 편차가 큰 특성을 가지고 있다. 따라서 강우 발생을 분석하는 경우, 강우의 시 공간적 변동성과 지역특성을 고려해야한다. 본 연구에서는 지역특성을 고려한 강우 앙상블을 생성하였다. 강우의 지역특성을 고려하기 위해 2010~2015년 동안 발생한 강우사상 중 서울지역을 통과하는 대류성 강우사상 30개를 선정하였다. 지역특성 고려하기 위한 매개변수로 강우강도와 풍향을 선정하고, 매개변수의 가중인자를 결정하였다. 또한 매개변수의 정량화를 위해 강우강도의 경우 대수정규분포, 풍향의 경우 Von mises분포를 매개변수의 확률분포로 선정하고, 선정된 두 확률분포에 Copula함수를 적용하여 결합확률분포를 추정하였다. 아울러 추정된 결합확률분포에 Monte-Carlo Simulation기법을 적용하여 매개변수에 대한 난수를 발생시키고, 이를 이용하여 지역특성을 고려한 강우 앙상블을 생성하였다.

• Journal of the Korean Society of Hazard Mitigation
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• v.11 no.2
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• pp.31-37
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• 2011

Understanding of the phase distribution in a multi-phase polycrystalline material is important because it can affect material properties and mechanical behaviors significantly. In this research, probability functions (two-point correlation and lineal-path functions) are used to represent the phase distributions of microstructures. The two-phase microstructures with random phase distribution are reconstructed using probability functions and compared with original samples. Mechanical behaviors of the virtual samples for different directions are evaluated using a finite element method. It is confirmed that microstructures with the same statistical characteristics can be generated using the reconstruction method. It is also demonstrated that the characteristics of the probability functions and mechanical reponses between the original and reconstructed microsturctures are statistically identical.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.1
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• pp.55-63
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• 2019

In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.