• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.27-37
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• 1993

Since the analytic expression for a diagnostic in the logistic regression model is not available, one-step estimation is often used by a case-deletion point of view. In this paper, infinitesimal perturbation approach is used, and it is shown that the scale transformation of infinitesimal perturbation approach is eventually equal to the weighted perturbation of local influence approach and the replacement measure. Also, multiple cases deletion for the masking effect is considered.

• 한국경영과학회지
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• 제17권1호
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• pp.67-75
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• 1992

In this paper, by using perturbation analysis method, We find the sensitivity of the mean busy cycle with respect to means interrival time in M/M/1 Queue. We show that the Perturbation analysis estimate can be expressed as a sum of the infinitesimal perturbation analysis (IPA) estimate and the effect caused by changes in transition probabilities, thus explaining why IPA estimates are not consistent in general.

• KSTLE International Journal
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• 제10권1_2호
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• pp.6-12
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• 2009

In this study, the effect of oil supply conditions on the dynamic performance of a hydrodynamic journal bearing is analyzed numerically. Axial length, circumferential length and location of oil grooves are considered as oil supply conditions. The perturbation equations of the perturbed film contents are obtained by applying Elrod's universal equation implementing JFO film rupture / reformation boundary conditions to Lund's infinitesimal perturbation method. The dynamic coefficients of a hydrodynamic journal bearing are calculated by solving the perturbation equations, and the linear stability analysis is carried out by using those for a variety of oil supply conditions.

• 한국시뮬레이션학회논문지
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• 제12권2호
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• pp.1-11
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• 2003

In this paper, we focus an optimal policy focus optimal class of (s, S) inventory control systems. To this end, we use the perturbation analysis and apply a stochastic optimization algorithm to minimize the average cost over a period. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. Our simulation results indicate that the optimal estimates of s and S obtained from a stochastic optimization algorithm are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and review period. Another directions involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.401-411
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• 2007

In this paper we propose an influence measure for detecting potentially influential observations using the infinitesimal perturbation and the local influence in the log-linear regression model. Also, we propose a goodness-of-fit measure for variable selection. A real data set are used for illustration.

• Structural Engineering and Mechanics
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• 제40권1호
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• pp.49-64
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• 2011

An analytical method is presented to investigate electromagnetothermoelastic behaviors of a hollow sphere composed of functionally graded piezoelectric material (FGPM), placed in a uniform magnetic field, subjected to electric, thermal and mechanical loads. For the case that material properties obey an identical power law in the radial direction of the FGPM hollow sphere, exact solutions for electric displacement, stresses, electric potential and perturbation of magnetic field vector in the FGPM hollow sphere are determined by using the infinitesimal theory of electromagnetothermoelasticity. Some useful discussion and numerical examples are presented to show the significant influence of material inhomogeneity. The aim of this research is to understand the effect of composition on electromagnetothermoelastic stresses and to design optimum FGPM hollow spheres.

• 한국시뮬레이션학회논문지
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• 제12권3호
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• pp.31-40
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• 2003

This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1992년도 춘계학술대회 논문집 92
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• pp.83-102
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• 1992

As shear localization is observed in different deformation modes, an attempt is made to understand the conditions for shear localization in general deformation modes. Most emphasis in put upon the effects of pre-localization deformation mode on the onset of shear localization and all the other well-recognized effects of subtle constitutive features and imperfection sensitivity studied elsewhere are not investigated here. Rather, an approximate perturbation stability analysis is performed for simplified isotropic rigid-plastic solids subjected to general mode of homogeneous deformation. Shear localization is possible in any deformation mode if the material has strain softening. The incipient rate of shear localization and shear plane orientations are strongly dependent upon the pre-localization deformation mode. Significant strain softening is necessary for shear localization in homogeneous axisymmetric deformation modes while infinitesimal strain softening is necessary for shear localization in plane strain deformation mode. In any deformation mode, there are more than one shear plane orientation. Except for homogeneous axisymmetric deformation modes, there are two possible shear plane orientations with respect to the principal directions of stretching. Some well-known examples are discussed in the light of the current analysis.

• 응용통계연구
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• 제7권2호
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• pp.21-34
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• 1994

본 논문에서 대기체계 M/M/1에서 평균 도착시간간격 $\theta$에 대한, 평형상태에서 평균시스템시간 (Steady State Mean System Time) W의 민감도 $dW/d\theta$를 표본통로(Sample Path)를 관찰하므로서 얻을 수 있는 방안을 제시하였으며, 평형상태에서 시스템 내에 고객이 k명 있을 확률, 즉 극한 확률(Limiting Probability) $P_k$의 민감도 $dP_k/d\theta$에 대해서도 유사한 결과를 얻었다. 또한 두 경우 모두 민감도의 추정값이 IPA(Infinitesimal Perturbation Analysis) 추정값과 그 이외의 요인에 의한 값의 합으로 명확히 표시됨을 보임으로서 IPA 추정값이 일반적으로 적용될 수 없음을 확인하였다.