• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.563-582
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• 2021

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

• 한국응용약물학회:학술대회논문집
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• 한국응용약물학회 1993년도 제2회 신약개발 연구발표회 초록집
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• pp.75-75
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• 1993

The general pharmacological profiles of SKI 2053R were investigeted on the central nervous system, autonomic nervous system, respiratory-cardiovascular system, digestive system and other systems. SKI 2053R had no significant pharmacological effects. Pharmacokinetic studies on time-course of blood levels, tissue distribution and excretion of SKI 20S3R were performed in rats and beagle dogs after intravenous administration of $^{14}$ C-labeled SKI 2053R. The blood level of radioactivity decreased in bi-or tri-exponential manners: rapidly decreased at $\alpha$-phase but slowly decreased at $\beta$-or ${\gamma}$-phase. $^{14}$ C SKI 2053R was well distributed to all tissues except central nervous system. Tissue concentration profiles of radioactivity were almost consistent wi th those of blood, but higher than those of plasma from 1 to 168 hrs after administration. Also, these results were consistent wi th those of whole body ARG study. The urinary and fecal excretions of radioactivity within 168 hr after administration were 84-87 and 9-11 ％ of total radioactivity of $^{14}$ C-SKI 2053R administered. In lactating rats, the levels of radioactivity in the milk were significantly lower than that in the blood, but slightly higher than that in the plasma. The disapperance of the radioactivity from the milk was similar as that in the plasma.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• 산업경영시스템학회지
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• 제46권2호
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• pp.57-71
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• 2023

In this study, we analyze a finite-buffer M/G/1 queueing model with randomized pushout space priority and nonpreemptive time priority. Space and time priority queueing models have been extensively studied to analyze the performance of communication systems serving different types of traffic simultaneously: one type is sensitive to packet delay, and the other is sensitive to packet loss. However, these models have limitations. Some models assume that packet transmission times follow exponential distributions, which is not always realistic. Other models use general distributions for packet transmission times, but their space priority rules are too rigid, making it difficult to fine-tune service performance for different types of traffic. Our proposed model addresses these limitations and is more suitable for analyzing communication systems that handle different types of traffic with general packet length distributions. For the proposed queueing model, we first derive the distribution of the number of packets in the system when the transmission of each packet is completed, and we then obtain packet loss probabilities and the expected number of packets for each type of traffic. We also present a numerical example to explore the effect of a system parameter, the pushout probability, on system performance for different packet transmission time distributions.

• 터널과지하공간
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• 제26권2호
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• pp.100-109
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• 2016

이 연구에서는 횡등방성 암석파괴함수의 개발에 활용할 수 있는 3가지 강도정수 공간분포함수를 제안하였다. 제안된 분포함수는 편구(oblate spheroid)분포함수, 지수분포함수, 강도정수텐서 방향투영함수이며 모두 2개의 모델파라미터로 정의된다. 제안된 분포함수들을 점착력과 마찰각의 공간분포함수로 활용하여 횡등방성 Mohr-Coulomb 파괴함수를 유도한 후 이를 활용하여 수치삼축시험을 모사하였다. 연약면의 경사각과 구속압의 변화에 따른 파괴축응력 변화 및 파괴면 방향 변화를 계산한 결과 3개의 분포함수을 적용한 경우 모두 실제 실험에서 관찰되는 이방성 파괴특성을 재현하고 있음을 확인하였다. 3개의 분포함수 중 강도정수텐서 방향투영함수를 채용한 경우가 가장 큰 파괴축강도를 계산하였으며 지수분포함수, 편구분포함수 순으로 낮은 파괴축강도 값을 예측하였다.

• 사물인터넷융복합논문지
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• 제9권3호
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• pp.1-6
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• 2023

웹 서비스 환경에서 사용자가 원하는 서비스 품질을 만족하는 경제적인 방법의 하나는 객체의 크기를 조절하는 것이다. 이를 위해 본 연구에서는 서비스 품질로 평균 응답 시간이 임의의 임계값 이하로 주어질 때, 이 제약 조건을 만족하는 최대 객체의 크기를 구한다. 시스템이 정상 상태일 때, 라운드-로빈을 사용하는 결정 모델의 평균 응답 시간은 일반 분포를 따르는 큐잉 모델에서의 평균 응답 시간과 같아질 것으로 추론할 수 있다. 이를 기반으로 최대 객체 크기를 발견하기 위한 해석적 수식과 절차를 수립한다. 웹 트래픽은 서비스 분포로 Pareto 분포가 적합하므로 M/G(Pareto)/1 모델과 지수 분포를 사용한 M/G/1/PS를 적용하여 최대 객체의 크기를 구한다. 수치 계산을 통한 성능평가는 Pareto 분포의 형상 파라미터(shaping parameter)가 커짐에 따라 M/G(Pareto)/1 모델과 M/G/1/PS 모델의 최대 객체 크기가 같아짐을 보여준다. 본 연구의 결과는 경제적인 웹 서비스 제어를 위해 객체의 크기를 조절하는 환경에 사용될 수 있다.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제27권3호
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• pp.137-155
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• 2020

Redundancy is commonly employed to improve system reliability. In most situations, components in the standby configurations are assumed statistically similar but independent. In many realistic models, all parts in standby are not treated as identical as they have different failure possibilities. The operational structure of the system has subsystem-1 with five identical components working under 2-out-of-5: G; policy, and the subsystem-2 has two units and functioning under 1-out-of-2: G; policy. Failure rates of units of subsystems are constant and assumed to follow an exponential distribution. Computed results give a new aspect to the scientific community to adopt multi-dimension repair in the form of the copula.

• International Journal of Reliability and Applications
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• 제13권1호
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• pp.1-17
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• 2012

This Paper deals with the stochastic behavior and failure analysis of a Viscose Staple Fibre Plant which produces fibre for making clothes. The fibre making plant is a complex system with various subsystems as: Vendor (supplies Charcoal and Sulphur, raw materials for the process), Carbon di sulphide Plant, Acid Plant, Pulp Plant and Processing Plant. The considered system can completely fail due to failure of any of the subsystems. The Carbon di Sulphide Plant can fail in two different ways, due to lack of Sulphur or Charcoal. Processing Plant has the configuration 5-out-of-10: d and 6-out-of-10: f. It is also assumed that the system can fail due to workers strike and catastrophic failure. All failures follow exponential time distribution whereas all repairs follow general time distribution. Preventive Maintenance policy has been applied to reduce the failure in the system. Various reliability characteristics such as transition state probabilities, steady state behavior, reliability, availability, M.T.T.F and the cost analysis have been obtained using supplementary variable technique and Gumbel-Hougaard copula methodology.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권12호
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• pp.4567-4583
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• 2021

This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

• Industrial Engineering and Management Systems
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• 제4권2호
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• pp.145-157
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• 2005

There are a lot of raw materials, work-in-processes and finished goods in manufacturing industry. Here, the less stock of materials and work-in-processes manufacturing industry has, the worse the rate of the production is. Inversely, the more manufacturing industry has, the more expensive the cost to support them is. Thus, it is important for us to balance them efficiently. In general, inventory problems are to decide appropriate times to produce goods and to determine appropriate quantities of goods. Therefore, inventory problems require as more useful information as possible. For example, there are demand, lead time, ordering point and so on. In this paper, we deal with an optimal ordering policy on both way substitutable two-commodity inventory control system. That is, there is a problem of how to allocate the produced two kinds of goods in a factory to m areas so as to minimize the total expected inventory cost. The demand of each area is probabilistic, and we adopt the exponential distribution as a probability density function of demand. Moreover, we provide numerical examples of the problem.