• Convergence Security Journal
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• v.6 no.3
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• pp.117-126
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• 2006

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.9
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• pp.1407-1414
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• 2018

Objective: The aim of this study was to estimate (co) variance components and genetic parameters for categorical carcass traits using Bayesian inference via mixed linear and threshold animal models in Anglonubian goats. Methods: Data were obtained from Anglonubian goats reared in the Brazilian Mid-North region. The traits in study were body condition score, marbling in the rib eye, ribeye area, fat thickness of the sternum, hip height, leg perimeter, and body weight. The numerator relationship matrix contained information from 793 animals. The single- and two-trait analyses were performed to estimate (co) variance components and genetic parameters via linear and threshold animal models. For estimation of genetic parameters, chains with 2 and 4 million cycles were tested. An 1,000,000-cycle initial burn-in was considered with values taken every 250 cycles, in a total of 4,000 samples. Convergence was monitored by Geweke criteria and Monte Carlo error chain. Results: Threshold model best fits categorical data since it is more efficient to detect genetic variability. In two-trait analysis the contribution of the increase in information and the correlations between traits contributed to increase the estimated values for (co) variance components and heritability, in comparison to single-trait analysis. Heritability estimates for the study traits were from low to moderate magnitude. Conclusion: Direct selection of the continuous distribution of traits such as thickness sternal fat and hip height allows obtaining the indirect selection for marbling of ribeye.

• Asian Pacific Journal of Cancer Prevention
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• v.16 no.13
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• pp.5493-5498
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• 2015

Due to the lack of nationwide population-based cancer registration, the total cancer prevalence in Iran is unknown. Our previous work in which we used a basic network scale-up (NSU) method, failed to provide plausible estimates of total cancer prevalence in Kerman. The aim of the present study was to estimate total and partial prevalence of cancer in southeastern Iran using an adapted version of the generalized network scale-up method. A survey was conducted in 2014 using multi-stage cluster sampling. A total of 1995 face-to-face gender-matched interviews were performed based on an adapted version of the NSU questionnaire. Interviewees were asked about their family cancer history. Total and partial prevalence were estimated using a generalized NSU estimator. The Monte Carlo method was adopted for the estimation of upper/lower bounds of the uncertainty range of point estimates. One-yr, 2-3 yr, and 4-5 yr prevalence (per 100,000 people) was respectively estimated at 78 (95%CI, 66, 90), 128 (95%CI, 118, 147), and 59 (95%CI, 49, 70) for women, and 48 (95%CI, 38, 58), 78 (95%CI, 66, 91), and 42 (95%CI, 32, 52) for men. The 5-yr prevalence of all cancers was estimated at 0.18 percent for men, and 0.27 percent for women. This study showed that the generalized familial network scale-up method is capable of estimating cancer prevalence, with acceptable precision.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.933-945
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• 2008

The genetic association test on age of onset trait aims to detect the putative gene by means of linear rank tests for a significant trend of onset distributions with genotypes. However, due to the selective sampling of recruiting subjects with ages less than a pre-specified limit, the genotype groups are subject to substantially different censored distributions and thus this is one reason for the low efficiencies in the linear rank tests. In testing the equality of two survival distributions, log-rank statistic is preferred to the Wilcoxon statistic, when censored observations are nonignorable. Therefore, for more then two groups, we propose a generalized log-rank test for trend as a genetic association test. Monte Carlo studies are conducted to investigate the performances of the test statistics examined in this paper.

• Proceedings of the Korean Radioactive Waste Society Conference
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• 2003.11a
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• pp.562-571
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• 2003

A series of factors such as sampling, pretreatment measurement, volume estimation which induces uncertainty of the calculated radioactivity in liquid effluent released from a nuclear power plant were analyzed. It is innately impossible to estimate exact error of the calculated radioactivity, since most of the input parameters are determined by a single measurement and true value of the released radioactivity cannot be known. In this paper, a systematic model to calculate uncertainty of the released liquid radioactivity was developed based upon the guidance report published by the ISO in 1993, and the model was applied to a set of hypothetical batch release conditions. As a result, the Priority of each input parameter was turned out to be (1) wastewater volume, (2) sample volume, and (3) measured radioactivity of the sample. In addition, probability distribution of the released radioactivity was simulated by Monte Carlo method combining the probability distribution of each input parameter It was shown that the radioactivity released to the environment, which has been reported as a single value, has a certain form of probability distribution.

• Journal of the Society of Naval Architects of Korea
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• v.33 no.1
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• pp.98-108
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• 1996

In the reliability analysis of general structures, the limit state equations are implicit and cannot be described in closed form. Thus, sampling methods such as the Crude Monte-Carlo simulation, and probabilistic FEM are often used, but these methods are not so effective in view of computational cost, because a number of structural analysis are required and the derivatives must be calculated for probabilistic FEM. Alternatively the response surface approach, which approximates the limit state surface by using several results of structural analysis in the region adjacent to MPFP, could be applied effectively. In this paper, the central composite design, Bucher-Bourgund method and the approximation method using artificial neural network are studied for the calculation of probability of failure by the response surface method. Through the example comparisons, it is found that Bucher-Bourgund method is very effective and Neural network method for the reliability analysis is comparable with other methods. Specially, the central composite design method is found to be rational and useful in terms of mathematical consistency and accuracy.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.435-449
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• 1998

