• Title/Summary/Keyword: Risk simulation

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A note on the sample size determination of sequential and multistage procedures

  • Choi, Kiheon
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1279-1287
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    • 2012
  • We particularly emphasized how to determine the number of replications with sequential and multistage procedures. So, the t-test is used to achieve some predetermined level of accuracy efficiently with loss function in the case of normal, chi-squared, an exponential distributions. We provided that the relevance of procedures are sequential procedure, two-stage procedure, modified two-stage procedure, three-stage procedure and accelerated sequential procedure. Monte Carlo simulation is carried out to obtain the stopping sample size that minimizes the risk.

SIMULTANEOUS ESTIMATION OF GAMMA SCALE PARAMETER UNDER ENTROPY LOSS:BAYESIAN APPROACH

  • Chung, Youn-Shik
    • Journal of applied mathematics & informatics
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    • v.3 no.1
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    • pp.55-64
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    • 1996
  • Let $X_1, ....$X_P be p($\geq$2) independent random variables, where each X1 has a gamma distribution with $k_i and ${\heta}_i$. The problem is to simultaneously estimate p gammar parameters ${\heta}_i$ under entropy loss where the parameters are believed priori. Hierarchical bayes(HB) and empirical bayes(EB) estimators are investigated. Next computer simulation is studied to compute the risk percentage improvement of the HB, EB and the estimator of Dey et al.(1987) compared to MVUE of ${\heta}$.

ROBUST ESTIMATION USING QUASI-SCORE ESTIMATING FUNCTIONS FOR NONLINEAR TIME SERIES MODELS

  • Cha, Kyung-Yup;Kim, Sah-Myeong;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.385-399
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    • 2003
  • We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

INFERENCE ON THE SEASONALLY COINTEGRATED MODEL WITH STRUCTURAL CHANGES

  • Song, Dae-Gun;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.501-522
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    • 2007
  • We propose an estimation procedure that can be used for detecting structural changes in the seasonal cointegrated vector autoregressive model. The asymptotic properties of the estimates and the test statistics for the parameter change are provided. A simulation example is presented to illustrate this method and its concept.

Validation of time domain seakeeping codes for a destroyer hull form operating in steep stern-quartering seas

  • Van Walree, Frans;Carette, Nicolas F.A.J.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.3 no.1
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    • pp.9-19
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    • 2011
  • The paper describes the validation of two time domain methods to simulate the behaviour of a destroyer operating in steep, stern-quartering seas. The significance of deck-edge immersion and water on deck on the capsize risk is shown as well as the necessity to account for the wave disturbances caused by the ship. A method is described to reconstruct experimental wave trains and finally two deterministic validation cases are shown.

Building safe communities: A dynamic simulation study

  • Cho, Sung-Sook;Gillespie David F.;Robards Karen Joseph
    • Korean System Dynamics Review
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    • v.7 no.1
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    • pp.213-228
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    • 2006
  • This paper reports the results of a study designed to understand and facilitate disaster mitigation for communities located in low frequency/high magnitude earthquake zones. The study is based on a small town located near the New Madrid Fault Zone and is therefore at significant earthquake risk. A system dynamics model describes the variables and policies governing the distribution of building safety over time. Data from this town is used to establish a 25-year baseline. Simulations are run to demonstrate the consequences of different building policies.

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Flood Simulation and Risk Analysis Using GIS (공간정보를 이용한 홍수 범람 모의 및 리스크 분석)

  • Kim, Hyo-Suk;Yoon, Hong-Sik;Lee, Guen-Baek
    • Proceedings of the Korean Society of Disaster Information Conference
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    • 2015.11a
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    • pp.209-211
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    • 2015
  • 최근 지구온난화와 기후변화에 의한 가뭄과 홍수의 발생빈도가 증가하고 있는 상황이며 기후변화에 의한 재해는 사회시설과 국민생활에 직접적, 간접적 영향을 미칠 수 있기 때문에 전세계적으로 홍수에 관한 다양한 연구가 진행중에 있다. 본 논문에서는 홍수의 정확한 구조적 대책을 수립하기 위해 공간정보를 활용하여 FLO-2D를 이용한 홍수 범람 모의를 실시하고 그 결과를 토대로 ILWIS를 이용한 홍수 리스크 분석을 실시하였다.

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Risk of High Temperatures on Rice Production in China: Observation, Simulation and Prediction

  • Tao, Fulu;Shi, Wenjiao
    • Proceedings of The Korean Society of Agricultural and Forest Meteorology Conference
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    • 2016.09a
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    • pp.44-48
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    • 2016
  • Extreme temperature impacts on field crop are of key concern and increasingly assessed, however the studies have seldom taken into account the automatic adaptations such as shifts in planting dates, phenological dynamics and cultivars. In this present study, trial data on rice phenology, agro-meteorological hazards and yields during 1981-2009 at 120 national agro-meteorological experiment stations were used. The detailed data provide us a unique opportunity to quantify extreme temperature impacts on rice yield more precisely and in a setting with automatic adaptations.

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THE NUMERICAL SIMULATION OF HYDROGEN DIFFUSION FOR THE HYDROGEN LEAKAGE IN TUNNEL (터널 내 수소연료 자동차의 수소 누설로 인한 수소 확산에 대한 수치해석 연구)

  • Ahn, Hyuk-Jin;Jung, Jae-Hyuk;Hur, Nahm-Keon;Lee, Moon-Kyu;Yong, Gee-Joong
    • Journal of computational fluids engineering
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    • v.15 no.2
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    • pp.47-54
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    • 2010
  • In the present study, a numerical simulation for the diffusion of hydrogen leakage of FCV(Fuel Cell Vehicle) in a tunnel was performed to aid the assessment of risk in case of leakage accident. The temporal and spatial distributions of the hydrogen concentration around FCV are predicted from the present numerical analyses. Flammable region of 4-74% and explosive region of 18-59% hydrogen by volume was identified from the present results. Factors influencing the diffusion of the hydrogen jet were examined to evaluate the effectiveness of tunnel ventilation system for relieving the accumulation of the leaked hydrogen gas. The distribution of the concentration of the leaked hydrogen for various cases can be used as a database in various applications for the hydrogen safety.