• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.771-785
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• 2011

Most studies on the joint life insurance assume the lifetimes of insurers to be mutually independent; however, there have been various studies that illustrate the dependency of insurers' lifetimes. Subsequently, some approaches to model this type of dependency have been suggested. This paper proposes a joint dependent lifetime distribution for coupled lives under common environmental effect and applies the proposed model to the study of the joint life insurance. In addition, we investigate the effect of the false assumption of independent lifetimes when there exists dependency between the insurers' lifetimes assumed in this paper.

• Environmental Engineering Research
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• v.18 no.1
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• pp.37-43
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• 2013

Water distribution pipes installed underground have potential risks of pipe failure and burst. After years of use, pipe walls tend to be corroded due to aggressive soil environments where they are located. The present study aims to assess the degree of external corrosion of a distribution pipe network. In situ data obtained through test pit excavation and direct sampling are carefully collated and assessed. A statistical approach is useful to predict severity of pipe corrosion at present and in future. First, criteria functions defined by discriminant function analysis are formulated to judge whether the pipes are seriously corroded. Data utilized in the analyses are those related to soil property, i.e., soil resistivity, pH, water content, and chloride ion. Secondly, corrosion factors that significantly affect pipe wall pitting (vertical) and spread (horizontal) on the pipe surface are identified with a view to quantifying a degree of the pipe corrosion. Finally, a most reliable model represented in the form of a multiple regression equation is developed for this purpose. From these analyses, it can be concluded that our proposed model is effective to predict the severity and rate of pipe corrosion utilizing selected factors that reflect the fuzzy soil environment.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.393-410
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• 2021

The Korean Long-Term Care Insurance (K-LTCI) provides financial support for long-term care service to people who need various types of assistance with daily activities. As the number of elderly people in Korea is expected to increase in the future, the demand for long-term care insurance would also increase over time. Projection of future expenditure on K-LTCI depends on the number of beneficiaries within the grading system of K-LTCI based on the test scores of applicants. This study investigated the suitability of mixture distributions to the model K-LTCI score distribution using recent empirical data on K-LTCI, provided by the National Health Insurance Service (NHIS). Based on the developed mixture models, the number of beneficiaries in each grade and its variability under the current grading system were estimated by simulation. It was observed that a mixture model is suitable for K-LTCI score distribution and may prove useful in devising a funding plan for K-LTCI benefit payment and investigating the effects of any possible revision in the K-LTCI grading system.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.4B
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• pp.389-397
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• v.y2005m4
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• pp.47-52
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• 2005

We present a simple idea to simulate dynamic fracture and fragmentation of a propulsion system exposed to an extreme condition, such as a fire. The system consists of energetic materials confined in a steel cylinder. The strain failure model of the confinement is a modified Johnson-Cook model with a statistical failure distribution. By using the size distribution data of the fragments from the thermal explosion tests, the failure strain distribution can be empirically obtained and then entered into the model. The simulated fracture and fragment sizes are compared with the experimental records.

• Convergence Security Journal
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• v.7 no.1
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• pp.45-53
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• 2007

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the hyper-exponential distribution reliability model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method. For model determination and selection, explored goodness of fit (the error sum of squares). The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution (shape 0.1 & scale 1) of Minitab (version 14) statistical package.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.12C
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• pp.1200-1208
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• 2003

Affective computing plays an important role in intelligent Human Computer Interactions(HCI). To detect emotional events, it is desirable to construct a computing model for extracting emotion related features from video. In this paper, we propose a statistical model based on the probabilistic distribution of low level features in video shots. The proposed method extracts low level features from video shots and then from a GMM(Gaussian Mixture Model) for them to detect emotional shots. As low level features, we use color, camera motion and sequence of shot lengths. The features can be modeled as a GMM by using EM(Expectation Maximization) algorithm and the relations between time and emotions are estimated by MLE(Maximum Likelihood Estimation). Finally, the two statistical models are combined together using Bayesian framework to detect emotional events in video.

• Journal of The Korean Society of Agricultural Engineers
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• v.53 no.6
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• pp.43-50
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• 2011

The fractal method has recently been applied to a model for determining soil grain size distribution. The objective of this study is to review the applicability of the fractal method for a analysis of submarine sedimentary environments by comparing fractal constants with grain size statistical analysis for the soil samples of Pohang (PH) and Namhae (NH). The y-interception of log (grain size)-log (passing) equation was also used because grain size distribution couldn't be expressed with fractal dimension only. The result of comparison between fractal constants (dimension, y-interception) and grain size statistical indices, the fractal dimension was directly proportional to the mean and the sorting. And the y-interception showed high correlation with the mean. The fractal dimension and y-interception didn't show significant correlation with the skewness and the kurtosis. Thus regression equations between fractal constants and two statistical indices (mean, sorting) were derived. All classifications of the mean and the sorting could be determined using the regression equation based on the fractal dimension and y-interception. Therefore, fractal constants could be used as an alternative index representing the sedimentary environments instead of the mean and sorting.

• Structural Engineering and Mechanics
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• v.86 no.3
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• pp.349-359
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• 2023

This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.65-76
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• 2014

In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.