• Structural Engineering and Mechanics
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• 제70권1호
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• pp.81-96
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• 2019

In this paper, a hybrid uncertain model is applied to system reliability based design optimization (RBDO) of trusses. All random variables are described by random distributions but some key distribution parameters of them which lack information are defined by variation intervals. For system RBDO of trusses, the first order reliability method, as well as monotonicity analysis and the branch and bound method, are utilized to determine the system failure probability; and Improved (${\mu}+{\lambda}$) constrained differential evolution (ICDE) is employed for the optimization process. System reliability assessment of several numerical examples and system RBDO of different truss structures are proposed to verify our results. Moreover, the effect of different classes of interval distribution parameters on the optimum weight of the structure and the reliability index are also investigated. The results indicate that the weight of the structure is increased by increasing the uncertainty level. Moreover, it is shown that for a certain random variable, the optimum weight is more increased by the translation interval parameters than the rotation ones.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• Communications for Statistical Applications and Methods
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• 제21권6호
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• pp.539-559
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• 2014

We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

• 한국수학교육학회지시리즈D:수학교육연구
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• 제6권1호
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• pp.97-106
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• 2002

Educators have found that the concept of randomness is often misunderstood by students. Chance recently pointed out that students should be introduced to the concept of randomness through the use of simulations. In this article, we studied various aspects of the probability distribution off linear random path in a circle and introduce some related simulations to guide student exploration and discovery. Consider a random line segment that crosses a circle with a certain radius. Perhaps it can be considered to be a path that an airplane shows up and flies into a random direction in a monitor. What is the expected amount of flying distance through the monitor, and the expected variation\ulcorner Are we monitoring what we see scientifically\ulcorner This article studies the probability distribution and some related aspects of a linear random path within a circular monitor. Some simulative activity is also introduced which can be used in a statistics or probability classes.

• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.363-375
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• 2004

In this paper, We show that the bandpass random signals of the form ∑$_{\alpha}$$\alpha$$_{\alpha}$ a Sin(2$\pi$f$_{\alpha}$t + b$_{\alpha}$) where a$_{\alpha}$ being a random number in [0,1], f$_{\alpha}$ a random integer in a given frequency band, and b$_{\alpha}$ a random number in [0, 2$\pi$], generate Gaussian white noise signals and hence they are adequate for simulating Continuous Markov processes. We apply the result to the fluctuation-dissipation formula for the Johnson noise and show that the probability distribution for the long term average of the power of the Johnson noise is a X$^2$ distribution and that the relative error of the long term average is (equation omitted) where N is the number of blocks used in the average.error of the long term average is (equation omitted) where N is the number of blocks used in the average.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1017-1026
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• 2005

We consider the problem of modeling count data where the observation period is determined by the survival time of the individual under study. We assume random effects or frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect, the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given the random effect, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the random effect. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.293-301
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• 1995

Sums of independent random variables $S_n = X_1 + \cdots + X_n$ are considered, where the $X_n$ are chosen according to a stationary process of distributions. For $c > 0$, let $t_c$ be the smallest positive integer n such that $$\mid$S_n$\mid$ > cn^{\frac{1}{2}}$. In this set up we are concerned with finiteness of expectation of $t_c$ and we have some results of sign-invariant process as applications.

• 한국위성정보통신학회논문지
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• 제12권4호
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• pp.152-156
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• 2017

본 논문은 양자 키 분배 시스템에서의 보안성을 증폭시키기 위한 랜덤 보안성 증폭의 개념을 소개한다. 양자 오류 정정과 보안 사이의 관계를 이용하여 보안성 증폭을 제공하는 것을 보인다. 또한 보안성 증폭 측면에서 랜덤 보안성 증폭이 기존 유니버셜 해쉬 함수만을 이용한 것보다 나은 보안성을 제시한다는 것을 보인다. QKD의 대표적인 예인 BB84 프로토콜을 이용하여 유니버셜 해시 함수가 보안성을 강화하는 과정을 설명한다. 마지막으로 제안한 랜덤 보안성 증폭과 기존 방식이 양자 QKD 채널에서 키 생성률에 따른 보안성을 비교한다.

• 대한기계학회논문집A
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• 제30권3호
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• pp.260-268
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• 2006

The micromechanical approach was used to investigate the interfacial strain distributions of a unidirectional composite under transverse loading in which fibers were usually found to be randomly packed. Representative volume elements (RVE) for the analysis were composed of both regular fiber arrays such as a square array and a hexagonal array, and a random fiber array. The finite element analysis was performed to analyze the normal, tangential and shear strains at the interface. Due to the periodic characteristics of the strain distributions at the interface, the Fourier series approximation with proper coefficients was utilized to evaluate the strain distributions at the interface for the regular and random fiber arrays with respect to fiber volume fractions. From the analysis, it was found that the random arrangement of fibers had a significant influence on the strain distribution at the interface, and the strain distribution in the regular fiber arrays was one of special cases of that in the random fiber array.

• 한국농공학회논문집
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• 제60권3호
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• pp.63-70
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• 2018

In this study, a simple probabilistic approach using equivalent coefficient of consolidation ($c_e$) was proposed to consider the spatial variability of coefficient of vertical consolidation ($c_v$), and the effect of the probability distribution of coefficient of consolidation on degree of consolidation in heterogeneous soil was investigated. The statistical characteristics of consolidation coefficient were estimated from 1,226 field data, and four probability distributions (Normal, Log-normal, Gamma, and Weibull) were applied to consider the effect of probability distribution. The random fields of coefficient of consolidation were generated based on Karhunen-Loeve expansion. Then, the equivalent coefficient of consolidation was calculated from the random field and used as the input value of consolidation analysis. As a result, the probabilistic analysis can be performed effectively by separating random field and numerical analysis, and probabilistic analysis was performed using a Latin hypercube Monte Carlo simulation. The results showed that the statistical properties of $c_e$ were changed by the probability distribution and spatial variability of $c_v$, and the probability distribution of $c_v$ has considerable effects on the probabilistic results. There was a large difference of failure probability depend on the probability distribution when the autocorrelation distance was small (i.e., highly heterogeneous soil). Therefore, the selection of a suitable probability distribution of $c_v$ is very important for reliable probabilistic analysis of consolidation.