• Earthquakes and Structures
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• v.14 no.3
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• pp.203-214
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• 2018

Predictive demand and collapse fragility functions are two essential components of the probabilistic seismic demand analysis that are commonly developed based on statistics with enormous, costly and time consuming data gathering. Although this approach might be justified for research purposes, it is not appealing for practical applications because of its computational cost. Thus, in this paper, Bayesian regression-based demand and collapse models are proposed to eliminate the need of time-consuming analyses. The demand model developed in the form of linear equation predicts overall maximum inter-story drift of the lowto mid-rise regular steel moment resisting frames (SMRFs), while the collapse model mathematically expressed by lognormal cumulative distribution function provides collapse occurrence probability for a given spectral acceleration at the fundamental period of the structure. Next, as an application, the proposed demand and collapse functions are implemented in a seismic fragility analysis to develop fragility and consequently seismic demand curves of three example buildings. The accuracy provided by utilization of the proposed models, with considering computation reduction, are compared with those directly obtained from Incremental Dynamic analysis, which is a computer-intensive procedure.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.9
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• pp.1668-1679
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• 1994

The cochannel interference probability has been estimated both in the environment of Nakagami fading and Gasussian noise and in the environments of Gaussian noise and Nakagami fading plus log-normal shadowing. In noise and Nakagami fading environments, a theoretical analysis has been performed in order to calculate the cochannel interference probability in addition to computer simulation. In the environments of noise and Nakagami fading plus shadowing, only a simulation technique is used due to complexity in analysis. The spectrum efficiency is discussed on each case.

• Journal of Korean Society for Quality Management
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• v.35 no.3
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• pp.107-117
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• 2007

The fatigue has been considered the most failure mode of metal, ceramic, and composite materials. In this paper, numerical experiments to asses the usefulness of two Dixon's methods(small and large samples) and 14 S-N methods on assumptions of lognormal fatigue limit distribution under RFL(Random Fatigue Limit) model are conducted for staircase(or up-and-down) test and compared by MSE(Mean Squared Error) and bias for estimates of mean log-fatigue limit. Also, guidelines for staircase test plans to choose initial stress level and step size are recommended from numerical experiments including sensitivity analyses. In addition, the parametric bootstrap method to construct a confidence interval for the mean of log-fatigue limit by the percentile method using a transition probability matrix of Markov chain is presented and illustrated with an example.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2005.10a
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• pp.284-287
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• 2005

The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.

• Economic and Environmental Geology
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• v.23 no.4
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• pp.383-392
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• 1990

This study found that that dynamics of intensity of use and economic theory of derived demand can both be accommodated through an extensive translog demand model. The basic idea in this recognition is that the skewed life cycle empirical pattern of intensity of use plotted against per capita income is of lognormal form and this lognomal intensity of use model can be mathematically transformed into an eqivalent simple translog intensity of use model. Empirical results showed that this extensive traslog model, which is a flexible function and includes both the classical case of fixed coefficients and the dynamic case of varying coefficients of the explanatory variables, gave better forecasts than the original intensity of use model and other conventional models.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.111-124
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• 2007

In this paper, we apply insightful statistical reliability tools to manage and seek improvements in the strengths of Oriented Strand Board (OSB). As a part of the OSB manufacturing process, the product undergoes destructive testing at various intervals to determine compliance with customers' specifications. Workers perform these tests on sampled cross sections of the OSB panel to measure the tensile strength, also called internal bond (IB), in pounds per square inches until failure. Additional stiffness strength tests include parallel and perpendicular elasticity indices (EI), which are taken from cross sectional samples of the OSB panel in the parallel and perpendicular directions with respect to the orientation of the wood strands. We explore both graphically and statistically these "pressure-to-failures" of OSB. Also, we briefly comment on reducing sources of variability in the IB and EI of OSB.

• The Korean Journal of Ecology
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• v.18 no.1
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• pp.89-97
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• 1995

In order to study the successional trend and the heterogeneity of forest community, we investigated DBH frequency distribution of dominant tree species and the changes of several community indicies including ${\beta}-diversity\;({\beta}_t)$ along a belt transect in Mt. Yongam, Kwangnung Experimental Forest, which has been preserved for about 530 years. Quercus serrata, Carpinus laxiflora, and C. cordata were the three dominant species and their DBH frequency distribution showed a reverse J-shaped form, so these species seem to maintain by themselves. Dominancediversity curve had a lognormal distribution. d and H'for pooled quadrats were 0.13 and 1.09, respectively, but these indices within each quadiat varied with the range of 0.13 to 0.57 and 0.5 to 1.09, respectively. The value of ${\beta}_t$ along the belt transect ranged from 0.14 to 0.42. These results suggest that this forest community is in the stable climax stage but the components experience a heterogeneous microsuccession.

• Journal of Ocean Engineering and Technology
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• v.30 no.6
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• pp.440-450
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• 2016

The capsizing and consequent sinking of a coastal car ferry was recently reported, with numerous human casualties. The primary cause was determined to be a sudden turn with improperly stowed and secured cargo. Part I of this study introduces how long term acceleration components are determined from seakeeping analyses. A carferry with a displacement of 1,633 tonf was selected as the target vessel. Sea data that included the significant wave heights and periods were collected at four observation buoys, some of which were far away from two main voyage routes: Incheon-Jeju and Pusan-Jeju. Frequency response analyses were performed to obtain the linearized radiation force coefficients, hydrostatic stiffnesses, and wave excitation forces. Time response analyses were sequentially performed to produce the motion-induced acceleration processes. The probabilistic distributions of the acceleration components were determined using a peak and valley counting method. Long term extreme acceleration components were proposed as a final result.

• Earthquakes and Structures
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• v.7 no.1
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• pp.57-82
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• 2014

The heritage value of the mixed wood-masonry 18th century Pombalino buildings of downtown Lisbon is recognized both nationally and internationally. The present paper focuses on the seismic assessment of global response and retrofitting of a typical Pombalino building by nonlinear static analyses, performed by the research software Tremuri, which is able to model 3D configurations. The structure is modelled using nonlinear beams for masonry panels, while in case of the internal walls (frontal walls) an original formulation has been developed in order to take into account their specific seismic behaviour. Floors are modelled as orthotropic membrane finite elements: this feature allows to simulate the presence of both flexible and rigid diaphragms, being the first ones more representative of the original state while the second ones of retrofitted configurations. Seismic assessment has been evaluated by applying nonlinear static procedure and comparing the performance of different configurations (by considering various retrofitting strategies). Finally, assuming a lognormal cumulative distribution, fragility curves are obtained to be representative of Pombalino buildings: the most important application of such curves is for seismic risk and loss estimation analyses.