• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.503-513
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• 1999

The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1329-1341
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• 2006

When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.233-244
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• 2006

In this paper, we develop the Bayesian multiple comparisons procedure for the binomial distribution. We suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. An example is illustrated for the proposed method. For this example, the suggested method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison. Also, some simulation was performed.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.843-850
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• 2006

In this paper, we consider the Bayesian multiple comparisons problem for K bivariate exponential populations to make inferences on the relationships among the parameters based on observations. And we suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Also, we give a numerical examples to illustrate our procedure.

• 한국국방경영분석학회지
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• 제1권1호
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• pp.111-129
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• 1975

U.S. Air Force Regulation 80-1 defines that a weapon system is composed of equipments, skills, and techniques, the composite of which ferns an instrument of combat. The complete weapon system includes all related facilities, equipments, materials, services, and personnels required for the operation of the system, so that the instrument of combat can be considered as a self-sufficient unit of striking power in its intended operational environment. Effectiveness of a weapon system can be expressed as a function of its liability, reliability and performance capability. Among these attributes which influence the weapon effectiveness, performance capability is considered to be the most critical factor for many weapon systems. In order to illustrate the application of the methodology of performance capability, a specific ease study on the effectiveness of Vulcan anti-air craft gun system is presented with special emphasis on hitting probability on moving targets, effects of artificial rounds dispersion, and several principles related to the deployment of the system. This thesis includes the thorough survey of the possibility of calculating the absolute value of hitting probability on moving targets, indicates that the effects of artificial rounds dispersion increase the value of probability only when the total number of rounds fired within fire range exceeds a certain critical number, and suggests that concentrated guns deployment is better than scattered deployment in order to obtain higher probability and lower average amount of rounds if it is assumed that the effects of counter-attack from enemy threats are not serious.

• 한국환경복원기술학회지
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• 제16권3호
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• pp.41-53
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• 2013

The study for the estimation potential natural vegetation was estimated the occurrence probability distribution using geographic information system(GIS) in Bukhansan National Park. Correlation and factor analysis were analyzed to estimate probability distribution. Coefficients were calculated by logistic regression analysis. Correlation coefficients were significantly at the 0.01 level. Commonality of elevation, annual mean temperature, warmth index and potential evapotranspiration were high value, but topographic index was low value. Communities of over the 0.3 points distribution probability, Quercus mogolica communities were the largest area, 76,940,900 $m^2$, Pinus densiflora communities area was 860,800 $m^2$, Quercus acutissima communities area was 500,100 $m^2$ and Quercus variabilis communities area was 1,000 $m^2$, but Q. aliena, Q. serrata, Carpinus laxiflora and Zelcova serrata communities was not appeared. Therefore, potential national vegetation of Bukhansan national park was likely to be Q. mongolica community, P. densiflora community, Q. acutissima community and Q. variabilis community.

• Nuclear Engineering and Technology
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• 제54권8호
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• pp.2941-2959
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• 2022

The fire brigade non-suppression probability model is a major factor that should be considered in evaluating fire-induced risk through fire probabilistic risk assessment (PRA), and also uncertainty is a critical consideration in support of risk-informed performance-based (RIPB) fire protection decision-making. This study developed an optimal integrated probabilistic fire brigade non-suppression model considering uncertainty of parameters based on the Bayesian Markov Chain Monte Carlo (MCMC) approach on electrical fire which is one of the most risk significant contributors. The result shows that the log-normal probability model with a location parameter (µ) of 2.063 and a scale parameter (σ) of 1.879 is best fitting to the actual fire experience data. It gives optimal model adequacy performance with Bayesian information criterion (BIC) of -1601.766, residual sum of squares (RSS) of 2.51E-04, and mean squared error (MSE) of 2.08E-06. This optimal log-normal model shows the better performance of the model adequacy than the exponential probability model suggested in the current fire PRA methodology, with a decrease of 17.3% in BIC, 85.3% in RSS, and 85.3% in MSE. The outcomes of this study are expected to contribute to the improvement and securement of fire PRA realism in the support of decision-making for RIPB fire protection programs.

