• Bulletin of the Korean Chemical Society
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• 제21권1호
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• pp.93-96
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• 2000

A diffusion-influenced pseudo-first order reversible reaction A + B ⇔C + B is investigated by the molecular dynamics (MD) simulation method. Theoretical finding that the temporal evolution of reactants [conditional probabilities] in the reversible system can be expressed by the irreversible survival probability with an effective rate parameter is confirmed even in the presence of solvent particles. We carry out molecular dynamics simulations for both the irreversible and the reversible cases to evaluate the survival and the conditional probabilities for each cases. When the resultant irreversible survival probability is inserted into the proposed relation, the conditional probabilities given by the simulation are exactly reproduced.

• Computers and Concrete
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• 제21권3호
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• pp.291-298
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• 2018

In this study, the flexural fatigue performance of concrete beams made with 100% Coarse Recycled Concrete Aggregates (RCA) and 100% Coarse Natural Aggregates (NA) were statistically commanded. For this purpose, the experimental fatigue test results of earlier researcher were investigated using two parameter Weibull distribution. The shape and scale parameters of Weibull distribution function was evaluated using seven numerical methods namely, Graphical method (GM), Least-Squares (LS) regression of Y on X, Least-Squares (LS) regression of X on Y, Empherical Method of Lysen (EML), Mean Standard Deviation Method (MSDM), Energy Pattern Factor Method (EPFM) and Method of Moments (MOM). The average of Weibull parameters was used to incorporate survival probability into stress (S)-fatigue life (N) relationships. Based on the Weibull theory, as single and double logarithm fatigue equations for RCA and NA under different survival probability were provided. The results revealed that, by considering 0.9 level survival probability, the theoretical stress level corresponding to a fatigue failure number equal to one million cycle, decreases by 8.77% (calculated using single-logarithm fatigue equation) and 6.62% (calculated using double logarithm fatigue equation) in RCA when compared to NA concrete.

• 한국항해항만학회지
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• 제37권1호
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• pp.55-61
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• 2013

In this paper, ship accidents are analyzed briefly and the main objective is to investigate a potential technological approach for risk assessment of vessel stability. Ship nonlinear motion equation and main parameters that induce ship capsizing in beam seas have analyzed, the survival probability of a ferry in random status have estimated and finally find out a risk assessment concept for ship's intact stability estimation by safe basin simulation method. Since a few main parameters are considered in the paper, it is expected to be more accurately for estimating ship survival probability when considering ship rolling initial condition and all other impact parameters in the future research.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제19권1호
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• pp.23-45
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• 2015

We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

• 한국초전도ㆍ저온공학회논문지
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• 제7권2호
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• pp.21-26
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• 2005

Breakdown characteristics and survival probability of turn-to-turn models were investigated under ac and impulse voltage at 77K. For experiments, two test electrode models were fabricated: One is point contact model and the other is surface contact model. Both are made of copper wrapped by O.025mm thick polyimide film(Kapton). The experimental results were analyzed statistically using Weibull distribution in order to examine the wrapping number effects on voltage-time characteristics under ac voltage as well as under impulse voltage in LN$_{2}$. Also survival analysis were performed according to the Kaplan-Meier method. The breakdown voltages of surface contact model are lower than that of point contact model, because the contact area of surface contact model is wider than that of point contact model. Besides, the shape parameter of point contact model is a little bit larger than that of surface contact model. The time to breakdown t$_{50}$ is decreased as the applied voltage is increased, and the lifetime indices slightly are increased as the number of layers is increased. According to the increasing applied voltage and decreasing wrapping number, the survival probability is increased.

• 한국신뢰성학회지:신뢰성응용연구
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• 제18권2호
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• pp.130-142
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• 2018

Purpose: The purpose of this study is to introduce regression method in the presence of competing risks and to show how you can use the method with hypothetical data. Methods: Survival analysis has been widely used in biostatistics division. But the same method has not been utilized in reliability division. Especially competing risks, where more than a couple of causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not utilized in the area of reliability or they are analysed in the wrong way. Specifically Kaplan-Meier method is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced. In addition, sample competing risks data are analysed using cumulative incidence function along with some graphs. Lastly we compare cumulative incidence functions with regression type analysis briefly. Results: We used cumulative incidence function to calculate the survival probability or failure probability in the presence of competing risks. We also drew some useful graphs depicting the failure trend over the lifetime. Conclusion: This research shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime in the presence of competing risks. Cumulative incidence function is shown to be useful in stead. Some graphs using the cumulative incidence functions are also shown to be informative.

• Communications for Statistical Applications and Methods
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• 제27권6호
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• pp.675-688
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• 2020

In survival analysis of observational data, the inverse probability weighting method and the Cox proportional hazards model are widely used when estimating the causal effects of multiple-valued treatment. In this paper, the two kinds of weights have been examined in the inverse probability weighting method. We explain the reason why the stabilized weight is more appropriate when an inverse probability weighting method using the generalized propensity score is applied. We also emphasize that a marginal hazard ratio and the conditional hazard ratio should be distinguished when defining the hazard ratio as a treatment effect under the Cox proportional hazards model. A simulation study based on real data is conducted to provide concrete numerical evidence.

• 한국초전도ㆍ저온공학회논문지
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• 제15권4호
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• pp.10-14
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• 2013

We have clearly investigated with respect to the survival of the insulator at cryogenic temperature under the electrical stress. The breakdown and voltage-time characteristics of turn-to-turn models for point contact geometry and surface contact geometry using copper multi wrapped with polyimide film for an HTS transformer were investigated under AC and impulse voltage at 77 K. Polyimide film (Kapton) 0.025 mm thick is used for multi wrapping of the electrode. As expected, the breakdown voltages for the surface contact geometry are lower than that of the point contact geometry, because the contact area of the surface contact geometry is lager than that of the point contact geometry. The time to breakdown t50 decreases as the applied voltage is increased, and the lifetime indices increase slightly as the number of layers is increased. The electric field amplitude at the position where breakdown occurs is about 80 % of the maximum electric field value. The relationship between survival probability and the electrical stress at cryogenic temperature was evident.

• 한국군사과학기술학회지
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• 제17권6호
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• pp.733-743
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• 2014

Since the technology of anti-ship missiles has advanced rapidly, defending battleships from the threat of anti-ship missiles is a crucial factor for the survival of warships. In this paper, we analyze the performance of an anti-ship missile defense system whose name is Close-In-Weapon-System. We show the survival probability of a warship equipped with the Close-In-Weapon-System as the number of anti-ship missiles attacking the warship varies. Because of the complex and dynamic operational characteristics surrounding the Close-In-Weapon-System such as speed of missiles, different range of an individual weapon in the weapon system, and the continuous change of the kill probability of the missiles corresponding to the distance of missiles from ships, few work has been done for the performance of Close-In-Weapon-System. We present a model to incorporate all the dynamic characteristics of the system using absorbing Markov Chain. With our results, we expect commanders of warships equipped with Close-In-Weapon-System to be provided with more helpful information on how to deal with the anti-ship missiles.

• Asian Pacific Journal of Cancer Prevention
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• 제15권2호
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• pp.663-669
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• 2014

Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.