• Proceedings of the Korean Geotechical Society Conference
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• 2004.03b
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• pp.391-398
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• 2004

The propagation mechanism of a detonation pressure with fully coupled charge is clarified and the blasting pressure propagated in rock mass is derived from the application of shock wave theory. Probabilistic distribution is obtained by using explosion tests on emulsion and rock property tests on granite in Seoul and then the probabilistic distribution of the blasting pressure is derived from their properties. The probabilistic distributions of explosive properties and rock properties show a normal distribution so that the blasting pressure propagated in rock can be also regarded as a normal distribution. Parametric analysis was performed to pinpoint the most influential parameter that affects the blasting pressure and it was found that the detonation velocity is the most sensitive parameter. Moreover, uncertainty analysis was performed to figure out the effect of each parameter uncertainty on the uncertainty of blasting pressure. Its result showed that uncertainty of natural rock properties constitutes the main portion of blasting pressure uncertainty rather than that of explosive properties.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.537-537
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• 2015

In recent decades, the independence and identical distribution (iid) assumption for extreme events has been shown to be invalid in many cases because long-term climate variability resulting from phenomena such as the Pacific decadal variability and El Nino-Southern Oscillation may induce varying meteorological systems such as persistent wet years and dry years. Therefore, in the current study we propose a new parameter estimation method for probability distribution models to more accurately predict the magnitude of future extreme events when the iid assumption of probability distributions for large-scale climate variability is not adequate. The proposed parameter estimation is based on a metaheuristic approach and is derived from the objective function of the rth power probability-weighted sum of observations in increasing order. The combination of two distributions, gamma and generalized extreme value (GEV), was fitted to the GEV distribution in a simulation study. In addition, a case study examining the annual hourly maximum precipitation of all stations in South Korea was performed to evaluate the performance of the proposed approach. The results of the simulation study and case study indicate that the proposed metaheuristic parameter estimation method is an effective alternative for accurately selecting the rth power when the iid assumption of extreme hydrometeorological events is not valid for large-scale climate variability. The maximum likelihood estimate is more accurate with a low mixing probability, and the probability-weighted moment method is a moderately effective option.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.1-19
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• 2021

Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

• Journal of Korean Society of Forest Science
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• v.61 no.1
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• pp.1-7
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• 1983

In the estimation of diameter distribution in a stand using Weibull distribution function, the calculation method of experimental distribution was presented in previous paper. This study was to estimate the diameter distribution of Korean pine stands by Weibull distribution which represents Gamma function, with mean diameter and mean basal-area diameter of the random sample trees. The results obtained fitted the diameter distribution in experimental stands. Thus, this method appears to be used for the estimation of diameter distribution in a stand as well as for the analysis and prediction of stand construction for the future.

• Advances in concrete construction
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• v.15 no.5
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• pp.313-319
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• 2023

In this paper, the analytic solution has been found by using truncation approach. With the help of suitable substitution, different physical parameters are yielded in their non-dimensional form. The governing boundary layer partial differential equations are reduced to a set of ordinary ones by using appropriate similarity transformations. The velocity profile across the domain have also been taken into account. The effect normal velocity profiles buoyancy parameter, slip parameter, shrinking parameter, Casson fluid parameter on the heat profile. It is found that the normal velocity profiles rise with the buoyancy parameter and for the slip parameter. It is observed that the normal velocity profile decreases with the increase of shrinking parameter. The reverse behiour is found for the Casson fluid parameter. The results are numerically computed, analyzed and discussed. For the efficiency of present model, the results are compared with earlier investigations.

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.507-514
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• 2007

We shall propose several estimators for the scale parameter in the Pareto distribution with an unidentified exponential outlier when the scale parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale and shape parameters in the small sample sizes.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.213-228
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• 2008

Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.219-226
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• 2014

In this paper, we derived estimators of reliability P(Y < X) and the distribution of ratio in the bivariate exponential density. We also considered the means and variances of M = max{X,Y} and m = min{X,Y}. We finally presented how E(M), E(m), Var(M) and Var(m) are varied with respect to the ones in the bivariate exponential density.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.71-80
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• 2007

The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.1-10
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• 2002

A Bayes estimator of the scale parameter in an exponential distribution will be considered by a LINEX error, then the risk of the Bayes estimator using a LINEX loss will be compared with that of a Bayes estimator using a square error.