• 한국안전학회지
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• 제35권3호
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• pp.49-57
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• 2020

In comparison with the existing static reliability analysis methods, the dynamic reliability analysis(DyRA) method is more suitable for estimating the failure probability of a structure subjected to earthquake excitations because it can take into account the frequency characteristics and damping capacity of the structure. However, the DyRA is known to have an issue of numerical stability due to the uncertainty in random sampling of the earthquake excitations. In order to solve this numerical stability issue in the DyRA approach, this study proposed two earthquake-scale factors. The first factor is defined as the ratio of the first earthquake excitation over the maximum value of the remaining excitations, and the second factor is defined as the condition number of the matrix consisting of the earthquake excitations. Then, we have performed parametric studies of two factors on numerical stability of the DyRA method. In illustrative example, it was clearly confirmed that the two factors can be used to verify the numerical stability of the proposed DyRA method. However, there exists a difference between the two factors. The first factor showed some overlapping region between the stable results and the unstable results so that it requires some additional reliability analysis to guarantee the stability of the DyRA method. On the contrary, the second factor clearly distinguished the stable and unstable results of the DyRA method without any overlapping region. Therefore, the second factor can be said to be better than the first factor as the criterion to determine whether or not the proposed DyRA method guarantees its numerical stability. In addition, the accuracy of the numerical analysis results of the proposed DyRA has been verified in comparison with those of the existing first-order reliability method(FORM), Monte Carlo simulation(MCS) method and subset simulation method(SSM). The comparative results confirmed that the proposed DyRA method can provide accurate and reliable estimation of the structural failure probability while maintaining the superior numerical efficiency over the existing methods.

• 한국지반신소재학회논문집
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• 제11권4호
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• pp.17-25
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• 2012

본 논문에서는 고속철도 표준사면에 대해 안전율 평가와 확률론적 방법에 의한 신뢰성 해석을 수행하였다. 원지반과 흙 쌓기재료의 지반정수에 따른 안전율 변화경향과 신뢰도 지수 및 파괴확률의 분포경향을 확인하였다. 철도표준 성토사면에 대한 사면안정 해석결과 점착력과 내부마찰각은 단위중량에 비하여 안정성에 상대적으로 큰 영향을 미치는 것으로 나타났다. 또한 국내 철도 표준성토단면에 대한 신뢰성 해석결과 미공병단 기준에 의거하여 대체적으로 "평균이하(Below average)"의 수준이며, 건기 시 성토높이 12.0m에서는 "나쁨(Poor)"으로 나타났다.

• 한국지반공학회논문집
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• 제18권4호
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• pp.119-126
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• 2002

본 논문에서는 암반사면의 절토시 현장지반 시추조사의 불충분한 자료와 비균질한 지반특성에서 오는 불확실성이 암사면의 파괴확률에 미치는 영향을 알아보기 위하여 신뢰성해석을 실시하였고 이를 확정론적 해석결과와 비교하였다. 해석에 사용된 확률변수는 절리면의 점착력과 마찰각, 암반의 단위중량 이었으며 절리면의 경사각은 확률변수로 적용한 경우와 그렇지 않은 경우로 나누어 해석하였다. 해석 결과 대상 절토사면의 경우 확정론적 해석시 안정하게 나타남에도 신뢰도 해석에서는 연약 지질층의 영향에 의한 높은 불명확성으로 인하여 높은 파괴확률을 갖는 것으로 나타났다. 각 확률변수의 평균값과 분산에 대한 파괴확률의 민감도는 점착력이 가장 큰 것으로 나타났으며 평균값이 미치는 민감도가 분산의 경우보다 크게 나타나 현장 지반물성치들에 대한 평균값의 정확한 산출이 중요한 것으로 나타났다.