• 대한수학회논문집
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• 제16권2호
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• pp.287-290
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• 2001

Let X$_1$, X$_2$, … be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X(sub)j is an upper record value of this sequence if X(sub)j > max {X$_1$, X$_2$, …, X(sub)j-1}. We define u(n) = min {j│j > u(n-1), X(sub)j > X(sub)u(n-1), n $\geq$ 2} with u(1) = 1. Then F(x) = 1 - e(sup)-x/c, x > 0 if and only if E[X(sub)n(n+1) - X(sub)u(n)│X(sub)u(m) = y] = c or E[X(sub)u(n+2) - X(sub)u(n)│X(sub)u(m) = y] = 2c, n $\geq$ m+1.

• International Journal of Reliability and Applications
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• 제17권1호
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• pp.85-105
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• 2016

In this paper accelerated life testing is incorporated in quality control technique of acceptance sampling plan to induce early failures in high reliability products.Stress under accelerated condition can be applied in constant-stress, step-stress and progressive-stress or combination of such loadings. A ramp-stress results when stress is increased linearly (from zero) with time. In this paper optimum failure-censored ramp-stress accelerated life test sampling plan for log-logistic distribution has been formulated with cost considerations. The log-logistic distribution has been found appropriate for insulating materials. The optimal plans consist in finding optimum sample size, sample proportion allocated to each stress, and stress rate factor such that producer's and consumer's interests are safeguarded. Variance optimality criterion is used when expected cost per lot is not taken into consideration, and bilevel programming approach is used in cost optimization problems. The methods developed have been illustrated using some numerical examples, and sensitivity analyses carried out in the context of ramp-stress ALTSP based on variable SSP for proportion nonconforming.

• 터널과지하공간
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• 제12권3호
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• pp.198-209
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• 2002

To assess deep geological environment for the research and development of hish-level radioactive waste disposal, six boreholes of 3" in diameter were installed in two granitic areas. An areal extent of the rock block scale in the study sites was estimated by the lineament analysis from satellite images and shaded relief maps. The characterization of fracture system developed in rock block scale was carried out based on the acoustic televiewer logging in deep boreholes. In the Yuseong site, the granite rock mass was divided into the upper and lower zones at around -160m based on the probabilistic distribution characteristics of the geometric parameters such as orientation, fracture frequency, spacing and aperture size. Since the groundwater flow is dependent on the fracture system in a fractured rock mass, the correlation of the fracture frequency and cumulative aperture size to the hydraulic conductivity was also discussed.

• 한국원자력학회:학술대회논문집
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• 한국원자력학회 1996년도 추계학술발표회논문집(1)
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• pp.415-420
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• 1996

The main objective of the present study is to propose a new measure of uncertainty importance based on distributional sensitivity analysis. The new measure is developed to utilize a metric distance obtained from cumulative distribution functions (cdfs). The measure is evaluated for two cases: one is a cdf given by a known analytical distribution and the other given by an empirical distribution generated by a crude Monte Carlo simulation. To study its applicability, the present measure has been applied to two different cases. The results are compared with those of existing three methods. The present approach is a useful measure of uncertainty importance which is based on cdfs. This method is simple and easy to calculate uncertainty importance without any complex process. On the basis of the results obtained in the present work, the present method is recommended to be used as a tool for the analysis of uncertainty importance.

• Fibers and Polymers
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• 제6권4호
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• pp.332-335
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• 2005

The fibrogram theory is newly derived from the superposition principle of the conventional staple diagram, in which the left-hand ends of the fibers have to share a common starting point in order for the fiber length distribution to be measured, and the right-hand ends of the fibers form points. It is shown that the fibrogram is the staple diagram of the fiber sample having different random starting points, as well as the double cumulative distribution function of the frequency length function in the length biased sample. Also, the various means, viz. the numerical mean length, numerical mean length in median, length biased mean length, and length biased mean length in median, and the various upper half means, viz. the numerical upper half mean length, numerical upper half mean length in median, length biased upper half mean length, and length biased upper half mean length in median, are discussed in relation to the cotton blending process.

• 한국정밀공학회지
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• 제16권6호
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• pp.100-107
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• 1999

This paper describes a probabilistic remaining life assessment program for the creep crack growth. The probabilistic life assessment program is developed to increase the reliability of life assessment. The probabilistic life assessment involves some uncertainties, such as, initial crack size, material properties, and loading condition, and a triangle distribution function is used for random variable generation. The resulting information provides the engineer with an assessment of the probability of structural failure as a function of operating time given the uncertainties in the input data. This study forms basis of the probabilistic life assessment technique and will be extended to other damage mechanisms.

• 한국컴퓨터정보학회논문지
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• 제1권1호
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• pp.83-94
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• 1996

ANOVA 검정에서 검정통계량은 단일 또는 이중 비중심F분포를 따르며 비중심F분포는 일반적인 선형 가설 검정에서 검정함수 계산에 적용되고 있다. 본 논문에서는 단일 비중심F분포의 누적함수 계산에 신경망이론을 적용하였다. 신경망 구조는 다층 퍼셉트론이며 학습과정은 역전과 학습알고리즘이다. 신경망이론에 의하여 계산한 결과와 Patnaik 이 제시한 확률값을 비교하여 제시하였다.

• ETRI Journal
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• 제33권3호
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• pp.320-325
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• 2011

This paper considers the effects of simultaneous correlated multipath fading and shadowing on the performances of a signal-to-interference ratio (SIR)-based dual-branch selection combining (SC) diversity receiver. This analysis includes the presence of cochannel interference. A generalized fading/shadowing channel model in an interference-limited correlated fading environment is modeled by generalized-K distribution. Closed-form expressions are obtained for probability density function and cumulative distribution function of the SC output SIR, as well as for the outage probability. Based on this, the influence of various fading and shadowing parameter values and the correlation level on the outage probability is examined.

• ETRI Journal
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• 제33권2호
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• pp.283-286
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• 2011

Path loss plays fundamental roles in system design, spectrum management, and performance evaluation. The traditional path loss model has a slight inconvenience; it depends on the unknown distance. In this letter, we explore the probability distribution function (PDF) of path loss in an indoor office environment by randomizing out the distance variable. It is shown that the resulting PDF is not Gaussian-like but is skewed to the right, and both the PDF and the moments are related to the size of the office instead of the unknown distance. To be specific, we incorporate the IEEE 802.15.4a channel parameters into our model and tabulate the cumulative distribution function with respect to different room sizes. Through a simple example, we show how our model helps a cognitive spectrum user to infer path loss information of primary users without necessarily knowing their transmitter-receiver distance.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.163-175
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• 2020

We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.