• 응용통계연구
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• 제28권2호
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• pp.269-279
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• 2015

본 논문에서는 임의효과에 대한 추론 문제가 다루어졌으며 이 추론에서 신뢰분포를 사용하는 것이 제안되었다. 신뢰분포를 이용한 방법은 표본의 크기가 작아도 임의절편들이 있는 로지스틱 회귀분석에서 좋은 결과를 보여주었으며, 자료분석을 통해서도 각 개체가 가지는 임의효과들에 대한 세밀한 분석이 가능함을 확인하였다.

• International Journal of Ocean System Engineering
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• 제2권4호
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• pp.250-258
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• 2012

The distribution of wave heights is assumed to be a Rayleigh distribution, based on the assumption of a narrow band and Gaussian distribution of wave elevation. The present study was started with doubts about the narrow band assumption. We selected the wave spectra widely used to simulate irregular random waves. The wave spectra used in this study included the Pierson-Moskowitz spectrum, Bretschneider-Mitsuyasu spectrum, and JONSWAP spectrum. The directionality of the waves was considered. The cosine 2-l type directional spreading function and mixed form of the half-cosine 2-s type with Mitsuyasu type directional spreading are considered here to investigate the effects of a directional spreading function on random waves. The simulated wave height distribution is compared with a Rayleigh distribution.

• 한국경영과학회지
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• 제28권4호
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• pp.145-153
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• 2003

In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.

• Earthquakes and Structures
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• 제11권1호
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• pp.25-43
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• 2016

The uneven distribution of rolling friction coefficient may lead to great uncertainty in the structural seismic isolation performance. This paper attempts to improve the isolation performance of a spring-damper-rolling isolation system by artificially making the uneven friction distribution to be concave. The rolling friction coefficient gradually increases when the isolator rolls away from the original position during an earthquake. After the spring-damper-rolling isolation system under different ground motions was calculated by a numerical analysis method, the system obtained more regular results than that of random uneven friction distributions. Results shows that the concave friction distribution can not only dissipate the earthquake energy, but also change the structural natural period. These functions improve the seismic isolation efficiency of the spring-damper-rolling isolation system in comparison with the random uneven distribution of rolling friction coefficient, and always lead to a relatively acceptable isolation state even if the actual earthquake significantly differs from the design earthquake.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.241-250
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• 2016

In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

• 품질경영학회지
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• 제40권4호
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• pp.441-452
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• 2012

Purpose: In this paper, we have considered a problem of newsvendor model in an environment of random yields in quality and customer balking behavior, in which only the mean and the variance of the demand are known. In practice, the distributional information of the demand is very limited and only the mean and variance are guessed by experience. In addition, due to the customers balking behavior occurring when the available inventory level decreases, the product's demand becomes a function of inventory level so that the classical newsvendor's optimal order quantity is no longer optimal. Methods: We have developed an optimal order quantity model that enables us to incorporate the random yield of a product and the customer balking information such as a threshold inventory level of balking and the corresponding probability of a sale during the balking. Results: We illustrated the concepts developed here through simple numerical examples and showed the robustness of our model in a various setting of parameters. Conclusion: This paper provides a useful analysis showing that our distribution-specific and distribution-free approach to the optimal order quantity in the newsboy model can act as an effective tools to match supply with demand for these product lines.

• 한국인터넷방송통신학회논문지
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• 제18권5호
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• pp.111-116
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• 2018

본 논문은 양자 키 분배 시스템에서의 보안성을 증폭시키기 위한 유니버셜 랜덤 해쉬 함수의 개념을 소개하고 양자 오류 정정과 보안 사이의 관계를 이용하여 보안성 증폭을 제공하는 것을 보인다. 또한, 보안성 증폭 측면에서 접근 방식이 위상 오차 보정 방식을 소개하며 위상 오차 방식이 다른 방식보다 더 나은 보안성을 제시한다는 것을 보인다. 양자 키 분배의 대표적인 예인 BB84 프로토콜을 이용하여 유니버셜 해시 함수가 보안성을 강화하는 과정을 설명한다. 마지막으로 랜덤 프라이버시 증폭을 사용하는 BB84 프로토콜이 동일한 오류율을 가지는 Mayers의 성능보다 높은 키 레이트를 가지는 것을 보여 보안성이 강화된 것을 확인한다.

• 한국산학기술학회논문지
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• 제14권4호
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• pp.1951-1956
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• 2013

랜덤 순서로 발생된 심볼 열을 기반으로 하는 확률 분포 매칭 타입의 알고리듬들은 그 성능 기준이 바이어스된 신호에 대한 변수를 지니고 있지 않아서 바이어스된 충격성 잡음 하에서는 제한된 성능을 나타낸다. 이 논문에서는 바이어스된 충격성 잡음을 이겨내기 위한 수정된 성능기준을 제안하고, 증강된 필터구조와 랜덤 심볼 열을 사용하는 확률 분포 매칭 방법에 기초한 블라인드 알고리듬을 제안하였다. 시뮬레이션 결과로부터 제안된 성능기준에 의해 만들어진 제안된 알고리듬이 바이어스된 강한 충격성 잡음에 대해 동요됨이 없이 탁월한 수렴성능을 보였다.

• 한국경영과학회지
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• 제22권1호
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• pp.51-58
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• 1997

In this paper, we propose a stochastic LP model for determining an optimal input quantity in a single-product multi-stage production system with random yields. Due to the random yields in our model, each stage of the production system can result in defective items, which can be re-processed or scrapped at certain costs. We assume that the random yield at each stage follows an independent discrete empirical distribution. Compared to dynamic programming models that prevail in the literature, our model can easily handle problems of larger sizes.

• Journal of the Korean Statistical Society
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• 제36권4호
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• pp.523-542
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• 2007

In this paper we consider semiparametric random effect panel models that contain AR(p) disturbances. We derive the efficient score function and the information bound for estimating the slope parameters. We make minimal assumptions on the distribution of the random errors, effects, and the regressors, and provide semiparametric efficient estimates of the slope parameters. The present paper extends the previous work of Park et al.(2003) where AR(1) errors were considered.