• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.139-151
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• 1992

Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.561-570
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• 2003

We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposeed test statistic. Then we discuss the rationale of the use of the functional equation, give some examples and compare the performances with Andersen's procedure by computing powers through simulations.

• Journal of Korean Institute of Industrial Engineers
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• v.31 no.3
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• pp.194-200
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• 2005

A stochastic dynamic lot sizing problem for multi-item is suggested in the case that the distribution of the cumulative demand is known over finite planning horizons and all unsatisfied demand is fully backlogged. Each item is produced simultaneously at a variable ratio of input resources employed whenever setup is incurred. A dynamic programming algorithm is proposed to find the optimal production policy, which resembles the Wagner-Whitin algorithm for the deterministic case problem but with some additional feasibility constraints.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2000.10a
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• pp.323-330
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• 2000

Three historical earthquake catalogues were compared with each other in the view of frequency of events per century, cumulative magnitude distribution, and annual earthquake occurrence rate in each unit grid of 0.1°by 0.1°. And, a method to determine earthquake epicenters and magnitudes was proposed given the historical earthquake data. With this method, the epicenters and magnitudes of future earthquakes in Korean penninsula for 1,000 years were generated with each earthquake catalogue. Earthquake PGAs with 10% exceedance probability in Seoul were calculated for each catalogue and compared.

• International journal of advanced smart convergence
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• v.10 no.4
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• pp.45-51
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• 2021

Polar transmitter can support multi-band and multi-mode operation. The efficiency of frequency usage can be increased if polar transmitters can transmit multi-carrier signals. In this paper the configuration of polar transmitters is investigated to generate multi-carrier signals. Spectrum and CCDF Simulation results of two-carrier signals generated by the polar transmitter can be used to design of PM and AM path in a polar transmitter.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.52 no.7
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• pp.401-406
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• 2003

Electric power industries in several countries are currently undergoing major changes, mainly represented by the privatizations of the power plants and distribution systems. Reliable operations of the power plants directly contribute to the revenue increases of the generation companies in such competitive environments. Strategic optimizations should be performed between the levels of the reliabilities to be maintained and the various preventive maintenance costs, which require the accurate estimations of the power plant reliabilities. However, accurate estimations of the power plant reliabilities are often limited by the lack of accurate power plant failure data. A power plant is not supposed to be failed that often. And if it fails, its impact upon the power system stability is quite substantial in most cases, setting aside the significant revenue losses and lowered company images. Reliability assessment is also important for Independent System Operators(ISO) or Market Operators to properly assess the level of needed compensations for the installed capacity based on the availability of the generation plants. In this paper, we present a power plant reliability estimation technique that can be applied when the failure data is insufficient. Median rank and Weibull distribution are used to accommodate such insufficiency. The Median rank is utilized to derive the cumulative failure probability for each ordered failure. The Weibull distribution is used because of its flexibility of accommodating several different distribution types based on the shape parameter values. The proposed method is applied to small size failure data and its application potential is demonstrated.

• Journal of applied mathematics & informatics
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• v.13 no.1_2
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• pp.441-446
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• 2003

Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j｜j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

• Geomechanics and Engineering
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• v.25 no.2
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• pp.135-142
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• 2021

This study provided a new research perspective for processing and analyzing AE data to evaluate rock failure. Cluster method and information entropy theory were introduced to investigate temporal and spatial correlation of acoustic emission (AE) events during the rock failure process. Laboratory experiments of granite subjected to compression were carried out, accompanied by real-time acoustic emission monitoring. The cumulative length and dip angle curves of single links were fitted by different distribution models and distribution functions of link length and directionality were determined. Spatial scale and directionality of AE event distribution, which are characterized by two parameters, i.e., spatial correlation length and spatial correlation directionality, were studied with the normalized applied stress. The entropies of link length and link directionality were also discussed. The results show that the distribution of accumulative link length and directionality obeys Weibull distribution. Spatial correlation length shows an upward trend preceding rock failure, while there are no remarkable upward or downward trends in spatial correlation directionality. There are obvious downward trends in entropies of link length and directionality. This research could enrich mathematical methods for processing AE data and facilitate the early-warning of rock failure-related geological disasters.

• KEPCO Journal on Electric Power and Energy
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• v.8 no.2
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• pp.79-86
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• 2022

Recently, the amount of maintenance is increasing due to the aging of power facilities, but the budget is constrained. Therefore, the importance of asset management that selects replacement priorities based on the failure probability and enhances investment effects is increasing. Because the number of distribution transformers is very large, the proportion of investment cost is very high. Therefore, it is important to select the investment priority by evaluating the reliable remaining life based on the failure probability. This paper evaluates the statistical expected life using the failure data of distribution transformers for the last 11 years and the current operation data. The hazard rate of distribution transformer and MV cable was compared with each other and the adequacy of early failure removal was reviewed and the statistical expected life corresponding to the cumulative failure probability B3% was calculated.

• Wind and Structures
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• v.36 no.4
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• pp.249-261
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• 2023

Aerodynamic force coefficients are generally prescribed by an ensemble average of ten and/or twenty 10-minute samples. However, this makes it difficult to identify the exact probability distribution and exceedance probability of the prescribed values. In this study, 12,600 10-minute samples on three tall buildings were measured, and the probability distributions were first identified and the aerodynamic force coefficients corresponding to the specific non-exceedance probabilities (cumulative probabilities) of wind load were then evaluated. It was found that the probability distributions of the mean and fluctuating aerodynamic force coefficients followed a normal distribution. The ratios of aerodynamic force coefficients corresponding to the specific non-exceedance probabilities (C_f,Non) to the ensemble average of 12,600 samples (C_f,Ens), which was defined as an adjusting factor (C_f,Non/C_f,Ens), were less than 2%. The effect of coefficient of variation of wind speed on the adjusting factor is larger than that of the annual non-exceedance probability of wind load. The non-exceedance probabilities of the aerodynamic force coefficient is between P_C,nonex = 50% and 60% regardless of force components and aspect ratios. The adjusting factors from the Gumbel distribution were larger than those from the normal distribution.