In this article we have introduced a Bayes criterion for the variable selection in multiple discriminant analysis (MDA). The criterion is a default Bayes factor for the comparision of homo/heteroscadasticity of the multivariate normal means. The default Bayes factor is obtained from a development of the imaginary training sample method introduced by Spiegelhalter and Smith (1982). Based an the criterion, we also provided a test for additional discrimination in MDA. The advantage of the criterion is that it is not only applicable for the optimal subset selection method but for the stepwise method. More over, the criterion can be reduced to that for two-group discriminant analysis. Thus the criterion can be regarded as an unified alternative to variable selection criteria suggested by various sampling theory approaches. To illustrate the performance of the criterion, a numerical study has bean done via Monte Carlo experiment.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.99-99
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• 2015

본 연구에서는 금강 유역을 대상으로 토양저류함수모형기반의 개념적 강우유출모형의 장기 유출모의를 평가하였다. 연구유역인 금강 22개 계측유역을 주요 유역특성인자(면적, 경사도, SCS-CN등)을 수문학적 거리 산정방법을 활용하여 3개의 유역그룹을 선정하였다. 적용모형인 개념적 강우유출모형은 3개의 토양저류함수모형[확률분포모형(PDM: Probability Distributed Moisture), 유역습윤지수모형(CWI: Catchment Wetness Index), 수정펜맨타입모형(MP: Modified Penman type model)]과 3개의 유역추적모형[병렬2선형 저류지 유출 모형(2PAR: 2-conceptual reservoirs in parallel), 빠른 지표하 흐름을 고려한 병렬 2선형 저류지 유출모형(2PMP: 2Macro-pre Approach parallel structure), 병렬 3선형 저류지 유출모형(3PAR: 3-conceptual reservoirs in parallel)]의 조합인 9개의 모형을 사용하였으며, 2006년부터 2012년의 일자료를 바탕으로 검정(Calibration), 2001년부터 2005년의 일자료를 검증(Validation)을 Monte carlo method(Uniform Random Sampling)로 수행 후, 모형의 성능은 NSE(Nash sutcliffe Efficiency)로 평가하였다. 분석결과 유역그룹에 대한 모형성능의 편차는 작아서 유역그룹에 대한 토양저류 함수모형의 뚜렷한 상관성을 확인할 수 없었다. 이는 금강 유역을 단일 유역 그룹으로 적용할 수 있음을 제시하고 있다. 검정 검증성능 및 검정매개변수의 개수를 바탕으로 적용성 평가를 실시한 결과에서 토양저류함수모형인 확률분포모형(PDM)과 유역추적모형의 병렬2선형 저류지 유출모형(2PAR)와 빠른 지표하 흐름을 고려한 병렬2선형 저류지 유출모형(2PMP)의 조합이 금강 22개 유역에서 적용성이 우수함을 확인하였다. 향후 이 모형을 바탕으로 금강유역의 대표적인 강우유출모형을 개발하고자 한다.

• Tunnel and Underground Space
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• v.31 no.5
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• pp.360-373
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• 2021

Many sources of uncertainty exist in geotechnical analysis ranging from the material parameters to the sampling and testing techniques. The conventional deterministic stability analysis of a plane failure in rock slope produce a safety factor but not a probability of failure or reliability index. In the conventional slope stability analysis by evaluating the ground uncertainty as an overall safety factor, it is difficult to evaluate the stability of the realistic rock slope in detail. This paper reviews some established probabilistic analysis techniques, such as the MCS, FOSM, PEM, Taylor Series as applied to plane failure of rock slopes in detail. While the Monte - Carlo methods leads to the most accurate calculation of the probability of safety, this method is too time consuming. Therefore, the simplified probability methods could be alternatives to the MCS. In this study, using these simple probability methods, the failure probability estimation of a plane failure in rock slope is presented.

• Structural Engineering and Mechanics
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• v.83 no.3
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• pp.293-304
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• 2022

In this work, a novel reliability approach for combined high and low cycle fatigue (CCF) estimation is developed by combining active learning strategy with least squares support vector machines (LS-SVM) (named as ALS-SVM) surrogate model to address the multi-resources uncertainties, including working loads, material properties and model itself. Initially, a new active learner function combining LS-SVM approach with Monte Carlo simulation (MCS) is presented to improve computational efficiency with fewer calls to the performance function. To consider the uncertainty of surrogate model at candidate sample points, the learning function employs k-fold cross validation method and introduces the predicted variance to sequentially select sampling. Following that, low cycle fatigue (LCF) loads and high cycle fatigue (HCF) loads are firstly estimated based on the training samples extracted from finite element (FE) simulations, and their simulated responses together with the sample points of model parameters in Coffin-Manson formula are selected as the MC samples to establish ALS-SVM model. In this analysis, the MC samples are substituted to predict the CCF reliability of turbine blades by using the built ALS-SVM model. Through the comparison of the two approaches, it is indicated that the reliability model by linear cumulative damage rule provides a non-conservative result compared with that by the proposed one. In addition, the results demonstrate that ALS-SVM is an effective analysis method holding high computational efficiency with small training samples to gain accurate fatigue reliability.