• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.461-469
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• 2014

Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

• Journal of the Korea Society for Simulation
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• v.10 no.2
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• pp.61-74
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• 2001

The reliability evaluation of the large scale network becomes very complicate according to the growing size of network. Moreover if the reliability is not constant but follows probability distribution function, it is almost impossible to compute them in theory. This paper studies the network evaluation methods in order to overcome such difficulties. For this an efficient path set algorithm which seeks the path set connecting the start and terminal nodes efficiently is developed. Also, various variance reduction techniques are applied to compute the system reliability to enhance the simulation performance. As a numerical example, a large scale network is given. The comparisons of the path set algorithm and the variance reduction techniques are discussed.

• Journal of Communications and Networks
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• v.7 no.1
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• pp.87-92
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• 2005

This paper presents basic queueing analysis contributing to teletraffc theory, with commonly accessible mathematical tools. This paper studies queueing systems with bulk arrivals. It is assumed that the number of arrivals and the expected number of arrivals in each bulk are bounded by some constraints B and (equation omitted), respectively. Subject to these constraints, convexity argument is used to show that the bulk-size probability distribution that results in the worst mean queue performance is an extremal distribution with support {1, B} and mean equal to A. Furthermore, from the viewpoint of security against denial-of-service attacks, this distribution remains the worst even if an adversary were allowed to choose the bulk-size distribution at each arrival instant as a function of past queue lengths; that is, the adversary can produce as bad queueing performance with an open-loop strategy as with any closed-loop strategy. These results are proven for an arbitrary arrival process with bulk arrivals and a general service model.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.723-732
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• 2020

A theoretical calculation model for ship stern bearings with large hull deformation is established and validated theoretically and experimentally. A hull simulation model is established to calculate hull deformations corresponding to the reaction force of stern bearings under multi-factor and multi-operating conditions. The results show that in the condition of wave load, hull deformation shows randomness; the aft stern tube bearing load obeys the Gaussian distribution and its value increases significantly compared with the load under static, and the probability of aft stern tube bearing load greater than 1 is 65.7%. The influence laws and levels between hull deformation and bearing reaction force are revealed, and suggestions for ship stern bearing specifications are proffered accordingly.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• 2007.11a
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• pp.327-330
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• 2007

This paper verifies that the normality assumption that the simulation output data, Project Completion Times (PCTs), follow normal distribution is not always acceptable and the existing belief may lead to misleading results. A risk quantification method, which measures the effect caused by the assumption, relative to the probability distribution of PCTs is implemented as an algorithm in MATLAB. To validate the reliability of the quantification, several series of simulation experiments have been carried out to analyze a set of simulation output data which are obtained from different type of Probability Distribution Function (PDF) assigned to activities'duration in a network. The method facilitates to find the effect of PDF type and its parameters. The procedure necessary for performing the risk quantification method is described in detail along with the findings. This paper contributes to improving the reliability of simulation based scheduling method, as well as increasing the accuracy of analysis results.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.52-56
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• 2009

In this study a dynamic modeling scheme is presented to derive the probabilistic structure of soil water and plant water stress when subject to stochastic precipitation conditions. The newly developed model has the form of the Fokker-Planck equation, and its applicability as a model for the probabilistic evolution of the soil water and plant water stress is investigated under climate change scenarios. This model is based on the cumulant expansion theory, and has the advantage of providing the probabilistic solution in the form of probability distribution function (PDF), from which one can obtain the ensemble average behavior of the dynamics. The simulation result of soil water confirms that the proposed soil water model can properly reproduce the results obtained from observations, and it also proves that the soil water behaves with consistent cycle based on the precipitation pattern. The plant water stress simulation, also, shows two different PDF patterns according to the precipitation. Moreover, with all the simulation results with climate change scenarios, it can be concluded that the future soil water and plant water stress dynamics will differently behave with different climate change scenarios.

• Korean Journal of Construction Engineering and Management
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• v.5 no.6 s.22
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• pp.72-79
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• 2004

Critical Path-based project management has been applied to the construction projects with a goal of delivering projects within original costs and time estimates. These current project management methods, rarely make early finishes of construction Projects. In addition, current practices on time management seems not to take advantages of early finishes concepts due to student syndrome and Parkinson's Law, This research study applied the Theory of Constraints(n) in the estimation of construction project duration. While the TOC includes variety of management techniques, in this study, it refers to critical chain that has been used to develop the specific management technique in scheduling. The concept of critical chain is applied to this study to solve the problems associated with the current scheduling method. The efforts focus to solve the p개blems associated with current construction project scheduling methods by adopting both stochastic estimation technique and the concept of schedule buffer,

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.2
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• pp.1148-1161
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• 2017

The success of a business process management system stands or falls on the quality of the business processes. Many experiments therefore have been devoting considerable attention to the modeling and analysis of business processes in process-centered organizations. One of those experiments is to apply the probabilistic theories to the analytical evaluations of business process models in order to improve their qualities. In this paper, we excogitate a conceptual way of applying a probability theory of proportions into modeling business processes. There are three types of routing patterns such as sequential, disjunctive, conjunctive and iterative routing patterns in modeling business processes, into which the proportion theory is applicable. This paper focuses on applying the proportion theory to the disjunctive routing patterns, in particular, and formally named proportional information control net that is the formal representation of a corresponding business process model. In this paper, we propose a conceptual approach to discover a proportional information control net from the enactment event histories of the corresponding business process, and describe the details of a series of procedural frameworks and operational mechanisms formally and graphically supporting the proposed approach. We strongly believe that the conceptual approach with the proportional information control net ought to be very useful to improve the quality of business processes by adapting to the reengineering and redesigning the corresponding business processes.

• Advances in aircraft and spacecraft science
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• v.4 no.5
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• pp.585-611
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• 2017

This article covenants with the post buckling witticism of carbon nanotube reinforced composite (CNTRC) beam supported with an elastic foundation in thermal atmospheres with arbitrary assumed random system properties. The arbitrary assumed random system properties are be modeled as uncorrelated Gaussian random input variables. Unvaryingly distributed (UD) and functionally graded (FG) distributions of the carbon nanotube are deliberated. The material belongings of CNTRC beam are presumed to be graded in the beam depth way and appraised through a micromechanical exemplary. The basic equations of a CNTRC beam are imitative constructed on a higher order shear deformation beam (HSDT) theory with von-Karman type nonlinearity. The beam is supported by two parameters Pasternak elastic foundation with Winkler cubic nonlinearity. The thermal dominance is involved in the material properties of CNTRC beam is foreseen to be temperature dependent (TD). The first and second order perturbation method (SOPT) and Monte Carlo sampling (MCS) by way of CO nonlinear finite element method (FEM) through direct iterative way are offered to observe the mean, coefficient of variation (COV) and probability distribution function (PDF) of critical post buckling load. Archetypal outcomes are presented for the volume fraction of CNTRC, slenderness ratios, boundary conditions, underpinning parameters, amplitude ratios, temperature reliant and sovereign random material properties with arbitrary system properties. The present defined tactic is corroborated with the results available in the literature and by employing MCS.

• Magazine of the Korean Society of Agricultural Engineers
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• v.38 no.5
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• pp.125-139
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• 1996

This study was performed to provide the design method for soil structure which guarantees proper safety with uncertainty of soil parameters. For this purpose, the effect of uncertainty of soil parameters for slope stability was analyzed by Bishop's simplified method and Monte Carlo simulation(MC). And reliability analysis program, RESFEM, was developed by combining elastic theory, MC, FEM, SFEM, and reliability, which can consider uncertainty of soil parameters. For factor of safety(FS) 1.0 and 1.2 by Bishop's simplified method, the probability of failure(Pf) was analyzed with varying coefficient of variation(c.o.v.) of soil parameters. The Pf increased as c.o.v. of soil parameters increased. This implies that FS is not the absolute index of slope safety, and even if FS is same, it has different Pf according to c.o.v. of soil parameters. The RESFEM was able to express the Pf at each element in slope quantitatively according to uncertainty of soil parameters. The variation of Pf with uncertainty of soil parameters was analyzed by RESFEM, and it was shown that the Pf increased as the c.o.v. of soil parameters increased.